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Vanguard iShares Roth

Last updated Sep 23, 2023

Asset Allocation


BND 15%VTI 31%VEA 31%VOT 10%VWO 6%VBK 3%VNQ 4%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market15%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities31%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities31%
VOT
Vanguard Mid-Cap Growth ETF
Mid Cap Blend Equities10%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities6%
VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities3%
VNQ
Vanguard Real Estate ETF
REIT4%

Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard iShares 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.83%
8.78%
Vanguard iShares Roth
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Vanguard iShares Roth returned 7.55% Year-To-Date and 6.71% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.61%12.52%16.97%8.29%9.86%
Vanguard iShares Roth-1.41%3.86%7.55%15.00%5.39%6.72%
VTI
Vanguard Total Stock Market ETF
-1.91%9.02%13.03%17.85%9.28%11.26%
VOT
Vanguard Mid-Cap Growth ETF
-2.98%3.67%8.23%13.14%7.13%9.40%
VBK
Vanguard Small-Cap Growth ETF
-4.02%2.58%6.69%9.74%3.34%7.25%
VNQ
Vanguard Real Estate ETF
-4.32%-0.49%-4.10%-3.86%3.10%5.55%
VEA
Vanguard FTSE Developed Markets ETF
-0.35%2.91%7.92%23.85%3.34%4.11%
VWO
Vanguard FTSE Emerging Markets ETF
-0.64%1.71%3.19%8.96%2.14%2.56%
BND
Vanguard Total Bond Market ETF
-0.60%-2.50%0.08%0.78%0.29%1.19%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BNDVNQVWOVEAVBKVOTVTI
BND1.00-0.02-0.14-0.15-0.16-0.15-0.20
VNQ-0.021.000.530.590.670.660.70
VWO-0.140.531.000.830.700.730.76
VEA-0.150.590.831.000.760.780.84
VBK-0.160.670.700.761.000.950.92
VOT-0.150.660.730.780.951.000.93
VTI-0.200.700.760.840.920.931.00

Sharpe Ratio

The current Vanguard iShares Roth Sharpe ratio is 0.76. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.76

The Sharpe ratio of Vanguard iShares Roth lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.76
0.81
Vanguard iShares Roth
Benchmark (^GSPC)
Portfolio components

Dividend yield

Vanguard iShares Roth granted a 2.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Vanguard iShares Roth2.33%2.35%2.05%1.87%2.54%2.88%2.51%2.81%2.88%3.17%2.81%3.21%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
VOT
Vanguard Mid-Cap Growth ETF
0.74%0.78%0.34%0.57%0.80%0.87%0.75%0.85%0.86%0.84%0.66%0.75%
VBK
Vanguard Small-Cap Growth ETF
0.70%0.55%0.36%0.45%0.59%0.81%0.84%1.13%1.03%1.07%0.69%1.12%
VNQ
Vanguard Real Estate ETF
3.69%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
VEA
Vanguard FTSE Developed Markets ETF
3.13%2.97%3.32%2.22%3.38%3.84%3.27%3.71%3.66%4.75%3.47%4.08%
VWO
Vanguard FTSE Emerging Markets ETF
3.07%4.17%2.77%2.06%3.58%3.30%2.71%3.03%4.03%3.64%3.58%2.95%
BND
Vanguard Total Bond Market ETF
3.01%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 Vanguard iShares 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.


0.12%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTI
Vanguard Total Stock Market ETF
0.82
VOT
Vanguard Mid-Cap Growth ETF
0.39
VBK
Vanguard Small-Cap Growth ETF
0.19
VNQ
Vanguard Real Estate ETF
-0.29
VEA
Vanguard FTSE Developed Markets ETF
1.11
VWO
Vanguard FTSE Emerging Markets ETF
0.36
BND
Vanguard Total Bond Market ETF
-0.07

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-13.42%
-9.93%
Vanguard iShares Roth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard iShares 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 Vanguard iShares Roth is 51.52%, recorded on Mar 9, 2009. It took 538 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.52%Nov 1, 2007339Mar 9, 2009538Apr 26, 2011877
-29.98%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-26.84%Nov 9, 2021235Oct 14, 2022
-19.9%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-16.52%May 22, 2015183Feb 11, 2016143Sep 6, 2016326

Volatility Chart

The current Vanguard iShares Roth volatility is 3.00%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.00%
3.41%
Vanguard iShares Roth
Benchmark (^GSPC)
Portfolio components