Total Economy Core-4 (70/30)
VT, VBR, VNQ (70) / BND (30)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of Nov 13, 2024, the Total Economy Core-4 (70/30) returned 12.92% Year-To-Date and 7.17% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Total Economy Core-4 (70/30) | 12.92% | 0.09% | 7.28% | 21.30% | 7.83% | 7.17% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.68% | -0.09% | 8.08% | 27.00% | 11.23% | 9.45% |
VBR Vanguard Small-Cap Value ETF | 19.15% | 4.50% | 11.64% | 32.56% | 11.88% | 9.57% |
VNQ Vanguard Real Estate ETF | 9.63% | -1.33% | 13.05% | 23.95% | 4.20% | 6.03% |
BND Vanguard Total Bond Market ETF | 1.59% | -1.40% | 2.41% | 6.57% | -0.26% | 1.41% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.75% | 2.49% | 2.76% | -3.88% | 3.65% | 0.86% | 3.45% | 1.95% | 1.93% | -2.18% | 12.92% | ||
| 2023 | 6.74% | -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% |
| 2019 | 6.65% | 2.01% | 1.08% | 2.23% | -3.58% | 4.52% | 0.27% | -0.71% | 1.60% | 1.79% | 1.51% | 2.15% | 20.95% |
| 2018 | 2.28% | -3.71% | -0.08% | 0.07% | 1.38% | 0.05% | 1.79% | 1.14% | -0.54% | -5.56% | 1.68% | -5.01% | -6.70% |
| 2017 | 1.60% | 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% |
| 2013 | 2.94% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Total Economy Core-4 (70/30) is 48, 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.
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 | 2.54 | 3.47 | 1.46 | 3.17 | 16.70 |
VBR Vanguard Small-Cap Value ETF | 2.22 | 3.15 | 1.39 | 3.11 | 12.90 |
VNQ Vanguard Real Estate ETF | 1.74 | 2.51 | 1.32 | 0.96 | 6.66 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.50 | 4.75 |
Dividends
Dividend yield
Total Economy Core-4 (70/30) provided a 2.51% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.51% | 2.52% | 2.42% | 1.91% | 1.99% | 2.48% | 2.75% | 2.34% | 2.51% | 2.53% | 2.53% | 2.41% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 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 | 1.89% | 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 | 3.88% | 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 | 3.58% | 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.
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 0.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.14% | Aug 12, 2008 | 144 | Mar 9, 2009 | 212 | Jan 8, 2010 | 356 |
| -26.37% | Feb 18, 2020 | 25 | Mar 23, 2020 | 109 | Aug 26, 2020 | 134 |
| -22.45% | Nov 9, 2021 | 235 | Oct 14, 2022 | 358 | Mar 20, 2024 | 593 |
| -15.97% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -12.98% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
Volatility
Volatility Chart
The current Total Economy Core-4 (70/30) volatility is 2.51%, 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
Asset Correlations Table
| BND | VNQ | VT | VBR | |
|---|---|---|---|---|
| BND | 1.00 | 0.05 | -0.12 | -0.17 |
| VNQ | 0.05 | 1.00 | 0.65 | 0.71 |
| VT | -0.12 | 0.65 | 1.00 | 0.85 |
| VBR | -0.17 | 0.71 | 0.85 | 1.00 |