Vanguard Roth
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Roth, 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 every 3 months.
The earliest data available for this chart is Apr 30, 2015, corresponding to the inception date of JETS
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Vanguard Roth | -3.77% | -4.45% | -5.90% | 6.87% | 6.15% | N/A |
| Portfolio components: | ||||||
AAL American Airlines Group Inc. | -45.73% | -17.60% | -27.73% | -32.52% | -3.96% | -15.16% |
PRIDX T. Rowe Price International Discovery Fund | 0.24% | -5.34% | -7.16% | 1.28% | 2.08% | 1.80% |
FCVSX Fidelity Convertible Securities Fund | -5.83% | -4.18% | -7.98% | 4.01% | 4.20% | 2.46% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 0.30% | -2.80% | -2.13% | 7.61% | 4.44% | 4.99% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.82% | -0.60% | 0.25% | 6.60% | -0.97% | 1.29% |
JETS U.S. Global Jets ETF | -25.52% | -15.11% | -16.35% | -7.50% | 5.80% | N/A |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 4.15% | -4.61% | -2.14% | 9.17% | 9.91% | 4.60% |
UAL United Airlines Holdings, Inc. | -31.72% | -10.92% | -10.59% | 28.94% | 17.97% | 0.40% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 2.68% | -0.44% | 0.50% | 6.34% | 1.51% | 2.06% |
DAL Delta Air Lines, Inc. | -32.31% | -14.45% | -26.61% | -13.71% | 11.40% | -0.02% |
LUV Southwest Airlines Co. | -25.98% | -26.37% | -19.25% | -12.84% | -3.45% | -4.37% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -10.37% | -7.05% | -9.81% | 6.11% | 14.28% | 10.94% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -1.57% | -3.97% | -9.18% | 14.97% | 6.65% | 4.68% |
Monthly Returns
The table below presents the monthly returns of Vanguard Roth, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.39% | 0.06% | -2.87% | -3.30% | -3.77% | ||||||||
| 2024 | -0.76% | 2.08% | 2.57% | -3.47% | 3.45% | 0.91% | 2.84% | 2.09% | 2.37% | -1.71% | 3.99% | -3.84% | 10.59% |
| 2023 | 5.93% | -2.77% | 1.08% | 0.67% | -1.58% | 4.09% | 2.24% | -2.22% | -4.04% | -2.91% | 7.46% | 5.24% | 13.10% |
| 2022 | -4.72% | -1.94% | 0.71% | -5.93% | -0.42% | -6.30% | 5.75% | -3.30% | -7.92% | 3.97% | 5.79% | -3.63% | -17.58% |
| 2021 | -0.14% | 2.20% | 1.31% | 3.40% | 0.72% | 1.22% | 1.12% | 1.74% | -3.23% | 3.34% | -1.84% | -0.26% | 9.79% |
| 2020 | 0.27% | -4.41% | -10.64% | 7.76% | 3.61% | 2.09% | 3.95% | 3.47% | -1.65% | -1.60% | 8.73% | 2.07% | 12.77% |
| 2019 | 5.94% | 1.73% | 1.47% | 2.18% | -2.61% | 4.05% | 0.65% | 0.28% | 0.75% | 1.61% | 1.38% | 1.59% | 20.51% |
| 2018 | 1.79% | -3.15% | -0.12% | -0.27% | 1.48% | 0.20% | 1.64% | 1.28% | -0.66% | -4.74% | 1.91% | -5.65% | -6.48% |
| 2017 | 1.18% | 2.21% | 0.17% | 1.17% | 1.39% | 0.58% | 1.25% | 0.32% | 1.09% | 0.92% | 1.59% | 0.58% | 13.16% |
| 2016 | -3.18% | 0.33% | 5.09% | 0.04% | 0.67% | 1.21% | 2.86% | -0.22% | 0.31% | -1.76% | -0.07% | 1.34% | 6.58% |
| 2015 | 0.01% | -2.16% | 1.25% | -3.64% | -0.96% | 4.47% | -0.20% | -1.97% | -3.36% |
Expense Ratio
Vanguard Roth has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vanguard Roth is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AAL American Airlines Group Inc. | -0.52 | -0.51 | 0.93 | -0.33 | -1.13 |
PRIDX T. Rowe Price International Discovery Fund | 0.09 | 0.24 | 1.03 | 0.03 | 0.25 |
FCVSX Fidelity Convertible Securities Fund | 0.26 | 0.44 | 1.06 | 0.14 | 0.65 |
VWINX Vanguard Wellesley Income Fund Investor Shares | 1.16 | 1.64 | 1.23 | 1.46 | 5.66 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.29 | 1.94 | 1.23 | 0.50 | 3.33 |
JETS U.S. Global Jets ETF | -0.07 | 0.14 | 1.02 | -0.05 | -0.24 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 0.59 | 0.91 | 1.12 | 0.70 | 2.19 |
UAL United Airlines Holdings, Inc. | 1.03 | 1.84 | 1.24 | 0.98 | 3.65 |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 1.40 | 1.95 | 1.25 | 0.58 | 3.98 |
DAL Delta Air Lines, Inc. | -0.24 | -0.05 | 0.99 | -0.24 | -0.68 |
LUV Southwest Airlines Co. | -0.24 | -0.06 | 0.99 | -0.16 | -1.08 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.27 | 0.51 | 1.07 | 0.27 | 1.19 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.79 | 1.16 | 1.15 | 0.55 | 2.79 |
