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Boglehead++

Last updated Sep 23, 2023

Asset Allocation


AGG 20%TIP 10%VTI 40%VXUS 20%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market20%
TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds10%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities40%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities20%
VNQ
Vanguard Real Estate ETF
REIT10%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.37%
8.61%
Boglehead++
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TIPAGGVNQVXUSVTI
TIP1.000.760.09-0.05-0.10
AGG0.761.000.11-0.08-0.12
VNQ0.090.111.000.560.65
VXUS-0.05-0.080.561.000.83
VTI-0.10-0.120.650.831.00

Sharpe Ratio

The current Boglehead++ Sharpe ratio is 0.62. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.62

The Sharpe ratio of Boglehead++ lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.62
0.81
Boglehead++
Benchmark (^GSPC)
Portfolio components

Dividend yield

Boglehead++ granted a 2.46% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


0.19%
0.00%2.15%
0.12%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-12.35%
-9.93%
Boglehead++
Benchmark (^GSPC)
Portfolio components

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, 202025Mar 23, 202095Aug 6, 2020120
-23.27%Dec 31, 2021199Oct 14, 2022
-14.35%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-12.23%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-11.59%Apr 27, 2015202Feb 11, 201681Jun 8, 2016283

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.61%
3.41%
Boglehead++
Benchmark (^GSPC)
Portfolio components