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Retirement
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 50%VYM 50%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
50%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities
50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Retirement, 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%MayJuneJulyAugustSeptemberOctober
14.42%
15.83%
Retirement
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Oct 30, 2024, the Retirement returned 20.66% Year-To-Date and 11.70% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Retirement20.66%1.21%14.42%37.44%13.50%11.70%
VOO
Vanguard S&P 500 ETF
23.64%1.79%16.67%42.02%15.81%13.26%
VYM
Vanguard High Dividend Yield ETF
17.60%0.63%12.08%32.84%10.95%10.00%

Monthly Returns

The table below presents the monthly returns of Retirement, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.18%3.92%4.33%-3.87%4.03%1.65%3.00%2.42%1.75%20.66%
20234.33%-3.00%1.61%1.43%-2.32%6.03%3.65%-2.01%-4.05%-2.47%7.72%5.09%16.23%
2022-2.88%-2.21%3.26%-6.49%1.93%-8.06%6.90%-3.31%-8.55%10.17%5.89%-4.59%-9.58%
2021-0.79%3.67%5.78%3.93%1.83%0.55%1.50%2.52%-3.95%5.98%-1.52%5.63%27.58%
2020-1.27%-8.89%-13.02%11.53%3.80%0.57%4.48%5.11%-3.19%-2.13%11.61%3.57%9.54%
20197.01%3.51%1.23%3.44%-6.33%6.82%1.09%-1.87%2.93%1.62%2.99%2.97%27.69%
20184.85%-4.22%-2.31%0.24%2.01%0.24%3.83%2.16%0.49%-5.62%2.73%-8.75%-5.18%
20170.87%3.73%-0.08%0.48%0.89%0.88%1.84%0.06%2.53%2.03%3.06%1.38%19.08%
2016-3.86%0.15%6.75%0.54%1.57%1.25%3.02%-0.09%-0.19%-1.53%3.98%2.52%14.60%
2015-2.88%5.24%-1.70%1.35%0.81%-2.30%1.62%-5.90%-2.01%8.43%0.32%-1.39%0.80%
2014-3.76%4.09%1.67%1.42%1.94%2.05%-1.52%3.87%-1.27%2.44%2.89%-0.71%13.55%
20135.41%1.70%3.61%2.55%1.52%-0.82%4.89%-3.49%2.87%4.61%2.65%2.34%31.24%

Expense Ratio

Retirement has an expense ratio of 0.04%, 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.


Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Retirement is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Retirement is 8787
Combined Rank
The Sharpe Ratio Rank of Retirement is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of Retirement is 8989Sortino Ratio Rank
The Omega Ratio Rank of Retirement is 9090Omega Ratio Rank
The Calmar Ratio Rank of Retirement is 8080Calmar Ratio Rank
The Martin Ratio Rank of Retirement is 8787Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Retirement
Sharpe ratio
The chart of Sharpe ratio for Retirement, currently valued at 3.68, compared to the broader market0.002.004.006.003.68
Sortino ratio
The chart of Sortino ratio for Retirement, currently valued at 5.01, compared to the broader market-2.000.002.004.006.005.01
Omega ratio
The chart of Omega ratio for Retirement, currently valued at 1.70, compared to the broader market0.801.001.201.401.601.802.001.70
Calmar ratio
The chart of Calmar ratio for Retirement, currently valued at 4.40, compared to the broader market0.005.0010.004.40
Martin ratio
The chart of Martin ratio for Retirement, currently valued at 25.20, compared to the broader market0.0010.0020.0030.0040.0050.0060.0025.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
3.624.771.684.1423.93
VYM
Vanguard High Dividend Yield ETF
3.244.511.583.8421.51

Sharpe Ratio

The current Retirement Sharpe ratio is 3.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Retirement with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.68
3.43
Retirement
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Retirement provided a 2.04% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Retirement2.04%2.29%2.35%2.00%2.36%2.46%2.73%2.29%2.46%2.66%2.31%2.32%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VYM
Vanguard High Dividend Yield ETF
2.82%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.33%
-0.54%
Retirement
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Retirement. 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 Retirement was 34.43%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Retirement drawdown is 1.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.43%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-19.68%Jan 5, 2022186Sep 30, 2022207Jul 31, 2023393
-17.72%Sep 24, 201864Dec 24, 201871Apr 8, 2019135
-16.08%Jul 8, 201124Aug 10, 2011110Jan 18, 2012134
-12.46%May 22, 201566Aug 25, 2015149Mar 30, 2016215

Volatility

Volatility Chart

The current Retirement 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.48%
2.71%
Retirement
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VOOVYM
VOO1.000.89
VYM0.891.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010