Matson Money Aggressive 10 year simulation
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Matson Money Aggressive 10 year simulation, 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 year.
The earliest data available for this chart is Aug 15, 2013, corresponding to the inception date of FNDC
Returns By Period
As of Apr 22, 2025, the Matson Money Aggressive 10 year simulation returned -4.29% Year-To-Date and 6.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Matson Money Aggressive 10 year simulation | -4.29% | -5.82% | -6.24% | 4.75% | 14.89% | 6.96% |
| Portfolio components: | ||||||
FNDC Schwab Fundamental International Small Co. Index ETF | 7.56% | -0.57% | 3.02% | 11.86% | 11.30% | 5.07% |
SCHF Schwab International Equity ETF | 6.16% | -3.39% | 0.52% | 9.95% | 13.04% | 6.12% |
DLS WisdomTree International SmallCap Dividend | 5.88% | -1.14% | 2.07% | 10.73% | 10.55% | 4.33% |
DFIVX DFA International Value Portfolio | 8.91% | -3.75% | 4.78% | 11.66% | 17.63% | 5.14% |
DFEVX DFA Emerging Markets Value Portfolio | -0.51% | -5.62% | -5.96% | 4.65% | 11.89% | 3.76% |
EWX SPDR S&P Emerging Markets Small Cap ETF | -7.26% | -6.83% | -9.56% | 1.37% | 12.13% | 4.15% |
IEMG iShares Core MSCI Emerging Markets ETF | -0.52% | -5.68% | -6.89% | 7.11% | 6.98% | 2.56% |
SCHX Schwab U.S. Large-Cap ETF | -12.17% | -9.03% | -11.34% | 6.38% | 15.63% | 12.57% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | -20.03% | -11.41% | -19.32% | -6.91% | 21.55% | 7.54% |
DFSVX DFA U.S. Small Cap Value Portfolio I | -17.62% | -10.97% | -17.22% | -8.28% | 19.10% | 6.26% |
SCHV Schwab U.S. Large-Cap Value ETF | -5.41% | -7.09% | -8.25% | 6.48% | 15.16% | 10.94% |
VGSH Vanguard Short-Term Treasury ETF | 2.01% | 0.57% | 2.44% | 6.24% | 1.18% | 1.48% |
VGIT Vanguard Intermediate-Term Treasury ETF | 2.96% | 0.26% | 1.89% | 7.20% | -1.03% | 1.17% |
VGLT Vanguard Long-Term Treasury ETF | -0.10% | -4.39% | -3.83% | 1.88% | -9.38% | -1.00% |
Monthly Returns
The table below presents the monthly returns of Matson Money Aggressive 10 year simulation, 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 | 2.87% | -0.25% | -2.05% | -4.77% | -4.29% | ||||||||
| 2024 | -1.67% | 2.83% | 3.99% | -3.65% | 4.28% | -1.47% | 5.80% | 0.91% | 2.14% | -3.24% | 4.54% | -4.43% | 9.74% |
| 2023 | 7.87% | -2.24% | -1.25% | 0.73% | -3.80% | 6.00% | 4.66% | -3.03% | -3.41% | -4.11% | 7.66% | 7.73% | 16.63% |
| 2022 | -2.61% | -0.77% | 0.52% | -5.78% | 1.96% | -8.83% | 6.30% | -3.31% | -9.59% | 8.00% | 8.30% | -3.10% | -10.39% |
| 2021 | 4.00% | 4.44% | 5.80% | 2.70% | 3.36% | -0.79% | -0.68% | 1.90% | -2.36% | 3.18% | -3.46% | 4.83% | 24.88% |
| 2020 | -4.61% | -8.60% | -18.60% | 10.45% | 4.59% | 2.23% | 3.45% | 5.55% | -2.81% | -0.74% | 14.65% | 5.86% | 7.15% |
| 2019 | 8.88% | 2.67% | -0.97% | 2.98% | -7.58% | 6.26% | -0.91% | -3.91% | 4.50% | 2.47% | 2.33% | 3.95% | 21.41% |
| 2018 | 3.77% | -4.47% | -0.52% | 0.64% | 0.96% | -0.99% | 2.47% | 0.47% | -0.86% | -7.86% | 0.89% | -8.50% | -13.87% |
| 2017 | 2.08% | 1.90% | 0.83% | 1.50% | 0.29% | 1.41% | 2.37% | -0.60% | 3.78% | 1.21% | 1.72% | 1.75% | 19.76% |
| 2016 | -5.78% | -0.12% | 8.37% | 1.90% | 0.10% | -1.03% | 4.78% | 0.63% | 1.43% | -1.85% | 4.26% | 2.80% | 15.84% |
| 2015 | -2.16% | 5.83% | -0.25% | 2.28% | 0.58% | -1.84% | -1.11% | -5.60% | -3.44% | 6.39% | 0.40% | -2.35% | -1.94% |
| 2014 | -3.79% | 4.85% | 0.87% | -0.17% | 1.47% | 2.46% | -2.67% | 2.51% | -4.60% | 1.75% | -0.01% | -0.30% | 1.95% |
Expense Ratio
Matson Money Aggressive 10 year simulation has an expense ratio of 0.30%, placing it in the medium range. 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 Matson Money Aggressive 10 year simulation is 41, 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 | |
|---|---|---|---|---|---|
FNDC Schwab Fundamental International Small Co. Index ETF | 0.72 | 1.14 | 1.15 | 0.99 | 2.47 |
SCHF Schwab International Equity ETF | 0.58 | 0.92 | 1.12 | 0.73 | 2.22 |
DLS WisdomTree International SmallCap Dividend | 0.64 | 0.98 | 1.13 | 0.83 | 2.22 |
DFIVX DFA International Value Portfolio | 0.72 | 1.05 | 1.15 | 0.84 | 3.20 |
DFEVX DFA Emerging Markets Value Portfolio | 0.34 | 0.54 | 1.07 | 0.31 | 0.89 |
EWX SPDR S&P Emerging Markets Small Cap ETF | 0.06 | 0.20 | 1.03 | 0.05 | 0.16 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.38 | 0.68 | 1.09 | 0.31 | 1.25 |
SCHX Schwab U.S. Large-Cap ETF | 0.27 | 0.51 | 1.07 | 0.28 | 1.19 |
RWJ Invesco S&P SmallCap 600 Revenue ETF | -0.22 | -0.15 | 0.98 | -0.19 | -0.69 |
DFSVX DFA U.S. Small Cap Value Portfolio I | -0.29 | -0.26 | 0.97 | -0.26 | -0.84 |
SCHV Schwab U.S. Large-Cap Value ETF | 0.47 | 0.75 | 1.11 | 0.48 | 1.97 |
VGSH Vanguard Short-Term Treasury ETF | 3.78 | 6.49 | 1.87 | 6.37 | 18.65 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.54 | 2.36 | 1.28 | 0.56 | 3.65 |
VGLT Vanguard Long-Term Treasury ETF | 0.13 | 0.27 | 1.03 | 0.04 | 0.26 |
Dividends
Dividend yield
Matson Money Aggressive 10 year simulation provided a 2.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.81% | 2.81% | 3.05% | 3.35% | 3.42% | 2.12% | 2.72% | 3.37% | 2.60% | 2.82% | 2.73% | 2.84% |
| Portfolio components: | ||||||||||||
FNDC Schwab Fundamental International Small Co. Index ETF | 3.34% | 3.59% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% |
SCHF Schwab International Equity ETF | 3.07% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
DLS WisdomTree International SmallCap Dividend | 4.06% | 4.56% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% |
DFIVX DFA International Value Portfolio | 3.66% | 3.94% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% |
DFEVX DFA Emerging Markets Value Portfolio | 4.77% | 4.68% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 3.13% | 2.90% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% |
IEMG iShares Core MSCI Emerging Markets ETF | 3.22% | 3.20% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% |
SCHX Schwab U.S. Large-Cap ETF | 1.40% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.44% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.84% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% |
