VT and his friends
VT & VTV, VBR, VNQ, IAU, SGOV
Asset Allocation
Performance
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| VT and his friends | 9.88% | 4.48% | 4.08% | 8.63% | N/A | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 16.07% | 4.54% | 4.83% | 12.67% | 9.56% | 7.85% |
IAU iShares Gold Trust | 10.49% | 1.30% | 2.74% | 14.06% | 10.13% | 4.88% |
VTV Vanguard Value ETF | 4.24% | 3.59% | 5.08% | 2.68% | 9.16% | 9.47% |
VBR Vanguard Small-Cap Value ETF | 7.84% | 5.35% | 6.10% | 4.61% | 8.32% | 8.05% |
VNQ Vanguard Real Estate ETF | 4.77% | 7.99% | 4.13% | 1.87% | 3.91% | 6.63% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.73% | 0.45% | 2.66% | 5.04% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.82% | 4.70% | 2.88% | -2.21% | -3.74% | -2.00% | 7.18% |
Dividend yield
VT and his friends granted a 2.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VT and his friends | 2.87% | 2.21% | 1.51% | 1.68% | 1.89% | 2.23% | 1.89% | 2.10% | 2.03% | 1.91% | 1.88% | 1.99% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.01% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% | 2.30% |
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 | 2.56% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% | 2.73% |
VBR Vanguard Small-Cap Value ETF | 2.24% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% | 2.62% |
VNQ Vanguard Real Estate ETF | 4.28% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% | 3.56% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.74% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The VT and his friends has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.81 | ||||
IAU iShares Gold Trust | 0.89 | ||||
VTV Vanguard Value ETF | 0.08 | ||||
VBR Vanguard Small-Cap Value ETF | 0.10 | ||||
VNQ Vanguard Real Estate ETF | 0.00 | ||||
SGOV iShares 0-3 Month Treasury Bond ETF | 7.75 |
Asset Correlations Table
| SGOV | IAU | VNQ | VBR | VT | VTV | |
|---|---|---|---|---|---|---|
| SGOV | 1.00 | -0.02 | -0.03 | -0.04 | -0.03 | -0.04 |
| IAU | -0.02 | 1.00 | 0.16 | 0.11 | 0.20 | 0.12 |
| VNQ | -0.03 | 0.16 | 1.00 | 0.73 | 0.71 | 0.73 |
| VBR | -0.04 | 0.11 | 0.73 | 1.00 | 0.83 | 0.89 |
| VT | -0.03 | 0.20 | 0.71 | 0.83 | 1.00 | 0.83 |
| VTV | -0.04 | 0.12 | 0.73 | 0.89 | 0.83 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.27% | Jan 5, 2022 | 196 | Oct 14, 2022 | — | — | — |
| -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 Chart
The current VT and his friends volatility is 2.97%, 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.