Tilt Toward Value
VT, VTV, VBR, VNQ / BND, BNDX
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 30% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 10% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 5% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 40% |
VTV Vanguard Value ETF | Large Cap Value Equities | 10% |
Performance
Performance Chart
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 every 3 months.
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Apr 22, 2025, the Tilt Toward Value returned -3.56% Year-To-Date and 5.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Tilt Toward Value | -5.03% | -5.61% | -6.63% | 5.52% | 8.55% | 5.84% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -6.52% | -6.92% | -7.76% | 6.35% | 12.77% | 7.87% |
VTV Vanguard Value ETF | -5.68% | -7.43% | -8.81% | 4.18% | 13.69% | 9.19% |
VBR Vanguard Small-Cap Value ETF | -13.76% | -9.20% | -14.88% | -3.16% | 15.77% | 6.63% |
VNQ Vanguard Real Estate ETF | -3.57% | -4.84% | -9.27% | 12.09% | 7.12% | 4.42% |
BND Vanguard Total Bond Market ETF | 1.43% | -1.14% | 0.39% | 5.92% | -1.07% | 1.26% |
BNDX Vanguard Total International Bond ETF | 0.91% | 1.31% | 1.48% | 5.61% | 0.22% | 1.79% |
Monthly Returns
The table below presents the monthly returns of Tilt Toward Value, 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 | 2.66% | 0.22% | -2.72% | -5.11% | -5.03% | ||||||||
| 2024 | -0.36% | 2.81% | 3.06% | -3.67% | 3.57% | 0.95% | 3.16% | 2.14% | 1.91% | -2.00% | 4.04% | -3.75% | 12.05% |
| 2023 | 5.94% | -3.06% | 1.46% | 1.02% | -1.81% | 4.52% | 2.76% | -2.26% | -3.81% | -2.59% | 7.57% | 5.23% | 15.10% |
| 2022 | -3.63% | -1.90% | 1.11% | -6.17% | 0.54% | -6.52% | 5.77% | -3.60% | -7.97% | 5.38% | 6.34% | -3.58% | -14.55% |
| 2021 | -0.33% | 2.07% | 2.49% | 3.23% | 1.35% | 0.69% | 0.90% | 1.54% | -3.26% | 3.84% | -1.87% | 3.44% | 14.74% |
| 2020 | -0.54% | -4.95% | -11.18% | 7.52% | 3.09% | 1.65% | 3.56% | 3.11% | -1.87% | -1.24% | 8.73% | 3.25% | 9.91% |
| 2019 | 5.86% | 1.85% | 1.25% | 2.17% | -3.39% | 4.54% | 0.38% | -0.56% | 1.56% | 1.64% | 1.57% | 2.02% | 20.28% |
| 2018 | 2.56% | -3.45% | -0.40% | 0.09% | 0.92% | 0.03% | 2.04% | 1.07% | -0.28% | -5.05% | 1.75% | -4.91% | -5.85% |
| 2017 | 1.26% | 2.10% | 0.31% | 0.96% | 0.89% | 0.71% | 1.56% | 0.32% | 1.39% | 1.18% | 1.58% | 1.08% | 14.17% |
| 2016 | -2.98% | 0.01% | 5.22% | 0.64% | 0.66% | 1.21% | 2.72% | -0.05% | 0.20% | -1.80% | 0.82% | 1.63% | 8.32% |
| 2015 | -0.11% | 2.68% | -0.29% | 0.61% | 0.15% | -1.93% | 0.91% | -4.15% | -1.52% | 4.46% | -0.03% | -1.26% | -0.74% |
| 2014 | -1.67% | 3.25% | 0.56% | 0.77% | 1.57% | 1.50% | -1.17% | 2.35% | -2.33% | 1.59% | 1.27% | -0.48% | 7.32% |
Expense Ratio
Tilt Toward Value has an expense ratio of 0.06%, 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 Tilt Toward Value is 64, 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 | 0.33 | 0.58 | 1.08 | 0.34 | 1.62 |
VTV Vanguard Value ETF | 0.33 | 0.57 | 1.08 | 0.35 | 1.45 |
VBR Vanguard Small-Cap Value ETF | -0.11 | -0.01 | 1.00 | -0.09 | -0.33 |
VNQ Vanguard Real Estate ETF | 0.70 | 1.05 | 1.14 | 0.49 | 2.45 |
BND Vanguard Total Bond Market ETF | 1.09 | 1.59 | 1.19 | 0.43 | 2.82 |
BNDX Vanguard Total International Bond ETF | 1.50 | 2.17 | 1.26 | 0.63 | 6.72 |
Dividends
Dividend yield
Tilt Toward Value provided a 2.96% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.96% | 2.82% | 2.75% | 2.36% | 2.12% | 1.98% | 2.61% | 2.79% | 2.36% | 2.47% | 2.47% | 2.45% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.06% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
VTV Vanguard Value ETF | 2.47% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
VBR Vanguard Small-Cap Value ETF | 2.49% | 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 | 4.27% | 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 | 3.74% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.25% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
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 Tilt Toward Value. 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 Tilt Toward Value was 25.54%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Tilt Toward Value drawdown is 6.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.54% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -21.45% | Jan 5, 2022 | 194 | Oct 12, 2022 | 341 | Feb 22, 2024 | 535 |
| -12.41% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -12.39% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -10.78% | Apr 27, 2015 | 202 | Feb 11, 2016 | 81 | Jun 8, 2016 | 283 |
Volatility
Volatility Chart
The current Tilt Toward Value volatility is 9.14%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.64, 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
| BNDX | BND | VNQ | VT | VBR | VTV | |
|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.72 | 0.18 | 0.00 | -0.04 | -0.05 |
| BND | 0.72 | 1.00 | 0.22 | -0.01 | -0.07 | -0.08 |
| VNQ | 0.18 | 0.22 | 1.00 | 0.60 | 0.63 | 0.62 |
| VT | 0.00 | -0.01 | 0.60 | 1.00 | 0.84 | 0.87 |
| VBR | -0.04 | -0.07 | 0.63 | 0.84 | 1.00 | 0.89 |
| VTV | -0.05 | -0.08 | 0.62 | 0.87 | 0.89 | 1.00 |