Asset Allocation
Find the right asset allocation for Int'l w/ DAADX
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Int'l w/ DAADX | 3.40% | 3.18% | 12.96% | 15.01% | 27.24% | 17.35% | — | — |
| Portfolio components: | ||||||||
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 4.75% | 4.75% | 32.00% | 36.05% | 54.16% | 24.46% | — | — |
DODFX Dodge & Cox International Stock Fund | 2.97% | 3.44% | 11.48% | 13.39% | 28.75% | 19.81% | 10.83% | 11.25% |
FISMX Fidelity International Small Cap Fund | 2.56% | 0.18% | 8.75% | 10.42% | 16.51% | 13.58% | 5.98% | 9.03% |
MGRAX MFS International Growth Fund | 2.57% | 1.83% | 1.38% | 2.05% | 7.63% | 11.04% | 5.33% | 9.77% |
RERGX American Funds EUPAC Fund Class R-6 | 3.38% | 3.35% | 9.59% | 11.78% | 25.32% | 14.88% | 4.58% | 9.31% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 11, 2021, Int'l w/ DAADX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +11.9%, while the worst month was Mar 2026 at -9.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Int'l w/ DAADX closed higher 54% of trading days. The best single day was Apr 8, 2026 with a return of +4.5%, while the worst single day was Apr 4, 2025 at -4.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.58% | 4.83% | -9.65% | 8.96% | 5.37% | -1.61% | 12.96% | ||||||
| 2025 | 3.60% | 1.10% | -1.01% | 2.89% | 5.33% | 4.04% | -0.83% | 2.67% | 3.51% | 1.91% | -0.11% | 2.59% | 28.69% |
| 2024 | -1.32% | 2.84% | 3.01% | -1.98% | 3.75% | -0.61% | 2.12% | 2.82% | 2.39% | -4.45% | -0.79% | -2.80% | 4.65% |
| 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 | -5.14% | 4.20% | -1.16% |
Benchmark Metrics
Int'l w/ DAADX has an annualized alpha of 2.20%, beta of 0.68, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 11, 2021.
- This portfolio participated in 84.84% of S&P 500 Index downside but only 80.71% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.20%
- Beta
- 0.68
- R²
- 0.63
- Upside Capture
- 80.71%
- Downside Capture
- 84.84%
Expense Ratio
Int'l w/ DAADX has an expense ratio of 0.68%, 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.
Return for Risk
Risk / Return Rank
Int'l w/ DAADX ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Int'l w/ DAADX and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.75 | 1.86 | -0.11 |
| Sortino ratioReturn per unit of downside risk | 2.40 | 2.53 | -0.13 |
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.53 | -0.36 |
| Martin ratioReturn relative to average drawdown | 8.39 | 11.37 | -2.98 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 88 | 2.73 | 3.37 | 1.54 | 4.03 | 15.33 |
DODFX Dodge & Cox International Stock Fund | 59 | 1.99 | 2.71 | 1.37 | 2.49 | 9.40 |
FISMX Fidelity International Small Cap Fund | 24 | 1.24 | 1.82 | 1.23 | 1.48 | 5.19 |
MGRAX MFS International Growth Fund | 7 | 0.46 | 0.73 | 1.09 | 0.51 | 1.67 |
RERGX American Funds EUPAC Fund Class R-6 | 35 | 1.47 | 2.09 | 1.28 | 1.92 | 7.13 |
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Dividends
Dividend yield
Int'l w/ DAADX provided a 5.25% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.25% | 6.29% | 3.90% | 2.81% | 2.40% | 4.95% | 1.27% | 2.10% | 2.70% | 2.24% | 1.63% | 1.71% |
| Portfolio components: | ||||||||||||
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 1.90% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODFX Dodge & Cox International Stock Fund | 4.53% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
FISMX Fidelity International Small Cap Fund | 3.29% | 3.58% | 2.64% | 1.87% | 0.70% | 7.28% | 0.83% | 2.32% | 6.14% | 2.46% | 2.70% | 2.80% |
MGRAX MFS International Growth Fund | 5.28% | 5.35% | 5.99% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% |
RERGX American Funds EUPAC Fund Class R-6 | 10.22% | 13.95% | 4.96% | 3.95% | 2.02% | 10.19% | 0.41% | 3.14% | 3.17% | 4.99% | 1.64% | 3.43% |
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.
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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 26.69%, occurring on Sep 29, 2022. Recovery took 350 trading sessions.
The current Int'l w/ DAADX drawdown is 2.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -26.69%Sep 2022 | 10mo 18d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
2025 selloff2025 | -14.54%Apr 2025 | 6mo 10d | 1mo 4d | 7mo 14dSep 2024 - May 2025 |
2026 correction2026 | -11.95%Mar 2026 | 28d | 1mo 7d | 2mo 5dMar 2026 - May 2026 |
2024 pullback2024 | -7.89%Aug 2024 | 21d | 18d | 1mo 9dJul 2024 - Aug 2024 |
2026 pullback2026 | -5.84%Jun 2026 | 7d | — | 12d 21hJun 2026 - now |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.42, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.06 | 1.07 | 1.07 |
The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Int'l w/ DAADX correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2021 | 0.77 |
Benchmark Correlations
Correlation vs. S&P 500 Index. RERGX has the highest benchmark correlation at 0.79, while DAADX has the lowest at 0.68.
Asset Correlations Table
Find what Int'l w/ DAADX is missing
See which holdings overlap, where Int'l w/ DAADX is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification