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50/30/20 VGT/VOOG/VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGT 50%VOOG 30%VOO 20%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

50%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 50/30/20 VGT/VOOG/VOO, 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


300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2024FebruaryMarchApril
732.56%
349.86%
50/30/20 VGT/VOOG/VOO
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 Apr 20, 2024, the 50/30/20 VGT/VOOG/VOO returned 2.33% Year-To-Date and 16.34% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
50/30/20 VGT/VOOG/VOO2.33%-7.60%17.81%25.90%16.10%16.37%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%
VOOG
Vanguard S&P 500 Growth ETF
5.81%-6.71%17.49%24.76%13.52%13.73%
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%18.72%19.49%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.18%5.62%2.08%
2023-5.65%-2.03%11.14%4.52%

Expense Ratio

The 50/30/20 VGT/VOOG/VOO has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


50/30/20 VGT/VOOG/VOO
Sharpe ratio
The chart of Sharpe ratio for 50/30/20 VGT/VOOG/VOO, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.001.64
Sortino ratio
The chart of Sortino ratio for 50/30/20 VGT/VOOG/VOO, currently valued at 2.35, compared to the broader market-2.000.002.004.006.002.35
Omega ratio
The chart of Omega ratio for 50/30/20 VGT/VOOG/VOO, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for 50/30/20 VGT/VOOG/VOO, currently valued at 1.25, compared to the broader market0.002.004.006.008.001.25
Martin ratio
The chart of Martin ratio for 50/30/20 VGT/VOOG/VOO, currently valued at 7.48, compared to the broader market0.0010.0020.0030.0040.007.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
VOOG
Vanguard S&P 500 Growth ETF
1.752.551.310.989.75
VGT
Vanguard Information Technology ETF
1.462.091.251.325.99

Sharpe Ratio

The current 50/30/20 VGT/VOOG/VOO Sharpe ratio is 1.64. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.64

The Sharpe ratio of 50/30/20 VGT/VOOG/VOO lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.64
1.66
50/30/20 VGT/VOOG/VOO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

50/30/20 VGT/VOOG/VOO granted a 0.94% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
50/30/20 VGT/VOOG/VOO0.94%0.95%1.07%0.73%0.98%1.31%1.46%1.25%1.50%1.53%1.32%1.33%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VOOG
Vanguard S&P 500 Growth ETF
0.93%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.71%
-5.46%
50/30/20 VGT/VOOG/VOO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 50/30/20 VGT/VOOG/VOO. 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 50/30/20 VGT/VOOG/VOO was 32.29%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.

The current 50/30/20 VGT/VOOG/VOO drawdown is 7.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.29%Dec 28, 2021202Oct 14, 2022295Dec 18, 2023497
-32.13%Feb 20, 202023Mar 23, 202070Jul 1, 202093
-21.91%Oct 4, 201856Dec 24, 201868Apr 3, 2019124
-17.02%May 2, 201178Aug 19, 2011108Jan 25, 2012186
-14.55%Dec 2, 201549Feb 11, 2016103Jul 11, 2016152

Volatility

Volatility Chart

The current 50/30/20 VGT/VOOG/VOO volatility is 4.32%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.32%
3.15%
50/30/20 VGT/VOOG/VOO
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.

VGTVOOVOOG
VGT1.000.890.93
VOO0.891.000.95
VOOG0.930.951.00