Retirement
This are the selections for my retirement account.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
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
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 10, 2025, the Retirement returned -2.05% Year-To-Date and 11.04% 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% |
| Retirement | -2.05% | 6.56% | -4.34% | 9.04% | 15.01% | 11.04% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
VYM Vanguard High Dividend Yield ETF | -0.80% | 5.51% | -3.74% | 8.03% | 13.88% | 9.50% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.22% | 0.02% | -4.37% | -2.18% | 1.42% | -2.05% | |||||||
| 2024 | 1.18% | 3.92% | 4.33% | -3.87% | 4.03% | 1.65% | 3.00% | 2.42% | 1.75% | -0.64% | 5.67% | -3.45% | 21.31% |
| 2023 | 4.33% | -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% |
| 2019 | 7.01% | 3.51% | 1.23% | 3.44% | -6.33% | 6.82% | 1.09% | -1.87% | 2.93% | 1.62% | 2.99% | 2.97% | 27.69% |
| 2018 | 4.85% | -4.22% | -2.31% | 0.24% | 2.01% | 0.24% | 3.83% | 2.16% | 0.49% | -5.62% | 2.73% | -8.75% | -5.18% |
| 2017 | 0.87% | 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% | 1.41% | 1.94% | 2.05% | -1.52% | 3.87% | -1.27% | 2.44% | 2.89% | -0.71% | 13.55% |
Expense Ratio
Retirement has an expense ratio of 0.04%, 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 Retirement is 48, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.94 | 1.13 | 0.66 | 2.59 |
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Dividends
Dividend yield
Retirement provided a 2.14% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.14% | 1.99% | 2.29% | 2.35% | 2.00% | 2.36% | 2.46% | 2.73% | 2.29% | 2.46% | 2.66% | 2.31% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VYM Vanguard High Dividend Yield ETF | 2.93% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
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 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 6.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.43% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -19.68% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -17.72% | Sep 24, 2018 | 64 | Dec 24, 2018 | 71 | Apr 8, 2019 | 135 |
| -16.56% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -16.08% | Jul 8, 2011 | 24 | Aug 10, 2011 | 110 | Jan 18, 2012 | 134 |
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 2 assets, with an effective number of assets of 2.00, 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 | VYM | VOO | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 1.00 | 0.97 |
| VYM | 0.89 | 1.00 | 0.89 | 0.97 |
| VOO | 1.00 | 0.89 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.97 | 0.97 | 1.00 |