Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Funds Portfolio, 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 Every 3 months.
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The earliest data available for this chart is May 25, 2021, corresponding to the inception date of VMRXX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Vanguard Funds Portfolio | 0.17% | -2.76% | -2.91% | -1.15% | 15.14% | 15.38% | — | — |
| Portfolio components: | ||||||||
VDIGX Vanguard Dividend Growth Fund | 0.07% | -5.34% | -5.03% | -2.56% | 2.20% | 11.25% | 9.36% | 11.54% |
VEIPX Vanguard Equity Income Fund Investor Shares | -0.07% | -3.21% | 1.42% | 4.84% | 15.17% | 14.48% | 10.68% | 11.23% |
VQNPX Vanguard Growth and Income Fund Investor Shares | 0.75% | -3.51% | -4.33% | -1.44% | 19.41% | 18.85% | 11.96% | 13.82% |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
VGT Vanguard Information Technology ETF | 0.85% | -1.42% | -5.36% | -5.79% | 29.79% | 23.50% | 15.02% | 21.67% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.27% | -1.21% | -0.05% | 0.65% | 6.13% | 5.48% | 1.50% | 3.09% |
VB Vanguard Small-Cap ETF | 0.47% | -3.05% | 2.99% | 3.93% | 18.72% | 13.45% | 5.57% | 10.71% |
VUG Vanguard Growth ETF | 0.11% | -3.66% | -9.29% | -8.34% | 17.67% | 21.67% | 11.69% | 16.20% |
VMRXX Vanguard Cash Reserves Federal Money Market Fund Admiral Shares | 0.00% | 0.00% | 0.59% | 1.59% | 3.76% | 3.94% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2021, Vanguard Funds Portfolio's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +8.1%, while the worst month was Sep 2022 at -7.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Vanguard Funds Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Apr 4, 2025 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.01% | -0.39% | -4.22% | 0.75% | -2.91% | ||||||||
| 2025 | 2.05% | -1.07% | -4.42% | -0.26% | 5.30% | 4.47% | 1.75% | 1.89% | 2.78% | 2.10% | 0.18% | 0.08% | 15.47% |
| 2024 | 1.24% | 4.01% | 2.52% | -3.63% | 4.12% | 2.74% | 1.28% | 2.00% | 1.75% | -1.08% | 5.00% | -1.23% | 20.02% |
| 2023 | 5.47% | -1.98% | 3.22% | 0.96% | 0.44% | 5.39% | 2.53% | -1.59% | -4.12% | -1.69% | 8.05% | 4.25% | 22.19% |
| 2022 | -4.49% | -2.26% | 2.35% | -7.09% | 0.15% | -6.79% | 7.79% | -3.58% | -7.93% | 6.62% | 4.85% | -4.77% | -15.58% |
| 2021 | 0.36% | 2.15% | 1.96% | 2.23% | -3.88% | 5.45% | -0.53% | 3.65% | 11.66% |
Benchmark Metrics
Vanguard Funds Portfolio has an annualized alpha of 1.22%, beta of 0.82, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participated in 83.19% of S&P 500 Index downside but only 82.83% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.22%
- Beta
- 0.82
- R²
- 0.99
- Upside Capture
- 82.83%
- Downside Capture
- 83.19%
Expense Ratio
Vanguard Funds Portfolio has an expense ratio of 0.14%, 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.
