small mid big
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in small mid big, 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 never rebalanced.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 20, 2025, the small mid big returned -11.90% Year-To-Date and 8.64% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| small mid big | -11.90% | -7.47% | -12.86% | 1.25% | 13.81% | 8.64% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -9.88% | -6.64% | -9.35% | 7.75% | 15.13% | 11.61% |
RSP Invesco S&P 500® Equal Weight ETF | -6.73% | -6.41% | -9.82% | 3.45% | 14.21% | 8.90% |
VIOO Vanguard S&P Small-Cap 600 ETF | -16.28% | -9.32% | -17.58% | -4.96% | 12.36% | 6.54% |
IVOO Vanguard S&P Mid-Cap 400 ETF | -11.74% | -7.33% | -13.45% | -1.67% | 14.09% | 7.63% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | -12.67% | -6.28% | -15.32% | -5.83% | 11.67% | 7.42% |
IVOV Vanguard S&P Mid-Cap 400 Value ETF | -10.73% | -8.26% | -11.87% | 2.42% | 16.24% | 7.38% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | -13.66% | -7.18% | -16.39% | -3.50% | 11.31% | 7.08% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | -18.78% | -11.59% | -19.02% | -6.37% | 13.27% | 5.73% |
VOOV Vanguard S&P 500 Value ETF | -6.80% | -6.83% | -10.87% | 1.44% | 13.72% | 9.01% |
VOOG Vanguard S&P 500 Growth ETF | -12.76% | -6.54% | -9.09% | 12.05% | 15.19% | 13.12% |
Monthly Returns
The table below presents the monthly returns of small mid big, 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 | 3.16% | -3.33% | -5.62% | -6.40% | -11.90% | ||||||||
| 2024 | -1.12% | 4.81% | 4.01% | -5.06% | 4.70% | 0.17% | 5.32% | 0.59% | 1.53% | -1.39% | 8.16% | -5.61% | 16.20% |
| 2023 | 8.17% | -1.97% | -1.42% | -0.45% | -1.53% | 7.85% | 4.10% | -2.82% | -5.29% | -4.25% | 8.74% | 8.21% | 19.30% |
| 2022 | -6.59% | -0.49% | 2.06% | -8.12% | 0.86% | -8.92% | 10.17% | -3.92% | -9.43% | 9.99% | 5.24% | -5.91% | -16.38% |
| 2021 | 1.87% | 5.45% | 4.28% | 3.92% | 0.93% | 0.77% | 0.34% | 2.43% | -3.79% | 5.60% | -1.91% | 4.70% | 26.96% |
| 2020 | -2.05% | -8.99% | -18.14% | 13.44% | 5.35% | 2.21% | 4.94% | 5.03% | -3.78% | 0.32% | 14.20% | 5.82% | 14.62% |
| 2019 | 9.70% | 3.94% | -0.57% | 3.94% | -7.60% | 7.35% | 1.21% | -3.36% | 2.73% | 1.70% | 3.27% | 2.85% | 26.89% |
| 2018 | 3.75% | -3.97% | 0.04% | 0.40% | 4.08% | 0.76% | 2.86% | 3.66% | -1.16% | -8.90% | 2.21% | -10.71% | -8.06% |
| 2017 | 1.05% | 2.73% | -0.16% | 0.84% | -0.35% | 1.79% | 1.30% | -1.36% | 4.49% | 1.73% | 3.48% | 0.36% | 16.93% |
| 2016 | -5.78% | 0.84% | 7.89% | 0.89% | 1.84% | 0.27% | 4.47% | 0.67% | 0.06% | -3.11% | 7.89% | 2.32% | 18.85% |
| 2015 | -2.64% | 5.63% | 0.31% | -0.85% | 1.47% | -0.89% | 0.42% | -5.57% | -3.13% | 6.76% | 1.34% | -3.33% | -1.18% |
| 2014 | -3.23% | 4.76% | 0.59% | -1.27% | 1.60% | 3.60% | -3.61% | 4.35% | -3.55% | 4.06% | 1.80% | 0.85% | 9.84% |
Expense Ratio
small mid big has an expense ratio of 0.12%, 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 small mid big is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
RSP Invesco S&P 500® Equal Weight ETF | 0.21 | 0.42 | 1.06 | 0.20 | 0.83 |
VIOO Vanguard S&P Small-Cap 600 ETF | -0.21 | -0.14 | 0.98 | -0.17 | -0.58 |
