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Target Retirement 2050 Fund

Last updated Sep 23, 2023

Asset Allocation


BND 7%BNDX 3%VTI 54%VXUS 36%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market7%
BNDX
Vanguard Total International Bond ETF
Total Bond Market3%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities54%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities36%

Performance

The chart shows the growth of an initial investment of $10,000 in Target Retirement 2050 Fund, 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
5.68%
8.61%
Target Retirement 2050 Fund
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Target Retirement 2050 Fund returned 9.62% Year-To-Date and 7.66% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.81%
Target Retirement 2050 Fund-1.83%5.93%9.62%14.62%6.19%7.66%
BND
Vanguard Total Bond Market ETF
-0.84%-3.51%0.08%0.50%0.30%1.20%
BNDX
Vanguard Total International Bond ETF
-0.66%-1.26%2.74%1.69%0.10%1.87%
VXUS
Vanguard Total International Stock ETF
-1.05%3.29%6.91%16.24%2.92%3.69%
VTI
Vanguard Total Stock Market ETF
-2.56%9.30%13.03%15.82%9.08%11.23%

Asset Correlations Table

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

BNDXBNDVXUSVTI
BNDX1.000.70-0.03-0.04
BND0.701.00-0.03-0.07
VXUS-0.03-0.031.000.82
VTI-0.04-0.070.821.00

Sharpe Ratio

The current Target Retirement 2050 Fund Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.91

The Sharpe ratio of Target Retirement 2050 Fund 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
0.91
0.81
Target Retirement 2050 Fund
Benchmark (^GSPC)
Portfolio components

Dividend yield

Target Retirement 2050 Fund granted a 2.42% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Target Retirement 2050 Fund2.42%2.28%2.10%1.84%2.56%2.82%2.46%2.72%2.78%2.98%2.69%3.15%
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%
BNDX
Vanguard Total International Bond ETF
1.98%1.53%3.84%1.18%3.67%3.35%2.56%2.22%1.94%1.87%1.07%0.00%
VXUS
Vanguard Total International Stock ETF
3.06%3.15%3.25%2.32%3.40%3.64%3.23%3.56%3.54%4.37%3.58%4.04%
VTI
Vanguard Total Stock Market ETF
1.94%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%

Expense Ratio

The Target Retirement 2050 Fund 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.


0.07%
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
BND
Vanguard Total Bond Market ETF
-0.07
BNDX
Vanguard Total International Bond ETF
0.21
VXUS
Vanguard Total International Stock ETF
0.96
VTI
Vanguard Total Stock Market ETF
0.82

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
-10.41%
-9.93%
Target Retirement 2050 Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Target Retirement 2050 Fund. 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 Target Retirement 2050 Fund is 31.24%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.24%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-25.41%Nov 9, 2021235Oct 14, 2022
-17.32%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-16.78%May 22, 2015183Feb 11, 2016131Aug 18, 2016314
-7.9%Sep 4, 201431Oct 16, 201429Nov 26, 201460

Volatility Chart

The current Target Retirement 2050 Fund volatility is 3.02%, 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
3.02%
3.41%
Target Retirement 2050 Fund
Benchmark (^GSPC)
Portfolio components