VIG/ VNQ/VGSH
80/10/10
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 10% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 80% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.93% |
| VIG/ VNQ/VGSH | 0.12% | 7.63% | 5.49% | 10.13% | 8.14% | 9.33% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGSH | VNQ | VIG | |
|---|---|---|---|
| VGSH | 1.00 | 0.01 | -0.15 |
| VNQ | 0.01 | 1.00 | 0.67 |
| VIG | -0.15 | 0.67 | 1.00 |
Dividend yield
VIG/ VNQ/VGSH granted a 1.93% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VIG/ VNQ/VGSH | 1.93% | 2.10% | 1.62% | 1.97% | 2.09% | 2.56% | 2.31% | 2.65% | 2.77% | 2.41% | 2.45% | 2.94% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 25 | Mar 23, 2020 | 111 | Aug 28, 2020 | 136 |
| -19.99% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -15.83% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
| -14.83% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -11.74% | Apr 27, 2010 | 48 | Jul 2, 2010 | 70 | Oct 12, 2010 | 118 |
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.