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Common Growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 8%VTC 6%VONV 19%SPY 18%DXJ 11%BLK 4%AOA 19%REET 15%BondBondEquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market

8%

AOA
iShares Core Aggressive Allocation ETF
Diversified Portfolio

19%

BLK
BlackRock, Inc.
Financial Services

4%

DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities

11%

REET
iShares Global REIT ETF
REIT

15%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

18%

VONV
Vanguard Russell 1000 Value ETF
Large Cap Value Equities

19%

VTC
Vanguard Total Corporate Bond ETF
Corporate Bonds

6%

S&P 500

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
9.28%
16.79%
Common Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of VTC

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.47%15.07%24.43%13.22%10.85%
Common Growth7.50%0.01%9.28%16.46%9.23%N/A
AGG
iShares Core U.S. Aggregate Bond ETF
0.16%1.60%0.45%3.10%-0.04%1.47%
AOA
iShares Core Aggressive Allocation ETF
9.04%1.01%10.84%16.50%8.72%7.34%
BLK
BlackRock, Inc.
-2.23%-2.03%0.57%16.48%13.79%12.28%
DXJ
WisdomTree Japan Hedged Equity Fund
23.20%-2.06%25.24%35.48%20.90%12.19%
REET
iShares Global REIT ETF
-4.03%-1.48%-2.01%3.80%0.07%N/A
SPY
SPDR S&P 500 ETF
15.46%3.21%17.20%26.49%15.00%12.80%
VONV
Vanguard Russell 1000 Value ETF
6.03%-2.30%8.19%14.31%8.92%8.05%
VTC
Vanguard Total Corporate Bond ETF
0.09%1.09%0.44%4.99%0.68%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.46%3.19%3.43%-3.88%3.55%7.50%
20236.36%-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%
20197.19%2.08%1.32%2.72%-4.80%5.22%0.51%-1.11%2.86%2.05%2.09%1.68%23.55%
20182.72%-4.14%-0.70%0.29%0.83%0.05%2.45%0.96%0.35%-5.60%1.99%-6.68%-7.76%
20171.69%1.40%3.12%

Expense Ratio

Common Growth features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for AOA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for REET: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VONV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VTC: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Common Growth is 42, 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.


The Risk-Adjusted Performance Rank of Common Growth is 4242
Common Growth
The Sharpe Ratio Rank of Common Growth is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of Common Growth is 4343Sortino Ratio Rank
The Omega Ratio Rank of Common Growth is 4343Omega Ratio Rank
The Calmar Ratio Rank of Common Growth is 4141Calmar Ratio Rank
The Martin Ratio Rank of Common Growth is 3939Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Common Growth
Sharpe ratio
The chart of Sharpe ratio for Common Growth, currently valued at 1.61, compared to the broader market0.002.004.006.001.61
Sortino ratio
The chart of Sortino ratio for Common Growth, currently valued at 2.36, compared to the broader market-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for Common Growth, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for Common Growth, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.001.30
Martin ratio
The chart of Martin ratio for Common Growth, currently valued at 5.23, compared to the broader market0.0010.0020.0030.0040.0050.005.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AGG
iShares Core U.S. Aggregate Bond ETF
0.490.741.080.191.36
AOA
iShares Core Aggressive Allocation ETF
1.672.451.291.165.11
BLK
BlackRock, Inc.
0.741.181.140.411.83
DXJ
WisdomTree Japan Hedged Equity Fund
2.203.021.363.8213.11
REET
iShares Global REIT ETF
0.150.341.040.080.37
SPY
SPDR S&P 500 ETF
2.303.241.412.218.95
VONV
Vanguard Russell 1000 Value ETF
1.241.781.211.083.56
VTC
Vanguard Total Corporate Bond ETF
0.741.121.130.272.20

Sharpe Ratio

The current Common Growth Sharpe ratio is 1.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Common Growth with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.61
2.17
Common Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Common Growth granted a 2.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Common Growth2.31%2.52%2.30%1.97%2.12%2.81%3.05%2.83%2.51%2.72%3.02%1.58%
AGG
iShares Core U.S. Aggregate Bond ETF
3.41%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.
2.58%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
2.51%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
REET
iShares Global REIT ETF
3.10%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%2.11%0.00%
SPY
SPDR S&P 500 ETF
0.93%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
2.00%2.10%2.22%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%1.92%
VTC
Vanguard Total Corporate Bond ETF
4.15%3.80%3.13%2.36%2.69%3.34%3.53%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.11%
0
Common Growth
Benchmark (^GSPC)
Portfolio components

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 0.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.77%Feb 13, 202027Mar 23, 2020162Nov 10, 2020189
-21.31%Jan 5, 2022194Oct 12, 2022295Dec 14, 2023489
-14.99%Jan 29, 2018229Dec 24, 201875Apr 12, 2019304
-4.91%May 6, 201919May 31, 201914Jun 20, 201933
-4.83%Apr 1, 202415Apr 19, 202418May 15, 202433

Volatility

Volatility Chart

The current Common Growth volatility is 2.32%, 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%2024FebruaryMarchAprilMayJune
2.32%
2.33%
Common Growth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AGGVTCDXJREETBLKVONVSPYAOA
AGG1.000.90-0.160.210.060.000.060.13
VTC0.901.00-0.050.310.160.140.210.26
DXJ-0.16-0.051.000.430.550.660.660.69
REET0.210.310.431.000.540.720.670.70
BLK0.060.160.550.541.000.770.760.75
VONV0.000.140.660.720.771.000.890.88
SPY0.060.210.660.670.760.891.000.95
AOA0.130.260.690.700.750.880.951.00
The correlation results are calculated based on daily price changes starting from Nov 10, 2017