Fun
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fun, 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 16, 2006, corresponding to the inception date of VYM
Returns By Period
As of Sep 21, 2024, the Fun returned 18.48% Year-To-Date and 14.73% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Fun | 18.48% | 0.55% | 8.88% | 33.31% | 16.81% | 14.73% |
| Portfolio components: | ||||||
VITAX Vanguard Information Technology Index Fund Admiral Shares | 19.72% | -0.87% | 9.45% | 40.51% | 22.79% | 20.49% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 20.74% | 1.58% | 9.66% | 33.58% | 15.59% | 13.18% |
VYM Vanguard High Dividend Yield ETF | 16.16% | 2.71% | 8.29% | 24.77% | 10.93% | 10.06% |
VWIGX Vanguard International Growth Fund Investor Shares | 11.96% | -0.77% | 5.63% | 24.09% | 9.60% | 8.35% |
Monthly Returns
The table below presents the monthly returns of Fun, 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 | 1.03% | 4.93% | 2.66% | -4.43% | 5.93% | 3.91% | 0.83% | 1.96% | 18.48% | ||||
| 2023 | 7.84% | -1.99% | 5.54% | 0.39% | 2.11% | 5.98% | 3.47% | -2.87% | -5.39% | -2.50% | 10.58% | 4.88% | 30.27% |
| 2022 | -5.96% | -3.73% | 2.56% | -9.44% | -0.03% | -8.47% | 9.70% | -4.66% | -10.24% | 7.62% | 7.11% | -6.05% | -21.78% |
| 2021 | -0.05% | 1.87% | 2.37% | 4.71% | 0.18% | 3.72% | 1.85% | 3.10% | -4.94% | 6.60% | -0.26% | 3.33% | 24.37% |
| 2020 | 0.69% | -7.47% | -11.34% | 12.65% | 6.24% | 4.56% | 5.83% | 8.36% | -3.80% | -2.81% | 12.35% | 4.90% | 30.62% |
| 2019 | 7.78% | 4.88% | 2.47% | 4.75% | -7.59% | 7.75% | 1.59% | -2.01% | 1.86% | 2.87% | 4.16% | 3.77% | 36.21% |
| 2018 | 6.62% | -2.56% | -2.56% | 0.08% | 3.72% | -0.06% | 3.06% | 4.20% | 0.10% | -7.61% | 1.14% | -8.45% | -3.44% |
| 2017 | 3.28% | 3.78% | 1.38% | 1.82% | 2.89% | -0.44% | 3.20% | 1.54% | 1.85% | 4.00% | 2.04% | 0.74% | 29.29% |
| 2016 | -5.32% | -0.57% | 7.63% | -1.10% | 2.67% | -0.63% | 5.16% | 1.11% | 1.30% | -1.49% | 1.50% | 1.68% | 11.94% |
| 2015 | -2.68% | 6.53% | -1.88% | 1.79% | 1.33% | -2.86% | 1.50% | -6.21% | -2.12% | 9.19% | 0.60% | -2.02% | 2.21% |
| 2014 | -3.45% | 4.65% | 0.53% | 0.33% | 2.50% | 2.27% | -0.79% | 3.64% | -1.81% | 1.96% | 3.33% | -1.35% | 12.11% |
| 2013 | 4.09% | 0.76% | 2.80% | 1.75% | 2.35% | -2.25% | 5.35% | -1.99% | 4.05% | 4.13% | 2.85% | 3.12% | 30.22% |
Expense Ratio
Fun has an expense ratio of 0.12%, 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 Fun is 45, 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 | |
|---|---|---|---|---|---|
VITAX Vanguard Information Technology Index Fund Admiral Shares | 1.81 | 2.37 | 1.31 | 2.50 | 8.99 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 2.46 | 3.29 | 1.44 | 2.69 | 15.42 |
VYM Vanguard High Dividend Yield ETF | 2.10 | 2.94 | 1.37 | 2.33 | 12.05 |
VWIGX Vanguard International Growth Fund Investor Shares | 1.25 | 1.79 | 1.22 | 0.51 | 7.27 |
Dividends
Dividend yield
Fun granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fun | 1.34% | 1.47% | 2.39% | 3.15% | 1.64% | 1.68% | 2.48% | 1.52% | 1.79% | 1.88% | 1.80% | 1.65% |
| Portfolio components: | ||||||||||||
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.26% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VYM Vanguard High Dividend Yield ETF | 2.86% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VWIGX Vanguard International Growth Fund Investor Shares | 1.63% | 1.82% | 6.90% | 13.85% | 2.28% | 1.20% | 5.34% | 0.84% | 1.26% | 1.39% | 2.29% | 1.44% |
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 Fun. 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 Fun was 55.23%, occurring on Mar 9, 2009. Recovery took 738 trading sessions.
The current Fun drawdown is 0.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.23% | Nov 1, 2007 | 339 | Mar 9, 2009 | 738 | Feb 9, 2012 | 1077 |
| -32.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -28.94% | Dec 28, 2021 | 200 | Oct 12, 2022 | 295 | Dec 14, 2023 | 495 |
| -19.95% | Oct 2, 2018 | 58 | Dec 24, 2018 | 67 | Apr 2, 2019 | 125 |
| -14.52% | May 22, 2015 | 183 | Feb 11, 2016 | 81 | Jun 8, 2016 | 264 |
Volatility
Volatility Chart
The current Fun volatility is 5.40%, 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
| VWIGX | VYM | VITAX | VFIAX | |
|---|---|---|---|---|
| VWIGX | 1.00 | 0.73 | 0.78 | 0.83 |
| VYM | 0.73 | 1.00 | 0.72 | 0.91 |
| VITAX | 0.78 | 0.72 | 1.00 | 0.89 |
| VFIAX | 0.83 | 0.91 | 0.89 | 1.00 |