S managed account (1/11/2025)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
S managed account (1/11/2025)
Currency in USD · Last updated May 23, 2025
Asset Allocation
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VIGI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| S managed account (1/11/2025) | 1.92% | 7.96% | 0.41% | 10.93% | 15.85% | N/A |
| Portfolio components: | ||||||
VMATX Vanguard Massachusetts Tax-Exempt Fund | -2.70% | 0.93% | -2.92% | 0.04% | 0.08% | 1.98% |
VB Vanguard Small-Cap ETF | -5.25% | 9.20% | -9.95% | 2.82% | 12.15% | 7.89% |
QQQ Invesco QQQ | 0.69% | 15.64% | 2.10% | 13.48% | 18.22% | 17.53% |
NVDA NVIDIA Corporation | -1.08% | 34.32% | -9.42% | 39.93% | 71.34% | 74.59% |
SWVXX Schwab Value Advantage Money Fund | 1.03% | 0.00% | 1.79% | 4.20% | 2.55% | 1.73% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 9.96% | 7.33% | 8.99% | 8.83% | 10.10% | 4.54% |
JPM JPMorgan Chase & Co. | 9.98% | 10.65% | 7.71% | 34.49% | 27.34% | 17.83% |
VWLUX Vanguard Long-Term Tax-Exempt Fund Admiral Shares | -2.52% | 0.90% | -2.84% | 0.25% | 0.57% | 2.32% |
VIGI Vanguard International Dividend Appreciation ETF | 11.07% | 5.81% | 8.83% | 11.25% | 10.44% | N/A |
XLY Consumer Discretionary Select Sector SPDR Fund | -4.99% | 14.18% | -0.67% | 21.40% | 12.80% | 11.95% |
PIMIX PIMCO Income Fund Institutional Class | 2.09% | 0.42% | 2.67% | 6.42% | 4.37% | 4.21% |
MSFT Microsoft Corporation | 8.33% | 24.23% | 10.59% | 6.46% | 20.94% | 27.31% |
EFG iShares MSCI EAFE Growth ETF | 11.98% | 7.94% | 10.99% | 6.08% | 8.36% | 5.57% |
AAPL Apple Inc | -19.40% | 0.94% | -11.67% | 5.97% | 21.04% | 21.10% |
XLV Health Care Select Sector SPDR Fund | -4.74% | -3.34% | -8.60% | -9.46% | 7.23% | 7.45% |
VFH Vanguard Financials ETF | 3.05% | 7.38% | -0.74% | 21.27% | 20.17% | 11.53% |
XLE Energy Select Sector SPDR Fund | -3.84% | 0.42% | -14.48% | -8.32% | 21.15% | 4.22% |
ABBNY ABB Ltd | 7.69% | 12.83% | 4.07% | 10.83% | 29.37% | 14.48% |
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 21.31% | -0.72% | 16.86% | 25.26% | 10.33% | 7.87% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -0.27% | 29.58% | 3.31% | 27.39% | 33.97% | 26.55% |
SCZ iShares MSCI EAFE Small-Cap ETF | 14.09% | 6.27% | 13.91% | 12.41% | 9.33% | 5.39% |
VEA Vanguard FTSE Developed Markets ETF | 15.21% | 6.49% | 13.47% | 11.94% | 12.11% | 5.79% |
MS Morgan Stanley | 1.91% | 15.30% | -5.09% | 29.34% | 29.88% | 15.89% |
ADM Archer-Daniels-Midland Company | -3.02% | -0.18% | -7.89% | -19.42% | 9.24% | 2.03% |
CWEN Clearway Energy, Inc. | 14.45% | 3.83% | 6.50% | 15.11% | 12.23% | 7.83% |
VISTX Vanguard Institutional Short-Term Bond Fund | 1.91% | 0.30% | 2.63% | 5.97% | 1.76% | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of S managed account (1/11/2025), 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 | 1.89% | -0.66% | -3.36% | 0.02% | 4.18% | 1.92% | |||||||
| 2024 | 0.90% | 4.60% | 3.58% | -2.69% | 4.98% | 2.26% | 1.93% | 1.60% | 1.23% | -0.60% | 4.14% | -2.52% | 20.81% |
| 2023 | 8.17% | -0.75% | 3.44% | 1.12% | 1.54% | 4.75% | 3.12% | -2.03% | -4.20% | -2.63% | 8.54% | 5.05% | 28.32% |
| 2022 | -4.52% | -1.59% | 1.03% | -8.00% | 1.20% | -7.60% | 7.56% | -4.17% | -7.88% | 5.28% | 7.81% | -4.23% | -15.73% |
