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BogleHeads

Last updated Sep 21, 2023

Asset Allocation


BND 10%VOO 70%VXUS 20%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities70%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities20%

Performance

The chart shows the growth of an initial investment of $10,000 in BogleHeads, 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%AprilMayJuneJulyAugustSeptember
8.76%
10.86%
BogleHeads
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the BogleHeads returned 12.89% Year-To-Date and 9.40% 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%
BogleHeads0.65%9.23%12.89%16.19%8.13%9.43%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%
VXUS
Vanguard Total International Stock ETF
1.42%4.35%8.29%17.37%3.19%3.82%
BND
Vanguard Total Bond Market ETF
0.27%-3.11%0.29%-0.33%0.34%1.24%

Asset Correlations Table

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

BNDVXUSVOO
BND1.00-0.11-0.15
VXUS-0.111.000.83
VOO-0.150.831.00

Sharpe Ratio

The current BogleHeads Sharpe ratio is 0.87. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.87

The Sharpe ratio of BogleHeads 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
0.87
0.74
BogleHeads
Benchmark (^GSPC)
Portfolio components

Dividend yield

BogleHeads granted a 1.98% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
BogleHeads1.98%2.09%1.75%1.82%2.37%2.60%2.31%2.59%2.71%2.74%2.61%3.09%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
VXUS
Vanguard Total International Stock ETF
3.02%3.15%3.25%2.32%3.40%3.64%3.23%3.56%3.54%4.37%3.58%4.04%
BND
Vanguard Total Bond Market ETF
3.00%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%

Expense Ratio

The BogleHeads has an expense ratio of 0.04% 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.


0.07%
0.00%2.15%
0.03%
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
VOO
Vanguard S&P 500 ETF
0.85
VXUS
Vanguard Total International Stock ETF
0.85
BND
Vanguard Total Bond Market ETF
-0.07

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-6.87%
-8.22%
BogleHeads
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the BogleHeads. 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 BogleHeads is 30.68%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.68%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-24.12%Jan 4, 2022195Oct 12, 2022
-18.22%May 2, 2011108Oct 3, 201199Feb 24, 2012207
-16.54%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-13.81%May 22, 2015183Feb 11, 2016104Jul 12, 2016287

Volatility Chart

The current BogleHeads volatility is 3.09%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.09%
3.47%
BogleHeads
Benchmark (^GSPC)
Portfolio components