WF
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Dec 19, 2007, corresponding to the inception date of EMB
Returns By Period
As of May 17, 2025, the WF returned 4.23% Year-To-Date and 8.06% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| WF | 4.23% | 9.41% | 3.50% | 11.38% | 12.11% | 8.06% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.31% | 13.31% | 1.46% | 13.20% | 17.04% | 12.18% |
VNQ Vanguard Real Estate ETF | 2.41% | 5.54% | -1.80% | 10.77% | 9.72% | 5.31% |
VEA Vanguard FTSE Developed Markets ETF | 14.50% | 8.54% | 13.34% | 10.46% | 12.73% | 5.75% |
VWO Vanguard FTSE Emerging Markets ETF | 8.49% | 11.10% | 8.45% | 10.54% | 9.28% | 3.82% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 3.43% | 2.58% | 3.11% | 6.72% | 2.27% | 2.67% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.79% | 0.59% | 1.16% | 4.17% | -0.21% | 2.53% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.45% | 0.42% | -2.96% | -0.27% | 4.69% | 4.23% | |||||||
| 2024 | -0.96% | 3.42% | 2.75% | -3.88% | 4.02% | 1.72% | 2.98% | 2.58% | 2.73% | -2.21% | 3.78% | -3.55% | 13.69% |
| 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% | 2.18% | 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% |
Expense Ratio
WF has an expense ratio of 0.10%, 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 WF is 57, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.66 | 1.12 | 1.17 | 0.74 | 2.80 |
VNQ Vanguard Real Estate ETF | 0.60 | 1.02 | 1.13 | 0.51 | 2.16 |
VEA Vanguard FTSE Developed Markets ETF | 0.61 | 1.01 | 1.14 | 0.81 | 2.46 |
VWO Vanguard FTSE Emerging Markets ETF | 0.57 | 1.03 | 1.14 | 0.62 | 2.02 |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 0.89 | 1.43 | 1.18 | 0.63 | 4.68 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.56 | 0.96 | 1.12 | 0.34 | 1.78 |
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Dividends
Dividend yield
WF provided a 2.70% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.70% | 2.75% | 2.76% | 2.88% | 2.15% | 2.25% | 2.71% | 3.16% | 2.65% | 2.94% | 2.91% | 2.78% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VNQ Vanguard Real Estate ETF | 4.02% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VEA Vanguard FTSE Developed Markets ETF | 2.86% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
VWO Vanguard FTSE Emerging Markets ETF | 2.97% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.54% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% |
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 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 0.12%.
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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.74, 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 | LQD | EMB | VNQ | VWO | VEA | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.38 | 0.67 | 0.74 | 0.83 | 0.99 | 0.95 |
| LQD | 0.06 | 1.00 | 0.46 | 0.18 | 0.08 | 0.11 | 0.07 | 0.15 |
| EMB | 0.38 | 0.46 | 1.00 | 0.36 | 0.42 | 0.44 | 0.38 | 0.49 |
| VNQ | 0.67 | 0.18 | 0.36 | 1.00 | 0.52 | 0.59 | 0.68 | 0.78 |
| VWO | 0.74 | 0.08 | 0.42 | 0.52 | 1.00 | 0.82 | 0.74 | 0.83 |
| VEA | 0.83 | 0.11 | 0.44 | 0.59 | 0.82 | 1.00 | 0.83 | 0.89 |
| VTI | 0.99 | 0.07 | 0.38 | 0.68 | 0.74 | 0.83 | 1.00 | 0.96 |
| Portfolio | 0.95 | 0.15 | 0.49 | 0.78 | 0.83 | 0.89 | 0.96 | 1.00 |