DavidoX

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

DavidoX

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AVDE Avantis International Equity ETF	Foreign Large Cap Equities	7.70%
AVUV Avantis U.S. Small Cap Value ETF	Small Cap Value Equities, Actively Managed	4.20%
FADMX Fidelity Strategic Income Fund	Total Bond Market	2.10%
FFRHX Fidelity Floating Rate High Income Fund	High Yield Bonds	5.90%
GRPM Invesco S&P MidCap 400® GARP ETF	Mid Cap Blend Equities	4.20%
IVV iShares Core S&P 500 ETF	Large Cap Growth Equities	5.20%
NEAR iShares Short Maturity Bond ETF	Total Bond Market, Actively Managed	8.80%
NVDA NVIDIA Corporation	Technology	1%
SPAXX Fidelity Government Money Market Fund	Money Market	2.50%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	13.80%
VVR Invesco Senior Income Trust	Financial Services	4.70%
VWELX Vanguard Wellington Fund Investor Shares	Diversified Portfolio	30%
VWINX Vanguard Wellesley Income Fund Investor Shares	Diversified Portfolio	9.90%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.19%	9.00%	-1.55%	12.31%	15.59%	10.78%
DavidoX	1.55%	5.88%	-1.91%	5.43%	10.40%	N/A
Portfolio components:
IVV iShares Core S&P 500 ETF	0.58%	9.00%	-1.00%	13.75%	17.08%	12.73%
GRPM Invesco S&P MidCap 400® GARP ETF	-4.24%	10.61%	-10.49%	-8.14%	17.66%	8.64%
AVUV Avantis U.S. Small Cap Value ETF	-6.41%	13.04%	-11.54%	-1.85%	23.30%	N/A
VWINX Vanguard Wellesley Income Fund Investor Shares	1.77%	1.42%	0.36%	5.59%	5.04%	5.18%
VOO Vanguard S&P 500 ETF	0.59%	9.01%	-0.97%	13.78%	17.09%	12.75%
FFRHX Fidelity Floating Rate High Income Fund	0.15%	1.90%	1.47%	5.66%	7.59%	4.55%
VWELX Vanguard Wellington Fund Investor Shares	1.60%	5.95%	-7.16%	1.29%	4.72%	3.62%
NEAR iShares Short Maturity Bond ETF	1.85%	0.67%	2.53%	6.00%	3.39%	2.48%
AVDE Avantis International Equity ETF	14.55%	7.99%	13.62%	12.32%	13.89%	N/A
NVDA NVIDIA Corporation	0.79%	22.25%	-7.46%	48.19%	73.27%	74.86%
SPAXX Fidelity Government Money Market Fund	0.65%	0.00%	1.37%	3.90%	2.30%	1.28%
VVR Invesco Senior Income Trust	-3.95%	5.11%	-0.83%	-7.24%	13.04%	6.16%
FADMX Fidelity Strategic Income Fund	1.74%	2.17%	1.66%	6.50%	3.65%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of DavidoX, 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	2.01%	-0.12%	-3.03%	-0.38%	3.18%								1.55%
2024	0.65%	3.00%	3.06%	-2.53%	3.34%	1.25%	2.22%	1.37%	1.10%	-1.33%	3.80%	-4.56%	11.57%
2023	5.05%	-1.85%	1.39%	1.34%	-0.77%	4.25%	2.55%	-1.22%	-2.93%	-1.58%	6.24%	4.25%	17.48%
2022	-2.94%	-1.87%	0.90%	-5.56%	0.72%	-5.78%	5.51%	-2.73%	-6.65%	5.09%	5.52%	-4.55%	-12.66%
2021	-0.13%	2.39%	2.80%	3.20%	1.24%	1.16%	1.05%	1.88%	-2.42%	3.76%	-0.86%	0.79%	15.72%
2020	-0.44%	-5.11%	-11.08%	8.34%	3.78%	1.40%	3.69%	3.97%	-1.93%	-1.17%	8.36%	1.13%	9.67%
2019									0.10%	1.46%	1.78%	1.55%	4.97%

Expense Ratio

DavidoX has an expense ratio of 0.22%, 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.

