Common Growth
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of VTC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Common Growth | 0.11% | 7.18% | -2.16% | 8.69% | 12.07% | N/A |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 2.20% | 0.97% | 1.18% | 5.50% | -0.73% | 1.52% |
AOA iShares Core Aggressive Allocation ETF | 1.65% | 7.33% | -0.50% | 8.56% | 10.81% | 7.43% |
BLK BlackRock, Inc. | -9.43% | 7.53% | -10.22% | 18.59% | 16.24% | 12.58% |
DXJ WisdomTree Japan Hedged Equity Fund | 0.32% | 12.85% | 3.65% | 5.15% | 23.36% | 10.22% |
REET iShares Global REIT ETF | 2.70% | 9.14% | -3.33% | 10.24% | 7.53% | 3.49% |
SPY SPDR S&P 500 ETF | -3.42% | 7.58% | -5.06% | 9.73% | 15.77% | 12.35% |
VONV Vanguard Russell 1000 Value ETF | 0.46% | 6.59% | -4.30% | 6.79% | 13.67% | 8.37% |
VTC Vanguard Total Corporate Bond ETF | 1.31% | 1.52% | -0.10% | 5.17% | 0.60% | N/A |
Monthly Returns
The table below presents the monthly returns of Common Growth, 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 | 2.29% | 0.06% | -2.38% | -0.98% | 1.19% | 0.11% | |||||||
| 2024 | 0.46% | 3.19% | 3.43% | -3.88% | 3.54% | 1.32% | 2.99% | 2.33% | 1.92% | -1.52% | 3.85% | -3.06% | 15.15% |
| 2023 | 6.36% | -3.00% | 1.26% | 1.54% | -1.36% | 5.31% | 2.88% | -2.02% | -3.64% | -2.77% | 8.20% | 4.98% | 18.22% |
| 2022 | -3.91% | -2.25% | 2.29% | -6.24% | 0.46% | -6.48% | 6.54% | -3.51% | -8.51% | 6.00% | 6.41% | -3.78% | -13.60% |
| 2021 | -0.56% | 2.82% | 3.98% | 3.52% | 1.71% | 0.74% | 1.26% | 2.00% | -3.20% | 4.45% | -2.04% | 4.49% | 20.54% |
| 2020 | -0.45% | -6.89% | -12.96% | 8.60% | 3.61% | 1.33% | 3.06% | 4.06% | -2.23% | -1.48% | 10.16% | 3.51% | 8.36% |
| 2019 | 7.19% | 2.08% | 1.32% | 2.72% | -4.80% | 5.22% | 0.51% | -1.11% | 2.86% | 2.05% | 2.09% | 1.68% | 23.55% |
| 2018 | 2.72% | -4.14% | -0.70% | 0.29% | 0.83% | 0.05% | 2.45% | 0.95% | 0.35% | -5.60% | 1.99% | -6.68% | -7.76% |
| 2017 | 1.69% | 1.40% | 3.12% |
Expense Ratio
Common Growth has an expense ratio of 0.16%, 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 Common Growth is 57, 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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 0.99 | 1.43 | 1.17 | 0.43 | 2.50 |
AOA iShares Core Aggressive Allocation ETF | 0.62 | 1.01 | 1.14 | 0.71 | 3.16 |
BLK BlackRock, Inc. | 0.77 | 1.25 | 1.18 | 0.88 | 2.83 |
DXJ WisdomTree Japan Hedged Equity Fund | 0.19 | 0.43 | 1.06 | 0.23 | 0.69 |
REET iShares Global REIT ETF | 0.58 | 0.96 | 1.13 | 0.47 | 1.73 |
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
VONV Vanguard Russell 1000 Value ETF | 0.43 | 0.80 | 1.11 | 0.51 | 1.86 |
VTC Vanguard Total Corporate Bond ETF | 0.79 | 1.12 | 1.14 | 0.41 | 2.35 |
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Dividends
Dividend yield
Common Growth provided a 2.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.60% | 2.60% | 2.52% | 2.31% | 1.97% | 2.11% | 2.81% | 3.05% | 2.83% | 2.51% | 2.72% | 3.02% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.82% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
AOA iShares Core Aggressive Allocation ETF | 2.28% | 2.30% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% |
BLK BlackRock, Inc. | 2.22% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
DXJ WisdomTree Japan Hedged Equity Fund | 3.20% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
REET iShares Global REIT ETF | 3.53% | 3.63% | 3.27% | 2.42% | 3.18% | 2.64% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.12% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
VONV Vanguard Russell 1000 Value ETF | 2.03% | 1.97% | 2.09% | 2.23% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% | 2.10% |
VTC Vanguard Total Corporate Bond ETF | 4.62% | 4.50% | 3.80% | 3.13% | 2.36% | 2.69% | 3.34% | 3.53% | 0.55% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Common Growth. 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 Common Growth was 30.77%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Common Growth drawdown is 3.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.77% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -21.31% | Jan 5, 2022 | 194 | Oct 12, 2022 | 295 | Dec 14, 2023 | 489 |
| -14.99% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -12.64% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -6.06% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.63, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AGG | VTC | DXJ | REET | BLK | VONV | SPY | AOA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.20 | 0.65 | 0.65 | 0.75 | 0.87 | 1.00 | 0.95 | 0.94 |
| AGG | 0.07 | 1.00 | 0.91 | -0.15 | 0.23 | 0.06 | 0.03 | 0.07 | 0.14 | 0.13 |
| VTC | 0.20 | 0.91 | 1.00 | -0.05 | 0.32 | 0.16 | 0.16 | 0.21 | 0.27 | 0.26 |
| DXJ | 0.65 | -0.15 | -0.05 | 1.00 | 0.41 | 0.55 | 0.65 | 0.65 | 0.69 | 0.73 |
| REET | 0.65 | 0.23 | 0.32 | 0.41 | 1.00 | 0.54 | 0.72 | 0.65 | 0.69 | 0.79 |
| BLK | 0.75 | 0.06 | 0.16 | 0.55 | 0.54 | 1.00 | 0.76 | 0.74 | 0.74 | 0.79 |
| VONV | 0.87 | 0.03 | 0.16 | 0.65 | 0.72 | 0.76 | 1.00 | 0.87 | 0.87 | 0.93 |
| SPY | 1.00 | 0.07 | 0.21 | 0.65 | 0.65 | 0.74 | 0.87 | 1.00 | 0.95 | 0.94 |
| AOA | 0.95 | 0.14 | 0.27 | 0.69 | 0.69 | 0.74 | 0.87 | 0.95 | 1.00 | 0.96 |
| Portfolio | 0.94 | 0.13 | 0.26 | 0.73 | 0.79 | 0.79 | 0.93 | 0.94 | 0.96 | 1.00 |