VANGUARD-2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VITAX Vanguard Information Technology Index Fund Admiral Shares | Technology Equities | 50% |
VFIAX Vanguard 500 Index Fund Admiral Shares | Large Cap Blend Equities | 50% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| VANGUARD-2 | -0.26% | 12.94% | 24.15% | 23.88% | 13.82% | 15.71% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VFIAX | VITAX | |
|---|---|---|
| VFIAX | 1.00 | 0.89 |
| VITAX | 0.89 | 1.00 |
Dividend yield
VANGUARD-2 granted a 1.13% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VANGUARD-2 | 1.13% | 1.30% | 0.96% | 1.22% | 1.56% | 1.78% | 1.50% | 1.83% | 1.90% | 1.70% | 1.67% | 2.01% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2007 | 338 | Mar 9, 2009 | 540 | Apr 28, 2011 | 878 |
| -32.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -29.86% | Dec 28, 2021 | 200 | Oct 12, 2022 | — | — | — |
| -21.47% | Oct 4, 2018 | 56 | Dec 24, 2018 | 67 | Apr 2, 2019 | 123 |
| -17.75% | May 2, 2011 | 78 | Aug 19, 2011 | 113 | Feb 1, 2012 | 191 |
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.