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% |
Find the right asset allocation for ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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 27, 2026, the ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend returned 9.99% Year-To-Date and 10.74% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.18% | -1.84% | 8.69% | 7.74% | 20.53% | 18.69% | 11.60% | 13.47% |
Portfolio ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend | 0.38% | 0.44% | 9.99% | 9.48% | 22.47% | 17.23% | 10.71% | 10.74% |
| Portfolio components: | ||||||||
VIG Vanguard Dividend Appreciation ETF | 0.59% | 0.98% | 8.23% | 7.21% | 18.11% | 15.29% | 10.82% | 13.09% |
VNQ Vanguard Real Estate ETF | -0.53% | 3.46% | 13.09% | 12.39% | 15.21% | 9.77% | 3.16% | 5.10% |
VTEB Vanguard Tax-Exempt Bond ETF | 0.16% | 0.83% | 2.13% | 2.21% | 6.96% | 3.54% | 0.99% | 2.01% |
VYMI Vanguard International High Dividend Yield ETF | 0.44% | -0.54% | 11.38% | 11.18% | 27.95% | 21.05% | 12.68% | 10.74% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 2, 2016, ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 67% of months were positive and 33% 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% | 0.44% | 9.99% | ||||||
| 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 0.68%, beta of 0.76, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since March 02, 2016.
- This portfolio participated in 77.88% of S&P 500 Index downside but only 73.76% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.68%
- Beta
- 0.76
- R²
- 0.83
- Upside Capture
- 73.76%
- Downside Capture
- 77.88%
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.
Return for Risk
Risk / Return Rank
ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend ranks 65 for risk / return — better than 65% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.16 | 1.65 | +0.51 |
| Sortino ratioReturn per unit of downside risk | 3.02 | 2.27 | +0.75 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.30 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.27 | +0.50 |
| Martin ratioReturn relative to average drawdown | 11.21 | 9.90 | +1.31 |
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 | 62 | 1.81 | 2.62 | 1.32 | 2.30 | 9.27 |
VNQ Vanguard Real Estate ETF | 36 | 1.12 | 1.61 | 1.20 | 1.83 | 5.78 |
VTEB Vanguard Tax-Exempt Bond ETF | 79 | 2.61 | 3.86 | 1.57 | 2.58 | 9.10 |
VYMI Vanguard International High Dividend Yield ETF | 73 | 2.13 | 2.92 | 1.39 | 2.77 | 10.79 |
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Dividends
Dividend yield
ETF Portfolio -- Moderately Aggressive Growth, 3% Dividend provided a 3.01% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.01% | 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 | 1.89% | 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 | 3.54% | 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 | 3.33% | 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 | 3.67% | 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 1.24%.
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 | 1.12 | 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
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
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 2, 2016 | 0.85 |
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.
Asset Correlations Table
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