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% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 49% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 14% |
VNQ Vanguard Real Estate ETF | REIT | 7% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.22% | 0.76% | -1.70% | 4.49% | 2.70% | -2.33% |
Dividend yield
Total Economy Core-4 (70/30) granted a 2.61% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||||||||
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.
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 | 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
| BND | VNQ | VT | VBR | |
|---|---|---|---|---|
| BND | 1.00 | 0.01 | -0.15 | -0.21 |
| VNQ | 0.01 | 1.00 | 0.66 | 0.71 |
| VT | -0.15 | 0.66 | 1.00 | 0.86 |
| VBR | -0.21 | 0.71 | 0.86 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 | — | — | — |
| -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 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.