Boglehead++
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 20% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 10% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 40% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of May 11, 2025, the Boglehead++ returned 1.52% Year-To-Date and 7.12% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Boglehead++ | 1.52% | 6.49% | -0.95% | 8.86% | 9.21% | 7.12% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
VXUS Vanguard Total International Stock ETF | 10.58% | 11.19% | 6.81% | 9.90% | 10.82% | 5.13% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.20% | 0.97% | 1.18% | 5.50% | -0.73% | 1.52% |
TIP iShares TIPS Bond ETF | 3.53% | 1.56% | 1.94% | 5.91% | 1.49% | 2.41% |
VNQ Vanguard Real Estate ETF | 1.12% | 7.92% | -5.15% | 12.02% | 7.89% | 5.42% |
Monthly Returns
The table below presents the monthly returns of Boglehead++, 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 | 2.29% | 0.64% | -2.41% | 0.12% | 0.92% | 1.52% | |||||||
| 2024 | -0.39% | 2.51% | 2.43% | -3.66% | 3.66% | 1.51% | 2.74% | 2.25% | 2.09% | -2.21% | 3.38% | -3.14% | 11.32% |
| 2023 | 6.42% | -3.09% | 2.25% | 0.96% | -1.27% | 4.06% | 2.45% | -2.21% | -4.04% | -2.48% | 7.80% | 5.10% | 16.17% |
| 2022 | -4.44% | -2.04% | 1.03% | -6.33% | -0.22% | -6.19% | 6.26% | -3.88% | -8.46% | 4.15% | 6.25% | -3.63% | -17.31% |
| 2021 | -0.20% | 1.59% | 2.14% | 3.65% | 1.02% | 1.44% | 1.40% | 1.60% | -3.33% | 4.06% | -1.52% | 3.19% | 15.84% |
| 2020 | 0.04% | -4.77% | -10.73% | 8.29% | 3.61% | 2.26% | 4.00% | 3.76% | -2.19% | -1.72% | 8.55% | 3.53% | 13.75% |
| 2019 | 6.47% | 1.82% | 1.75% | 2.10% | -3.17% | 4.39% | 0.41% | -0.10% | 1.19% | 1.68% | 1.62% | 2.13% | 21.93% |
| 2018 | 2.50% | -3.64% | -0.30% | 0.15% | 1.30% | 0.39% | 1.84% | 1.33% | -0.36% | -5.24% | 1.81% | -4.91% | -5.39% |
| 2017 | 1.67% | 2.27% | 0.38% | 1.09% | 1.06% | 0.64% | 1.66% | 0.43% | 1.16% | 1.21% | 1.59% | 1.07% | 15.17% |
| 2016 | -3.30% | -0.20% | 5.75% | 0.53% | 0.65% | 1.23% | 3.10% | -0.28% | 0.32% | -2.05% | 0.51% | 1.73% | 7.98% |
| 2015 | 0.38% | 2.67% | -0.57% | 0.62% | 0.11% | -1.99% | 1.37% | -4.72% | -1.42% | 5.06% | -0.17% | -1.25% | -0.22% |
| 2014 | -1.41% | 3.65% | 0.27% | 0.90% | 1.90% | 1.57% | -1.20% | 2.48% | -2.82% | 2.38% | 1.25% | -0.60% | 8.48% |
Expense Ratio
Boglehead++ has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Boglehead++ is 67, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
VXUS Vanguard Total International Stock ETF | 0.60 | 1.00 | 1.13 | 0.78 | 2.46 |
AGG iShares Core U.S. Aggregate Bond ETF | 0.99 | 1.43 | 1.17 | 0.43 | 2.50 |
TIP iShares TIPS Bond ETF | 1.24 | 1.78 | 1.23 | 0.59 | 3.82 |
VNQ Vanguard Real Estate ETF | 0.66 | 1.09 | 1.14 | 0.54 | 2.35 |
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Dividends
Dividend yield
Boglehead++ provided a 2.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.60% | 2.57% | 2.52% | 2.85% | 2.14% | 1.93% | 2.38% | 2.79% | 2.32% | 2.46% | 2.27% | 2.39% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.82% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
TIP iShares TIPS Bond ETF | 2.91% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Boglehead++. 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 Boglehead++ was 25.36%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Boglehead++ drawdown is 2.29%.
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 | 363 | Mar 27, 2024 | 562 |
| -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
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TIP | AGG | VNQ | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.07 | -0.07 | 0.63 | 0.82 | 0.99 | 0.94 |
| TIP | -0.07 | 1.00 | 0.78 | 0.13 | -0.01 | -0.07 | 0.08 |
| AGG | -0.07 | 0.78 | 1.00 | 0.16 | -0.03 | -0.07 | 0.09 |
| VNQ | 0.63 | 0.13 | 0.16 | 1.00 | 0.56 | 0.64 | 0.74 |
| VXUS | 0.82 | -0.01 | -0.03 | 0.56 | 1.00 | 0.82 | 0.90 |
| VTI | 0.99 | -0.07 | -0.07 | 0.64 | 0.82 | 1.00 | 0.95 |
| Portfolio | 0.94 | 0.08 | 0.09 | 0.74 | 0.90 | 0.95 | 1.00 |