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Total Stock Market + QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VTI 70%QQQ 30%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities
30%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
70%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Total Stock Market + QQQ, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
16.32%
16.01%
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 31, 2001, corresponding to the inception date of VTI

Returns By Period

As of Oct 15, 2024, the Total Stock Market + QQQ returned 22.60% Year-To-Date and 15.29% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.85%4.16%15.77%35.40%14.46%12.04%
Total Stock Market + QQQ22.60%4.47%16.32%35.53%17.46%15.29%
VTI
Vanguard Total Stock Market ETF
22.79%4.33%16.50%35.42%15.49%13.50%
QQQ
Invesco QQQ
22.01%4.81%15.75%35.60%21.67%19.28%

Monthly Returns

The table below presents the monthly returns of Total Stock Market + QQQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.33%5.29%2.66%-4.35%5.18%4.11%0.82%1.83%2.20%22.60%
20238.04%-1.77%4.82%0.91%2.66%6.59%3.72%-1.80%-4.89%-2.47%9.84%5.38%34.34%
2022-6.86%-3.07%3.67%-10.47%-0.64%-8.43%10.31%-4.16%-9.63%6.88%5.28%-6.77%-23.59%
2021-0.16%2.15%3.09%5.30%-0.05%3.62%2.07%3.27%-4.84%7.04%-0.41%2.97%26.27%
20200.87%-7.40%-11.85%13.69%5.76%3.52%6.23%8.27%-4.19%-2.28%11.63%4.74%29.03%
20198.68%3.39%2.17%4.40%-6.99%7.23%1.69%-2.03%1.52%2.79%3.87%3.14%33.13%
20186.29%-3.00%-2.63%0.47%3.61%0.84%3.16%4.14%0.05%-7.77%1.34%-9.03%-3.70%
20172.84%3.90%0.66%1.56%1.89%-0.06%2.53%0.74%1.60%2.90%2.71%0.99%24.58%
2016-6.08%-0.47%7.03%-0.50%2.50%-0.49%4.93%0.46%0.82%-1.97%3.27%1.73%11.15%
2015-2.54%6.19%-1.53%1.01%1.58%-1.92%2.56%-6.32%-2.71%8.95%0.60%-1.96%3.03%
2014-2.79%4.95%-0.48%-0.05%2.81%2.77%-1.04%4.41%-1.69%2.71%3.10%-0.71%14.53%
20134.59%1.00%3.68%1.88%2.79%-1.73%5.92%-2.23%4.18%4.47%2.96%2.79%34.45%

Expense Ratio

Total Stock Market + QQQ has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Total Stock Market + QQQ is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Total Stock Market + QQQ is 5252
Combined Rank
The Sharpe Ratio Rank of Total Stock Market + QQQ is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of Total Stock Market + QQQ is 4848Sortino Ratio Rank
The Omega Ratio Rank of Total Stock Market + QQQ is 5353Omega Ratio Rank
The Calmar Ratio Rank of Total Stock Market + QQQ is 5757Calmar Ratio Rank
The Martin Ratio Rank of Total Stock Market + QQQ is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Total Stock Market + QQQ
Sharpe ratio
The chart of Sharpe ratio for Total Stock Market + QQQ, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for Total Stock Market + QQQ, currently valued at 3.41, compared to the broader market-2.000.002.004.006.003.41
Omega ratio
The chart of Omega ratio for Total Stock Market + QQQ, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.802.001.46
Calmar ratio
The chart of Calmar ratio for Total Stock Market + QQQ, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.002.65
Martin ratio
The chart of Martin ratio for Total Stock Market + QQQ, currently valued at 15.08, compared to the broader market0.0010.0020.0030.0040.0050.0015.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-2.000.002.004.006.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.002.004.006.008.0010.0012.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0010.0020.0030.0040.0050.0016.98

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.833.761.512.5817.21
QQQ
Invesco QQQ
2.012.661.352.569.31

Sharpe Ratio

The current Total Stock Market + QQQ Sharpe ratio is 2.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.24 to 3.02, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Total Stock Market + QQQ with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.58
2.78
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Total Stock Market + QQQ granted a 1.09% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Total Stock Market + QQQ1.09%1.19%1.41%0.98%1.16%1.47%1.70%1.45%1.66%1.68%1.66%1.52%
VTI
Vanguard Total Stock Market ETF
1.30%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Total Stock Market + QQQ. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Total Stock Market + QQQ was 54.26%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.26%Nov 1, 2007339Mar 9, 2009491Feb 16, 2011830
-43.57%Jun 8, 2001334Oct 9, 2002555Dec 22, 2004889
-32.79%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-28.33%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-20.62%Aug 30, 201880Dec 24, 201875Apr 12, 2019155

Volatility

Volatility Chart

The current Total Stock Market + QQQ volatility is 3.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.13%
2.86%
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

QQQVTI
QQQ1.000.88
VTI0.881.00
The correlation results are calculated based on daily price changes starting from Jun 1, 2001