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ETF Roth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MGK 40%VTI 35%BKIE 25%EquityEquity
PositionCategory/SectorWeight
BKIE
BNY Mellon International Equity ETF
Foreign Large Cap Equities

25%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

40%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

35%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF Roth, 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


70.00%80.00%90.00%100.00%110.00%FebruaryMarchAprilMayJuneJuly
103.82%
94.06%
ETF Roth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 24, 2020, corresponding to the inception date of BKIE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
ETF Roth15.11%0.29%13.81%22.82%N/AN/A
VTI
Vanguard Total Stock Market ETF
15.07%0.97%13.96%22.00%14.12%12.20%
MGK
Vanguard Mega Cap Growth ETF
20.11%-1.52%16.28%31.05%19.44%16.06%
BKIE
BNY Mellon International Equity ETF
7.07%2.21%9.29%11.14%N/AN/A

Monthly Returns

The table below presents the monthly returns of ETF Roth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.43%5.12%2.36%-4.29%5.76%3.59%15.11%
20238.85%-2.29%5.33%1.81%1.59%6.35%3.22%-1.91%-4.84%-2.11%10.19%4.55%33.90%
2022-6.43%-3.73%3.11%-10.18%-0.56%-8.53%9.85%-4.83%-9.78%5.97%6.85%-5.96%-23.79%
2021-0.71%1.81%2.98%5.43%0.51%2.98%2.22%2.90%-4.55%6.60%-1.23%3.14%23.85%
20202.95%5.73%3.87%5.55%8.34%-3.99%-2.98%11.50%4.33%40.11%

Expense Ratio

ETF Roth has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BKIE: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF Roth is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ETF Roth is 6464
ETF Roth
The Sharpe Ratio Rank of ETF Roth is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of ETF Roth is 6767Sortino Ratio Rank
The Omega Ratio Rank of ETF Roth is 6767Omega Ratio Rank
The Calmar Ratio Rank of ETF Roth is 5757Calmar Ratio Rank
The Martin Ratio Rank of ETF Roth is 6464Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


ETF Roth
Sharpe ratio
The chart of Sharpe ratio for ETF Roth, currently valued at 1.72, compared to the broader market-1.000.001.002.003.004.005.001.72
Sortino ratio
The chart of Sortino ratio for ETF Roth, currently valued at 2.45, compared to the broader market-2.000.002.004.006.002.45
Omega ratio
The chart of Omega ratio for ETF Roth, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for ETF Roth, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.56
Martin ratio
The chart of Martin ratio for ETF Roth, currently valued at 6.91, compared to the broader market0.0010.0020.0030.0040.006.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.822.581.321.506.62
MGK
Vanguard Mega Cap Growth ETF
1.772.421.311.749.76
BKIE
BNY Mellon International Equity ETF
0.881.321.160.792.77

Sharpe Ratio

The current ETF Roth Sharpe ratio is 2.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ETF Roth with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.72
1.82
ETF Roth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF Roth granted a 1.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF Roth1.35%1.42%1.61%1.23%1.13%0.96%1.16%1.09%1.28%1.27%1.12%1.13%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
MGK
Vanguard Mega Cap Growth ETF
0.44%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
BKIE
BNY Mellon International Equity ETF
2.80%2.88%2.97%2.58%1.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.23%
-2.86%
ETF Roth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF Roth. 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 ETF Roth was 29.63%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.63%Dec 28, 2021202Oct 14, 2022295Dec 18, 2023497
-9.23%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-5.93%Mar 22, 202420Apr 19, 202417May 14, 202437
-5.91%Feb 16, 202113Mar 4, 202121Apr 5, 202134
-5.88%Sep 7, 202120Oct 4, 202116Oct 26, 202136

Volatility

Volatility Chart

The current ETF Roth volatility is 3.25%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.25%
2.76%
ETF Roth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BKIEMGKVTI
BKIE1.000.660.80
MGK0.661.000.90
VTI0.800.901.00
The correlation results are calculated based on daily price changes starting from Apr 27, 2020