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VT and his friends

Last updated May 27, 2023

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


25.00%30.00%35.00%40.00%December2023FebruaryMarchAprilMay
28.02%
38.81%
VT and his friends
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the VT and his friends returned 3.17% Year-To-Date and 8.59% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%11.57%11.57%
VT and his friends-1.33%3.17%2.13%-2.11%8.59%8.59%
VT
Vanguard Total World Stock ETF
-0.12%8.59%6.82%1.48%10.84%10.84%
IAU
iShares Gold Trust
-2.09%6.74%11.84%4.80%4.13%4.13%
VTV
Vanguard Value ETF
-3.41%-2.69%-3.84%-4.01%13.08%13.08%
VBR
Vanguard Small-Cap Value ETF
-1.87%-2.26%-5.41%-6.89%15.52%15.52%
VNQ
Vanguard Real Estate ETF
-4.80%-2.89%-4.11%-17.62%4.17%4.17%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.40%1.87%2.26%3.36%1.18%1.18%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SGOVIAUVNQVBRVTVVT
SGOV1.00-0.01-0.03-0.03-0.02-0.02
IAU-0.011.000.170.110.120.20
VNQ-0.030.171.000.720.730.72
VBR-0.030.110.721.000.900.84
VTV-0.020.120.730.901.000.84
VT-0.020.200.720.840.841.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current VT and his friends Sharpe ratio is 0.03. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.03
0.27
VT and his friends
Benchmark (^GSPC)
Portfolio components

Dividend yield

VT and his friends granted a 2.85% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VT and his friends2.85%2.23%1.56%1.78%2.05%2.49%2.18%2.50%2.48%2.40%2.45%2.64%
VT
Vanguard Total World Stock ETF
2.34%2.21%1.87%1.73%2.47%2.77%2.36%2.73%2.88%2.92%2.53%2.90%
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
3.21%2.53%2.22%2.70%2.73%3.05%2.63%2.87%3.14%2.75%2.80%3.55%
VBR
Vanguard Small-Cap Value ETF
2.67%2.04%1.80%1.76%2.20%2.56%1.99%2.00%2.30%2.08%2.24%3.20%
VNQ
Vanguard Real Estate ETF
5.04%3.95%2.68%4.23%3.81%5.51%5.15%6.12%5.22%4.99%6.23%5.35%
SGOV
iShares 0-3 Month Treasury Bond ETF
2.86%1.47%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.


0.25%
0.00%2.15%
0.12%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VT
Vanguard Total World Stock ETF
0.27
IAU
iShares Gold Trust
0.31
VTV
Vanguard Value ETF
-0.07
VBR
Vanguard Small-Cap Value ETF
-0.12
VNQ
Vanguard Real Estate ETF
-0.63
SGOV
iShares 0-3 Month Treasury Bond ETF
12.81

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%December2023FebruaryMarchAprilMay
-9.77%
-12.32%
VT and his friends
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VT and his friends. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the VT and his friends is 19.27%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.27%Jan 5, 2022196Oct 14, 2022
-6.76%Jun 9, 20203Jun 11, 202038Aug 5, 202041
-6.09%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.43%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.57%Nov 16, 202111Dec 1, 202117Dec 27, 202128

Volatility Chart

The current VT and his friends volatility is 2.80%, 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%8.00%December2023FebruaryMarchAprilMay
2.80%
3.82%
VT and his friends
Benchmark (^GSPC)
Portfolio components