Vanguard Funds Portfolio
Portfolio of Vanguard Mutual Funds
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 Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 14, 2024, the Vanguard Funds Portfolio returned 19.88% Year-To-Date and 11.19% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Vanguard Funds Portfolio | 19.88% | 1.27% | 10.52% | 25.99% | 12.40% | 11.19% |
| Portfolio components: | ||||||
VDIGX Vanguard Dividend Growth Fund | 12.88% | -1.60% | 6.59% | 19.97% | 10.86% | 11.06% |
VEIPX Vanguard Equity Income Fund Investor Shares | 18.28% | 0.58% | 8.44% | 21.00% | 10.10% | 9.81% |
VQNPX Vanguard Growth and Income Fund Investor Shares | 27.70% | 2.49% | 12.31% | 25.54% | 7.70% | 6.35% |
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.77% | 13.41% |
VGT Vanguard Information Technology ETF | 28.88% | 2.08% | 16.07% | 37.56% | 22.70% | 20.89% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 3.27% | -1.48% | 3.52% | 9.60% | 0.99% | 2.77% |
VB Vanguard Small-Cap ETF | 19.30% | 4.74% | 11.81% | 33.66% | 11.05% | 9.79% |
VUG Vanguard Growth ETF | 31.93% | 4.20% | 16.57% | 39.73% | 19.31% | 15.83% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.57% | 0.40% | 2.57% | 5.29% | 2.27% | 1.55% |
Monthly Returns
The table below presents the monthly returns of Vanguard Funds Portfolio, 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 | 1.16% | 3.81% | 2.31% | -3.68% | 4.15% | 2.83% | 1.42% | 2.08% | 1.76% | -1.23% | 19.88% | ||
| 2023 | 5.35% | -1.85% | 3.59% | 0.96% | 0.61% | 5.28% | 2.40% | -1.61% | -4.23% | -1.60% | 8.17% | 3.31% | 21.53% |
| 2022 | -4.60% | -2.26% | 2.30% | -7.05% | 0.01% | -6.63% | 7.83% | -3.62% | -7.99% | 6.67% | 4.89% | -5.34% | -16.16% |
| 2021 | -1.15% | 1.89% | 3.13% | 4.17% | 0.41% | 2.34% | 2.11% | 2.18% | -3.89% | 5.48% | -0.46% | 2.39% | 19.84% |
| 2020 | 0.76% | -6.30% | -10.24% | 10.45% | 4.75% | 2.26% | 4.58% | 5.94% | -2.77% | -2.29% | 9.38% | 2.92% | 18.78% |
| 2019 | 6.57% | 3.51% | 2.15% | 3.46% | -4.81% | 5.85% | 1.56% | -0.75% | 1.12% | 1.59% | 3.03% | 2.26% | 28.16% |
| 2018 | 4.38% | -2.65% | -1.72% | 0.26% | 2.75% | 0.27% | 2.81% | 3.39% | 0.41% | -5.74% | 1.41% | -7.23% | -2.36% |
| 2017 | 1.73% | 3.41% | 0.45% | 1.15% | 1.65% | 0.06% | 1.89% | 0.64% | 1.51% | 2.33% | 2.21% | 0.43% | 18.88% |
| 2016 | -3.84% | 0.00% | 5.84% | -0.30% | 1.74% | 0.35% | 3.39% | 0.42% | 0.29% | -1.73% | 2.27% | 0.97% | 9.48% |
| 2015 | -1.92% | 4.61% | -1.25% | 0.58% | 1.13% | -2.03% | 1.88% | -4.89% | -1.35% | 6.81% | 0.50% | -2.17% | 1.37% |
| 2014 | -2.48% | 3.88% | 0.53% | 0.25% | 1.98% | 1.83% | -1.13% | 3.42% | -1.34% | 2.10% | 2.57% | -0.96% | 10.95% |
| 2013 | 3.67% | 1.09% | 2.92% | 1.65% | 1.71% | -1.54% | 4.26% | -2.11% | 3.02% | 3.35% | 2.49% | 2.26% | 25.03% |
Expense Ratio
Vanguard Funds Portfolio has an expense ratio of 0.13%, 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 Vanguard Funds Portfolio is 69, 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 | |
