BT
BT Current
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FSELX Fidelity Select Semiconductors Portfolio | Technology Equities | 12.50% |
GOOGL Alphabet Inc. | Communication Services | 5% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 12.50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 15% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
XOM Exxon Mobil Corporation | Energy | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BT, 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.
The earliest data available for this chart is Apr 25, 2012, corresponding to the inception date of MOAT
Returns By Period
As of Feb 5, 2025, the BT returned 1.78% Year-To-Date and 14.59% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| BT | 1.89% | 0.33% | 14.59% | 23.01% | 16.06% | 14.62% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 2.70% | 1.64% | 16.03% | 23.86% | 14.34% | 13.41% |
SCHD Schwab US Dividend Equity ETF | 1.61% | 1.17% | 6.84% | 13.09% | 11.02% | 11.19% |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.33% | 0.71% | 22.16% | 29.88% | 18.76% | 16.80% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.22% | 1.31% | 8.10% | 13.35% | 12.18% | 13.59% |
FSELX Fidelity Select Semiconductors Portfolio | -3.38% | -7.55% | 9.22% | 20.18% | 20.48% | 16.45% |
XOM Exxon Mobil Corporation | 2.22% | 1.95% | -2.11% | 11.98% | 17.84% | 6.33% |
GOOGL Alphabet Inc. | 9.02% | 7.61% | 30.70% | 44.16% | 23.03% | 22.81% |
Monthly Returns
The table below presents the monthly returns of BT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.13% | 1.89% | |||||||||||
| 2024 | 1.58% | 5.77% | 4.31% | -2.82% | 5.44% | 3.80% | 0.03% | 1.32% | 1.57% | -0.37% | 4.36% | -1.57% | 25.57% |
| 2023 | 8.75% | -1.84% | 5.23% | -0.26% | 4.30% | 5.83% | 4.58% | -1.57% | -4.97% | -4.54% | 9.55% | 4.97% | 32.80% |
| 2022 | -6.36% | -2.10% | 3.46% | -11.19% | 1.40% | -9.20% | 10.15% | -5.01% | -9.85% | 6.87% | 7.73% | -7.09% | -21.76% |
| 2021 | 0.09% | 4.74% | 4.24% | 4.43% | 1.26% | 3.16% | 2.40% | 3.50% | -4.74% | 7.31% | 0.95% | 3.01% | 34.30% |
| 2020 | -0.05% | -7.71% | -12.39% | 12.83% | 5.24% | 1.95% | 5.08% | 7.17% | -3.59% | -0.69% | 12.50% | 2.96% | 22.18% |
| 2019 | 8.40% | 3.73% | 1.94% | 4.66% | -8.47% | 7.15% | 3.08% | -1.99% | 2.67% | 2.93% | 3.95% | 2.85% | 34.30% |
| 2018 | 6.43% | -4.23% | -2.56% | -1.44% | 4.22% | 0.38% | 3.57% | 2.68% | 0.10% | -7.86% | 2.62% | -10.33% | -7.58% |
| 2017 | 1.65% | 3.69% | 0.69% | 0.79% | 2.66% | -0.57% | 1.93% | 0.49% | 2.50% | 3.69% | 3.33% | -0.64% | 22.02% |
| 2016 | -5.06% | 0.69% | 6.88% | -0.74% | 2.99% | -0.19% | 5.10% | 0.87% | 0.85% | -1.98% | 3.30% | 1.78% | 14.87% |
| 2015 | -2.88% | 5.88% | -1.80% | 0.94% | 1.44% | -2.91% | 1.92% | -5.34% | -2.33% | 9.15% | 1.29% | -1.59% | 2.92% |
| 2014 | -2.59% | 4.58% | 0.59% | 0.49% | 2.58% | 2.49% | -1.47% | 3.91% | -1.25% | 1.65% | 2.34% | -0.08% | 13.77% |
Expense Ratio
BT has an expense ratio of 0.17%, 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 BT is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.94 | 2.60 | 1.35 | 2.92 | 12.23 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.57 | 1.19 | 1.52 | 4.12 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.80 | 2.38 | 1.32 | 2.63 | 9.96 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.08 | 1.52 | 1.19 | 1.91 | 4.82 |
FSELX Fidelity Select Semiconductors Portfolio | 0.67 | 1.09 | 1.14 | 1.05 | 2.74 |
XOM Exxon Mobil Corporation | 0.57 | 0.92 | 1.11 | 0.73 | 1.75 |
GOOGL Alphabet Inc. | 1.69 | 2.35 | 1.30 | 2.11 | 5.29 |
Dividends
Dividend yield
BT provided a 1.50% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.50% | 1.53% | 1.51% | 1.61% | 1.42% | 1.84% | 1.79% | 1.98% | 1.66% | 1.74% | 3.90% | 2.00% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.21% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SCHD Schwab US Dividend Equity ETF | 3.58% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.07% | 2.63% | 2.89% | 2.97% | 2.62% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.40% | 0.47% | 0.55% | 0.42% | 0.52% | 0.82% | 1.28% | 1.01% | 1.04% | 1.22% | 1.09% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.35% | 1.37% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% |
FSELX Fidelity Select Semiconductors Portfolio | 0.00% | 0.00% | 0.10% | 0.18% | 0.04% | 0.51% | 0.76% | 0.76% | 1.04% | 0.71% | 16.31% | 3.54% |
XOM Exxon Mobil Corporation | 3.49% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
GOOGL Alphabet Inc. | 0.29% | 0.32% | 0.00% | 0.00% | 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 BT. 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 BT was 33.48%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current BT drawdown is 2.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -28.06% | Dec 28, 2021 | 202 | Oct 14, 2022 | 197 | Jul 31, 2023 | 399 |
| -21.02% | Sep 21, 2018 | 65 | Dec 24, 2018 | 77 | Apr 16, 2019 | 142 |
| -12.69% | Dec 2, 2015 | 49 | Feb 11, 2016 | 42 | Apr 13, 2016 | 91 |
| -12.37% | May 22, 2015 | 66 | Aug 25, 2015 | 48 | Nov 2, 2015 | 114 |
Volatility
Volatility Chart
The current BT volatility is 5.45%, 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
| XOM | GOOGL | FSELX | SCHD | MOAT | SCHG | VOO | |
|---|---|---|---|---|---|---|---|
| XOM | 1.00 | 0.26 | 0.32 | 0.60 | 0.49 | 0.35 | 0.49 |
| GOOGL | 0.26 | 1.00 | 0.55 | 0.48 | 0.57 | 0.73 | 0.68 |
| FSELX | 0.32 | 0.55 | 1.00 | 0.60 | 0.68 | 0.78 | 0.75 |
| SCHD | 0.60 | 0.48 | 0.60 | 1.00 | 0.83 | 0.69 | 0.85 |
| MOAT | 0.49 | 0.57 | 0.68 | 0.83 | 1.00 | 0.81 | 0.88 |
| SCHG | 0.35 | 0.73 | 0.78 | 0.69 | 0.81 | 1.00 | 0.94 |
| VOO | 0.49 | 0.68 | 0.75 | 0.85 | 0.88 | 0.94 | 1.00 |