Int'l w/ DAADX
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Int'l w/ DAADX, 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 Nov 17, 2021, corresponding to the inception date of DAADX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Int'l w/ DAADX | 12.67% | 1.02% | 11.10% | 27.75% | N/A | N/A |
| Portfolio components: | ||||||
DODFX Dodge & Cox International Stock Fund | 12.18% | 2.02% | 11.08% | 24.81% | 9.06% | 5.42% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 11.83% | 1.07% | 8.17% | 26.85% | 6.99% | 6.43% |
MGRAX MFS International Growth Fund | 16.63% | 1.90% | 15.88% | 32.92% | 9.06% | 8.60% |
FISMX Fidelity International Small Cap Fund | 5.93% | -1.28% | 6.41% | 23.76% | 7.44% | 8.18% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 11.06% | -0.47% | 9.67% | 26.60% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Int'l w/ DAADX, 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 | -1.32% | 2.84% | 3.01% | -1.98% | 3.75% | -0.21% | 2.12% | 2.82% | 2.39% | 12.67% | |||
| 2023 | 8.05% | -3.57% | 3.19% | 1.84% | -2.52% | 4.83% | 3.73% | -3.60% | -3.96% | -3.53% | 8.39% | 5.12% | 18.11% |
| 2022 | -2.59% | -3.44% | 0.47% | -6.00% | 1.43% | -9.07% | 4.05% | -3.28% | -9.23% | 4.56% | 11.85% | -3.00% | -15.09% |
| 2021 | -5.30% | 4.20% | -1.32% |
Expense Ratio
Int'l w/ DAADX features an expense ratio of 0.68%, falling within the medium range. 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 Int'l w/ DAADX is 26, 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 | |
|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 1.74 | 2.48 | 1.31 | 1.91 | 8.65 |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 1.94 | 2.76 | 1.35 | 1.00 | 11.06 |
MGRAX MFS International Growth Fund | 2.62 | 3.73 | 1.46 | 1.86 | 15.19 |
FISMX Fidelity International Small Cap Fund | 1.95 | 2.81 | 1.36 | 1.36 | 12.33 |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.09 | 2.72 | 1.38 | 2.08 | 12.26 |
Dividends
Dividend yield
Int'l w/ DAADX granted a 2.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Int'l w/ DAADX | 2.90% | 2.81% | 2.40% | 4.95% | 1.27% | 2.10% | 3.47% | 2.30% | 1.63% | 1.86% | 2.90% | 1.23% |
| Portfolio components: | ||||||||||||
DODFX Dodge & Cox International Stock Fund | 2.04% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% | 1.61% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 5.60% | 3.95% | 2.02% | 10.19% | 0.41% | 3.14% | 6.77% | 4.98% | 1.63% | 3.42% | 1.74% | 1.25% |
MGRAX MFS International Growth Fund | 2.20% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% | 3.58% | 1.61% |
FISMX Fidelity International Small Cap Fund | 1.76% | 1.87% | 0.70% | 7.28% | 0.83% | 2.32% | 6.14% | 3.44% | 2.70% | 5.45% | 18.12% | 2.92% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.37% | 2.82% | 3.02% | 0.30% | 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 Int'l w/ DAADX. 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 Int'l w/ DAADX was 26.60%, occurring on Sep 29, 2022. Recovery took 350 trading sessions.
The current Int'l w/ DAADX drawdown is 2.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.6% | Jan 13, 2022 | 179 | Sep 29, 2022 | 350 | Feb 22, 2024 | 529 |
| -7.89% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
| -5.3% | Nov 18, 2021 | 8 | Nov 30, 2021 | 30 | Jan 12, 2022 | 38 |
| -4.25% | Apr 10, 2024 | 8 | Apr 19, 2024 | 11 | May 6, 2024 | 19 |
| -3.45% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
Volatility
Volatility Chart
The current Int'l w/ DAADX volatility is 3.30%, 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
| DAADX | DODFX | MGRAX | FISMX | RERGX | |
|---|---|---|---|---|---|
| DAADX | 1.00 | 0.77 | 0.77 | 0.78 | 0.82 |
| DODFX | 0.77 | 1.00 | 0.87 | 0.89 | 0.89 |
| MGRAX | 0.77 | 0.87 | 1.00 | 0.90 | 0.93 |
| FISMX | 0.78 | 0.89 | 0.90 | 1.00 | 0.90 |
| RERGX | 0.82 | 0.89 | 0.93 | 0.90 | 1.00 |