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longterm retirement portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VBTLX 9%BLV 9%VTSAX 25%VUG 25%VYM 20%VHCIX 12%BondBondEquityEquity
PositionCategory/SectorWeight
BLV
Vanguard Long-Term Bond ETF
Total Bond Market

9%

VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market

9%

VHCIX
Vanguard Health Care Index Fund Admiral Shares
Health & Biotech Equities

12%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

25%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

25%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in longterm retirement portfolio, 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%2024FebruaryMarchAprilMayJune
11.40%
15.10%
longterm retirement portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BLV

Returns By Period

As of Jun 14, 2024, the longterm retirement portfolio returned 10.08% Year-To-Date and 10.70% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
longterm retirement portfolio10.09%1.67%11.40%18.15%11.89%10.69%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
12.76%1.54%14.13%22.96%14.36%12.15%
VHCIX
Vanguard Health Care Index Fund Admiral Shares
6.43%-0.46%8.89%10.19%10.85%10.88%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.08%0.94%0.62%3.05%0.11%1.46%
VYM
Vanguard High Dividend Yield ETF
6.68%-2.34%8.06%14.13%9.84%9.36%
BLV
Vanguard Long-Term Bond ETF
-1.14%2.58%-1.14%1.17%-1.23%2.09%
VUG
Vanguard Growth ETF
19.98%6.01%21.37%33.05%19.16%15.49%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.11%3.75%2.70%-4.25%4.11%10.09%
20235.63%-2.84%3.43%1.25%-0.47%5.15%2.54%-1.64%-4.52%-2.67%8.50%5.19%20.34%
2022-5.48%-2.49%2.25%-8.21%0.21%-6.43%7.59%-4.06%-8.04%6.09%5.38%-4.76%-18.01%
2021-0.50%1.20%2.63%4.28%0.47%2.75%2.15%2.29%-4.07%5.41%-0.99%3.44%20.39%
20200.62%-5.81%-9.46%11.18%4.37%1.71%5.14%4.87%-2.85%-2.20%9.61%3.34%20.18%
20196.64%2.72%1.89%2.36%-4.30%5.94%0.99%-0.22%0.92%1.96%3.19%2.38%26.87%
20184.37%-3.49%-1.69%0.06%2.49%0.55%3.04%2.96%0.36%-6.27%2.24%-6.65%-2.75%
20171.77%3.74%0.20%1.23%1.33%1.03%1.55%0.80%1.49%1.53%2.40%0.91%19.48%
2016-4.22%0.19%5.60%0.61%1.63%1.04%3.61%-0.49%0.04%-2.66%1.78%1.57%8.66%
2015-0.64%3.98%-1.35%0.66%1.15%-1.75%2.13%-5.31%-2.32%6.79%0.20%-1.30%1.70%
2014-1.54%4.14%0.01%0.57%2.38%2.01%-1.27%4.04%-1.52%2.88%2.58%-0.35%14.58%
20134.21%1.30%3.37%2.22%0.72%-1.44%4.53%-2.52%3.19%3.79%2.20%1.93%25.89%

Expense Ratio

longterm retirement portfolio 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.


Expense ratio chart for VHCIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTSAX: 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 BLV: 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 VUG: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of longterm retirement portfolio is 56, 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 longterm retirement portfolio is 5656
longterm retirement portfolio
The Sharpe Ratio Rank of longterm retirement portfolio is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of longterm retirement portfolio is 6464Sortino Ratio Rank
The Omega Ratio Rank of longterm retirement portfolio is 6464Omega Ratio Rank
The Calmar Ratio Rank of longterm retirement portfolio is 4040Calmar Ratio Rank
The Martin Ratio Rank of longterm retirement portfolio is 5151Martin 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.


longterm retirement portfolio
Sharpe ratio
The chart of Sharpe ratio for longterm retirement portfolio, currently valued at 1.99, compared to the broader market0.002.004.006.001.99
Sortino ratio
The chart of Sortino ratio for longterm retirement portfolio, currently valued at 2.88, compared to the broader market-2.000.002.004.006.002.88
Omega ratio
The chart of Omega ratio for longterm retirement portfolio, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for longterm retirement portfolio, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.001.30
Martin ratio
The chart of Martin ratio for longterm retirement portfolio, currently valued at 6.54, compared to the broader market0.0010.0020.0030.0040.0050.006.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
2.092.971.361.747.64
VHCIX
Vanguard Health Care Index Fund Admiral Shares
1.111.621.200.813.15
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.570.851.100.211.54
VYM
Vanguard High Dividend Yield ETF
1.502.171.261.554.82
BLV
Vanguard Long-Term Bond ETF
0.150.311.040.050.33
VUG
Vanguard Growth ETF
2.283.121.401.8610.97

Sharpe Ratio

The current longterm retirement portfolio Sharpe ratio is 1.99. 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 1.41 to 2.33, 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 longterm retirement portfolio 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.99
2.14
longterm retirement portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

longterm retirement portfolio granted a 1.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
longterm retirement portfolio1.92%1.93%1.96%1.60%2.04%2.08%2.30%1.99%2.19%2.22%2.01%2.10%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.32%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%
VHCIX
Vanguard Health Care Index Fund Admiral Shares
1.30%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.13%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.37%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%
VYM
Vanguard High Dividend Yield ETF
2.88%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
BLV
Vanguard Long-Term Bond ETF
4.74%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune0
-0.04%
longterm retirement portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the longterm retirement portfolio. 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 longterm retirement portfolio was 43.71%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.71%Oct 11, 2007354Mar 9, 2009467Jan 12, 2011821
-27.74%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-23.6%Dec 28, 2021202Oct 14, 2022322Jan 29, 2024524
-15.35%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-13.06%Jul 8, 201122Aug 8, 2011107Jan 10, 2012129

Volatility

Volatility Chart

The current longterm retirement portfolio volatility is 2.03%, 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%2024FebruaryMarchAprilMayJune
2.03%
2.26%
longterm retirement portfolio
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.

BLVVBTLXVHCIXVUGVYMVTSAX
BLV1.000.86-0.14-0.15-0.21-0.19
VBTLX0.861.00-0.18-0.19-0.25-0.23
VHCIX-0.14-0.181.000.770.760.80
VUG-0.15-0.190.771.000.780.95
VYM-0.21-0.250.760.781.000.91
VTSAX-0.19-0.230.800.950.911.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007