WF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WF, 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 Quarterly
The earliest data available for this chart is Dec 19, 2007, corresponding to the inception date of EMB
Returns By Period
As of Nov 14, 2024, the WF returned 15.92% Year-To-Date and 8.39% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| WF | 15.92% | -0.37% | 8.73% | 24.96% | 8.85% | 8.39% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.15% | 2.74% | 13.54% | 35.28% | 15.15% | 12.89% |
VNQ Vanguard Real Estate ETF | 10.24% | -0.79% | 13.68% | 24.63% | 4.31% | 6.08% |
VEA Vanguard FTSE Developed Markets ETF | 4.41% | -5.70% | -2.90% | 12.40% | 5.70% | 5.31% |
VWO Vanguard FTSE Emerging Markets ETF | 11.54% | -5.07% | 3.16% | 16.00% | 4.44% | 3.59% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 6.29% | -1.19% | 3.56% | 13.91% | 0.23% | 2.51% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.47% | -1.98% | 2.80% | 8.99% | 0.13% | 2.46% |
Monthly Returns
The table below presents the monthly returns of WF, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.96% | 3.42% | 2.75% | -3.88% | 4.02% | 1.72% | 2.98% | 2.58% | 2.73% | -2.21% | 15.92% | ||
| 2023 | 7.46% | -3.71% | 1.92% | 0.86% | -1.43% | 5.30% | 3.21% | -2.83% | -4.54% | -2.79% | 9.03% | 5.65% | 18.37% |
| 2022 | -4.96% | -3.10% | 1.76% | -7.30% | -0.39% | -7.20% | 6.66% | -3.90% | -9.47% | 4.48% | 7.79% | -4.14% | -19.55% |
| 2021 | -0.14% | 1.98% | 2.55% | 4.33% | 1.08% | 1.78% | 0.94% | 2.10% | -4.03% | 4.65% | -2.07% | 4.10% | 18.29% |
| 2020 | -0.60% | -6.06% | -14.85% | 9.75% | 4.54% | 3.01% | 5.05% | 4.21% | -2.62% | -1.67% | 10.12% | 4.18% | 13.00% |
| 2019 | 8.36% | 1.98% | 1.95% | 2.39% | -4.18% | 5.29% | 0.52% | -0.59% | 1.41% | 2.06% | 1.67% | 3.00% | 26.03% |
| 2018 | 3.17% | -4.43% | -0.38% | -0.16% | 1.29% | 0.08% | 2.67% | 0.97% | -0.19% | -6.09% | 2.18% | -6.07% | -7.28% |
| 2017 | 2.11% | 2.83% | 0.42% | 1.21% | 1.03% | 0.89% | 2.19% | 0.64% | 1.29% | 1.36% | 1.79% | 1.35% | 18.48% |
| 2016 | -4.43% | -0.21% | 7.65% | 0.59% | 0.63% | 2.09% | 3.76% | -0.19% | 0.28% | -2.36% | 0.49% | 2.02% | 10.29% |
| 2015 | 0.27% | 3.23% | -0.65% | 0.81% | -0.02% | -2.39% | 1.11% | -5.88% | -1.63% | 6.15% | -0.17% | -1.57% | -1.20% |
| 2014 | -2.40% | 4.46% | 0.90% | 1.00% | 2.33% | 1.86% | -1.05% | 3.06% | -3.54% | 3.22% | 1.31% | -0.93% | 10.37% |
| 2013 | 3.12% | 0.45% | 2.18% | 3.09% | -1.49% | -2.51% | 3.50% | -3.30% | 4.46% | 3.86% | 0.20% | 1.51% | 15.71% |
Expense Ratio
WF has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of WF is 58, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.47 | 19.73 |
VNQ Vanguard Real Estate ETF | 1.85 | 2.65 | 1.33 | 1.17 | 7.06 |
VEA Vanguard FTSE Developed Markets ETF | 1.18 | 1.70 | 1.21 | 1.56 | 6.25 |
VWO Vanguard FTSE Emerging Markets ETF | 1.25 | 1.83 | 1.23 | 0.79 | 6.82 |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.05 | 3.00 | 1.37 | 0.85 | 11.48 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.41 | 2.09 | 1.25 | 0.58 | 4.99 |
Dividends
Dividend yield
WF provided a 2.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.59% | 2.76% | 2.88% | 2.15% | 2.25% | 2.71% | 3.16% | 2.65% | 2.94% | 2.91% | 2.78% | 2.78% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VWO Vanguard FTSE Emerging Markets ETF | 2.66% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.94% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.41% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% | 3.83% |
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 WF. 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 WF was 51.08%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current WF drawdown is 1.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.08% | May 20, 2008 | 202 | Mar 9, 2009 | 420 | Nov 4, 2010 | 622 |
| -32.74% | Feb 18, 2020 | 25 | Mar 23, 2020 | 111 | Aug 28, 2020 | 136 |
| -26.59% | Jan 4, 2022 | 197 | Oct 14, 2022 | 364 | Mar 28, 2024 | 561 |
| -19.08% | May 2, 2011 | 108 | Oct 3, 2011 | 99 | Feb 24, 2012 | 207 |
| -15.35% | Apr 27, 2015 | 202 | Feb 11, 2016 | 102 | Jul 8, 2016 | 304 |
Volatility
Volatility Chart
The current WF volatility is 2.78%, 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
| LQD | EMB | VNQ | VWO | VTI | VEA | |
|---|---|---|---|---|---|---|
| LQD | 1.00 | 0.45 | 0.18 | 0.08 | 0.06 | 0.10 |
| EMB | 0.45 | 1.00 | 0.36 | 0.42 | 0.38 | 0.43 |
| VNQ | 0.18 | 0.36 | 1.00 | 0.52 | 0.69 | 0.59 |
| VWO | 0.08 | 0.42 | 0.52 | 1.00 | 0.75 | 0.82 |
| VTI | 0.06 | 0.38 | 0.69 | 0.75 | 1.00 | 0.84 |
| VEA | 0.10 | 0.43 | 0.59 | 0.82 | 0.84 | 1.00 |