|---|---|---|---|---|---|
VDIGX Vanguard Dividend Growth Fund | 2.46 | 3.37 | 1.44 | 4.49 | 13.45 |
VEIPX Vanguard Equity Income Fund Investor Shares | 2.04 | 2.68 | 1.39 | 3.99 | 9.78 |
VQNPX Vanguard Growth and Income Fund Investor Shares | 1.91 | 2.40 | 1.38 | 1.21 | 9.72 |
VOO Vanguard S&P 500 ETF | 3.08 | 4.09 | 1.58 | 4.46 | 20.36 |
VGT Vanguard Information Technology ETF | 1.95 | 2.51 | 1.35 | 2.69 | 9.68 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 1.91 | 2.89 | 1.34 | 0.81 | 8.09 |
VB Vanguard Small-Cap ETF | 2.25 | 3.14 | 1.39 | 2.20 | 12.84 |
VUG Vanguard Growth ETF | 2.53 | 3.26 | 1.46 | 3.28 | 12.97 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.42 | 273.58 | 158.96 | 483.90 | 4,456.44 |
Dividends
Dividend yield
Vanguard Funds Portfolio provided a 1.90% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 1.95% | 1.68% | 1.24% | 1.42% | 1.84% | 2.04% | 1.67% | 1.81% | 1.82% | 1.68% | 1.69% |
| Portfolio components: | ||||||||||||
VDIGX Vanguard Dividend Growth Fund | 1.63% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
VEIPX Vanguard Equity Income Fund Investor Shares | 2.71% | 2.94% | 2.93% | 2.40% | 2.62% | 2.63% | 3.15% | 2.45% | 2.74% | 2.96% | 2.69% | 2.51% |
VQNPX Vanguard Growth and Income Fund Investor Shares | 0.86% | 1.20% | 1.64% | 1.15% | 1.36% | 1.58% | 1.79% | 1.47% | 2.07% | 1.87% | 1.65% | 1.50% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.30% | 3.72% | 3.04% | 2.88% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
VB Vanguard Small-Cap ETF | 1.31% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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.
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 28.26%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Vanguard Funds Portfolio drawdown is 0.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -21.44% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
| -15.94% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -14.08% | Jul 8, 2011 | 61 | Oct 3, 2011 | 75 | Jan 20, 2012 | 136 |
| -10.86% | Dec 2, 2015 | 49 | Feb 11, 2016 | 45 | Apr 18, 2016 | 94 |
Volatility
Volatility Chart
The current Vanguard Funds Portfolio volatility is 3.10%, 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
| BIL | VCIT | VGT | VEIPX | VB | VDIGX | VUG | VQNPX | VOO | |
|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.03 | 0.01 | 0.00 | -0.01 | -0.00 | 0.00 | -0.00 | 0.00 |
| VCIT | 0.03 | 1.00 | 0.05 | 0.00 | 0.03 | 0.04 | 0.07 | 0.03 | 0.04 |
| VGT | 0.01 | 0.05 | 1.00 | 0.70 | 0.77 | 0.72 | 0.95 | 0.88 | 0.89 |
| VEIPX | 0.00 | 0.00 | 0.70 | 1.00 | 0.84 | 0.92 | 0.75 | 0.89 | 0.90 |
| VB | -0.01 | 0.03 | 0.77 | 0.84 | 1.00 | 0.80 | 0.81 | 0.87 | 0.88 |
| VDIGX | -0.00 | 0.04 | 0.72 | 0.92 | 0.80 | 1.00 | 0.80 | 0.89 | 0.90 |
| VUG | 0.00 | 0.07 | 0.95 | 0.75 | 0.81 | 0.80 | 1.00 | 0.93 | 0.94 |
| VQNPX | -0.00 | 0.03 | 0.88 | 0.89 | 0.87 | 0.89 | 0.93 | 1.00 | 0.99 |
| VOO | 0.00 | 0.04 | 0.89 | 0.90 | 0.88 | 0.90 | 0.94 | 0.99 | 1.00 |