Vanguard Roth
Asset Allocation
Performance
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 Quarterly
Returns
As of Sep 21, 2023, the Vanguard Roth returned 4.56% Year-To-Date and 5.21% 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% | 9.32% |
| Vanguard Roth | 0.18% | 3.20% | 4.56% | 6.32% | 4.75% | 5.21% |
| Portfolio components: | ||||||
AAL American Airlines Group Inc. | -11.94% | -4.18% | 2.67% | -1.28% | -21.19% | -13.94% |
PRIDX T. Rowe Price International Discovery Fund | 0.10% | 0.61% | 4.19% | 11.20% | 2.33% | 5.42% |
FCVSX Fidelity Convertible Securities Fund | 0.03% | 4.67% | 6.33% | 5.03% | 10.96% | 6.94% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 0.55% | 1.47% | 1.17% | 3.85% | 4.03% | 4.57% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.38% | -3.12% | 0.10% | -0.44% | 0.41% | 0.61% |
JETS U.S. Global Jets ETF | -8.56% | 1.10% | 2.63% | 6.18% | -11.63% | -3.22% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.35% | 4.07% | 7.86% | 17.05% | 3.11% | 3.45% |
UAL United Airlines Holdings, Inc. | -10.26% | 6.48% | 17.67% | 22.81% | -13.22% | -3.49% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 0.17% | -3.13% | 0.24% | -1.96% | 2.11% | 1.55% |
DAL Delta Air Lines, Inc. | -6.56% | 21.22% | 18.57% | 25.04% | -7.44% | -0.39% |
LUV Southwest Airlines Co. | -8.93% | -2.64% | -13.45% | -14.59% | -14.19% | -3.28% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.39% | 12.02% | 15.12% | 16.69% | 9.49% | 10.69% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.09% | 6.40% | 0.09% | -2.21% | 3.33% | 4.23% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VIPSX | VBTLX | VGSLX | PRIDX | VWINX | LUV | UAL | AAL | FCVSX | VTIAX | DAL | VTSAX | JETS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VIPSX | 1.00 | 0.77 | 0.15 | 0.05 | 0.34 | -0.06 | -0.09 | -0.10 | 0.01 | 0.02 | -0.08 | -0.03 | -0.09 |
| VBTLX | 0.77 | 1.00 | 0.10 | -0.04 | 0.31 | -0.11 | -0.14 | -0.14 | -0.09 | -0.10 | -0.14 | -0.14 | -0.14 |
| VGSLX | 0.15 | 0.10 | 1.00 | 0.47 | 0.65 | 0.38 | 0.33 | 0.35 | 0.54 | 0.51 | 0.38 | 0.63 | 0.42 |
| PRIDX | 0.05 | -0.04 | 0.47 | 1.00 | 0.60 | 0.39 | 0.39 | 0.40 | 0.75 | 0.91 | 0.43 | 0.76 | 0.52 |
| VWINX | 0.34 | 0.31 | 0.65 | 0.60 | 1.00 | 0.40 | 0.34 | 0.35 | 0.60 | 0.67 | 0.39 | 0.72 | 0.45 |
| LUV | -0.06 | -0.11 | 0.38 | 0.39 | 0.40 | 1.00 | 0.74 | 0.74 | 0.48 | 0.45 | 0.78 | 0.52 | 0.85 |
| UAL | -0.09 | -0.14 | 0.33 | 0.39 | 0.34 | 0.74 | 1.00 | 0.84 | 0.47 | 0.45 | 0.85 | 0.49 | 0.89 |
| AAL | -0.10 | -0.14 | 0.35 | 0.40 | 0.35 | 0.74 | 0.84 | 1.00 | 0.49 | 0.46 | 0.83 | 0.52 | 0.89 |
| FCVSX | 0.01 | -0.09 | 0.54 | 0.75 | 0.60 | 0.48 | 0.47 | 0.49 | 1.00 | 0.76 | 0.49 | 0.88 | 0.59 |
| VTIAX | 0.02 | -0.10 | 0.51 | 0.91 | 0.67 | 0.45 | 0.45 | 0.46 | 0.76 | 1.00 | 0.48 | 0.81 | 0.58 |
| DAL | -0.08 | -0.14 | 0.38 | 0.43 | 0.39 | 0.78 | 0.85 | 0.83 | 0.49 | 0.48 | 1.00 | 0.53 | 0.90 |
| VTSAX | -0.03 | -0.14 | 0.63 | 0.76 | 0.72 | 0.52 | 0.49 | 0.52 | 0.88 | 0.81 | 0.53 | 1.00 | 0.62 |
| JETS | -0.09 | -0.14 | 0.42 | 0.52 | 0.45 | 0.85 | 0.89 | 0.89 | 0.59 | 0.58 | 0.90 | 0.62 | 1.00 |
Dividend yield
Vanguard Roth granted a 4.27% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard Roth | 4.27% | 4.22% | 6.85% | 4.52% | 3.31% | 6.44% | 4.24% | 4.46% | 4.84% | 5.88% | 5.17% | 4.89% |
