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VANGUARD-2

Last updated Sep 21, 2023

Asset Allocation


VITAX 50%VFIAX 50%EquityEquity
PositionCategory/SectorWeight
VITAX
Vanguard Information Technology Index Fund Admiral Shares
Technology Equities50%
VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities50%

Performance

The chart shows the growth of an initial investment of $10,000 in VANGUARD-2, 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%20.00%AprilMayJuneJulyAugustSeptember
12.59%
10.86%
VANGUARD-2
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the VANGUARD-2 returned 24.15% Year-To-Date and 15.68% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
VANGUARD-2-0.26%12.94%24.15%23.88%13.82%15.71%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-0.99%13.47%32.27%29.35%17.07%19.26%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.47%12.34%16.01%18.08%10.36%12.05%

Asset Correlations Table

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

VFIAXVITAX
VFIAX1.000.89
VITAX0.891.00

Sharpe Ratio

The current VANGUARD-2 Sharpe ratio is 1.00. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.001.00

The Sharpe ratio of VANGUARD-2 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
1.00
0.74
VANGUARD-2
Benchmark (^GSPC)
Portfolio components

Dividend yield

VANGUARD-2 granted a 1.13% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VANGUARD-21.13%1.30%0.96%1.22%1.56%1.78%1.50%1.83%1.90%1.70%1.67%2.01%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.73%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.16%1.38%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.53%1.69%1.27%1.59%1.98%2.22%1.96%2.26%2.41%2.16%2.19%2.64%

Expense Ratio

The VANGUARD-2 has an expense ratio of 0.07% 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.


0.10%
0.00%2.15%
0.04%
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
VITAX
Vanguard Information Technology Index Fund Admiral Shares
1.06
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.85

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.80%
-8.22%
VANGUARD-2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VANGUARD-2. 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-2 is 54.35%, recorded on Mar 9, 2009. It took 540 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.35%Nov 1, 2007338Mar 9, 2009540Apr 28, 2011878
-32.72%Feb 20, 202023Mar 23, 202074Jul 8, 202097
-29.86%Dec 28, 2021200Oct 12, 2022
-21.47%Oct 4, 201856Dec 24, 201867Apr 2, 2019123
-17.75%May 2, 201178Aug 19, 2011113Feb 1, 2012191

Volatility Chart

The current VANGUARD-2 volatility is 4.47%, 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%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.47%
3.47%
VANGUARD-2
Benchmark (^GSPC)
Portfolio components