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longterm retirement portfolio

Last updated Sep 21, 2023

Asset Allocation


VBTLX 9%BLV 9%VTSAX 25%VUG 25%VYM 20%VHCIX 12%BondBondEquityEquity
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market9%
BLV
Vanguard Long-Term Bond ETF
Total Bond Market9%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities25%
VUG
Vanguard Growth ETF
Large Cap Growth Equities25%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities20%
VHCIX
Vanguard Health Care Index Fund Admiral Shares
Health & Biotech Equities12%

Performance

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%AprilMayJuneJulyAugustSeptember
7.45%
10.86%
longterm retirement portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the longterm retirement portfolio returned 11.02% Year-To-Date and 10.17% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
longterm retirement portfolio0.35%8.04%11.02%12.65%8.36%10.21%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.39%12.02%15.12%16.69%9.48%11.41%
VHCIX
Vanguard Health Care Index Fund Admiral Shares
-1.07%4.70%-2.20%7.40%7.71%11.47%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.38%-3.12%0.10%-0.44%0.41%1.21%
VYM
Vanguard High Dividend Yield ETF
1.18%7.14%0.54%9.64%7.10%9.58%
BLV
Vanguard Long-Term Bond ETF
0.83%-6.74%-1.12%-4.08%-0.35%2.41%
VUG
Vanguard Growth ETF
0.14%16.16%31.27%23.40%12.66%13.77%

Asset Correlations Table

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

BLVVBTLXVHCIXVUGVYMVTSAX
BLV1.000.86-0.16-0.17-0.23-0.21
VBTLX0.861.00-0.20-0.22-0.28-0.26
VHCIX-0.16-0.201.000.780.770.81
VUG-0.17-0.220.781.000.800.95
VYM-0.23-0.280.770.801.000.91
VTSAX-0.21-0.260.810.950.911.00

Sharpe Ratio

The current longterm retirement portfolio Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.77

The Sharpe ratio of longterm retirement portfolio 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
0.77
0.82
longterm retirement portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

longterm retirement portfolio granted a 2.12% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
longterm retirement portfolio2.12%1.99%1.68%2.19%2.28%2.56%2.29%2.58%2.70%2.50%2.71%3.31%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.89%1.67%1.24%1.47%1.87%2.20%1.88%2.15%2.26%2.06%2.07%2.58%
VHCIX
Vanguard Health Care Index Fund Admiral Shares
1.43%1.34%1.17%1.25%1.98%1.48%1.42%1.60%1.36%1.16%1.28%1.93%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.00%2.65%2.21%2.55%2.99%2.90%2.95%3.00%2.88%3.22%3.31%4.11%
VYM
Vanguard High Dividend Yield ETF
3.15%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%
BLV
Vanguard Long-Term Bond ETF
4.27%4.28%3.59%6.44%4.17%4.94%4.59%5.46%5.96%5.55%7.19%8.24%
VUG
Vanguard Growth ETF
0.75%0.71%0.48%0.67%0.98%1.37%1.20%1.47%1.40%1.31%1.32%1.69%

Expense Ratio

The 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.


0.10%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
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
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.75
VHCIX
Vanguard Health Care Index Fund Admiral Shares
0.31
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.06
VYM
Vanguard High Dividend Yield ETF
0.45
BLV
Vanguard Long-Term Bond ETF
-0.28
VUG
Vanguard Growth ETF
0.94

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
-9.39%
-8.22%
longterm retirement portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the longterm retirement portfolio. 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 longterm retirement portfolio is 43.71%, recorded on Mar 9, 2009. It took 467 trading sessions for the portfolio to recover.


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, 2022
-15.35%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-13.06%Jul 8, 201122Aug 8, 2011107Jan 10, 2012129

Volatility Chart

The current longterm retirement portfolio volatility is 2.71%, 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
2.71%
3.27%
longterm retirement portfolio
Benchmark (^GSPC)
Portfolio components