Tilt Toward Value
VT, VTV, VBR, VNQ / BND, BNDX
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Tilt Toward Value, 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 Oct 2, 2023, the Tilt Toward Value returned 3.62% Year-To-Date and 5.58% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 7.98% | 9.78% |
| Tilt Toward Value | -4.33% | -1.66% | 2.86% | 9.81% | 4.16% | 5.48% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -5.10% | 1.28% | 9.07% | 20.06% | 6.40% | 7.60% |
VTV Vanguard Value ETF | -4.55% | -0.62% | -0.82% | 13.59% | 6.95% | 9.70% |
VBR Vanguard Small-Cap Value ETF | -7.37% | -0.13% | 0.50% | 12.07% | 4.76% | 7.90% |
VNQ Vanguard Real Estate ETF | -9.12% | -7.94% | -7.13% | -3.10% | 2.52% | 5.36% |
BND Vanguard Total Bond Market ETF | -2.68% | -5.08% | -1.58% | 0.03% | 0.04% | 1.02% |
BNDX Vanguard Total International Bond ETF | -1.90% | -1.85% | 1.65% | 1.81% | -0.02% | 1.75% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.75% | 0.91% | -1.60% | 3.62% | 2.17% | -1.92% | -3.48% |
Dividend yield
Tilt Toward Value granted a 2.71% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tilt Toward Value | 2.71% | 2.40% | 2.21% | 2.11% | 2.84% | 3.12% | 2.72% | 2.93% | 3.00% | 3.05% | 2.92% | 3.25% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.14% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
VTV Vanguard Value ETF | 2.69% | 2.56% | 2.24% | 2.73% | 2.76% | 3.09% | 2.66% | 2.91% | 3.18% | 2.78% | 2.84% | 3.60% |
VBR Vanguard Small-Cap Value ETF | 2.40% | 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 | 4.83% | 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 | 3.34% | 2.66% | 2.06% | 2.37% | 2.97% | 3.16% | 2.94% | 2.98% | 3.13% | 3.47% | 3.57% | 4.27% |
BNDX Vanguard Total International Bond ETF | 2.17% | 1.53% | 3.84% | 1.18% | 3.67% | 3.36% | 2.56% | 2.22% | 1.95% | 1.87% | 1.07% | 0.00% |
Expense Ratio
The Tilt Toward Value 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 | 1.16 | ||||
VTV Vanguard Value ETF | 0.86 | ||||
VBR Vanguard Small-Cap Value ETF | 0.56 | ||||
VNQ Vanguard Real Estate ETF | -0.09 | ||||
BND Vanguard Total Bond Market ETF | -0.03 | ||||
BNDX Vanguard Total International Bond ETF | 0.36 |
Asset Correlations Table
| BNDX | BND | VNQ | VT | VBR | VTV | |
|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.70 | 0.15 | -0.04 | -0.09 | -0.09 |
| BND | 0.70 | 1.00 | 0.19 | -0.05 | -0.12 | -0.13 |
| VNQ | 0.15 | 0.19 | 1.00 | 0.60 | 0.62 | 0.60 |
| VT | -0.04 | -0.05 | 0.60 | 1.00 | 0.84 | 0.88 |
| VBR | -0.09 | -0.12 | 0.62 | 0.84 | 1.00 | 0.89 |
| VTV | -0.09 | -0.13 | 0.60 | 0.88 | 0.89 | 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 Tilt Toward Value. 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 Tilt Toward Value is 22.46%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.46% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -20.38% | Nov 10, 2021 | 234 | Oct 14, 2022 | — | — | — |
| -10.63% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -10.03% | Apr 27, 2015 | 202 | Feb 11, 2016 | 80 | Jun 7, 2016 | 282 |
| -4.81% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility Chart
The current Tilt Toward Value volatility is 2.10%, 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.