GLOBAL
VTI + VXUS + REET + VGLT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
REET iShares Global REIT ETF | REIT | 10% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 30% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 10, 2014, corresponding to the inception date of REET
Returns By Period
As of May 11, 2025, the GLOBAL returned 1.69% Year-To-Date and 8.07% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| GLOBAL | 1.69% | 8.34% | -1.32% | 9.17% | 10.87% | 8.07% |
| Portfolio components: | ||||||
REET iShares Global REIT ETF | 2.70% | 9.14% | -3.33% | 10.24% | 7.53% | 3.49% |
VGLT Vanguard Long-Term Treasury ETF | 1.45% | 1.01% | -2.67% | 1.92% | -8.43% | -0.12% |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
VXUS Vanguard Total International Stock ETF | 10.58% | 11.19% | 6.81% | 9.90% | 10.82% | 5.13% |
Monthly Returns
The table below presents the monthly returns of GLOBAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.73% | 0.39% | -3.06% | 0.34% | 1.37% | 1.69% | |||||||
| 2024 | -0.56% | 3.35% | 2.99% | -4.12% | 4.31% | 1.56% | 2.72% | 2.56% | 2.34% | -2.67% | 3.86% | -3.64% | 12.90% |
| 2023 | 7.73% | -3.43% | 2.42% | 1.31% | -1.51% | 5.06% | 3.11% | -2.92% | -4.78% | -3.29% | 9.15% | 5.94% | 19.07% |
| 2022 | -4.89% | -2.51% | 1.55% | -7.95% | -0.32% | -7.47% | 6.86% | -4.31% | -9.55% | 4.94% | 7.80% | -4.16% | -19.84% |
| 2021 | -0.49% | 2.14% | 2.34% | 4.27% | 1.25% | 1.69% | 1.31% | 2.00% | -4.14% | 5.06% | -1.89% | 3.52% | 18.01% |
| 2020 | -0.25% | -6.04% | -13.14% | 9.56% | 4.17% | 2.72% | 4.86% | 4.59% | -2.60% | -2.30% | 11.13% | 4.46% | 15.62% |
| 2019 | 7.76% | 2.20% | 1.75% | 2.54% | -4.30% | 5.52% | 0.18% | -0.36% | 1.70% | 2.19% | 2.04% | 2.44% | 25.83% |
| 2018 | 3.86% | -4.41% | -0.53% | 0.26% | 1.29% | 0.05% | 2.38% | 1.28% | -0.31% | -6.89% | 2.08% | -6.09% | -7.43% |
| 2017 | 2.20% | 2.70% | 0.73% | 1.35% | 1.58% | 0.82% | 2.09% | 0.53% | 1.53% | 1.58% | 2.06% | 1.50% | 20.34% |
| 2016 | -4.33% | -0.36% | 6.87% | 0.88% | 0.70% | 0.95% | 4.00% | -0.16% | 0.38% | -2.71% | 0.63% | 1.98% | 8.70% |
| 2015 | 0.17% | 3.71% | -0.90% | 1.11% | 0.08% | -2.38% | 1.46% | -5.89% | -2.13% | 6.39% | -0.30% | -1.63% | -0.85% |
| 2014 | -1.16% | 3.09% | -3.32% | 2.32% | 1.54% | -0.74% | 1.59% |
Expense Ratio
GLOBAL has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GLOBAL is 53, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
REET iShares Global REIT ETF | 0.58 | 0.96 | 1.13 | 0.47 | 1.73 |
VGLT Vanguard Long-Term Treasury ETF | 0.11 | 0.23 | 1.03 | 0.03 | 0.19 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
VXUS Vanguard Total International Stock ETF | 0.60 | 1.00 | 1.13 | 0.78 | 2.46 |
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Dividends
Dividend yield
GLOBAL provided a 2.37% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.37% | 2.44% | 2.35% | 2.29% | 2.03% | 1.83% | 2.58% | 2.82% | 2.31% | 2.64% | 2.52% | 2.39% |
| Portfolio components: | ||||||||||||
REET iShares Global REIT ETF | 3.53% | 3.63% | 3.27% | 2.42% | 3.18% | 2.64% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.12% |
VGLT Vanguard Long-Term Treasury ETF | 4.42% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GLOBAL. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GLOBAL was 30.45%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current GLOBAL drawdown is 3.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -27.06% | Nov 9, 2021 | 235 | Oct 14, 2022 | 359 | Mar 21, 2024 | 594 |
| -15.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -14.83% | Apr 27, 2015 | 202 | Feb 11, 2016 | 104 | Jul 12, 2016 | 306 |
| -14.39% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VGLT | REET | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.17 | 0.64 | 0.80 | 0.99 | 0.94 |
| VGLT | -0.17 | 1.00 | 0.06 | -0.14 | -0.17 | -0.05 |
| REET | 0.64 | 0.06 | 1.00 | 0.62 | 0.65 | 0.74 |
| VXUS | 0.80 | -0.14 | 0.62 | 1.00 | 0.80 | 0.91 |
| VTI | 0.99 | -0.17 | 0.65 | 0.80 | 1.00 | 0.95 |
| Portfolio | 0.94 | -0.05 | 0.74 | 0.91 | 0.95 | 1.00 |