VT and his friends
VT & VTV, VBR, VNQ, IAU, SGOV
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VT and his friends, 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
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| VT and his friends | 14.41% | -0.03% | 12.49% | 29.63% | N/A | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 17.37% | -0.30% | 12.90% | 35.20% | 11.47% | 9.34% |
IAU iShares Gold Trust | 34.15% | 4.53% | 20.92% | 38.56% | 12.74% | 8.78% |
VTV Vanguard Value ETF | 18.09% | -0.30% | 12.11% | 33.51% | 11.72% | 10.53% |
VBR Vanguard Small-Cap Value ETF | 13.31% | 0.21% | 12.50% | 36.42% | 11.26% | 9.09% |
VNQ Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.10% | 6.10% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.44% | 0.39% | 2.64% | 5.39% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of VT and his friends, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.89% | 2.95% | 3.18% | -3.38% | 3.38% | 0.78% | 3.69% | 2.23% | 2.05% | 14.41% | |||
| 2023 | 6.15% | -2.95% | 0.68% | 0.81% | -1.82% | 4.70% | 2.88% | -2.21% | -3.74% | -2.00% | 7.09% | 5.19% | 14.90% |
| 2022 | -3.73% | -1.24% | 2.19% | -5.05% | -0.25% | -6.16% | 5.45% | -3.22% | -7.66% | 5.38% | 5.92% | -3.31% | -12.17% |
| 2021 | -0.12% | 2.67% | 3.15% | 3.76% | 1.66% | 0.29% | 0.97% | 1.64% | -3.33% | 4.19% | -2.02% | 4.35% | 18.27% |
| 2020 | -0.14% | 1.85% | 3.92% | 3.36% | -2.42% | -1.16% | 9.17% | 3.86% | 19.45% |
Expense Ratio
VT and his friends 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VT and his friends is 70, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 3.11 | 4.23 | 1.57 | 2.64 | 20.89 |
IAU iShares Gold Trust | 2.68 | 3.61 | 1.46 | 5.53 | 17.31 |
VTV Vanguard Value ETF | 3.43 | 4.74 | 1.62 | 3.90 | 22.81 |
VBR Vanguard Small-Cap Value ETF | 2.23 | 3.12 | 1.39 | 2.45 | 12.74 |
VNQ Vanguard Real Estate ETF | 2.28 | 3.26 | 1.41 | 1.17 | 8.94 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.37 | — | — | — | — |
Dividends
Dividend yield
VT and his friends provided a 2.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VT and his friends | 2.79% | 2.86% | 2.21% | 1.51% | 1.68% | 1.89% | 2.23% | 1.89% | 2.10% | 2.03% | 1.91% | 1.88% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.86% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VBR Vanguard Small-Cap Value ETF | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.24% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the VT and his friends. 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 VT and his friends was 19.27%, occurring on Oct 14, 2022. Recovery took 299 trading sessions.
The current VT and his friends drawdown is 1.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.27% | Jan 5, 2022 | 196 | Oct 14, 2022 | 299 | Dec 22, 2023 | 495 |
| -6.76% | Jun 9, 2020 | 3 | Jun 11, 2020 | 38 | Aug 5, 2020 | 41 |
| -6.09% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.43% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -4.57% | Nov 16, 2021 | 11 | Dec 1, 2021 | 17 | Dec 27, 2021 | 28 |
Volatility
Volatility Chart
The current VT and his friends volatility is 1.89%, 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.
Diversification
Asset Correlations Table
| SGOV | IAU | VNQ | VT | VBR | VTV | |
|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.02 | 0.00 | 0.00 | -0.01 | -0.01 |
| IAU | 0.02 | 1.00 | 0.18 | 0.23 | 0.14 | 0.15 |
| VNQ | 0.00 | 0.18 | 1.00 | 0.69 | 0.72 | 0.72 |
| VT | 0.00 | 0.23 | 0.69 | 1.00 | 0.82 | 0.82 |
| VBR | -0.01 | 0.14 | 0.72 | 0.82 | 1.00 | 0.89 |
| VTV | -0.01 | 0.15 | 0.72 | 0.82 | 0.89 | 1.00 |