Vanguard - US Taxable ETFs
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Oct 30, 2024, the Vanguard - US Taxable ETFs returned 18.92% Year-To-Date and 11.98% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Vanguard - US Taxable ETFs | 18.92% | 1.13% | 16.27% | 37.95% | 13.26% | 11.98% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 26.76% | 4.34% | 23.72% | 51.83% | 23.35% | 21.01% |
VTI Vanguard Total Stock Market ETF | 22.25% | 1.78% | 16.24% | 41.75% | 15.07% | 12.66% |
VIG Vanguard Dividend Appreciation ETF | 17.37% | 0.04% | 13.76% | 32.38% | 12.69% | 11.82% |
VNQ Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.10% | 6.10% |
VYM Vanguard High Dividend Yield ETF | 17.60% | 0.63% | 12.08% | 32.84% | 10.95% | 10.00% |
BND Vanguard Total Bond Market ETF | 2.14% | -2.57% | 5.38% | 10.54% | -0.26% | 1.47% |
Monthly Returns
The table below presents the monthly returns of Vanguard - US Taxable ETFs, 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 | 0.49% | 3.79% | 2.81% | -4.63% | 4.60% | 3.00% | 2.54% | 2.39% | 2.00% | 18.92% | |||
| 2023 | 6.47% | -2.48% | 2.93% | 0.89% | 0.15% | 5.71% | 2.91% | -2.03% | -4.87% | -2.39% | 9.27% | 5.42% | 23.11% |
| 2022 | -5.53% | -2.64% | 2.85% | -7.62% | -0.39% | -7.40% | 8.44% | -4.02% | -9.24% | 7.20% | 5.43% | -5.16% | -18.38% |
| 2021 | -0.69% | 2.45% | 3.49% | 4.57% | 0.58% | 2.45% | 2.22% | 2.39% | -4.38% | 6.14% | -0.74% | 4.33% | 24.79% |
| 2020 | 0.67% | -7.01% | -11.99% | 11.22% | 4.55% | 2.38% | 4.80% | 5.81% | -3.03% | -2.28% | 10.50% | 3.86% | 18.27% |
| 2019 | 7.58% | 3.61% | 2.04% | 3.37% | -5.20% | 6.08% | 1.65% | -0.77% | 1.66% | 1.76% | 2.91% | 2.48% | 30.10% |
| 2018 | 3.84% | -3.39% | -1.38% | 0.12% | 3.06% | 0.64% | 2.82% | 3.60% | 0.03% | -6.06% | 2.01% | -7.67% | -3.14% |
| 2017 | 1.65% | 3.61% | 0.09% | 1.10% | 1.32% | 0.39% | 1.86% | 0.55% | 1.69% | 2.36% | 2.53% | 0.88% | 19.53% |
| 2016 | -4.18% | 0.07% | 6.90% | -0.56% | 2.02% | 1.12% | 3.88% | 0.02% | 0.17% | -2.05% | 2.41% | 2.02% | 11.99% |
| 2015 | -1.46% | 4.27% | -1.08% | 0.00% | 1.02% | -2.43% | 2.09% | -5.43% | -1.42% | 7.24% | 0.41% | -1.42% | 1.22% |
| 2014 | -2.10% | 4.31% | 0.56% | 0.62% | 2.12% | 2.12% | -1.34% | 3.66% | -2.03% | 3.10% | 2.77% | -0.10% | 14.28% |
| 2013 | 4.24% | 1.16% | 3.20% | 2.05% | 1.10% | -1.65% | 4.52% | -2.95% | 3.44% | 3.89% | 1.67% | 2.27% | 25.14% |
Expense Ratio
Vanguard - US Taxable ETFs has an expense ratio of 0.06%, 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 Vanguard - US Taxable ETFs is 73, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 2.58 | 3.18 | 1.44 | 3.49 | 12.68 |
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 3.32 | 22.61 |
VIG Vanguard Dividend Appreciation ETF | 3.44 | 4.79 | 1.64 | 3.91 | 23.21 |
VNQ Vanguard Real Estate ETF | 2.28 | 3.26 | 1.41 | 1.17 | 8.94 |
VYM Vanguard High Dividend Yield ETF | 3.24 | 4.51 | 1.58 | 3.84 | 21.51 |
BND Vanguard Total Bond Market ETF | 1.75 | 2.60 | 1.31 | 0.59 | 6.74 |
Dividends
Dividend yield
Vanguard - US Taxable ETFs provided a 1.87% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard - US Taxable ETFs | 1.87% | 1.95% | 2.03% | 1.53% | 1.86% | 2.05% | 2.41% | 2.06% | 2.30% | 2.29% | 2.07% | 2.12% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VIG Vanguard Dividend Appreciation ETF | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VYM Vanguard High Dividend Yield ETF | 2.82% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
BND Vanguard Total Bond Market ETF | 3.51% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 Vanguard - US Taxable ETFs. 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 Vanguard - US Taxable ETFs was 51.06%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current Vanguard - US Taxable ETFs drawdown is 0.85%.
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 | 302 | Dec 26, 2023 | 500 |
| -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
Volatility Chart
The current Vanguard - US Taxable ETFs volatility is 2.43%, 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
| BND | VNQ | VGT | VYM | VIG | VTI | |
|---|---|---|---|---|---|---|
| BND | 1.00 | 0.02 | -0.13 | -0.19 | -0.15 | -0.17 |
| VNQ | 0.02 | 1.00 | 0.56 | 0.69 | 0.69 | 0.69 |
| VGT | -0.13 | 0.56 | 1.00 | 0.72 | 0.79 | 0.89 |
| VYM | -0.19 | 0.69 | 0.72 | 1.00 | 0.93 | 0.91 |
| VIG | -0.15 | 0.69 | 0.79 | 0.93 | 1.00 | 0.94 |
| VTI | -0.17 | 0.69 | 0.89 | 0.91 | 0.94 | 1.00 |