BogleHeads
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 70% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 20% |
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
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 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% |
| BogleHeads | 0.65% | 9.23% | 12.89% | 16.19% | 8.13% | 9.43% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | VXUS | VOO | |
|---|---|---|---|
| BND | 1.00 | -0.11 | -0.15 |
| VXUS | -0.11 | 1.00 | 0.83 |
| VOO | -0.15 | 0.83 | 1.00 |
Dividend yield
BogleHeads granted a 1.98% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BogleHeads | 1.98% | 2.09% | 1.75% | 1.82% | 2.37% | 2.60% | 2.31% | 2.59% | 2.71% | 2.74% | 2.61% | 3.09% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.12% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -18.22% | May 2, 2011 | 108 | Oct 3, 2011 | 99 | Feb 24, 2012 | 207 |
| -16.54% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -13.81% | May 22, 2015 | 183 | Feb 11, 2016 | 104 | Jul 12, 2016 | 287 |
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.