5 etfs
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 etfs, 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
The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC
Returns By Period
As of Aug 31, 2024, the 5 etfs returned 21.83% Year-To-Date and 18.87% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| 5 etfs | 21.83% | 7.39% | 8.31% | 32.84% | 23.09% | 18.93% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 22.76% | 5.91% | 10.52% | 32.80% | 20.28% | 16.11% |
QQQ Invesco QQQ | 16.64% | 6.13% | 7.19% | 27.00% | 21.60% | 17.97% |
SMH VanEck Vectors Semiconductor ETF | 39.22% | 11.46% | 10.39% | 56.79% | 37.23% | 28.51% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 10.69% | 6.53% | 3.15% | 17.39% | 12.39% | 11.40% |
FTEC Fidelity MSCI Information Technology Index ETF | 19.02% | 7.39% | 9.05% | 30.07% | 23.42% | 20.12% |
Monthly Returns
The table below presents the monthly returns of 5 etfs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.42% | 7.72% | 2.90% | -4.96% | 6.82% | 6.17% | -1.42% | 21.83% | |||||
| 2023 | 11.23% | -0.43% | 7.61% | -1.27% | 7.85% | 6.48% | 3.80% | -2.17% | -5.92% | -2.91% | 12.37% | 6.44% | 49.92% |
| 2022 | -9.60% | -3.40% | 2.83% | -12.69% | -0.38% | -10.30% | 13.30% | -5.84% | -11.05% | 4.98% | 8.26% | -7.91% | -30.43% |
| 2021 | 0.46% | 2.03% | 0.45% | 4.81% | -0.51% | 5.94% | 2.40% | 3.52% | -5.40% | 7.87% | 2.72% | 1.93% | 28.81% |
| 2020 | 1.73% | -6.09% | -10.33% | 14.86% | 7.72% | 5.77% | 7.48% | 8.16% | -3.39% | -1.87% | 13.29% | 5.23% | 47.29% |
| 2019 | 9.63% | 5.47% | 3.05% | 5.92% | -8.61% | 8.49% | 3.13% | -2.07% | 1.01% | 3.87% | 4.82% | 5.08% | 46.08% |
| 2018 | 7.59% | -1.31% | -2.30% | -1.28% | 6.09% | -0.09% | 2.42% | 5.53% | -0.52% | -9.82% | 0.87% | -8.18% | -2.51% |
| 2017 | 4.09% | 3.82% | 1.98% | 1.83% | 4.07% | -1.65% | 3.50% | 1.94% | 1.77% | 5.38% | 1.51% | 0.57% | 32.68% |
| 2016 | -7.14% | -0.13% | 8.05% | -2.44% | 4.44% | -1.25% | 7.26% | 1.45% | 2.22% | -2.10% | 2.41% | 1.14% | 13.72% |
| 2015 | -2.26% | 7.25% | -1.50% | 0.48% | 2.99% | -3.55% | 1.44% | -5.99% | -2.25% | 8.88% | 1.04% | -1.81% | 3.78% |
| 2014 | -2.14% | 5.33% | -0.30% | -1.05% | 3.39% | 3.82% | -0.74% | 5.00% | -1.68% | 2.32% | 4.73% | -0.75% | 18.98% |
| 2013 | 0.51% | 2.36% | 4.00% | 7.00% |
Expense Ratio
5 etfs has an expense ratio of 0.15%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 5 etfs is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.96 | 2.61 | 1.35 | 2.19 | 9.89 |
QQQ Invesco QQQ | 1.59 | 2.17 | 1.28 | 1.97 | 7.42 |
SMH VanEck Vectors Semiconductor ETF | 1.77 | 2.35 | 1.30 | 2.31 | 7.87 |
IMCG iShares Morningstar Mid-Cap Growth ETF | 1.19 | 1.74 | 1.21 | 0.62 | 4.27 |
FTEC Fidelity MSCI Information Technology Index ETF | 1.55 | 2.09 | 1.27 | 2.05 | 7.13 |
Dividends
Dividend yield
5 etfs granted a 0.58% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 etfs | 0.58% | 0.66% | 1.11% | 0.58% | 0.67% | 1.78% | 1.50% | 1.22% | 1.14% | 1.63% | 1.30% | 1.15% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.80% | 0.85% | 0.91% | 0.41% | 0.09% | 0.29% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.66% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 5 etfs. 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 5 etfs was 36.57%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current 5 etfs drawdown is 4.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.57% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -31.47% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -22.94% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -17.09% | May 28, 2015 | 180 | Feb 11, 2016 | 103 | Jul 11, 2016 | 283 |
| -14.1% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current 5 etfs volatility is 7.86%, 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.
Diversification
Asset Correlations Table
| SMH | IMCG | SCHG | QQQ | FTEC | |
|---|---|---|---|---|---|
| SMH | 1.00 | 0.73 | 0.79 | 0.82 | 0.86 |
| IMCG | 0.73 | 1.00 | 0.87 | 0.82 | 0.83 |
| SCHG | 0.79 | 0.87 | 1.00 | 0.97 | 0.95 |
| QQQ | 0.82 | 0.82 | 0.97 | 1.00 | 0.96 |
| FTEC | 0.86 | 0.83 | 0.95 | 0.96 | 1.00 |