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VIG/VGSH

Last updated Oct 2, 2023

90/10 Buffett Dividend Growth

Asset Allocation


VGSH 10%VIG 90%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds10%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend90%

Performance

The chart shows the growth of an initial investment of $10,000 in VIG/VGSH, 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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
1.70%
4.57%
VIG/VGSH
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 2, 2023, the VIG/VGSH returned 3.67% Year-To-Date and 9.70% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.35%11.68%19.59%7.99%9.86%
VIG/VGSH-4.05%1.72%3.67%15.85%8.37%9.70%
VIG
Vanguard Dividend Appreciation ETF
-4.50%1.88%3.85%17.35%9.05%10.63%
VGSH
Vanguard Short-Term Treasury ETF
-0.05%0.01%1.68%2.39%0.99%0.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.83%2.11%-2.51%5.80%2.15%-1.66%

Sharpe Ratio

The current VIG/VGSH Sharpe ratio is 0.95. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.95

The Sharpe ratio of VIG/VGSH 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-0.500.000.501.00MayJuneJulyAugustSeptember
0.95
0.89
VIG/VGSH
Benchmark (^GSPC)
Portfolio components

Dividend yield

VIG/VGSH granted a 2.10% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VIG/VGSH2.10%1.91%1.51%1.72%1.90%2.24%2.01%2.29%2.53%2.14%2.06%2.70%
VIG
Vanguard Dividend Appreciation ETF
2.03%1.99%1.60%1.71%1.84%2.27%2.10%2.44%2.72%2.32%2.24%2.93%
VGSH
Vanguard Short-Term Treasury ETF
2.71%1.17%0.69%1.81%2.41%1.94%1.21%0.92%0.79%0.52%0.38%0.60%

Expense Ratio

The VIG/VGSH has an expense ratio of 0.06% 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.


0.06%
0.00%2.15%
0.04%
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
VIG
Vanguard Dividend Appreciation ETF
0.94
VGSH
Vanguard Short-Term Treasury ETF
0.82

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VGSHVIG
VGSH1.00-0.15
VIG-0.151.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-6.01%
-10.60%
VIG/VGSH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VIG/VGSH. 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 VIG/VGSH is 28.46%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.46%Feb 18, 202025Mar 23, 2020107Aug 24, 2020132
-18.87%Jan 5, 2022186Sep 30, 2022
-15.46%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-15.29%Jul 8, 201161Oct 3, 201178Jan 25, 2012139
-11.74%Apr 26, 201049Jul 2, 201071Oct 13, 2010120

Volatility Chart

The current VIG/VGSH volatility is 2.43%, 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%3.00%4.00%5.00%MayJuneJulyAugustSeptember
2.43%
3.17%
VIG/VGSH
Benchmark (^GSPC)
Portfolio components