FFRHX

Fidelity Floating Rate High Income Fund

FADMX

Fidelity Strategic Income Fund

GRPM

Invesco S&P MidCap 400® GARP ETF

AVUV

Avantis U.S. Small Cap Value ETF

NEAR

iShares Short Maturity Bond ETF

VWELX

Vanguard Wellington Fund Investor Shares

VWINX

Vanguard Wellesley Income Fund Investor Shares

AVDE

Avantis International Equity ETF

IVV

iShares Core S&P 500 ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DavidoX is 14, meaning it’s performing worse than 86% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IVV iShares Core S&P 500 ETF	0.70	1.03	1.15	0.67	2.55
GRPM Invesco S&P MidCap 400® GARP ETF	-0.32	-0.28	0.96	-0.27	-0.72
AVUV Avantis U.S. Small Cap Value ETF	-0.07	0.08	1.01	-0.07	-0.18
VWINX Vanguard Wellesley Income Fund Investor Shares	0.80	1.04	1.14	0.92	3.27
VOO Vanguard S&P 500 ETF	0.71	1.04	1.15	0.68	2.55
FFRHX Fidelity Floating Rate High Income Fund	1.77	2.87	1.68	1.72	7.79
VWELX Vanguard Wellington Fund Investor Shares	0.08	0.14	1.02	0.03	0.08
NEAR iShares Short Maturity Bond ETF	2.93	4.23	1.65	5.08	19.48
AVDE Avantis International Equity ETF	0.72	1.07	1.15	0.89	2.85
NVDA NVIDIA Corporation	0.80	1.32	1.17	1.18	2.88
SPAXX Fidelity Government Money Market Fund	3.03	—	—	—	—
VVR Invesco Senior Income Trust	-0.33	-0.27	0.95	-0.36	-1.06
FADMX Fidelity Strategic Income Fund	1.67	2.34	1.29	1.61	6.06

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.

DavidoX Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 0.45
5-Year: 0.94
All Time: 0.60

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 0.54 to 1.04, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of DavidoX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

DavidoX provided a 3.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.67%	3.69%	4.53%	3.20%	2.33%	2.35%	2.58%	2.96%	2.17%	2.22%	2.71%	2.32%
Portfolio components:
IVV iShares Core S&P 500 ETF	1.31%	1.30%	1.44%	1.66%	1.20%	1.57%	1.99%	2.21%	1.75%	2.01%	2.27%	1.83%
GRPM Invesco S&P MidCap 400® GARP ETF	1.12%	0.95%	0.96%	1.28%	0.92%	1.16%	1.25%	1.50%	1.14%	1.00%	1.43%	1.28%
AVUV Avantis U.S. Small Cap Value ETF	1.77%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%
VWINX Vanguard Wellesley Income Fund Investor Shares	6.64%	6.61%	4.73%	7.67%	6.03%	4.30%	3.94%	7.56%	4.00%	4.00%	5.60%	4.92%
VOO Vanguard S&P 500 ETF	1.29%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
FFRHX Fidelity Floating Rate High Income Fund	8.03%	8.33%	8.25%	5.06%	3.27%	3.85%	5.17%	4.75%	4.01%	3.94%	4.25%	4.00%
VWELX Vanguard Wellington Fund Investor Shares	2.29%	2.27%	6.01%	2.25%	1.71%	2.07%	2.53%	3.00%	2.45%	2.56%	3.25%	2.55%
NEAR iShares Short Maturity Bond ETF	4.91%	5.00%	4.59%	1.78%	0.76%	1.53%	2.69%	2.25%	1.52%	1.07%	0.85%	0.85%
AVDE Avantis International Equity ETF	2.88%	3.29%	3.01%	2.79%	2.46%	1.63%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
SPAXX Fidelity Government Money Market Fund	4.15%	4.81%	4.68%	1.30%	0.01%	0.26%	0.98%	0.00%	0.00%	0.00%	0.00%	0.00%
VVR Invesco Senior Income Trust	13.59%	13.06%	11.54%	11.46%	7.22%	6.71%	6.22%	6.68%	5.95%	6.41%	7.97%	7.11%
FADMX Fidelity Strategic Income Fund	4.10%	4.20%	4.32%	3.81%	4.64%	4.57%	4.34%	2.61%	0.00%	0.00%	0.00%	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 DavidoX. 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 DavidoX was 26.60%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current DavidoX drawdown is 3.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.6%	Feb 20, 2020	23	Mar 23, 2020	108	Aug 24, 2020	131
-19.27%	Dec 28, 2021	194	Sep 30, 2022	310	Dec 19, 2023	504
-13.21%	Dec 5, 2024	84	Apr 8, 2025	—	—	—
-5.37%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47
-4.9%	Jul 17, 2024	14	Aug 5, 2024	12	Aug 21, 2024	26

