3way
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 1% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 33% |
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 14, 2025, the 3way returned 4.73% Year-To-Date and 6.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| 3way | 4.73% | 6.66% | 3.52% | 10.52% | 9.33% | 6.61% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.46% | 9.97% | -1.04% | 14.18% | 17.41% | 12.74% |
VXUS Vanguard Total International Stock ETF | 11.89% | 9.51% | 10.03% | 11.02% | 11.58% | 5.10% |
BND Vanguard Total Bond Market ETF | 1.82% | 0.70% | 1.61% | 5.03% | -1.00% | 1.41% |
VT Vanguard Total World Stock ETF | 4.47% | 10.10% | 2.54% | 12.81% | 14.82% | 9.01% |
Monthly Returns
The table below presents the monthly returns of 3way, 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 | 2.23% | 0.90% | -1.72% | 0.86% | 2.42% | 4.73% | |||||||
| 2024 | -0.09% | 2.29% | 2.49% | -2.95% | 3.64% | 1.27% | 2.01% | 2.11% | 2.05% | -2.58% | 2.42% | -2.30% | 10.55% |
| 2023 | 6.11% | -3.16% | 3.08% | 1.36% | -1.39% | 3.68% | 2.44% | -2.27% | -3.61% | -2.37% | 7.42% | 4.44% | 16.03% |
| 2022 | -3.39% | -2.32% | 0.21% | -6.44% | 0.87% | -5.93% | 4.98% | -3.78% | -7.68% | 3.30% | 7.23% | -2.90% | -15.81% |
| 2021 | -0.54% | 1.19% | 1.78% | 3.06% | 1.32% | 0.96% | 0.85% | 1.51% | -3.18% | 3.55% | -1.62% | 2.75% | 12.03% |
| 2020 | -0.50% | -4.32% | -9.72% | 7.34% | 3.30% | 2.14% | 3.76% | 3.41% | -1.92% | -1.78% | 8.09% | 3.19% | 12.22% |
| 2019 | 5.59% | 1.65% | 1.53% | 2.35% | -3.55% | 4.74% | -0.10% | -0.44% | 1.40% | 2.00% | 1.62% | 2.50% | 20.72% |
| 2018 | 3.37% | -3.40% | -0.74% | -0.01% | 0.48% | -0.46% | 2.05% | 0.56% | 0.10% | -5.48% | 1.40% | -4.08% | -6.39% |
| 2017 | 2.02% | 1.95% | 1.05% | 1.31% | 1.73% | 0.45% | 2.01% | 0.55% | 1.22% | 1.51% | 1.24% | 1.36% | 17.66% |
| 2016 | -3.07% | -0.57% | 5.23% | 0.96% | 0.26% | 0.49% | 2.91% | 0.09% | 0.60% | -1.55% | -0.27% | 1.48% | 6.50% |
| 2015 | -0.07% | 3.31% | -0.85% | 1.86% | -0.07% | -1.95% | 0.81% | -4.67% | -1.82% | 4.81% | -0.42% | -1.37% | -0.78% |
| 2014 | -2.49% | 3.50% | 0.40% | 0.93% | 1.76% | 1.36% | -1.14% | 2.11% | -2.32% | 1.05% | 1.09% | -1.28% | 4.89% |
Expense Ratio
3way has an expense ratio of 0.04%, 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 3way is 69, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.74 | 1.15 | 1.17 | 0.77 | 2.94 |
VXUS Vanguard Total International Stock ETF | 0.65 | 1.06 | 1.14 | 0.84 | 2.65 |
BND Vanguard Total Bond Market ETF | 0.96 | 1.33 | 1.16 | 0.38 | 2.33 |
VT Vanguard Total World Stock ETF | 0.73 | 1.14 | 1.17 | 0.79 | 3.44 |
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Dividends
Dividend yield
3way provided a 2.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.67% | 2.75% | 2.59% | 2.46% | 2.10% | 1.96% | 2.55% | 2.68% | 2.35% | 2.49% | 2.50% | 2.68% |
| Portfolio components: | ||||||||||||
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% |
VXUS Vanguard Total International Stock ETF | 2.97% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% |
BND Vanguard Total Bond Market ETF | 3.77% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
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 3way. 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 3way was 23.17%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.17% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -22.57% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -13.94% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -13.59% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -12.32% | May 18, 2015 | 187 | Feb 11, 2016 | 124 | Aug 9, 2016 | 311 |
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 3.06, 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 | BND | VXUS | VOO | VT | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.10 | 0.82 | 1.00 | 0.95 | 0.93 |
| BND | -0.10 | 1.00 | -0.06 | -0.10 | -0.08 | 0.04 |
| VXUS | 0.82 | -0.06 | 1.00 | 0.82 | 0.94 | 0.95 |
| VOO | 1.00 | -0.10 | 0.82 | 1.00 | 0.95 | 0.93 |
| VT | 0.95 | -0.08 | 0.94 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.93 | 0.04 | 0.95 | 0.93 | 0.98 | 1.00 |