Total Economy Core-4 (80/20)
VT, VBR, VNQ (80) / BND (20)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 16% |
VNQ Vanguard Real Estate ETF | REIT | 8% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 56% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of May 11, 2025, the Total Economy Core-4 (80/20) returned 0.44% Year-To-Date and 7.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| Total Economy Core-4 (80/20) | 2.41% | 8.00% | -0.89% | 9.75% | 11.95% | 7.32% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 3.96% | 9.56% | 1.23% | 12.23% | 14.81% | 8.96% |
VBR Vanguard Small-Cap Value ETF | -2.17% | 12.47% | -8.85% | 4.63% | 18.75% | 8.04% |
VNQ Vanguard Real Estate ETF | 1.62% | 7.14% | -4.20% | 12.57% | 9.56% | 5.17% |
BND Vanguard Total Bond Market ETF | 1.86% | 0.74% | 1.04% | 5.17% | -0.94% | 1.42% |
Monthly Returns
The table below presents the monthly returns of Total Economy Core-4 (80/20), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.54% | -0.11% | -3.00% | -0.35% | 3.43% | 2.41% | |||||||
| 2024 | -0.83% | 3.05% | 3.03% | -4.09% | 3.94% | 0.86% | 3.61% | 2.02% | 2.01% | -2.14% | 4.29% | -3.95% | 11.90% |
| 2023 | 7.23% | -3.15% | 1.02% | 0.78% | -1.77% | 5.17% | 3.10% | -2.56% | -4.23% | -3.00% | 8.29% | 5.94% | 16.95% |
| 2022 | -4.36% | -1.79% | 1.22% | -6.66% | 0.36% | -7.10% | 6.64% | -3.75% | -8.81% | 5.53% | 6.78% | -4.03% | -16.25% |
| 2021 | 0.03% | 2.90% | 2.69% | 3.76% | 1.34% | 0.90% | 0.67% | 1.73% | -3.38% | 4.19% | -2.09% | 3.61% | 17.27% |
| 2020 | -0.92% | -5.85% | -13.74% | 9.17% | 4.01% | 2.40% | 4.08% | 3.99% | -2.52% | -1.00% | 10.77% | 4.19% | 12.81% |
| 2019 | 7.43% | 2.29% | 0.98% | 2.56% | -4.33% | 5.00% | 0.29% | -1.20% | 1.92% | 2.00% | 1.73% | 2.46% | 22.73% |
| 2018 | 2.79% | -4.07% | -0.19% | 0.20% | 1.47% | 0.06% | 2.05% | 1.21% | -0.54% | -6.23% | 1.84% | -6.04% | -7.71% |
| 2017 | 1.80% | 2.24% | 0.53% | 1.15% | 0.80% | 0.92% | 1.83% | 0.15% | 1.86% | 1.23% | 1.76% | 1.08% | 16.46% |
| 2016 | -4.33% | -0.22% | 6.79% | 0.79% | 0.77% | 0.87% | 3.54% | -0.05% | 0.36% | -2.22% | 1.65% | 1.94% | 9.91% |
| 2015 | -0.41% | 3.58% | -0.23% | 0.68% | 0.28% | -2.07% | 0.77% | -5.05% | -2.15% | 5.62% | 0.04% | -1.92% | -1.26% |
| 2014 | -2.29% | 4.18% | 0.49% | 0.65% | 1.81% | 2.03% | -1.80% | 2.76% | -3.36% | 2.24% | 1.21% | -0.62% | 7.27% |
Expense Ratio
Total Economy Core-4 (80/20) has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Total Economy Core-4 (80/20) is 46, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.69 | 1.15 | 1.17 | 0.79 | 3.48 |
VBR Vanguard Small-Cap Value ETF | 0.22 | 0.53 | 1.07 | 0.23 | 0.71 |
VNQ Vanguard Real Estate ETF | 0.71 | 1.19 | 1.16 | 0.60 | 2.61 |
BND Vanguard Total Bond Market ETF | 0.98 | 1.41 | 1.17 | 0.41 | 2.49 |
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Dividends
Dividend yield
Total Economy Core-4 (80/20) provided a 2.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.45% | 2.44% | 2.39% | 1.90% | 1.96% | 2.44% | 2.74% | 2.31% | 2.51% | 2.52% | 2.49% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
VBR Vanguard Small-Cap Value ETF | 2.19% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VNQ Vanguard Real Estate ETF | 4.05% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
BND Vanguard Total Bond Market ETF | 3.77% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Total Economy Core-4 (80/20). 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 (80/20) was 43.00%, occurring on Mar 9, 2009. Recovery took 269 trading sessions.
The current Total Economy Core-4 (80/20) drawdown is 3.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43% | Aug 12, 2008 | 144 | Mar 9, 2009 | 269 | Apr 1, 2010 | 413 |
| -29.92% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -23.32% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -18.8% | May 2, 2011 | 108 | Oct 3, 2011 | 234 | Sep 6, 2012 | 342 |
| -14.87% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.59, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | VNQ | VBR | VT | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.14 | 0.67 | 0.86 | 0.95 | 0.94 |
| BND | -0.14 | 1.00 | 0.06 | -0.16 | -0.11 | -0.05 |
| VNQ | 0.67 | 0.06 | 1.00 | 0.71 | 0.65 | 0.75 |
| VBR | 0.86 | -0.16 | 0.71 | 1.00 | 0.85 | 0.92 |
| VT | 0.95 | -0.11 | 0.65 | 0.85 | 1.00 | 0.98 |
| Portfolio | 0.94 | -0.05 | 0.75 | 0.92 | 0.98 | 1.00 |