Return for Risk
Risk / Return Rank
Vanguard Funds Portfolio ranks 33 for risk / return — below 33% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.88 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.37 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.39 | +0.20 |
Martin ratioReturn relative to average drawdown | 7.35 | 6.43 | +0.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 7 | 0.19 | 0.39 | 1.05 | 0.29 | 1.12 |
VEIPX Vanguard Equity Income Fund Investor Shares | 47 | 1.06 | 1.54 | 1.23 | 1.43 | 6.22 |
VQNPX Vanguard Growth and Income Fund Investor Shares | 56 | 1.10 | 1.64 | 1.25 | 1.73 | 7.73 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VGT Vanguard Information Technology ETF | 58 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 65 | 1.27 | 1.77 | 1.24 | 2.10 | 7.27 |
VB Vanguard Small-Cap ETF | 46 | 0.86 | 1.35 | 1.18 | 1.44 | 6.15 |
VUG Vanguard Growth ETF | 38 | 0.78 | 1.27 | 1.18 | 1.13 | 3.90 |
VMRXX Vanguard Cash Reserves Federal Money Market Fund Admiral Shares | — | 3.51 | — | — | — | — |
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Dividends
Dividend yield
Vanguard Funds Portfolio provided a 6.61% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.61% | 6.14% | 6.23% | 3.70% | 3.91% | 4.71% | 2.56% | 2.54% | 4.15% | 2.66% | 2.96% | 3.54% |
| Portfolio components: | ||||||||||||
VDIGX Vanguard Dividend Growth Fund | 25.86% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
VEIPX Vanguard Equity Income Fund Investor Shares | 10.85% | 10.94% | 9.74% | 7.87% | 8.69% | 7.62% | 2.77% | 4.36% | 10.87% | 2.98% | 3.78% | 6.39% |
VQNPX Vanguard Growth and Income Fund Investor Shares | 11.08% | 10.60% | 11.56% | 8.60% | 9.69% | 15.16% | 6.53% | 4.09% | 7.92% | 5.01% | 6.90% | 7.60% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.75% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
VB Vanguard Small-Cap ETF | 1.32% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VUG Vanguard Growth ETF | 0.45% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
VMRXX Vanguard Cash Reserves Federal Money Market Fund Admiral Shares | 3.69% | 4.15% | 3.38% | 4.54% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Vanguard Funds Portfolio. 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 Vanguard Funds Portfolio was 21.23%, occurring on Oct 12, 2022. Recovery took 293 trading sessions.
The current Vanguard Funds Portfolio drawdown is 4.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.23% | Dec 28, 2021 | 200 | Oct 12, 2022 | 293 | Dec 12, 2023 | 493 |
| -15.28% | Feb 20, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -7.54% | Jan 13, 2026 | 53 | Mar 30, 2026 | — | — | — |
| -6.85% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -4.8% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
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 9 assets, with an effective number of assets of 6.67, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | VMRXX | VCIT | VEIPX | VDIGX | VB | VGT | VUG | VQNPX | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.02 | 0.28 | 0.78 | 0.80 | 0.85 | 0.92 | 0.94 | 0.99 | 1.00 | 0.99 |
| VMRXX | 0.02 | 1.00 | 0.03 | 0.03 | 0.05 | 0.00 | -0.01 | -0.00 | 0.02 | 0.01 | 0.02 |
| VCIT | 0.28 | 0.03 | 1.00 | 0.25 | 0.34 | 0.28 | 0.25 | 0.27 | 0.26 | 0.29 | 0.33 |
| VEIPX | 0.78 | 0.03 | 0.25 | 1.00 | 0.86 | 0.83 | 0.57 | 0.57 | 0.77 | 0.79 | 0.79 |
| VDIGX | 0.80 | 0.05 | 0.34 | 0.86 | 1.00 | 0.74 | 0.60 | 0.65 | 0.77 | 0.80 | 0.81 |
| VB | 0.85 | 0.00 | 0.28 | 0.83 | 0.74 | 1.00 | 0.73 | 0.73 | 0.84 | 0.85 | 0.86 |
| VGT | 0.92 | -0.01 | 0.25 | 0.57 | 0.60 | 0.73 | 1.00 | 0.96 | 0.92 | 0.92 | 0.92 |
| VUG | 0.94 | -0.00 | 0.27 | 0.57 | 0.65 | 0.73 | 0.96 | 1.00 | 0.94 | 0.94 | 0.94 |
| VQNPX | 0.99 | 0.02 | 0.26 | 0.77 | 0.77 | 0.84 | 0.92 | 0.94 | 1.00 | 0.99 | 0.99 |
| VOO | 1.00 | 0.01 | 0.29 | 0.79 | 0.80 | 0.85 | 0.92 | 0.94 | 0.99 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.02 | 0.33 | 0.79 | 0.81 | 0.86 | 0.92 | 0.94 | 0.99 | 0.99 | 1.00 |