50/30/20 VGT/VOOG/VOO
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Vanguard Information Technology ETF | Technology Equities | 50% |
Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 30% |
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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Oct 17, 2024, the 50/30/20 VGT/VOOG/VOO returned 25.86% Year-To-Date and 18.44% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
50/30/20 VGT/VOOG/VOO | 25.86% | 5.02% | 20.29% | 41.52% | 20.53% | 18.35% |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 23.75% | 3.73% | 17.40% | 37.33% | 16.24% | 13.93% |
Vanguard S&P 500 Growth ETF | 29.52% | 4.14% | 19.50% | 40.57% | 17.78% | 15.61% |
Vanguard Information Technology ETF | 24.44% | 6.09% | 21.88% | 43.56% | 23.71% | 21.67% |
Monthly Returns
The table below presents the monthly returns of 50/30/20 VGT/VOOG/VOO, 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 | 2.18% | 5.62% | 2.08% | -4.78% | 7.04% | 6.75% | -0.89% | 1.63% | 2.47% | 25.86% | |||
2023 | 7.80% | -0.84% | 7.43% | 0.61% | 5.08% | 6.27% | 3.01% | -1.62% | -5.65% | -2.03% | 11.14% | 4.52% | 40.39% |
2022 | -7.49% | -4.10% | 3.76% | -11.46% | -1.17% | -8.82% | 12.36% | -5.28% | -10.73% | 6.70% | 5.29% | -7.40% | -27.41% |
2021 | -0.73% | 1.29% | 2.16% | 5.67% | -0.75% | 5.78% | 3.30% | 3.60% | -5.56% | 8.23% | 1.84% | 2.89% | 30.64% |
2020 | 2.58% | -7.34% | -10.35% | 13.93% | 6.64% | 5.14% | 6.29% | 9.80% | -4.61% | -3.55% | 11.40% | 4.76% | 36.41% |
2019 | 7.81% | 5.54% | 3.25% | 5.18% | -7.31% | 7.62% | 2.41% | -1.66% | 1.15% | 2.84% | 4.56% | 3.45% | 39.69% |
2018 | 7.06% | -1.33% | -3.07% | 0.12% | 5.32% | 0.00% | 3.05% | 6.57% | 0.43% | -8.04% | 0.06% | -8.48% | 0.28% |
2017 | 3.36% | 4.50% | 1.54% | 1.94% | 3.34% | -1.28% | 3.26% | 2.03% | 1.15% | 5.15% | 1.96% | 0.49% | 30.94% |
2016 | -5.46% | -0.75% | 7.87% | -2.68% | 3.79% | -1.17% | 5.90% | 1.11% | 1.38% | -1.27% | 1.39% | 1.49% | 11.44% |
2015 | -2.80% | 7.03% | -2.03% | 1.00% | 2.01% | -2.92% | 2.65% | -5.96% | -1.85% | 9.75% | 0.72% | -2.21% | 4.40% |
2014 | -2.80% | 4.96% | -0.13% | -0.23% | 3.19% | 2.59% | -0.35% | 4.20% | -1.25% | 2.27% | 3.92% | -0.98% | 16.13% |
2013 | 3.33% | 0.94% | 3.16% | 1.30% | 3.29% | -2.25% | 5.19% | -1.58% | 3.79% | 4.20% | 3.33% | 3.53% | 31.80% |
Expense Ratio
50/30/20 VGT/VOOG/VOO has an expense ratio of 0.09%, 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 50/30/20 VGT/VOOG/VOO is 34, 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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.85 | 3.80 | 1.52 | 3.05 | 17.77 |
Vanguard S&P 500 Growth ETF | 2.28 | 3.00 | 1.41 | 1.83 | 11.60 |
Vanguard Information Technology ETF | 1.96 | 2.54 | 1.34 | 2.69 | 9.58 |
Dividends
Dividend yield
50/30/20 VGT/VOOG/VOO granted a 0.75% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
50/30/20 VGT/VOOG/VOO | 0.75% | 0.95% | 1.07% | 0.73% | 0.98% | 1.31% | 1.46% | 1.25% | 1.50% | 1.53% | 1.32% | 1.33% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard S&P 500 Growth ETF | 0.62% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Vanguard Information Technology ETF | 0.62% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 1.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.29% | Dec 28, 2021 | 202 | Oct 14, 2022 | 295 | Dec 18, 2023 | 497 |
-32.13% | Feb 20, 2020 | 23 | Mar 23, 2020 | 70 | Jul 1, 2020 | 93 |
-21.91% | Oct 4, 2018 | 56 | Dec 24, 2018 | 68 | Apr 3, 2019 | 124 |
-17.02% | May 2, 2011 | 78 | Aug 19, 2011 | 108 | Jan 25, 2012 | 186 |
-14.55% | Dec 2, 2015 | 49 | Feb 11, 2016 | 103 | Jul 11, 2016 | 152 |
Volatility
Volatility Chart
The current 50/30/20 VGT/VOOG/VOO volatility is 4.47%, 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
VGT | VOO | VOOG | |
---|---|---|---|
VGT | 1.00 | 0.89 | 0.93 |
VOO | 0.89 | 1.00 | 0.95 |
VOOG | 0.93 | 0.95 | 1.00 |