All World minus Small Cap Growth (BT)

The chart shows the growth of an initial investment of $10,000 in All World minus Small Cap Growth (BT), 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.

As of Apr 2, 2026, the All World minus Small Cap Growth (BT) returned 1.13% Year-To-Date and 11.72% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 18, 1999, All World minus Small Cap Growth (BT)'s average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +13.8%, while the worst month was Oct 2008 at -20.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, All World minus Small Cap Growth (BT) closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.6%.

All World minus Small Cap Growth (BT) has an annualized alpha of 2.73%, beta of 0.89, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since August 18, 1999.

• This portfolio captured 106.77% of S&P 500 Index gains but only 96.47% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 2.73% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.89 and R² of 0.92, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

All World minus Small Cap Growth (BT) has an expense ratio of 0.20%, 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.

All World minus Small Cap Growth (BT) ranks 66 for risk / return — better than 66% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

All World minus Small Cap Growth (BT) Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.53
• 5-Year: 0.69
• 10-Year: 0.71
• All Time: 0.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of All World minus Small Cap Growth (BT) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All World minus Small Cap Growth (BT) provided a 2.40% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the All World minus Small Cap Growth (BT). 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 (BT) was 58.38%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.

The current All World minus Small Cap Growth (BT) drawdown is 7.17%.

The chart below shows the rolling one-month volatility.