MF INDEX
Barbell strategy
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SWPPX Schwab S&P 500 Index Fund | Large Cap Blend Equities | 40% |
SWTSX Schwab Total Stock Market Index Fund | Large Cap Blend Equities | 30% |
USNQX USAA Nasdaq 100 Index Fund | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MF INDEX, 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 Every 3 months.
The earliest data available for this chart is Nov 9, 2000, corresponding to the inception date of USNQX
Returns By Period
As of May 9, 2025, the MF INDEX returned -3.74% Year-To-Date and 12.86% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| MF INDEX | -3.74% | 14.98% | -5.27% | 10.15% | 15.34% | 12.86% |
| Portfolio components: | ||||||
SWTSX Schwab Total Stock Market Index Fund | -3.68% | 14.23% | -5.18% | 9.98% | 15.20% | 11.40% |
SWPPX Schwab S&P 500 Index Fund | -3.30% | 13.73% | -4.57% | 10.62% | 15.87% | 12.14% |
USNQX USAA Nasdaq 100 Index Fund | -4.43% | 17.40% | -6.37% | 9.49% | 14.37% | 14.99% |
Monthly Returns
The table below presents the monthly returns of MF INDEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.70% | -1.90% | -6.32% | -0.03% | 2.03% | -3.74% | |||||||
| 2024 | 1.56% | 5.38% | 2.61% | -4.30% | 5.31% | 4.25% | 0.55% | 1.96% | 2.22% | -0.83% | 5.93% | -2.25% | 24.17% |
| 2023 | 7.79% | -1.78% | 5.18% | 1.06% | 2.61% | 6.64% | 3.50% | -1.69% | -4.87% | -2.26% | 9.70% | 4.44% | 33.48% |
| 2022 | -6.42% | -3.30% | 3.72% | -10.21% | -0.44% | -8.52% | 10.27% | -4.31% | -9.66% | 6.87% | 5.49% | -7.68% | -23.85% |
| 2021 | -0.42% | 2.05% | 3.24% | 5.44% | 0.05% | 3.60% | 2.30% | 3.34% | -4.94% | 7.19% | -0.16% | 1.85% | 25.59% |
| 2020 | 0.83% | -7.46% | -11.31% | 13.65% | 5.41% | 3.41% | 6.16% | 8.38% | -4.36% | -2.66% | 11.36% | 4.03% | 27.23% |
| 2019 | 8.51% | 3.21% | 2.40% | 4.46% | -6.96% | 7.21% | 1.71% | -1.81% | 1.50% | 2.80% | 3.82% | 3.09% | 33.26% |
| 2018 | 6.47% | -2.94% | -2.84% | 0.37% | 3.51% | 0.76% | 3.31% | 4.12% | 0.18% | -7.55% | 1.38% | -9.43% | -3.86% |
| 2017 | 2.91% | 3.99% | 0.67% | 1.55% | 2.02% | -0.25% | 2.63% | 0.78% | 1.48% | 2.94% | 2.73% | 0.35% | 24.01% |
| 2016 | -5.74% | -0.56% | 6.82% | -0.61% | 2.56% | -0.54% | 4.79% | 0.45% | 0.73% | -1.86% | 2.94% | 1.32% | 10.16% |
| 2015 | -2.69% | 6.19% | -1.66% | 1.07% | 1.61% | -2.03% | 2.64% | -6.24% | -2.52% | 9.09% | 0.43% | -2.94% | 2.00% |
| 2014 | -2.92% | 4.78% | -0.29% | 0.15% | 2.95% | 2.47% | -0.80% | 4.34% | -1.43% | 2.60% | 3.14% | -1.00% | 14.55% |
Expense Ratio
MF INDEX has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MF INDEX is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 0.51 | 0.84 | 1.12 | 0.52 | 1.97 |
SWPPX Schwab S&P 500 Index Fund | 0.55 | 0.90 | 1.13 | 0.58 | 2.23 |
USNQX USAA Nasdaq 100 Index Fund | 0.38 | 0.70 | 1.10 | 0.41 | 1.35 |
Dividends
Dividend yield
MF INDEX provided a 1.02% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.02% | 0.98% | 1.17% | 1.24% | 0.89% | 1.32% | 1.38% | 1.69% | 1.32% | 1.50% | 1.63% | 1.28% |
| Portfolio components: | ||||||||||||
SWTSX Schwab Total Stock Market Index Fund | 1.28% | 1.24% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% |
SWPPX Schwab S&P 500 Index Fund | 1.27% | 1.23% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% |
USNQX USAA Nasdaq 100 Index Fund | 0.42% | 0.40% | 0.58% | 0.28% | 0.24% | 0.37% | 0.55% | 0.65% | 0.46% | 0.50% | 0.62% | 0.21% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MF INDEX. 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 MF INDEX was 54.02%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current MF INDEX drawdown is 8.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.02% | Nov 1, 2007 | 338 | Mar 9, 2009 | 540 | Apr 28, 2011 | 878 |
| -53.32% | Nov 10, 2000 | 475 | Oct 9, 2002 | 1137 | Apr 20, 2007 | 1612 |
| -32.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -28.2% | Nov 22, 2021 | 226 | Oct 14, 2022 | 296 | Dec 19, 2023 | 522 |
| -20.77% | Oct 2, 2018 | 58 | Dec 24, 2018 | 77 | Apr 16, 2019 | 135 |
Volatility
Volatility Chart
The current MF INDEX volatility is 11.98%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | USNQX | SWTSX | SWPPX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.88 | 0.99 | 1.00 | 0.98 |
| USNQX | 0.88 | 1.00 | 0.89 | 0.88 | 0.95 |
| SWTSX | 0.99 | 0.89 | 1.00 | 0.99 | 0.98 |
| SWPPX | 1.00 | 0.88 | 0.99 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.95 | 0.98 | 0.98 | 1.00 |