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VIG/ VNQ/VGSH

Last updated Sep 21, 2023

80/10/10

Asset Allocation


VGSH 10%VIG 80%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds10%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend80%
VNQ
Vanguard Real Estate ETF
REIT10%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.69%
10.86%
VIG/ VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the VIG/ VNQ/VGSH returned 5.49% Year-To-Date and 9.33% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.93%
VIG/ VNQ/VGSH0.12%7.63%5.49%10.13%8.14%9.33%
VIG
Vanguard Dividend Appreciation ETF
-0.02%8.89%6.67%12.97%9.44%10.70%
VNQ
Vanguard Real Estate ETF
1.36%5.67%0.04%-3.85%3.35%5.89%
VGSH
Vanguard Short-Term Treasury ETF
0.08%-0.25%1.47%1.76%0.96%0.72%

Asset Correlations Table

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

VGSHVNQVIG
VGSH1.000.01-0.15
VNQ0.011.000.67
VIG-0.150.671.00

Sharpe Ratio

The current VIG/ VNQ/VGSH Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.63

The Sharpe ratio of VIG/ VNQ/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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.63
0.74
VIG/ VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Dividend yield

VIG/ VNQ/VGSH granted a 1.93% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VIG/ VNQ/VGSH1.93%2.10%1.62%1.97%2.09%2.56%2.31%2.65%2.77%2.41%2.45%2.94%
VIG
Vanguard Dividend Appreciation ETF
1.49%1.98%1.60%1.70%1.83%2.26%2.09%2.43%2.71%2.31%2.23%2.92%
VNQ
Vanguard Real Estate ETF
4.68%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
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/ VNQ/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.


0.12%
0.00%2.15%
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
0.77
VNQ
Vanguard Real Estate ETF
-0.28
VGSH
Vanguard Short-Term Treasury ETF
0.64

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-6.09%
-8.22%
VIG/ VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VIG/ VNQ/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/ VNQ/VGSH is 29.57%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.57%Feb 18, 202025Mar 23, 2020111Aug 28, 2020136
-19.99%Jan 5, 2022194Oct 12, 2022
-15.83%Jul 8, 201161Oct 3, 201178Jan 25, 2012139
-14.83%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-11.74%Apr 27, 201048Jul 2, 201070Oct 12, 2010118

Volatility Chart

The current VIG/ VNQ/VGSH volatility is 2.48%, 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%AprilMayJuneJulyAugustSeptember
2.48%
3.47%
VIG/ VNQ/VGSH
Benchmark (^GSPC)
Portfolio components