VT and his friends
VT & VTV, VBR, VNQ, IAU, SGOV
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 5% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 20% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 10% |
VNQ Vanguard Real Estate ETF | REIT | 15% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 40% |
VTV Vanguard Value ETF | Large Cap Value Equities | 10% |
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 every 3 months.
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| VT and his friends | -4.15% | -4.89% | -6.05% | 7.12% | N/A | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -6.52% | -6.92% | -7.76% | 6.35% | 12.77% | 7.87% |
IAU iShares Gold Trust | 30.46% | 13.38% | 25.71% | 43.09% | 14.58% | 11.01% |
VTV Vanguard Value ETF | -5.68% | -7.43% | -8.81% | 4.18% | 13.69% | 9.19% |
VBR Vanguard Small-Cap Value ETF | -13.76% | -9.20% | -14.88% | -3.16% | 15.77% | 6.63% |
VNQ Vanguard Real Estate ETF | -3.57% | -4.84% | -9.27% | 12.09% | 7.12% | 4.42% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.27% | 0.33% | 2.19% | 4.89% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.90% | 0.04% | -2.31% | -4.69% | -4.15% | ||||||||
| 2024 | -0.91% | 3.19% | 3.38% | -3.63% | 3.60% | 0.71% | 3.80% | 2.21% | 2.07% | -1.44% | 4.05% | -4.21% | 13.06% |
| 2023 | 6.35% | -3.00% | 0.46% | 0.82% | -1.94% | 5.04% | 3.10% | -2.36% | -3.90% | -2.24% | 7.35% | 5.38% | 15.14% |
| 2022 | -4.07% | -1.43% | 2.39% | -5.45% | -0.20% | -6.74% | 5.81% | -3.34% | -8.06% | 5.83% | 6.02% | -3.49% | -13.24% |
| 2021 | -0.09% | 2.87% | 3.24% | 3.91% | 1.68% | 0.35% | 0.94% | 1.78% | -3.52% | 4.50% | -2.18% | 4.63% | 19.27% |
| 2020 | -0.14% | 1.84% | 3.95% | 3.38% | -2.43% | -1.19% | 9.28% | 3.92% | 19.65% |
Expense Ratio
VT and his friends has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VT and his friends is 69, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.33 | 0.58 | 1.08 | 0.34 | 1.62 |
IAU iShares Gold Trust | 2.66 | 3.50 | 1.46 | 5.41 | 14.57 |
VTV Vanguard Value ETF | 0.33 | 0.57 | 1.08 | 0.35 | 1.45 |
VBR Vanguard Small-Cap Value ETF | -0.11 | -0.01 | 1.00 | -0.09 | -0.33 |
VNQ Vanguard Real Estate ETF | 0.70 | 1.05 | 1.14 | 0.49 | 2.45 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.42 | 487.27 | 488.27 | 499.18 | 7,924.21 |
Dividends
Dividend yield
VT and his friends provided a 2.92% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.92% | 2.81% | 2.86% | 2.21% | 1.51% | 1.69% | 1.89% | 2.23% | 1.89% | 2.10% | 2.03% | 1.91% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.06% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
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 | 2.47% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
VBR Vanguard Small-Cap Value ETF | 2.49% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VNQ Vanguard Real Estate ETF | 4.27% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.79% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 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 20.48%, occurring on Oct 12, 2022. Recovery took 333 trading sessions.
The current VT and his friends drawdown is 7.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.48% | Jan 5, 2022 | 194 | Oct 12, 2022 | 333 | Feb 9, 2024 | 527 |
| -12.86% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -6.77% | Jun 9, 2020 | 3 | Jun 11, 2020 | 38 | Aug 5, 2020 | 41 |
| -6.1% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.48% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current VT and his friends volatility is 9.57%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.08, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| SGOV | IAU | VNQ | VT | VTV | VBR | |
|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.02 | 0.00 | -0.01 | -0.02 | -0.02 |
| IAU | 0.02 | 1.00 | 0.18 | 0.23 | 0.14 | 0.14 |
| VNQ | 0.00 | 0.18 | 1.00 | 0.68 | 0.73 | 0.72 |
| VT | -0.01 | 0.23 | 0.68 | 1.00 | 0.82 | 0.83 |
| VTV | -0.02 | 0.14 | 0.73 | 0.82 | 1.00 | 0.89 |
| VBR | -0.02 | 0.14 | 0.72 | 0.83 | 0.89 | 1.00 |