Dividends
Dividend yield
Vanguard Roth provided a 3.87% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.87% | 3.72% | 2.98% | 3.66% | 2.77% | 2.51% | 2.55% | 3.86% | 2.67% | 2.91% | 3.03% | 3.29% |
| Portfolio components: | ||||||||||||
AAL American Airlines Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.39% | 1.25% | 0.77% | 0.86% | 0.94% | 0.37% |
PRIDX T. Rowe Price International Discovery Fund | 2.34% | 2.35% | 1.25% | 0.00% | 0.00% | 0.08% | 0.83% | 0.58% | 0.35% | 0.58% | 0.69% | 0.87% |
FCVSX Fidelity Convertible Securities Fund | 3.77% | 3.30% | 2.13% | 2.35% | 1.66% | 2.90% | 1.45% | 3.84% | 2.60% | 3.35% | 2.86% | 5.99% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 6.74% | 6.61% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 4.00% | 4.00% | 5.60% | 4.92% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.74% | 3.69% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% |
JETS U.S. Global Jets ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 0.04% | 1.24% | 0.63% | 1.57% | 0.58% | 0.17% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.15% | 3.33% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% |
UAL United Airlines Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.09% | 4.07% | 4.20% | 8.34% | 5.03% | 1.28% | 2.22% | 3.02% | 2.32% | 3.38% | 0.77% | 2.25% |
DAL Delta Air Lines, Inc. | 1.35% | 0.83% | 0.50% | 0.00% | 0.00% | 1.00% | 2.58% | 2.63% | 1.81% | 1.37% | 0.89% | 0.61% |
LUV Southwest Airlines Co. | 2.91% | 2.14% | 3.12% | 0.00% | 0.00% | 0.39% | 1.30% | 1.30% | 0.73% | 0.75% | 0.66% | 0.52% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.44% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.18% | 3.85% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% |
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 Roth. 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 Roth was 25.74%, occurring on Oct 14, 2022. Recovery took 484 trading sessions.
The current Vanguard Roth drawdown is 6.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.74% | Nov 10, 2021 | 234 | Oct 14, 2022 | 484 | Sep 19, 2024 | 718 |
| -25.14% | Feb 18, 2020 | 25 | Mar 23, 2020 | 97 | Aug 10, 2020 | 122 |
| -12.03% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -11.68% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -10.49% | May 18, 2015 | 187 | Feb 11, 2016 | 102 | Jul 8, 2016 | 289 |
Volatility
Volatility Chart
The current Vanguard Roth volatility is 7.89%, 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
| VIPSX | VBTLX | VGSLX | LUV | PRIDX | UAL | VWINX | AAL | FCVSX | VTIAX | DAL | VTSAX | JETS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VIPSX | 1.00 | 0.79 | 0.19 | -0.04 | 0.08 | -0.07 | 0.40 | -0.08 | 0.04 | 0.05 | -0.06 | 0.00 | -0.06 |
| VBTLX | 0.79 | 1.00 | 0.16 | -0.08 | 0.02 | -0.11 | 0.38 | -0.11 | -0.04 | -0.04 | -0.10 | -0.08 | -0.10 |
| VGSLX | 0.19 | 0.16 | 1.00 | 0.36 | 0.48 | 0.33 | 0.66 | 0.34 | 0.54 | 0.52 | 0.37 | 0.62 | 0.42 |
| LUV | -0.04 | -0.08 | 0.36 | 1.00 | 0.39 | 0.71 | 0.39 | 0.72 | 0.47 | 0.44 | 0.75 | 0.49 | 0.83 |
| PRIDX | 0.08 | 0.02 | 0.48 | 0.39 | 1.00 | 0.39 | 0.60 | 0.40 | 0.74 | 0.91 | 0.43 | 0.75 | 0.52 |
| UAL | -0.07 | -0.11 | 0.33 | 0.71 | 0.39 | 1.00 | 0.34 | 0.83 | 0.47 | 0.44 | 0.84 | 0.49 | 0.88 |
| VWINX | 0.40 | 0.38 | 0.66 | 0.39 | 0.60 | 0.34 | 1.00 | 0.35 | 0.60 | 0.66 | 0.39 | 0.70 | 0.45 |
| AAL | -0.08 | -0.11 | 0.34 | 0.72 | 0.40 | 0.83 | 0.35 | 1.00 | 0.48 | 0.45 | 0.82 | 0.50 | 0.89 |
| FCVSX | 0.04 | -0.04 | 0.54 | 0.47 | 0.74 | 0.47 | 0.60 | 0.48 | 1.00 | 0.75 | 0.49 | 0.87 | 0.58 |
| VTIAX | 0.05 | -0.04 | 0.52 | 0.44 | 0.91 | 0.44 | 0.66 | 0.45 | 0.75 | 1.00 | 0.48 | 0.80 | 0.57 |
| DAL | -0.06 | -0.10 | 0.37 | 0.75 | 0.43 | 0.84 | 0.39 | 0.82 | 0.49 | 0.48 | 1.00 | 0.53 | 0.89 |
| VTSAX | 0.00 | -0.08 | 0.62 | 0.49 | 0.75 | 0.49 | 0.70 | 0.50 | 0.87 | 0.80 | 0.53 | 1.00 | 0.61 |
| JETS | -0.06 | -0.10 | 0.42 | 0.83 | 0.52 | 0.88 | 0.45 | 0.89 | 0.58 | 0.57 | 0.89 | 0.61 | 1.00 |