All World minus Small Cap Growth
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All World minus Small Cap 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 Sep 30, 2021, corresponding to the inception date of AVES
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 8.61% | -0.45% | 18.66% | 25.25% | 12.50% | 10.70% |
| All World minus Small Cap Growth | 6.39% | 0.27% | 18.09% | 22.34% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 9.03% | -0.37% | 19.49% | 27.17% | 14.35% | 12.75% |
VEA Vanguard FTSE Developed Markets ETF | 4.88% | 0.48% | 15.55% | 11.03% | 7.23% | 4.86% |
AVDV Avantis International Small Cap Value ETF | 5.79% | 0.32% | 16.82% | 14.52% | N/A | N/A |
AVUV Avantis U.S. Small Cap Value ETF | 2.50% | 0.05% | 19.43% | 30.63% | N/A | N/A |
AVES Avantis Emerging Markets Value ETF | 6.96% | 2.78% | 15.49% | 17.61% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.62% | 3.69% | 3.86% | -3.54% | ||||||||
| 2023 | -3.28% | 8.64% | 6.49% |
Expense Ratio
All World minus Small Cap Growth features an expense ratio of 0.14%, falling within the medium range. 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 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.52 | 3.58 | 1.44 | 2.38 | 10.16 |
VEA Vanguard FTSE Developed Markets ETF | 1.00 | 1.49 | 1.18 | 0.79 | 3.07 |
AVDV Avantis International Small Cap Value ETF | 1.20 | 1.78 | 1.20 | 1.22 | 4.52 |
AVUV Avantis U.S. Small Cap Value ETF | 1.73 | 2.63 | 1.29 | 2.16 | 7.20 |
AVES Avantis Emerging Markets Value ETF | 1.35 | 1.97 | 1.23 | 1.15 | 4.61 |
Dividends
Dividend yield
All World minus Small Cap Growth granted a 2.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All World minus Small Cap Growth | 2.20% | 2.27% | 2.29% | 1.69% | 1.43% | 1.47% | 1.49% | 1.27% | 1.42% | 1.42% | 1.48% | 1.25% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.35% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VEA Vanguard FTSE Developed Markets ETF | 3.28% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
AVDV Avantis International Small Cap Value ETF | 3.11% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVES Avantis Emerging Markets Value ETF | 3.70% | 3.96% | 3.70% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the All World minus Small Cap 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 All World minus Small Cap Growth was 24.24%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current All World minus Small Cap Growth drawdown is 0.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.24% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -5.99% | Nov 9, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
| -4.72% | Apr 1, 2024 | 15 | Apr 19, 2024 | — | — | — |
| -3.39% | Dec 28, 2023 | 13 | Jan 17, 2024 | 8 | Jan 29, 2024 | 21 |
| -1.97% | Feb 13, 2024 | 1 | Feb 13, 2024 | 2 | Feb 15, 2024 | 3 |
Volatility
Volatility Chart
The current All World minus Small Cap Growth volatility is 4.10%, 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
| AVES | AVUV | VOO | AVDV | VEA | |
|---|---|---|---|---|---|
| AVES | 1.00 | 0.63 | 0.65 | 0.80 | 0.82 |
| AVUV | 0.63 | 1.00 | 0.78 | 0.78 | 0.76 |
| VOO | 0.65 | 0.78 | 1.00 | 0.73 | 0.82 |
| AVDV | 0.80 | 0.78 | 0.73 | 1.00 | 0.95 |
| VEA | 0.82 | 0.76 | 0.82 | 0.95 | 1.00 |