ETF Roth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 35% |
BKIE BNY Mellon International Equity ETF | Foreign Large Cap Equities | 25% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 12.79% | N/A |
| ETF Roth | -5.18% | 5.71% | 18.46% | 23.15% | 13.97% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -5.24% | 5.14% | 12.23% | 17.16% | 14.25% | N/A |
MGK Vanguard Mega Cap Growth ETF | -4.93% | 12.59% | 33.71% | 29.28% | 15.69% | N/A |
BKIE BNY Mellon International Equity ETF | -5.47% | -4.09% | 4.33% | 19.78% | 9.74% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.33% | 1.81% | 1.59% | 6.63% | 2.93% | -1.90% | -4.85% |
Dividend yield
ETF Roth granted a 1.32% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF Roth | 1.32% | 1.63% | 1.28% | 1.18% | 1.01% | 1.23% | 1.17% | 1.40% | 1.41% | 1.26% | 1.30% | 1.65% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.58% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
MGK Vanguard Mega Cap Growth ETF | 0.53% | 0.70% | 0.42% | 0.66% | 0.87% | 1.16% | 1.28% | 1.61% | 1.54% | 1.36% | 1.42% | 1.86% |
BKIE BNY Mellon International Equity ETF | 2.25% | 3.03% | 2.71% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The ETF Roth has an expense ratio of 0.05% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.07 | ||||
MGK Vanguard Mega Cap Growth ETF | 1.32 | ||||
BKIE BNY Mellon International Equity ETF | 1.30 |
Asset Correlations Table
| BKIE | MGK | VTI | |
|---|---|---|---|
| BKIE | 1.00 | 0.68 | 0.81 |
| MGK | 0.68 | 1.00 | 0.91 |
| VTI | 0.81 | 0.91 | 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 ETF Roth. 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 ETF Roth is 29.63%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.63% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -9.23% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -5.91% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
| -5.88% | Sep 7, 2021 | 20 | Oct 4, 2021 | 16 | Oct 26, 2021 | 36 |
| -5.86% | Jun 9, 2020 | 3 | Jun 11, 2020 | 16 | Jul 6, 2020 | 19 |
Volatility Chart
The current ETF Roth volatility is 3.38%, 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.