Vanguard iShares Roth
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | VNQ | VWO | VEA | VBK | VOT | VTI | |
|---|---|---|---|---|---|---|---|
| BND | 1.00 | -0.02 | -0.14 | -0.15 | -0.16 | -0.15 | -0.20 |
| VNQ | -0.02 | 1.00 | 0.53 | 0.59 | 0.67 | 0.66 | 0.70 |
| VWO | -0.14 | 0.53 | 1.00 | 0.83 | 0.70 | 0.73 | 0.76 |
| VEA | -0.15 | 0.59 | 0.83 | 1.00 | 0.76 | 0.78 | 0.84 |
| VBK | -0.16 | 0.67 | 0.70 | 0.76 | 1.00 | 0.95 | 0.92 |
| VOT | -0.15 | 0.66 | 0.73 | 0.78 | 0.95 | 1.00 | 0.93 |
| VTI | -0.20 | 0.70 | 0.76 | 0.84 | 0.92 | 0.93 | 1.00 |
Dividend yield
Vanguard iShares Roth granted a 2.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard iShares Roth | 2.33% | 2.35% | 2.05% | 1.87% | 2.54% | 2.88% | 2.51% | 2.81% | 2.88% | 3.17% | 2.81% | 3.21% |
| Portfolio components: | ||||||||||||
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.
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 | 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.
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, 2007 | 339 | Mar 9, 2009 | 538 | Apr 26, 2011 | 877 |
| -29.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -26.84% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -19.9% | May 2, 2011 | 108 | Oct 3, 2011 | 239 | Sep 13, 2012 | 347 |
| -16.52% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
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.