Vanguard - US Taxable ETFs
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | VNQ | VGT | VYM | VIG | VTI | |
|---|---|---|---|---|---|---|
| BND | 1.00 | -0.02 | -0.16 | -0.22 | -0.18 | -0.20 |
| VNQ | -0.02 | 1.00 | 0.57 | 0.69 | 0.69 | 0.70 |
| VGT | -0.16 | 0.57 | 1.00 | 0.73 | 0.80 | 0.89 |
| VYM | -0.22 | 0.69 | 0.73 | 1.00 | 0.93 | 0.91 |
| VIG | -0.18 | 0.69 | 0.80 | 0.93 | 1.00 | 0.94 |
| VTI | -0.20 | 0.70 | 0.89 | 0.91 | 0.94 | 1.00 |
Dividend yield
Vanguard - US Taxable ETFs granted a 1.96% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard - US Taxable ETFs | 1.96% | 2.06% | 1.59% | 1.97% | 2.22% | 2.69% | 2.36% | 2.70% | 2.75% | 2.56% | 2.70% | 3.08% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2007 | 355 | Mar 9, 2009 | 484 | Feb 7, 2011 | 839 |
| -31.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.63% | Dec 30, 2021 | 198 | Oct 12, 2022 | — | — | — |
| -16.68% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -16.45% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
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.