Boglehead++
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Boglehead++, 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 Boglehead++ returned 6.15% Year-To-Date and 6.49% 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% |
| Boglehead++ | -1.07% | 3.26% | 6.15% | 10.69% | 5.30% | 6.49% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.24% | 9.30% | 13.03% | 17.85% | 9.17% | 11.25% |
VXUS Vanguard Total International Stock ETF | 0.05% | 3.29% | 6.91% | 19.88% | 3.05% | 3.70% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.65% | -3.60% | 0.03% | 0.72% | 0.37% | 1.22% |
TIP iShares TIPS Bond ETF | -0.48% | -2.98% | 0.18% | -0.41% | 2.13% | 1.68% |
VNQ Vanguard Real Estate ETF | -4.25% | -0.60% | -4.10% | -3.86% | 2.85% | 5.57% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TIP | AGG | VNQ | VXUS | VTI | |
|---|---|---|---|---|---|
| TIP | 1.00 | 0.76 | 0.09 | -0.05 | -0.10 |
| AGG | 0.76 | 1.00 | 0.11 | -0.08 | -0.12 |
| VNQ | 0.09 | 0.11 | 1.00 | 0.56 | 0.65 |
| VXUS | -0.05 | -0.08 | 0.56 | 1.00 | 0.83 |
| VTI | -0.10 | -0.12 | 0.65 | 0.83 | 1.00 |
Dividend yield
Boglehead++ granted a 2.46% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Boglehead++ | 2.46% | 2.90% | 2.25% | 2.07% | 2.61% | 3.14% | 2.70% | 2.94% | 2.78% | 3.00% | 2.91% | 3.43% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VXUS Vanguard Total International Stock ETF | 3.06% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.05% | 2.44% | 1.85% | 2.28% | 2.93% | 3.30% | 2.67% | 2.82% | 2.95% | 2.96% | 2.94% | 3.81% |
TIP iShares TIPS Bond ETF | 2.42% | 7.09% | 4.64% | 1.32% | 2.01% | 3.16% | 2.49% | 1.81% | 0.42% | 2.08% | 1.45% | 2.84% |
VNQ Vanguard Real Estate ETF | 3.69% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
Expense Ratio
The Boglehead++ has an expense ratio of 0.07% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.82 | ||||
VXUS Vanguard Total International Stock ETF | 0.96 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.08 | ||||
TIP iShares TIPS Bond ETF | -0.24 | ||||
VNQ Vanguard Real Estate ETF | -0.29 |
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 Boglehead++. 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 Boglehead++ is 25.36%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.36% | Feb 18, 2020 | 25 | Mar 23, 2020 | 95 | Aug 6, 2020 | 120 |
| -23.27% | Dec 31, 2021 | 199 | Oct 14, 2022 | — | — | — |
| -14.35% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -12.23% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -11.59% | Apr 27, 2015 | 202 | Feb 11, 2016 | 81 | Jun 8, 2016 | 283 |
Volatility Chart
The current Boglehead++ volatility is 2.61%, 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.