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Vanguard - US Taxable ETFs

Last updated Sep 23, 2023

Asset Allocation


BND 10%VTI 45%VGT 15%VIG 10%VYM 10%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market10%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities45%
VGT
Vanguard Information Technology ETF
Technology Equities15%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend10%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities10%
VNQ
Vanguard Real Estate ETF
REIT10%

Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard - US Taxable ETFs, 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%AprilMayJuneJulyAugustSeptember
6.80%
8.78%
Vanguard - US Taxable ETFs
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Vanguard - US Taxable ETFs returned 10.28% Year-To-Date and 10.79% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.61%12.52%16.97%8.29%9.86%
Vanguard - US Taxable ETFs-2.02%6.62%10.28%14.98%9.01%10.82%
VGT
Vanguard Information Technology ETF
-2.79%12.51%30.46%31.14%16.80%19.15%
VTI
Vanguard Total Stock Market ETF
-1.91%9.02%13.03%17.85%9.28%11.26%
VIG
Vanguard Dividend Appreciation ETF
-1.72%6.00%5.17%15.51%9.41%10.67%
VNQ
Vanguard Real Estate ETF
-4.32%-0.49%-4.10%-3.86%3.10%5.55%
VYM
Vanguard High Dividend Yield ETF
-0.89%3.58%-1.05%10.52%7.16%9.52%
BND
Vanguard Total Bond Market ETF
-0.60%-2.50%0.08%0.78%0.29%1.19%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BNDVNQVGTVYMVIGVTI
BND1.00-0.02-0.16-0.22-0.18-0.20
VNQ-0.021.000.570.690.690.70
VGT-0.160.571.000.730.800.89
VYM-0.220.690.731.000.930.91
VIG-0.180.690.800.931.000.94
VTI-0.200.700.890.910.941.00

Sharpe Ratio

The current Vanguard - US Taxable ETFs Sharpe ratio is 0.74. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.74

The Sharpe ratio of Vanguard - US Taxable ETFs lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.74
0.81
Vanguard - US Taxable ETFs
Benchmark (^GSPC)
Portfolio components

Dividend yield

Vanguard - US Taxable ETFs granted a 1.96% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Vanguard - US Taxable ETFs1.96%2.06%1.59%1.97%2.22%2.69%2.36%2.70%2.75%2.56%2.70%3.08%
VGT
Vanguard Information Technology ETF
0.74%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
VIG
Vanguard Dividend Appreciation ETF
1.51%1.98%1.60%1.70%1.83%2.26%2.09%2.43%2.71%2.31%2.23%2.92%
VNQ
Vanguard Real Estate ETF
3.69%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
VYM
Vanguard High Dividend Yield ETF
3.20%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%
BND
Vanguard Total Bond Market ETF
3.01%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%

Expense Ratio

The Vanguard - US Taxable ETFs has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VGT
Vanguard Information Technology ETF
1.11
VTI
Vanguard Total Stock Market ETF
0.82
VIG
Vanguard Dividend Appreciation ETF
0.87
VNQ
Vanguard Real Estate ETF
-0.29
VYM
Vanguard High Dividend Yield ETF
0.53
BND
Vanguard Total Bond Market ETF
-0.07

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.26%
-9.93%
Vanguard - US Taxable ETFs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard - US Taxable ETFs. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard - US Taxable ETFs is 51.06%, recorded on Mar 9, 2009. It took 484 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.06%Oct 10, 2007355Mar 9, 2009484Feb 7, 2011839
-31.55%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-24.63%Dec 30, 2021198Oct 12, 2022
-16.68%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-16.45%Jul 8, 201161Oct 3, 201178Jan 25, 2012139

Volatility Chart

The current Vanguard - US Taxable ETFs volatility is 3.15%, 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%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.15%
3.41%
Vanguard - US Taxable ETFs
Benchmark (^GSPC)
Portfolio components