Common Growth
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Common Growth, 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
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 (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Common Growth | 18.62% | 3.65% | 11.09% | 23.28% | 10.09% | N/A |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.07% | 1.21% | 4.09% | 5.95% | -0.04% | 1.58% |
AOA iShares Core Aggressive Allocation ETF | 16.68% | 3.21% | 8.77% | 21.16% | 9.22% | 7.99% |
BLK BlackRock, Inc. | 28.03% | 3.56% | 32.87% | 38.33% | 18.99% | 13.68% |
DXJ WisdomTree Japan Hedged Equity Fund | 26.20% | 1.73% | -0.33% | 23.91% | 18.35% | 10.91% |
REET iShares Global REIT ETF | 9.25% | 2.57% | 13.81% | 16.87% | 1.67% | 3.96% |
SPY SPDR S&P 500 ETF | 28.19% | 5.71% | 15.09% | 33.26% | 15.98% | 13.26% |
VONV Vanguard Russell 1000 Value ETF | 21.96% | 5.75% | 13.97% | 27.33% | 10.82% | 9.11% |
VTC Vanguard Total Corporate Bond ETF | 3.99% | 1.70% | 4.51% | 7.32% | 0.57% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.46% | 3.19% | 3.43% | -3.88% | 3.54% | 1.32% | 2.99% | 2.33% | 1.94% | -1.52% | 3.85% | 18.62% | |
| 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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Common Growth is 69, 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.
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 | 1.19 | 1.75 | 1.21 | 0.53 | 3.79 |
AOA iShares Core Aggressive Allocation ETF | 2.31 | 3.20 | 1.42 | 3.57 | 14.64 |
BLK BlackRock, Inc. | 2.15 | 2.93 | 1.36 | 2.10 | 9.07 |
DXJ WisdomTree Japan Hedged Equity Fund | 1.15 | 1.51 | 1.23 | 1.09 | 3.76 |
REET iShares Global REIT ETF | 1.32 | 1.89 | 1.23 | 0.82 | 4.61 |
SPY SPDR S&P 500 ETF | 2.80 | 3.72 | 1.52 | 4.05 | 18.22 |
VONV Vanguard Russell 1000 Value ETF | 2.66 | 3.74 | 1.48 | 5.29 | 16.62 |
VTC Vanguard Total Corporate Bond ETF | 1.39 | 2.07 | 1.25 | 0.64 | 5.02 |
Dividends
Dividend yield
Common Growth provided a 2.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.20% | 2.52% | 2.31% | 1.97% | 2.11% | 2.81% | 3.05% | 2.83% | 2.51% | 2.72% | 3.02% | 1.58% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.32% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
AOA iShares Core Aggressive Allocation ETF | 2.07% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
BLK BlackRock, Inc. | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.33% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
REET iShares Global REIT ETF | 2.69% | 3.27% | 2.42% | 3.18% | 2.64% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.12% | 0.00% |
SPY SPDR S&P 500 ETF | 1.16% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
VONV Vanguard Russell 1000 Value ETF | 1.86% | 2.09% | 2.23% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% | 2.10% | 1.92% |
VTC Vanguard Total Corporate Bond ETF | 3.96% | 3.81% | 3.13% | 2.36% | 2.69% | 3.34% | 3.54% | 0.55% | 0.00% | 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.
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 0.16%.
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 |
| -6.06% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -4.91% | May 6, 2019 | 19 | May 31, 2019 | 14 | Jun 20, 2019 | 33 |
Volatility
Volatility Chart
The current Common Growth volatility is 2.16%, 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
Asset Correlations Table
| AGG | VTC | DXJ | BLK | REET | VONV | SPY | AOA | |
|---|---|---|---|---|---|---|---|---|
| AGG | 1.00 | 0.90 | -0.16 | 0.06 | 0.23 | 0.01 | 0.07 | 0.14 |
| VTC | 0.90 | 1.00 | -0.05 | 0.16 | 0.32 | 0.14 | 0.20 | 0.26 |
| DXJ | -0.16 | -0.05 | 1.00 | 0.55 | 0.41 | 0.65 | 0.65 | 0.69 |
| BLK | 0.06 | 0.16 | 0.55 | 1.00 | 0.54 | 0.76 | 0.74 | 0.74 |
| REET | 0.23 | 0.32 | 0.41 | 0.54 | 1.00 | 0.72 | 0.66 | 0.69 |
| VONV | 0.01 | 0.14 | 0.65 | 0.76 | 0.72 | 1.00 | 0.88 | 0.87 |
| SPY | 0.07 | 0.20 | 0.65 | 0.74 | 0.66 | 0.88 | 1.00 | 0.95 |
| AOA | 0.14 | 0.26 | 0.69 | 0.74 | 0.69 | 0.87 | 0.95 | 1.00 |