Total Economy Core-4 (80/20)
VT, VBR, VNQ (80) / BND (20)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 56% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 16% |
VNQ Vanguard Real Estate ETF | REIT | 8% |
Performance
The chart shows the growth of an initial investment of $10,000 in Total Economy Core-4 (80/20), 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 23, 2023, the Total Economy Core-4 (80/20) returned 5.87% Year-To-Date and 6.63% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 8.37% | 9.90% |
| Total Economy Core-4 (80/20) | -1.67% | 3.81% | 5.86% | 12.00% | 5.28% | 6.63% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -1.20% | 6.62% | 10.75% | 18.97% | 6.63% | 7.75% |
VBR Vanguard Small-Cap Value ETF | -2.42% | 5.12% | 2.29% | 11.68% | 5.03% | 8.16% |
VNQ Vanguard Real Estate ETF | -4.41% | -0.58% | -4.19% | -3.95% | 3.08% | 5.54% |
BND Vanguard Total Bond Market ETF | -1.33% | -3.22% | -0.66% | 0.03% | 0.14% | 1.12% |
| Returns over 1 year are annualized | ||||||
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 |
Dividend yield
Total Economy Core-4 (80/20) granted a 2.46% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total Economy Core-4 (80/20) | 2.46% | 2.43% | 1.98% | 2.08% | 2.66% | 3.06% | 2.66% | 2.96% | 3.05% | 3.09% | 3.01% | 3.44% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.10% | 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 | 2.36% | 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 | 3.70% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
BND Vanguard Total Bond Market ETF | 3.03% | 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 (80/20) has an expense ratio of 0.07% 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 | 0.98 | ||||
VBR Vanguard Small-Cap Value ETF | 0.44 | ||||
VNQ Vanguard Real Estate ETF | -0.24 | ||||
BND Vanguard Total Bond Market ETF | -0.03 |
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 (80/20). 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 (80/20) is 43.00%, recorded on Mar 9, 2009. It took 269 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current Total Economy Core-4 (80/20) volatility is 2.86%, 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.