ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend

Asset Allocation

Position	Category/Sector	Target Weight
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	50%
VIG Vanguard Dividend Appreciation ETF	Dividend	35%
VNQ Vanguard Real Estate ETF	REIT	10%
VTEB Vanguard Tax-Exempt Bond ETF	Municipal Bonds	5%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend, 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 year.

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Returns By Period

As of Jun 6, 2026, the ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend returned 8.30% Year-To-Date and 10.69% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend	-0.01%	-0.04%	8.30%	10.18%	21.99%	17.41%	10.05%	10.69%
Portfolio components:
VIG Vanguard Dividend Appreciation ETF	0.03%	2.32%	6.58%	6.47%	18.31%	16.04%	10.62%	13.05%
VNQ Vanguard Real Estate ETF	-1.36%	-1.19%	9.04%	9.17%	10.45%	9.24%	1.97%	5.30%
VTEB Vanguard Tax-Exempt Bond ETF	-0.02%	0.35%	1.42%	1.91%	7.01%	3.49%	0.80%	2.04%
VYMI Vanguard International High Dividend Yield ETF	0.24%	-1.37%	10.04%	13.58%	27.88%	20.99%	11.79%	10.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 3, 2016, ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -11.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.82%	4.35%	-5.61%	5.59%	1.41%	-1.09%							8.30%
2025	3.04%	2.12%	-0.40%	0.66%	3.65%	2.77%	0.12%	3.89%	1.83%	0.38%	2.65%	1.50%	24.48%
2024	-0.69%	2.42%	2.96%	-3.04%	4.00%	-0.32%	3.76%	2.99%	2.02%	-2.94%	2.34%	-3.49%	10.03%
2023	6.16%	-3.34%	0.63%	2.59%	-3.79%	5.57%	3.23%	-3.13%	-2.87%	-2.44%	7.53%	4.97%	15.10%
2022	-1.70%	-2.33%	1.92%	-5.14%	1.20%	-7.53%	4.07%	-3.70%	-8.55%	6.47%	8.93%	-2.47%	-9.97%
2021	-0.76%	2.67%	4.59%	3.39%	2.89%	-0.51%	1.28%	1.40%	-3.56%	4.67%	-3.11%	6.06%	20.16%

Benchmark Metrics

ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend has an annualized alpha of 0.56%, beta of 0.76, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

This portfolio participated in 78.58% of S&P 500 Index downside but only 73.78% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.56%

Beta: 0.76

R²: 0.84

Upside Capture: 73.78%

Downside Capture: 78.58%

Expense Ratio

ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend has an expense ratio of 0.06%, 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.

VNQ

Vanguard Real Estate ETF

VYMI

Vanguard International High Dividend Yield ETF

VIG

Vanguard Dividend Appreciation ETF

VTEB

Vanguard Tax-Exempt Bond ETF

Return for Risk

Risk / Return Rank

ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend ranks 37 for risk / return — below 37% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.11	1.94	+0.18
Sortino ratioReturn per unit of downside risk	2.95	2.63	+0.33
Omega ratioGain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratioReturn relative to maximum drawdown	2.70	2.59	+0.12
Martin ratioReturn relative to average drawdown	10.99	11.84	-0.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VIG Vanguard Dividend Appreciation ETF	58	1.82	2.65	1.33	2.33	9.37
VNQ Vanguard Real Estate ETF	26	0.79	1.15	1.14	1.26	3.96
VTEB Vanguard Tax-Exempt Bond ETF	77	2.61	3.87	1.57	2.60	9.21
VYMI Vanguard International High Dividend Yield ETF	69	2.14	2.91	1.39	2.76	10.83

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.11
5-Year: 0.77
10-Year: 0.72
All Time: 0.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend provided a 2.79% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.79%	2.97%	3.57%	3.49%	3.53%	3.03%	2.67%	3.15%	3.46%	2.78%	2.51%	1.24%
Portfolio components:
VIG Vanguard Dividend Appreciation ETF	1.48%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%
VNQ Vanguard Real Estate ETF	3.65%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VTEB Vanguard Tax-Exempt Bond ETF	3.36%	3.29%	3.14%	2.79%	2.09%	1.64%	1.99%	2.30%	2.25%	1.96%	1.66%	0.58%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend. 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 ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend was 34.13%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend drawdown is 1.42%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.13%Mar 2020	2mo 2d	8mo 6d	10mo 8dJan 2020 - Nov 2020
Bear market2022	-21.62%Oct 2022	9mo 2d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-16.16%Dec 2018	10mo 29d	5mo 28d	1y 4moJan 2018 - Jun 2019
2025 selloff2025	-11.61%Apr 2025	29d	24d	1mo 23dMar 2025 - May 2025
2026 pullback2026	-8.17%Mar 2026	22d	1mo 17d	2mo 9dFeb 2026 - May 2026

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 4 assets, with an effective number of assets of 2.60, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.11	1.12	1.11	1.09	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend correlation to the S&P 500 Index

ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend has a 0.76 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. VIG has the highest benchmark correlation at 0.91, while VTEB has the lowest at 0.05.

0.05

0.57

0.73

0.91

Portfolio Correlations

Correlation vs. ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend. VYMI has the highest portfolio correlation at 0.94, while VTEB has the lowest at 0.09.

0.09

0.68

0.88

0.94

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VTEB	VNQ	VYMI	VIG
VTEB	1.00	0.23	0.05	0.06
VNQ	0.23	1.00	0.51	0.64
VYMI	0.05	0.51	1.00	0.70
VIG	0.06	0.64	0.70	1.00

The correlation results are calculated based on daily price changes starting from Mar 3, 2016

Diversification Analysis

Find what ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend is missing

See which holdings overlap, where ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification