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Total Economy Core-4 (70/30)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 30%VT 49%VBR 14%VNQ 7%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market
30%
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities
14%
VNQ
Vanguard Real Estate ETF
REIT
7%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities
49%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Total Economy Core-4 (70/30), 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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
8.88%
9.66%
Total Economy Core-4 (70/30)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT

Returns By Period

As of Oct 2, 2024, the Total Economy Core-4 (70/30) returned 12.49% Year-To-Date and 7.40% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.68%1.07%9.66%33.12%14.47%11.27%
Total Economy Core-4 (70/30)12.49%1.53%8.88%25.56%8.63%7.40%
VT
Vanguard Total World Stock ETF
17.07%1.55%9.49%30.98%12.47%9.54%
VBR
Vanguard Small-Cap Value ETF
12.24%0.71%7.13%29.54%12.10%9.52%
VNQ
Vanguard Real Estate ETF
12.79%2.60%17.70%35.85%4.74%7.21%
BND
Vanguard Total Bond Market ETF
4.90%1.61%6.47%12.61%0.20%1.79%

Monthly Returns

The table below presents the monthly returns of Total Economy Core-4 (70/30), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.75%2.49%2.76%-3.88%3.65%0.86%3.45%1.95%1.93%12.49%
20236.74%-3.09%1.22%0.76%-1.70%4.49%2.70%-2.33%-4.01%-2.82%7.82%5.65%15.50%
2022-4.07%-1.70%0.71%-6.32%0.42%-6.40%6.10%-3.64%-8.24%4.69%6.41%-3.66%-15.80%
2021-0.08%2.35%2.21%3.40%1.20%0.90%0.73%1.49%-3.09%3.67%-1.81%3.11%14.75%
2020-0.56%-4.89%-12.06%8.37%3.61%2.20%3.75%3.39%-2.24%-0.94%9.58%3.71%12.67%
20196.65%2.01%1.08%2.23%-3.58%4.52%0.27%-0.71%1.60%1.79%1.51%2.15%20.95%
20182.28%-3.71%-0.08%0.07%1.38%0.05%1.79%1.14%-0.54%-5.56%1.68%-5.01%-6.70%
20171.60%2.04%0.46%1.11%0.78%0.81%1.65%0.24%1.57%1.07%1.53%1.02%14.79%
2016-3.63%-0.08%6.00%0.74%0.67%1.01%3.17%-0.08%0.33%-2.06%1.12%1.75%8.99%
2015-0.06%2.95%-0.14%0.56%0.19%-1.95%0.78%-4.45%-1.75%4.93%-0.01%-1.71%-0.97%
2014-1.81%3.70%0.41%0.67%1.72%1.79%-1.61%2.55%-3.01%2.05%1.17%-0.53%7.10%
20132.94%0.32%2.06%2.10%-0.86%-2.12%3.66%-2.54%4.09%2.94%0.72%1.30%15.33%

Expense Ratio

Total Economy Core-4 (70/30) has an expense ratio of 0.06%, 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 VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BND: 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 Economy Core-4 (70/30) is 47, 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 Economy Core-4 (70/30) is 4747
Total Economy Core-4 (70/30)
The Sharpe Ratio Rank of Total Economy Core-4 (70/30) is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of Total Economy Core-4 (70/30) is 5555Sortino Ratio Rank
The Omega Ratio Rank of Total Economy Core-4 (70/30) is 5353Omega Ratio Rank
The Calmar Ratio Rank of Total Economy Core-4 (70/30) is 2222Calmar Ratio Rank
The Martin Ratio Rank of Total Economy Core-4 (70/30) is 5656Martin 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 Economy Core-4 (70/30)
Sharpe ratio
The chart of Sharpe ratio for Total Economy Core-4 (70/30), currently valued at 2.49, compared to the broader market-1.000.001.002.003.004.005.002.49
Sortino ratio
The chart of Sortino ratio for Total Economy Core-4 (70/30), currently valued at 3.53, compared to the broader market-2.000.002.004.006.003.53
Omega ratio
The chart of Omega ratio for Total Economy Core-4 (70/30), currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Total Economy Core-4 (70/30), currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.001.52
Martin ratio
The chart of Martin ratio for Total Economy Core-4 (70/30), currently valued at 15.71, compared to the broader market0.0010.0020.0030.0040.0015.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.005.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.002.004.006.008.0010.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.15, compared to the broader market0.0010.0020.0030.0040.0016.15

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
2.473.381.442.0315.40
VBR
Vanguard Small-Cap Value ETF
1.582.261.271.718.81
VNQ
Vanguard Real Estate ETF
1.842.631.330.977.37
BND
Vanguard Total Bond Market ETF
1.892.781.330.668.24

Sharpe Ratio

The current Total Economy Core-4 (70/30) Sharpe ratio is 2.49. 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 2.12 to 2.84, 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 Economy Core-4 (70/30) 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
2.49
2.64
Total Economy Core-4 (70/30)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Total Economy Core-4 (70/30) granted a 2.48% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Total Economy Core-4 (70/30)2.48%2.52%2.42%1.91%1.99%2.48%2.75%2.34%2.51%2.53%2.53%2.41%
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%
VBR
Vanguard Small-Cap Value ETF
2.00%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
3.77%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
BND
Vanguard Total Bond Market ETF
3.42%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.39%
-0.93%
Total Economy Core-4 (70/30)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Total Economy Core-4 (70/30). 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 Economy Core-4 (70/30) was 38.14%, occurring on Mar 9, 2009. Recovery took 212 trading sessions.

The current Total Economy Core-4 (70/30) drawdown is 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.14%Aug 12, 2008144Mar 9, 2009212Jan 8, 2010356
-26.37%Feb 18, 202025Mar 23, 2020109Aug 26, 2020134
-22.45%Nov 9, 2021235Oct 14, 2022358Mar 20, 2024593
-15.97%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-12.98%Jan 29, 2018229Dec 24, 201869Apr 4, 2019298

Volatility

Volatility Chart

The current Total Economy Core-4 (70/30) volatility is 2.56%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.56%
4.04%
Total Economy Core-4 (70/30)
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.

BNDVNQVTVBR
BND1.000.04-0.12-0.17
VNQ0.041.000.660.71
VT-0.120.661.000.85
VBR-0.170.710.851.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2008