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 13 assets, with an effective number of assets of 6.87, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	SPAXX	NEAR	FFRHX	VVR	NVDA	FADMX	AVUV	VWINX	AVDE	GRPM	IVV	VOO	VWELX	Portfolio
^GSPC	1.00	-0.05	0.07	0.32	0.40	0.68	0.47	0.73	0.70	0.78	0.82	1.00	1.00	0.95	0.96
SPAXX	-0.05	1.00	0.01	0.27	0.07	-0.03	0.12	-0.04	-0.04	-0.06	-0.04	-0.05	-0.05	-0.05	-0.04
NEAR	0.07	0.01	1.00	0.08	0.07	-0.00	0.43	0.05	0.28	0.12	0.05	0.07	0.07	0.15	0.12
FFRHX	0.32	0.27	0.08	1.00	0.31	0.20	0.43	0.33	0.29	0.36	0.34	0.32	0.32	0.32	0.36
VVR	0.40	0.07	0.07	0.31	1.00	0.27	0.28	0.39	0.36	0.42	0.39	0.40	0.40	0.40	0.48
NVDA	0.68	-0.03	-0.00	0.20	0.27	1.00	0.32	0.38	0.34	0.49	0.47	0.68	0.68	0.62	0.63
FADMX	0.47	0.12	0.43	0.43	0.28	0.32	1.00	0.36	0.69	0.47	0.42	0.47	0.47	0.57	0.55
AVUV	0.73	-0.04	0.05	0.33	0.39	0.38	0.36	1.00	0.65	0.74	0.94	0.73	0.73	0.70	0.82
VWINX	0.70	-0.04	0.28	0.29	0.36	0.34	0.69	0.65	1.00	0.67	0.69	0.70	0.70	0.80	0.79
AVDE	0.78	-0.06	0.12	0.36	0.42	0.49	0.47	0.74	0.67	1.00	0.77	0.78	0.78	0.78	0.85
GRPM	0.82	-0.04	0.05	0.34	0.39	0.47	0.42	0.94	0.69	0.77	1.00	0.82	0.82	0.78	0.88
IVV	1.00	-0.05	0.07	0.32	0.40	0.68	0.47	0.73	0.70	0.78	0.82	1.00	1.00	0.95	0.96
VOO	1.00	-0.05	0.07	0.32	0.40	0.68	0.47	0.73	0.70	0.78	0.82	1.00	1.00	0.95	0.96
VWELX	0.95	-0.05	0.15	0.32	0.40	0.62	0.57	0.70	0.80	0.78	0.78	0.95	0.95	1.00	0.96
Portfolio	0.96	-0.04	0.12	0.36	0.48	0.63	0.55	0.82	0.79	0.85	0.88	0.96	0.96	0.96	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

DavidoX

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community