v2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in v2, 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 every 3 months.
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 | -0.77% | -3.55% | 3.64% | 22.00% | 12.20% | 11.23% |
| v2 | -0.95% | -3.31% | 2.18% | 15.45% | 7.53% | N/A |
| Portfolio components: | ||||||
VNQ Vanguard Real Estate ETF | -2.78% | -6.83% | -1.07% | 3.40% | 2.02% | 3.99% |
VYMI Vanguard International High Dividend Yield ETF | -1.18% | -3.19% | -3.13% | 6.47% | 5.55% | N/A |
VT Vanguard Total World Stock ETF | -1.09% | -4.04% | 0.20% | 15.68% | 9.27% | 9.36% |
VYM Vanguard High Dividend Yield ETF | -0.31% | -2.80% | 4.18% | 17.38% | 9.54% | 9.90% |
VPU Vanguard Utilities ETF | -1.33% | -3.14% | 7.43% | 21.77% | 5.28% | 7.77% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | -1.43% | -4.39% | 3.16% | 14.16% | 6.28% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.81% | 2.76% | 4.69% | -2.04% | 5.13% | -1.32% | 4.09% | 2.91% | 2.93% | -1.77% | 3.59% | -4.53% | 16.15% |
| 2023 | 3.82% | -3.94% | 1.74% | 1.85% | -4.14% | 4.58% | 3.63% | -3.82% | -3.63% | -2.06% | 6.90% | 4.61% | 8.98% |
| 2022 | -1.79% | -2.04% | 3.81% | -5.59% | 2.88% | -7.43% | 4.89% | -2.36% | -9.35% | 6.70% | 8.00% | -2.65% | -6.49% |
| 2021 | -0.36% | 1.35% | 5.83% | 3.24% | 1.61% | -0.73% | 1.07% | 2.32% | -3.98% | 4.61% | -2.80% | 6.24% | 19.39% |
| 2020 | -0.42% | -8.71% | -14.18% | 7.41% | 4.05% | 0.06% | 4.69% | 2.50% | -2.02% | -0.29% | 9.87% | 3.61% | 4.14% |
| 2019 | 6.19% | 3.02% | 1.18% | 2.49% | -4.62% | 5.41% | -0.50% | -0.62% | 3.58% | 1.46% | 0.88% | 3.39% | 23.64% |
| 2018 | 3.25% | -4.71% | -0.10% | 0.77% | -0.38% | -0.14% | 3.10% | 0.01% | 0.37% | -4.52% | 2.54% | -6.11% | -6.27% |
| 2017 | 1.98% | 2.97% | 0.98% | 0.92% | 2.18% | 0.02% | 2.57% | 0.82% | 1.21% | 1.99% | 2.05% | -0.17% | 18.94% |
| 2016 | 5.17% | 0.62% | 0.57% | 1.97% | 2.32% | -1.11% | 0.54% | -0.85% | -0.03% | 3.12% | 12.84% |
Expense Ratio
v2 has an expense ratio of 0.11%, 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 v2 is 49, 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 | |
|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 0.19 | 0.36 | 1.04 | 0.12 | 0.73 |
VYMI Vanguard International High Dividend Yield ETF | 0.56 | 0.82 | 1.10 | 0.81 | 2.16 |
VT Vanguard Total World Stock ETF | 1.32 | 1.82 | 1.24 | 1.95 | 7.91 |
VYM Vanguard High Dividend Yield ETF | 1.56 | 2.22 | 1.28 | 2.85 | 8.34 |
VPU Vanguard Utilities ETF | 1.29 | 1.82 | 1.22 | 1.00 | 5.93 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 1.03 | 1.46 | 1.18 | 1.31 | 4.76 |
Dividends
Dividend yield
v2 provided a 3.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.17% | 3.14% | 3.32% | 3.22% | 2.89% | 2.81% | 3.10% | 3.36% | 2.82% | 2.72% | 2.33% | 2.06% |
| Portfolio components: | ||||||||||||
VNQ Vanguard Real Estate ETF | 3.96% | 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 | 4.90% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.97% | 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 | 2.75% | 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 | 3.06% | 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 | 4.37% | 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.
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 35.27%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current v2 drawdown is 5.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.27% | Feb 18, 2020 | 25 | Mar 23, 2020 | 179 | Dec 4, 2020 | 204 |
| -18.52% | Mar 30, 2022 | 136 | Oct 12, 2022 | 295 | Dec 14, 2023 | 431 |
| -14.09% | Jan 29, 2018 | 229 | Dec 24, 2018 | 68 | Apr 3, 2019 | 297 |
| -7.1% | Jan 13, 2022 | 37 | Mar 8, 2022 | 15 | Mar 29, 2022 | 52 |
| -5.55% | Dec 2, 2024 | 13 | Dec 18, 2024 | — | — | — |
Volatility
Volatility Chart
The current v2 volatility is 3.65%, 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
| VPU | VNQ | VYMI | VT | SPYD | VYM | |
|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.63 | 0.32 | 0.37 | 0.55 | 0.50 |
| VNQ | 0.63 | 1.00 | 0.50 | 0.59 | 0.72 | 0.62 |
| VYMI | 0.32 | 0.50 | 1.00 | 0.88 | 0.69 | 0.75 |
| VT | 0.37 | 0.59 | 0.88 | 1.00 | 0.72 | 0.83 |
| SPYD | 0.55 | 0.72 | 0.69 | 0.72 | 1.00 | 0.89 |
| VYM | 0.50 | 0.62 | 0.75 | 0.83 | 0.89 | 1.00 |