Passive #2
Alternative Proposed Asset Allocation Perpetual Account
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Passive #2, 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
Returns
As of Sep 23, 2023, the Passive #2 returned 10.25% Year-To-Date and 10.13% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| Passive #2 | -1.38% | 7.55% | 10.25% | 17.27% | 8.02% | 10.15% |
| Portfolio components: | ||||||
FSMDX Fidelity Mid Cap Index Fund | -2.22% | 4.77% | 3.96% | 11.43% | 6.34% | 9.24% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -1.15% | 9.63% | 13.85% | 18.91% | 10.01% | 11.90% |
VIGAX Vanguard Growth Index Fund Admiral Shares | -1.51% | 13.43% | 28.50% | 24.53% | 12.17% | 13.58% |
VVIAX Vanguard Value Index Fund Admiral Shares | -0.45% | 6.16% | 1.40% | 13.15% | 7.37% | 9.88% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | -1.26% | 9.27% | 12.93% | 17.87% | 9.17% | 11.23% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | -1.95% | 4.48% | 3.65% | 10.52% | 6.48% | 9.07% |
VB Vanguard Small-Cap ETF | -2.99% | 4.76% | 3.71% | 10.51% | 4.48% | 7.96% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | -2.70% | 5.78% | 1.71% | 11.08% | 4.70% | 8.10% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | -3.57% | 2.61% | 1.49% | 7.91% | 2.55% | 8.36% |
FSPSX Fidelity International Index Fund | 0.27% | 3.79% | 8.42% | 26.48% | 3.58% | 4.04% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FSPSX | VIOG | VIGAX | VVIAX | VSIAX | VB | VFIAX | VIMAX | VRTTX | FSMDX | |
|---|---|---|---|---|---|---|---|---|---|---|
| FSPSX | 1.00 | 0.66 | 0.71 | 0.75 | 0.71 | 0.72 | 0.77 | 0.76 | 0.77 | 0.76 |
| VIOG | 0.66 | 1.00 | 0.76 | 0.78 | 0.91 | 0.93 | 0.80 | 0.87 | 0.84 | 0.88 |
| VIGAX | 0.71 | 0.76 | 1.00 | 0.77 | 0.75 | 0.82 | 0.95 | 0.89 | 0.95 | 0.88 |
| VVIAX | 0.75 | 0.78 | 0.77 | 1.00 | 0.89 | 0.86 | 0.92 | 0.89 | 0.91 | 0.90 |
| VSIAX | 0.71 | 0.91 | 0.75 | 0.89 | 1.00 | 0.97 | 0.85 | 0.92 | 0.88 | 0.94 |
| VB | 0.72 | 0.93 | 0.82 | 0.86 | 0.97 | 1.00 | 0.88 | 0.95 | 0.92 | 0.97 |
| VFIAX | 0.77 | 0.80 | 0.95 | 0.92 | 0.85 | 0.88 | 1.00 | 0.94 | 0.99 | 0.94 |
| VIMAX | 0.76 | 0.87 | 0.89 | 0.89 | 0.92 | 0.95 | 0.94 | 1.00 | 0.96 | 0.99 |
| VRTTX | 0.77 | 0.84 | 0.95 | 0.91 | 0.88 | 0.92 | 0.99 | 0.96 | 1.00 | 0.96 |
| FSMDX | 0.76 | 0.88 | 0.88 | 0.90 | 0.94 | 0.97 | 0.94 | 0.99 | 0.96 | 1.00 |
Dividend yield
Passive #2 granted a 1.74% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Passive #2 | 1.74% | 1.77% | 1.64% | 1.65% | 2.06% | 2.26% | 2.00% | 2.24% | 2.54% | 2.41% | 2.19% | 2.73% |
| Portfolio components: | ||||||||||||
FSMDX Fidelity Mid Cap Index Fund | 1.57% | 2.08% | 3.43% | 2.48% | 3.10% | 2.91% | 2.89% | 2.62% | 5.62% | 4.81% | 3.59% | 4.25% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.55% | 1.69% | 1.27% | 1.59% | 1.98% | 2.22% | 1.96% | 2.26% | 2.41% | 2.16% | 2.19% | 2.64% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.60% | 0.69% | 0.48% | 0.67% | 0.97% | 1.36% | 1.20% | 1.47% | 1.40% | 1.32% | 1.32% | 1.69% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.62% | 2.55% | 2.23% | 2.72% | 2.75% | 3.08% | 2.67% | 2.91% | 3.18% | 2.78% | 2.83% | 3.59% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.93% | 1.56% | 1.21% | 1.44% | 1.75% | 2.11% | 1.86% | 2.10% | 2.17% | 2.01% | 1.92% | 2.24% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.65% | 1.61% | 1.14% | 1.50% | 1.56% | 1.95% | 1.47% | 1.60% | 1.65% | 1.47% | 1.36% | 1.65% |
VB Vanguard Small-Cap ETF | 1.78% | 1.61% | 1.27% | 1.19% | 1.47% | 1.79% | 1.47% | 1.65% | 1.66% | 1.63% | 1.51% | 2.17% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.37% | 2.07% | 1.82% | 1.78% | 2.22% | 2.59% | 2.01% | 2.03% | 2.32% | 2.11% | 2.27% | 3.24% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.30% | 1.18% | 0.70% | 0.69% | 1.12% | 0.80% | 0.92% | 0.97% | 1.12% | 0.78% | 0.57% | 1.25% |
FSPSX Fidelity International Index Fund | 2.45% | 2.66% | 3.15% | 1.94% | 3.43% | 3.10% | 2.86% | 3.61% | 3.37% | 4.38% | 3.33% | 4.08% |
Expense Ratio
The Passive #2 has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
FSMDX Fidelity Mid Cap Index Fund | 0.38 | ||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 0.91 | ||||
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.92 | ||||
VVIAX Vanguard Value Index Fund Admiral Shares | 0.71 | ||||
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 0.81 | ||||
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 0.35 | ||||
VB Vanguard Small-Cap ETF | 0.27 | ||||
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 0.31 | ||||
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 0.15 | ||||
FSPSX Fidelity International Index Fund | 1.31 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Passive #2. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Passive #2 is 35.92%, recorded on Mar 23, 2020. It took 109 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -24.79% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -20.11% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -16.57% | Jun 24, 2015 | 161 | Feb 11, 2016 | 104 | Jul 12, 2016 | 265 |
| -10.77% | Apr 3, 2012 | 43 | Jun 4, 2012 | 66 | Sep 6, 2012 | 109 |
Volatility Chart
The current Passive #2 volatility is 3.19%, 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.