QQQ & VTI
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNDX Vanguard Total International Bond ETF | Total Bond Market | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in QQQ & VTI, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Nov 13, 2024, the QQQ & VTI returned 21.26% Year-To-Date and 11.43% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| QQQ & VTI | 21.26% | 2.26% | 11.46% | 29.27% | 12.89% | 11.43% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 25.79% | 3.10% | 13.59% | 34.02% | 21.26% | 18.39% |
VTI Vanguard Total Stock Market ETF | 26.21% | 2.78% | 13.59% | 35.35% | 15.18% | 12.90% |
BNDX Vanguard Total International Bond ETF | 2.86% | -0.04% | 3.05% | 7.34% | -0.06% | 2.01% |
Monthly Returns
The table below presents the monthly returns of QQQ & VTI, 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 | 0.85% | 4.15% | 2.65% | -3.76% | 3.98% | 2.94% | 1.58% | 1.71% | 1.93% | -0.76% | 21.26% | ||
| 2023 | 6.39% | -2.02% | 3.39% | 0.85% | 1.12% | 5.36% | 2.93% | -1.47% | -4.23% | -2.09% | 8.33% | 4.92% | 25.15% |
| 2022 | -5.39% | -2.42% | 2.23% | -8.33% | -0.47% | -6.93% | 8.42% | -3.85% | -8.14% | 6.17% | 4.68% | -5.58% | -19.46% |
| 2021 | -0.33% | 1.86% | 2.75% | 4.09% | 0.20% | 2.47% | 1.80% | 2.34% | -3.93% | 5.37% | -0.63% | 2.64% | 19.91% |
| 2020 | 0.64% | -6.05% | -10.86% | 11.06% | 4.60% | 2.37% | 4.96% | 6.01% | -2.99% | -1.60% | 9.43% | 3.89% | 21.01% |
| 2019 | 7.09% | 2.87% | 1.72% | 3.34% | -5.14% | 5.99% | 1.47% | -1.23% | 1.24% | 1.82% | 2.99% | 2.33% | 26.76% |
| 2018 | 4.42% | -2.74% | -1.57% | 0.34% | 2.44% | 0.73% | 2.63% | 3.01% | 0.06% | -6.03% | 1.47% | -6.92% | -2.83% |
| 2017 | 1.61% | 3.22% | 0.25% | 1.12% | 1.25% | 0.31% | 1.75% | 0.50% | 1.59% | 2.11% | 2.37% | 0.94% | 18.36% |
| 2016 | -4.42% | 0.11% | 5.71% | 0.09% | 1.79% | 0.35% | 3.67% | 0.27% | 0.37% | -1.93% | 2.94% | 1.61% | 10.66% |
| 2015 | -1.76% | 4.65% | -0.96% | 0.41% | 1.03% | -1.69% | 1.90% | -5.09% | -2.04% | 6.82% | 0.53% | -1.68% | 1.57% |
| 2014 | -2.13% | 3.99% | 0.14% | 0.13% | 2.07% | 2.28% | -1.18% | 3.67% | -1.57% | 2.31% | 2.38% | -0.06% | 12.46% |
| 2013 | -1.51% | 4.71% | -2.22% | 3.38% | 3.68% | 2.26% | 2.12% | 12.88% |
Expense Ratio
QQQ & VTI has an expense ratio of 0.06%, 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 QQQ & VTI is 73, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.11 | 2.78 | 1.38 | 2.69 | 9.81 |
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.46 | 19.72 |
BNDX Vanguard Total International Bond ETF | 1.94 | 2.98 | 1.34 | 0.68 | 7.20 |
Dividends
Dividend yield
QQQ & VTI provided a 1.90% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 1.95% | 1.55% | 1.64% | 1.27% | 2.00% | 2.12% | 1.72% | 1.83% | 1.81% | 1.68% | 1.50% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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 QQQ & VTI. 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 QQQ & VTI was 28.21%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current QQQ & VTI drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -24.13% | Dec 28, 2021 | 202 | Oct 14, 2022 | 296 | Dec 19, 2023 | 498 |
| -15.95% | Sep 21, 2018 | 65 | Dec 24, 2018 | 67 | Apr 2, 2019 | 132 |
| -11.22% | Jul 21, 2015 | 143 | Feb 11, 2016 | 46 | Apr 19, 2016 | 189 |
| -8.09% | Jan 29, 2018 | 9 | Feb 8, 2018 | 104 | Jul 10, 2018 | 113 |
Volatility
Volatility Chart
The current QQQ & VTI volatility is 3.32%, 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
| BNDX | VTI | QQQ | |
|---|---|---|---|
| BNDX | 1.00 | -0.01 | 0.02 |
| VTI | -0.01 | 1.00 | 0.89 |
| QQQ | 0.02 | 0.89 | 1.00 |