| 2021 | 0.80% | 2.39% | 1.46% | 3.76% | 1.74% | 2.47% | 0.67% | 2.51% | -2.99% | 5.11% | 0.76% | 1.31% | 21.68% |
| 2020 | -0.28% | -3.86% | -10.31% | 8.40% | 5.43% | 3.46% | 5.22% | 5.49% | -2.23% | -1.37% | 9.11% | 4.27% | 23.81% |
| 2019 | 5.34% | 2.45% | 2.11% | 3.55% | -5.65% | 5.69% | 0.96% | -1.05% | 1.77% | 3.44% | 2.84% | 3.51% | 27.37% |
| 2018 | 4.78% | -2.50% | -1.10% | 0.08% | 2.38% | -0.77% | 2.63% | 2.66% | -0.36% | -6.75% | -0.43% | -5.40% | -5.27% |
| 2017 | 2.38% | 1.72% | 1.20% | 1.04% | 3.17% | 0.67% | 2.28% | 0.89% | 1.63% | 3.11% | 0.98% | 0.99% | 21.97% |
| 2016 | 3.10% | 0.96% | 2.87% | -0.06% | 4.81% | 1.06% | 1.64% | -1.23% | 3.08% | 2.86% | 20.65% |
Expense Ratio
S managed account (1/11/2025) has an expense ratio of 0.12%, 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.
QQQ
Invesco QQQRisk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of S managed account (1/11/2025) is 63, indicating average performance compared to other portfolios on our website. Here’s 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
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Dividends
Dividend yield
S managed account (1/11/2025) provided a 2.12% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.12% | 2.09% | 2.06% | 1.95% | 1.82% | 1.71% | 2.15% | 2.24% | 1.95% | 2.08% | 2.13% | 2.06% |
| Portfolio components: | ||||||||||||
VMATX Vanguard Massachusetts Tax-Exempt Fund | 3.61% | 3.40% | 3.07% | 2.69% | 2.26% | 2.47% | 2.81% | 3.07% | 2.92% | 3.06% | 3.06% | 3.16% |
VB Vanguard Small-Cap ETF | 1.49% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
SWVXX Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.13% | 3.44% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% |
JPM JPMorgan Chase & Co. | 1.94% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
VWLUX Vanguard Long-Term Tax-Exempt Fund Admiral Shares | 3.68% | 3.48% | 3.17% | 2.99% | 2.63% | 2.85% | 3.23% | 3.54% | 3.55% | 3.75% | 3.73% | 3.88% |
VIGI Vanguard International Dividend Appreciation ETF | 1.85% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.83% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
PIMIX PIMCO Income Fund Institutional Class | 6.27% | 6.27% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% |
MSFT Microsoft Corporation | 0.71% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
EFG iShares MSCI EAFE Growth ETF | 1.46% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
XLV Health Care Select Sector SPDR Fund | 1.79% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% | 1.35% |
VFH Vanguard Financials ETF | 1.80% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% |
XLE Energy Select Sector SPDR Fund | 3.50% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
ABBNY ABB Ltd | 1.73% | 1.85% | 2.07% | 2.79% | 2.31% | 2.79% | 3.34% | 4.38% | 2.84% | 3.65% | 4.42% | 3.73% |
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.26% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.07% | 3.50% | 2.95% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% |
VEA Vanguard FTSE Developed Markets ETF | 2.84% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
MS Morgan Stanley | 2.93% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