| Portfolio components: | ||||||||||||
AAL American Airlines Group Inc. | 0.00% | 0.00% | 0.00% | 0.63% | 1.40% | 1.27% | 0.79% | 0.89% | 0.99% | 0.39% | 0.00% | 0.00% |
PRIDX T. Rowe Price International Discovery Fund | 3.05% | 3.18% | 15.83% | 5.13% | 1.44% | 7.82% | 4.63% | 3.31% | 7.11% | 11.08% | 4.44% | 3.22% |
FCVSX Fidelity Convertible Securities Fund | 3.70% | 3.81% | 21.57% | 13.54% | 4.60% | 14.28% | 7.45% | 8.19% | 5.02% | 10.77% | 5.92% | 5.51% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 7.98% | 7.87% | 6.66% | 5.03% | 4.82% | 9.64% | 5.48% | 5.70% | 8.31% | 7.72% | 9.53% | 7.98% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.00% | 2.65% | 2.21% | 2.55% | 2.99% | 2.90% | 2.95% | 3.00% | 2.88% | 3.22% | 3.31% | 4.11% |
JETS U.S. Global Jets ETF | 0.00% | 0.00% | 0.67% | 0.04% | 1.25% | 0.64% | 1.61% | 0.60% | 0.18% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.10% | 3.20% | 2.27% | 3.37% | 3.61% | 3.22% | 3.55% | 3.54% | 4.36% | 3.58% | 4.05% |
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 | 5.70% | 8.44% | 5.49% | 1.48% | 2.59% | 3.60% | 2.85% | 4.24% | 1.01% | 2.95% | 2.69% | 5.01% |
DAL Delta Air Lines, Inc. | 0.26% | 0.00% | 0.00% | 1.00% | 2.60% | 2.72% | 1.93% | 1.49% | 0.98% | 0.68% | 0.49% | 0.00% |
LUV Southwest Airlines Co. | 2.52% | 0.00% | 0.00% | 0.39% | 1.33% | 1.35% | 0.76% | 0.80% | 0.71% | 0.56% | 0.75% | 0.37% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.89% | 1.67% | 1.24% | 1.47% | 1.87% | 2.20% | 1.88% | 2.15% | 2.26% | 2.06% | 2.07% | 2.58% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.68% | 4.00% | 2.71% | 4.28% | 3.84% | 5.56% | 5.20% | 6.18% | 5.27% | 5.03% | 6.28% | 5.39% |
Expense Ratio
The Vanguard Roth has a high expense ratio of 0.30%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
AAL American Airlines Group Inc. | -0.21 | ||||
PRIDX T. Rowe Price International Discovery Fund | 0.45 | ||||
FCVSX Fidelity Convertible Securities Fund | 0.27 | ||||
VWINX Vanguard Wellesley Income Fund Investor Shares | 0.34 | ||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.06 | ||||
JETS U.S. Global Jets ETF | 0.03 | ||||
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 0.90 | ||||
UAL United Airlines Holdings, Inc. | 0.48 | ||||
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | -0.26 | ||||
DAL Delta Air Lines, Inc. | 0.56 | ||||
LUV Southwest Airlines Co. | -0.59 | ||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.75 | ||||
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -0.28 |
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 Roth. 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 Roth is 24.04%, recorded on Mar 23, 2020. It took 93 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.04% | Feb 18, 2020 | 25 | Mar 23, 2020 | 93 | Aug 4, 2020 | 118 |
| -22.93% | Nov 10, 2021 | 234 | Oct 14, 2022 | — | — | — |
| -10.54% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -10.16% | May 18, 2015 | 187 | Feb 11, 2016 | 81 | Jun 8, 2016 | 268 |
| -6.18% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility Chart
The current Vanguard Roth volatility is 2.20%, 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.