Random Walk down Wall St
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Random Walk down Wall St, 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 every 3 months.
The earliest data available for this chart is Dec 19, 2013, corresponding to the inception date of VDIPX
Returns By Period
As of May 3, 2025, the Random Walk down Wall St returned 2.44% Year-To-Date and 5.92% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 0.28% | -0.74% | 12.29% | 15.01% | 10.56% |
| Random Walk down Wall St | 2.44% | 2.84% | 1.94% | 9.95% | 8.06% | 5.95% |
| Portfolio components: | ||||||
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 12.62% | 7.03% | 9.01% | 11.66% | 12.31% | 5.81% |
VBMFX Vanguard Total Bond Market Index Fund | 2.32% | -1.13% | 2.09% | 5.69% | -0.92% | 1.44% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -3.44% | 5.64% | -0.58% | 11.38% | 16.03% | 11.79% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 4.55% | 3.79% | 1.46% | 9.61% | 8.47% | 3.39% |
VGSIX Vanguard Real Estate Index Fund | 1.74% | 1.91% | -1.72% | 14.76% | 8.09% | 5.40% |
Monthly Returns
The table below presents the monthly returns of Random Walk down Wall St, 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 | 1.93% | 0.98% | -1.70% | 0.28% | 0.97% | 2.44% | |||||||
| 2024 | -1.03% | 2.18% | 2.12% | -3.29% | 3.29% | 1.43% | 2.81% | 2.24% | 2.49% | -2.60% | 2.49% | -2.95% | 9.21% |
| 2023 | 6.46% | -3.55% | 2.03% | 0.76% | -1.59% | 3.61% | 2.47% | -2.50% | -3.82% | -2.64% | 7.65% | 5.08% | 13.90% |
| 2022 | -3.82% | -2.45% | 0.30% | -5.90% | -0.12% | -5.57% | 4.95% | -3.44% | -8.25% | 2.49% | 7.20% | -3.06% | -17.28% |
| 2021 | -0.11% | 1.37% | 1.36% | 3.36% | 1.04% | 1.30% | 0.59% | 1.53% | -3.16% | 3.22% | -1.68% | 3.00% | 12.24% |
| 2020 | -0.27% | -4.03% | -10.51% | 7.52% | 3.01% | 2.64% | 4.02% | 2.73% | -1.86% | -1.39% | 7.99% | 3.32% | 12.34% |
| 2019 | 6.28% | 1.44% | 1.86% | 1.78% | -2.84% | 4.01% | 0.19% | 0.05% | 1.08% | 1.77% | 1.07% | 2.32% | 20.44% |
| 2018 | 2.41% | -3.66% | -0.18% | -0.14% | 0.77% | -0.07% | 1.77% | 0.63% | -0.52% | -4.84% | 1.97% | -3.95% | -6.00% |
| 2017 | 1.81% | 2.24% | 0.47% | 1.08% | 1.06% | 0.69% | 1.94% | 0.74% | 0.69% | 1.09% | 1.24% | 1.13% | 15.11% |
| 2016 | -3.09% | -0.35% | 6.12% | 0.45% | 0.22% | 1.90% | 3.06% | -0.12% | 0.19% | -1.79% | -0.71% | 1.48% | 7.27% |
| 2015 | 1.04% | 2.00% | -0.41% | 0.96% | -0.34% | -2.06% | 0.57% | -4.78% | -1.07% | 4.58% | -0.61% | -1.06% | -1.47% |
| 2014 | -1.49% | 3.28% | 0.60% | 0.96% | 1.97% | 1.43% | -0.73% | 2.41% | -3.15% | 2.50% | 0.98% | -0.87% | 7.97% |
Expense Ratio
Random Walk down Wall St has an expense ratio of 0.16%, 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
With an overall rank of 80, Random Walk down Wall St is among the top 20% of 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 | |
|---|---|---|---|---|---|
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 0.87 | 1.28 | 1.18 | 1.08 | 3.16 |
VBMFX Vanguard Total Bond Market Index Fund | 1.29 | 1.94 | 1.23 | 0.53 | 3.31 |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.69 | 1.08 | 1.16 | 0.70 | 2.75 |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 0.79 | 1.18 | 1.15 | 0.67 | 2.35 |
VGSIX Vanguard Real Estate Index Fund | 0.96 | 1.38 | 1.18 | 0.69 | 3.19 |
Dividends
Dividend yield
Random Walk down Wall St provided a 2.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.81% | 2.82% | 2.71% | 2.64% | 2.03% | 2.10% | 2.57% | 2.80% | 2.43% | 2.61% | 2.61% | 2.48% |
| Portfolio components: | ||||||||||||
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 2.92% | 3.36% | 3.16% | 2.92% | 3.17% | 2.05% | 3.05% | 3.35% | 2.79% | 3.08% | 2.95% | 2.57% |
VBMFX Vanguard Total Bond Market Index Fund | 3.65% | 3.57% | 2.99% | 2.49% | 2.01% | 2.29% | 2.63% | 2.70% | 2.46% | 2.43% | 2.48% | 2.69% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.23% | 1.17% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% |
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.86% | 2.97% | 3.31% | 3.87% | 2.41% | 1.72% | 3.07% | 2.67% | 2.14% | 2.33% | 3.04% | 2.67% |
VGSIX Vanguard Real Estate Index Fund | 3.90% | 3.70% | 3.82% | 3.75% | 2.44% | 3.78% | 3.24% | 4.58% | 4.09% | 4.67% | 3.78% | 3.47% |
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 Random Walk down Wall St. 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 Random Walk down Wall St was 23.97%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Random Walk down Wall St drawdown is 1.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.97% | Feb 18, 2020 | 25 | Mar 23, 2020 | 95 | Aug 6, 2020 | 120 |
| -23.52% | Nov 10, 2021 | 234 | Oct 14, 2022 | 434 | Jul 10, 2024 | 668 |
| -12.6% | Apr 27, 2015 | 202 | Feb 11, 2016 | 104 | Jul 12, 2016 | 306 |
| -11.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -9.76% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Random Walk down Wall St volatility is 7.45%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.25, 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 | VBMFX | VGSIX | VEIEX | VDIPX | VTSMX | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.11 | 0.60 | 0.66 | 0.79 | 0.99 | 0.90 |
| VBMFX | -0.11 | 1.00 | 0.15 | -0.08 | -0.05 | -0.11 | 0.10 |
| VGSIX | 0.60 | 0.15 | 1.00 | 0.40 | 0.53 | 0.61 | 0.74 |
| VEIEX | 0.66 | -0.08 | 0.40 | 1.00 | 0.77 | 0.67 | 0.79 |
| VDIPX | 0.79 | -0.05 | 0.53 | 0.77 | 1.00 | 0.80 | 0.88 |
| VTSMX | 0.99 | -0.11 | 0.61 | 0.67 | 0.80 | 1.00 | 0.91 |
| Portfolio | 0.90 | 0.10 | 0.74 | 0.79 | 0.88 | 0.91 | 1.00 |