v2
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| v2 | 5.34% | 7.97% | 2.20% | 11.98% | 13.52% | N/A |
| Portfolio components: | ||||||
VNQ Vanguard Real Estate ETF | 1.12% | 7.92% | -5.15% | 12.02% | 7.89% | 5.32% |
VYMI Vanguard International High Dividend Yield ETF | 13.93% | 11.09% | 10.64% | 13.98% | 15.11% | N/A |
VT Vanguard Total World Stock ETF | 1.45% | 9.12% | -1.10% | 9.52% | 13.52% | 8.84% |
VYM Vanguard High Dividend Yield ETF | -0.80% | 5.51% | -3.74% | 8.03% | 13.88% | 9.50% |
VPU Vanguard Utilities ETF | 6.95% | 6.20% | 3.12% | 15.76% | 10.64% | 9.70% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | -1.47% | 5.92% | -6.21% | 8.14% | 14.77% | N/A |
Monthly Returns
The table below presents the monthly returns of v2, 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 | 3.27% | 1.49% | -0.88% | -0.04% | 1.44% | 5.34% | |||||||
| 2024 | -0.95% | 2.66% | 4.75% | -1.81% | 5.32% | -1.59% | 4.18% | 2.96% | 3.04% | -1.85% | 3.41% | -4.53% | 16.09% |
| 2023 | 4.10% | -3.90% | 1.70% | 1.92% | -4.18% | 4.58% | 3.63% | -3.91% | -3.55% | -1.97% | 6.81% | 4.52% | 9.21% |
| 2022 | -1.55% | -2.02% | 3.80% | -5.56% | 2.93% | -7.49% | 4.73% | -2.43% | -9.31% | 6.61% | 8.23% | -2.59% | -6.21% |
| 2021 | -0.34% | 1.35% | 5.93% | 3.19% | 1.63% | -0.83% | 1.11% | 2.33% | -3.98% | 4.54% | -2.86% | 6.36% | 19.40% |
| 2020 | -0.54% | -8.68% | -14.23% | 7.51% | 4.02% | 0.40% | 4.57% | 2.50% | -2.07% | -0.38% | 10.09% | 3.69% | 4.40% |
| 2019 | 6.21% | 3.00% | 1.15% | 2.50% | -4.64% | 5.41% | -0.54% | -0.69% | 3.60% | 1.57% | 0.94% | 3.42% | 23.71% |
| 2018 | 3.08% | -4.70% | 0.00% | 0.81% | -0.37% | -0.05% | 3.09% | -0.02% | 0.38% | -4.36% | 2.57% | -6.02% | -5.93% |
| 2017 | 2.00% | 2.97% | 0.99% | 0.92% | 2.20% | 0.00% | 2.57% | 0.84% | 1.17% | 2.02% | 2.07% | -0.25% | 18.90% |
| 2016 | 5.17% | 0.63% | 0.57% | 1.93% | 2.40% | -1.02% | 0.52% | -0.85% | -0.03% | 3.12% | 12.99% |
Expense Ratio
v2 has an expense ratio of 0.11%, 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
With an overall rank of 78, v2 is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 0.66 | 1.09 | 1.14 | 0.54 | 2.35 |
VYMI Vanguard International High Dividend Yield ETF | 0.90 | 1.38 | 1.19 | 1.19 | 4.14 |
VT Vanguard Total World Stock ETF | 0.55 | 0.94 | 1.14 | 0.62 | 2.74 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.94 | 1.13 | 0.66 | 2.59 |
VPU Vanguard Utilities ETF | 0.94 | 1.56 | 1.20 | 1.80 | 4.55 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 0.53 | 0.91 | 1.13 | 0.57 | 1.86 |
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Dividends
Dividend yield
v2 provided a 3.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.00% | 3.14% | 3.32% | 3.22% | 2.89% | 2.81% | 3.09% | 3.36% | 2.82% | 2.72% | 2.33% | 2.06% |
| Portfolio components: | ||||||||||||
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VYMI Vanguard International High Dividend Yield ETF | 4.26% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
VYM Vanguard High Dividend Yield ETF | 2.93% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
VPU Vanguard Utilities ETF | 2.92% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.53% | 4.31% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% | 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 v2. 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 v2 was 35.29%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current v2 drawdown is 0.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.29% | Feb 18, 2020 | 25 | Mar 23, 2020 | 172 | Nov 24, 2020 | 197 |
| -18.54% | Mar 30, 2022 | 136 | Oct 12, 2022 | 196 | Jul 26, 2023 | 332 |
| -13.56% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
| -11.8% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -10.78% | Jul 27, 2023 | 66 | Oct 27, 2023 | 32 | Dec 13, 2023 | 98 |
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 6 assets, with an effective number of assets of 4.00, 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 | VPU | VNQ | VYMI | SPYD | VT | VYM | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.39 | 0.59 | 0.73 | 0.69 | 0.95 | 0.84 | 0.85 |
| VPU | 0.39 | 1.00 | 0.63 | 0.33 | 0.55 | 0.37 | 0.51 | 0.66 |
| VNQ | 0.59 | 0.63 | 1.00 | 0.51 | 0.72 | 0.60 | 0.63 | 0.69 |
| VYMI | 0.73 | 0.33 | 0.51 | 1.00 | 0.69 | 0.87 | 0.75 | 0.86 |
| SPYD | 0.69 | 0.55 | 0.72 | 0.69 | 1.00 | 0.72 | 0.88 | 0.83 |
| VT | 0.95 | 0.37 | 0.60 | 0.87 | 0.72 | 1.00 | 0.83 | 0.90 |
| VYM | 0.84 | 0.51 | 0.63 | 0.75 | 0.88 | 0.83 | 1.00 | 0.91 |
| Portfolio | 0.85 | 0.66 | 0.69 | 0.86 | 0.83 | 0.90 | 0.91 | 1.00 |