BKG
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BKG, 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 Dec 19, 2013, corresponding to the inception date of VDADX
Returns By Period
As of Aug 27, 2024, the BKG returned 14.00% Year-To-Date and 10.04% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| BKG | 14.00% | 2.74% | 9.82% | 21.76% | 12.41% | 10.04% |
| Portfolio components: | ||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 18.79% | 3.01% | 11.34% | 28.51% | 15.81% | 12.90% |
VWENX Vanguard Wellington Fund Admiral Shares | 12.14% | 2.91% | 9.05% | 19.86% | 9.23% | 8.38% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 9.90% | 0.37% | 7.17% | 19.98% | 10.52% | 8.81% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 13.13% | 1.60% | 10.92% | 19.57% | 11.83% | 10.14% |
DODFX Dodge & Cox International Stock Fund | 8.85% | 2.65% | 9.90% | 14.06% | 9.99% | 4.27% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 14.70% | 2.80% | 9.63% | 22.14% | 12.48% | 11.73% |
VDIGX Vanguard Dividend Growth Fund | 11.62% | 3.77% | 6.44% | 18.30% | 11.02% | 11.32% |
BRK-B Berkshire Hathaway Inc. | 27.43% | 3.85% | 11.15% | 27.83% | 17.54% | 12.76% |
Monthly Returns
The table below presents the monthly returns of BKG, 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 | 0.31% | 3.59% | 3.30% | -3.42% | 4.11% | 0.92% | 2.66% | 14.00% | |||||
| 2023 | 5.15% | -2.87% | 2.03% | 1.86% | -1.99% | 5.91% | 3.10% | -2.08% | -4.00% | -2.35% | 7.74% | 4.55% | 17.48% |
| 2022 | -3.06% | -2.73% | 2.31% | -6.42% | 1.30% | -7.43% | 6.44% | -3.43% | -8.34% | 7.61% | 6.77% | -3.85% | -11.89% |
| 2021 | -1.32% | 3.09% | 4.20% | 4.19% | 1.64% | 0.67% | 1.53% | 2.22% | -3.90% | 5.60% | -2.27% | 5.05% | 22.19% |
| 2020 | -0.92% | -7.75% | -12.97% | 10.12% | 4.06% | 1.59% | 4.42% | 5.43% | -2.55% | -2.17% | 12.11% | 3.64% | 12.94% |
| 2019 | 7.01% | 3.11% | 1.20% | 3.56% | -5.33% | 6.24% | 0.66% | -1.06% | 2.11% | 1.69% | 2.62% | 2.99% | 27.13% |
| 2018 | 4.83% | -4.11% | -1.84% | 0.44% | 0.72% | -0.01% | 3.94% | 1.33% | 0.55% | -5.87% | 2.33% | -7.73% | -6.06% |
| 2017 | 1.88% | 3.25% | 0.53% | 1.20% | 1.40% | 0.58% | 1.99% | -0.11% | 2.46% | 1.43% | 2.43% | 1.34% | 19.95% |
| 2016 | -4.74% | -0.30% | 6.69% | 1.22% | 0.87% | 0.17% | 3.49% | 0.72% | -0.25% | -1.36% | 2.84% | 2.01% | 11.50% |
| 2015 | -2.29% | 5.01% | -1.16% | 1.04% | 0.71% | -2.23% | 1.43% | -6.00% | -2.56% | 7.26% | 0.01% | -2.04% | -1.50% |
| 2014 | -3.41% | 4.49% | 1.13% | 0.82% | 1.89% | 1.72% | -1.70% | 3.39% | -1.85% | 1.68% | 2.36% | -0.80% | 9.85% |
| 2013 | 2.19% | 2.19% |
Expense Ratio
BKG has an expense ratio of 0.19%, 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 BKG 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 | |
|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 2.42 | 3.28 | 1.44 | 2.59 | 11.47 |
VWENX Vanguard Wellington Fund Admiral Shares | 2.41 | 3.37 | 1.44 | 1.65 | 11.83 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.20 | 1.76 | 1.21 | 0.88 | 4.46 |
VEIRX Vanguard Equity Income Fund Admiral Shares | 1.92 | 2.68 | 1.34 | 2.06 | 7.97 |
DODFX Dodge & Cox International Stock Fund | 1.24 | 1.81 | 1.22 | 1.35 | 4.80 |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 2.40 | 3.39 | 1.43 | 2.43 | 10.22 |
VDIGX Vanguard Dividend Growth Fund | 2.12 | 2.93 | 1.38 | 2.10 | 8.56 |
BRK-B Berkshire Hathaway Inc. | 2.21 | 3.00 | 1.38 | 2.70 | 7.96 |
Dividends
Dividend yield
BKG granted a 3.00% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BKG | 3.00% | 3.18% | 4.11% | 3.92% | 3.48% | 3.20% | 5.06% | 3.24% | 3.00% | 3.72% | 3.35% | 2.91% |
| Portfolio components: | ||||||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.28% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VWENX Vanguard Wellington Fund Admiral Shares | 5.59% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 6.55% | 4.53% | 6.58% | 6.47% | 6.63% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.43% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 7.27% | 7.96% | 8.79% | 7.71% | 2.86% | 4.45% | 10.98% | 3.74% | 3.87% | 6.48% | 6.03% | 5.28% |
DODFX Dodge & Cox International Stock Fund | 2.10% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% | 1.61% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.71% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% | 1.95% | 0.00% |
VDIGX Vanguard Dividend Growth Fund | 3.13% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.84% | 5.16% | 2.86% | 5.69% | 3.41% | 2.28% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the BKG. 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 BKG was 32.94%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current BKG drawdown is 0.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.94% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -20.77% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -16.51% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -15.06% | May 22, 2015 | 183 | Feb 11, 2016 | 105 | Jul 13, 2016 | 288 |
| -7.25% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current BKG 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
| BRK-B | DODFX | VSMAX | VDIGX | VWENX | VEIRX | VFIAX | VDADX | |
|---|---|---|---|---|---|---|---|---|
| BRK-B | 1.00 | 0.61 | 0.63 | 0.74 | 0.69 | 0.78 | 0.71 | 0.73 |
| DODFX | 0.61 | 1.00 | 0.74 | 0.69 | 0.76 | 0.76 | 0.74 | 0.70 |
| VSMAX | 0.63 | 0.74 | 1.00 | 0.78 | 0.82 | 0.84 | 0.87 | 0.83 |
| VDIGX | 0.74 | 0.69 | 0.78 | 1.00 | 0.89 | 0.91 | 0.89 | 0.96 |
| VWENX | 0.69 | 0.76 | 0.82 | 0.89 | 1.00 | 0.88 | 0.95 | 0.91 |
| VEIRX | 0.78 | 0.76 | 0.84 | 0.91 | 0.88 | 1.00 | 0.88 | 0.91 |
| VFIAX | 0.71 | 0.74 | 0.87 | 0.89 | 0.95 | 0.88 | 1.00 | 0.93 |
| VDADX | 0.73 | 0.70 | 0.83 | 0.96 | 0.91 | 0.91 | 0.93 | 1.00 |