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Total Economy Core-4 (70/30)

Last updated Sep 30, 2023

VT, VBR, VNQ (70) / BND (30)

Asset Allocation


BND 30%VT 49%VBR 14%VNQ 7%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market30%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities49%
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities14%
VNQ
Vanguard Real Estate ETF
REIT7%

Performance

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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
-0.65%
3.96%
Total Economy Core-4 (70/30)
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the Total Economy Core-4 (70/30) returned 4.34% Year-To-Date and 5.92% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-4.87%4.35%11.68%19.59%7.97%9.75%
Total Economy Core-4 (70/30)-4.01%-0.34%4.34%11.99%4.65%5.93%
VT
Vanguard Total World Stock ETF
-4.26%2.30%9.66%20.71%6.41%7.64%
VBR
Vanguard Small-Cap Value ETF
-4.81%1.56%2.13%13.89%5.12%8.04%
VNQ
Vanguard Real Estate ETF
-7.26%-6.96%-5.39%-1.29%2.63%5.35%
BND
Vanguard Total Bond Market ETF
-2.48%-4.02%-0.90%0.73%0.11%1.09%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.22%0.76%-1.70%4.49%2.70%-2.33%

Sharpe Ratio

The current Total Economy Core-4 (70/30) Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.75

The Sharpe ratio of Total Economy Core-4 (70/30) lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.75
0.89
Total Economy Core-4 (70/30)
Benchmark (^GSPC)
Portfolio components

Dividend yield

Total Economy Core-4 (70/30) granted a 2.61% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Total Economy Core-4 (70/30)2.61%2.46%1.99%2.12%2.70%3.07%2.70%2.97%3.06%3.14%3.08%3.55%
VT
Vanguard Total World Stock ETF
2.12%2.23%1.89%1.75%2.50%2.80%2.38%2.76%2.91%2.95%2.56%2.93%
VBR
Vanguard Small-Cap Value ETF
2.37%2.07%1.82%1.78%2.22%2.59%2.01%2.03%2.32%2.11%2.27%3.24%
VNQ
Vanguard Real Estate ETF
4.74%4.03%2.73%4.32%3.89%5.63%5.26%6.25%5.33%5.10%6.36%5.46%
BND
Vanguard Total Bond Market ETF
3.04%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%

Expense Ratio

The Total Economy Core-4 (70/30) has an expense ratio of 0.06% 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.


0.12%
0.00%2.15%
0.07%
0.00%2.15%
0.03%
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
1.06
VBR
Vanguard Small-Cap Value ETF
0.53
VNQ
Vanguard Real Estate ETF
-0.14
BND
Vanguard Total Bond Market ETF
-0.00

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
BND1.000.01-0.15-0.21
VNQ0.011.000.660.71
VT-0.150.661.000.86
VBR-0.210.710.861.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-12.70%
-10.60%
Total Economy Core-4 (70/30)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Total Economy Core-4 (70/30). 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 Total Economy Core-4 (70/30) is 38.14%, recorded on Mar 9, 2009. It took 212 trading sessions for the portfolio to recover.


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, 2022
-15.97%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-12.98%Jan 29, 2018229Dec 24, 201869Apr 4, 2019298

Volatility Chart

The current Total Economy Core-4 (70/30) volatility is 2.41%, 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%MayJuneJulyAugustSeptember
2.41%
3.17%
Total Economy Core-4 (70/30)
Benchmark (^GSPC)
Portfolio components