IVOO Vanguard S&P Mid-Cap 400 ETF | -0.11 | -0.01 | 1.00 | -0.10 | -0.36 |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | -0.33 | -0.33 | 0.96 | -0.29 | -0.99 |
IVOV Vanguard S&P Mid-Cap 400 Value ETF | 0.13 | 0.33 | 1.05 | 0.12 | 0.46 |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | -0.18 | -0.10 | 0.99 | -0.16 | -0.51 |
VIOV Vanguard S&P Small-Cap 600 Value ETF | -0.23 | -0.17 | 0.98 | -0.19 | -0.66 |
VOOV Vanguard S&P 500 Value ETF | 0.15 | 0.32 | 1.05 | 0.13 | 0.54 |
VOOG Vanguard S&P 500 Growth ETF | 0.33 | 0.61 | 1.09 | 0.36 | 1.35 |
Dividends
Dividend yield
small mid big provided a 1.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.62% | 1.37% | 1.46% | 1.57% | 1.18% | 1.41% | 1.54% | 1.64% | 1.39% | 1.37% | 1.55% | 1.32% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
RSP Invesco S&P 500® Equal Weight ETF | 1.73% | 1.52% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.77% | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% |
IVOO Vanguard S&P Mid-Cap 400 ETF | 1.80% | 1.48% | 1.25% | 1.58% | 1.14% | 1.23% | 1.49% | 1.56% | 1.22% | 1.37% | 1.45% | 1.26% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.90% | 0.79% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% |
IVOV Vanguard S&P Mid-Cap 400 Value ETF | 1.95% | 1.74% | 1.52% | 1.97% | 1.78% | 2.42% | 1.75% | 1.87% | 1.55% | 1.36% | 1.66% | 1.47% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.32% | 1.03% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.31% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% |
VOOV Vanguard S&P 500 Value ETF | 2.30% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% |
VOOG Vanguard S&P 500 Growth ETF | 0.64% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the small mid big. 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 small mid big was 38.84%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current small mid big drawdown is 16.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.84% | Feb 21, 2020 | 22 | Mar 23, 2020 | 161 | Nov 9, 2020 | 183 |
| -24.14% | Nov 9, 2021 | 225 | Sep 30, 2022 | 341 | Feb 9, 2024 | 566 |
| -23.33% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -22.86% | Aug 30, 2018 | 80 | Dec 24, 2018 | 221 | Nov 8, 2019 | 301 |
| -21.94% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current small mid big volatility is 13.65%, 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.
Diversification
Asset Correlations Table
| VOOG | VIOV | VOOV | IVOV | VOO | VIOG | VIOO | IVOG | RSP | IVOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| VOOG | 1.00 | 0.64 | 0.76 | 0.67 | 0.95 | 0.73 | 0.70 | 0.81 | 0.82 | 0.78 |
| VIOV | 0.64 | 1.00 | 0.81 | 0.88 | 0.74 | 0.89 | 0.93 | 0.83 | 0.84 | 0.89 |
| VOOV | 0.76 | 0.81 | 1.00 | 0.84 | 0.89 | 0.79 | 0.82 | 0.82 | 0.94 | 0.87 |
| IVOV | 0.67 | 0.88 | 0.84 | 1.00 | 0.78 | 0.85 | 0.88 | 0.86 | 0.88 | 0.91 |
| VOO | 0.95 | 0.74 | 0.89 | 0.78 | 1.00 | 0.80 | 0.79 | 0.86 | 0.93 | 0.86 |
| VIOG | 0.73 | 0.89 | 0.79 | 0.85 | 0.80 | 1.00 | 0.94 | 0.90 | 0.85 | 0.91 |
| VIOO | 0.70 | 0.93 | 0.82 | 0.88 | 0.79 | 0.94 | 1.00 | 0.89 | 0.88 | 0.92 |
| IVOG | 0.81 | 0.83 | 0.82 | 0.86 | 0.86 | 0.90 | 0.89 | 1.00 | 0.91 | 0.95 |
| RSP | 0.82 | 0.84 | 0.94 | 0.88 | 0.93 | 0.85 | 0.88 | 0.91 | 1.00 | 0.94 |
| IVOO | 0.78 | 0.89 | 0.87 | 0.91 | 0.86 | 0.91 | 0.92 | 0.95 | 0.94 | 1.00 |