SCHV Schwab U.S. Large-Cap Value ETF | 2.43% | 2.25% | 2.42% | 2.38% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 3.96% | 2.69% | 2.38% |
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.72% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
VGLT Vanguard Long-Term Treasury ETF | 4.46% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
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 Matson Money Aggressive 10 year simulation. 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 Matson Money Aggressive 10 year simulation was 38.26%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
The current Matson Money Aggressive 10 year simulation drawdown is 8.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.26% | Jan 29, 2018 | 541 | Mar 23, 2020 | 171 | Nov 23, 2020 | 712 |
| -22.42% | Nov 9, 2021 | 225 | Sep 30, 2022 | 303 | Dec 14, 2023 | 528 |
| -19.61% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
| -14.62% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -10.67% | Jul 7, 2014 | 70 | Oct 13, 2014 | 119 | Apr 6, 2015 | 189 |
Volatility
Volatility Chart
The current Matson Money Aggressive 10 year simulation volatility is 10.64%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 14 assets, with an effective number of assets of 8.20, 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
| VGSH | VGIT | VGLT | RWJ | EWX | DFEVX | IEMG | DFSVX | SCHX | SCHV | DLS | FNDC | DFIVX | SCHF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VGSH | 1.00 | 0.81 | 0.59 | -0.14 | -0.04 | -0.09 | -0.07 | -0.17 | -0.13 | -0.15 | -0.04 | -0.05 | -0.09 | -0.06 |
| VGIT | 0.81 | 1.00 | 0.86 | -0.19 | -0.09 | -0.14 | -0.10 | -0.22 | -0.16 | -0.18 | -0.08 | -0.09 | -0.15 | -0.10 |
| VGLT | 0.59 | 0.86 | 1.00 | -0.21 | -0.12 | -0.17 | -0.13 | -0.25 | -0.18 | -0.21 | -0.14 | -0.14 | -0.21 | -0.14 |
| RWJ | -0.14 | -0.19 | -0.21 | 1.00 | 0.55 | 0.54 | 0.56 | 0.95 | 0.74 | 0.79 | 0.65 | 0.67 | 0.69 | 0.67 |
| EWX | -0.04 | -0.09 | -0.12 | 0.55 | 1.00 | 0.83 | 0.90 | 0.58 | 0.67 | 0.63 | 0.74 | 0.75 | 0.71 | 0.76 |
| DFEVX | -0.09 | -0.14 | -0.17 | 0.54 | 0.83 | 1.00 | 0.88 | 0.58 | 0.64 | 0.62 | 0.72 | 0.74 | 0.75 | 0.75 |
| IEMG | -0.07 | -0.10 | -0.13 | 0.56 | 0.90 | 0.88 | 1.00 | 0.59 | 0.70 | 0.64 | 0.77 | 0.78 | 0.75 | 0.81 |
| DFSVX | -0.17 | -0.22 | -0.25 | 0.95 | 0.58 | 0.58 | 0.59 | 1.00 | 0.77 | 0.84 | 0.68 | 0.70 | 0.74 | 0.71 |
| SCHX | -0.13 | -0.16 | -0.18 | 0.74 | 0.67 | 0.64 | 0.70 | 0.77 | 1.00 | 0.89 | 0.75 | 0.77 | 0.73 | 0.81 |
| SCHV | -0.15 | -0.18 | -0.21 | 0.79 | 0.63 | 0.62 | 0.64 | 0.84 | 0.89 | 1.00 | 0.74 | 0.75 | 0.77 | 0.79 |
| DLS | -0.04 | -0.08 | -0.14 | 0.65 | 0.74 | 0.72 | 0.77 | 0.68 | 0.75 | 0.74 | 1.00 | 0.96 | 0.88 | 0.93 |
| FNDC | -0.05 | -0.09 | -0.14 | 0.67 | 0.75 | 0.74 | 0.78 | 0.70 | 0.77 | 0.75 | 0.96 | 1.00 | 0.90 | 0.94 |
| DFIVX | -0.09 | -0.15 | -0.21 | 0.69 | 0.71 | 0.75 | 0.75 | 0.74 | 0.73 | 0.77 | 0.88 | 0.90 | 1.00 | 0.93 |
| SCHF | -0.06 | -0.10 | -0.14 | 0.67 | 0.76 | 0.75 | 0.81 | 0.71 | 0.81 | 0.79 | 0.93 | 0.94 | 0.93 | 1.00 |