ADM Archer-Daniels-Midland Company | 4.21% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
CWEN Clearway Energy, Inc. | 5.74% | 6.36% | 5.62% | 4.48% | 3.69% | 3.29% | 4.01% | 7.29% | 5.81% | 5.98% | 4.23% | 0.00% |
VISTX Vanguard Institutional Short-Term Bond Fund | 4.65% | 4.67% | 3.91% | 1.75% | 1.07% | 1.98% | 2.71% | 2.33% | 1.78% | 1.43% | 0.33% | 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 S managed account (1/11/2025). 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 S managed account (1/11/2025) was 26.71%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current S managed account (1/11/2025) drawdown is 1.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -23.25% | Jan 5, 2022 | 196 | Oct 14, 2022 | 186 | Jul 12, 2023 | 382 |
| -15.84% | Aug 30, 2018 | 80 | Dec 24, 2018 | 129 | Jul 1, 2019 | 209 |
| -13.75% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -9.59% | Jul 20, 2023 | 72 | Oct 27, 2023 | 30 | Dec 8, 2023 | 102 |
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 26 assets, with an effective number of assets of 16.99, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
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 | SWVXX | VISTX | VWLUX | VMATX | GLTR | PIMIX | CWEN | ADM | XLE | NVDA | AAPL | TSM | XLV | MSFT | JPM | ABBNY | MS | VFH | XLY | QQQ | VB | VIGI | SCZ | EFG | VSS | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | -0.02 | -0.02 | -0.02 | 0.15 | 0.30 | 0.39 | 0.44 | 0.49 | 0.64 | 0.69 | 0.60 | 0.70 | 0.75 | 0.62 | 0.59 | 0.65 | 0.75 | 0.86 | 0.90 | 0.86 | 0.77 | 0.75 | 0.79 | 0.76 | 0.80 | 0.94 |
| SWVXX | 0.03 | 1.00 | 0.03 | 0.02 | 0.03 | 0.02 | 0.02 | 0.01 | 0.01 | -0.00 | -0.00 | 0.02 | -0.01 | 0.04 | 0.01 | 0.05 | -0.00 | 0.05 | 0.04 | 0.02 | 0.02 | 0.03 | 0.00 | -0.00 | 0.00 | 0.01 | 0.01 | 0.02 |
| VISTX | -0.02 | 0.03 | 1.00 | 0.41 | 0.42 | 0.28 | 0.52 | 0.11 | -0.04 | -0.11 | -0.03 | 0.01 | -0.05 | 0.01 | -0.01 | -0.15 | -0.00 | -0.14 | -0.11 | -0.00 | -0.00 | -0.02 | 0.08 | 0.08 | 0.07 | 0.07 | 0.05 | 0.01 |
| VWLUX | -0.02 | 0.02 | 0.41 | 1.00 | 0.92 | 0.15 | 0.42 | 0.08 | -0.08 | -0.12 | 0.02 | 0.02 | -0.02 | 0.00 | 0.01 | -0.18 | -0.01 | -0.13 | -0.13 | 0.00 | 0.02 | -0.03 | 0.05 | 0.03 | 0.04 | 0.02 | -0.00 | 0.03 |
| VMATX | -0.02 | 0.03 | 0.42 | 0.92 | 1.00 | 0.16 | 0.41 | 0.08 | -0.09 | -0.12 | 0.03 | 0.02 | -0.01 | -0.01 | 0.01 | -0.18 | -0.02 | -0.15 | -0.14 | 0.00 | 0.02 | -0.03 | 0.04 | 0.01 | 0.04 | 0.02 | -0.01 | 0.03 |
| GLTR | 0.15 | 0.02 | 0.28 | 0.15 | 0.16 | 1.00 | 0.27 | 0.15 | 0.10 | 0.16 | 0.08 | 0.08 | 0.14 | 0.11 | 0.09 | 0.01 | 0.23 | 0.04 | 0.05 | 0.12 | 0.14 | 0.15 | 0.32 | 0.32 | 0.29 | 0.38 | 0.32 | 0.22 |
| PIMIX | 0.30 | 0.02 | 0.52 | 0.42 | 0.41 | 0.27 | 1.00 | 0.27 | 0.15 | 0.13 | 0.17 | 0.23 | 0.19 | 0.24 | 0.20 | 0.13 | 0.26 | 0.18 | 0.20 | 0.30 | 0.27 | 0.30 | 0.39 | 0.40 | 0.37 | 0.41 | 0.37 | 0.35 |
| CWEN | 0.39 | 0.01 | 0.11 | 0.08 | 0.08 | 0.15 | 0.27 | 1.00 | 0.29 | 0.27 | 0.20 | 0.22 | 0.23 | 0.33 | 0.25 | 0.24 | 0.28 | 0.28 | 0.34 | 0.36 | 0.31 | 0.46 | 0.37 | 0.38 | 0.37 | 0.40 | 0.39 | 0.39 |
| ADM | 0.44 | 0.01 | -0.04 | -0.08 | -0.09 | 0.10 | 0.15 | 0.29 | 1.00 | 0.51 | 0.15 | 0.23 | 0.20 | 0.38 | 0.21 | 0.44 | 0.34 | 0.43 | 0.51 | 0.35 | 0.27 | 0.48 | 0.38 | 0.41 | 0.36 | 0.42 | 0.44 | 0.42 |
| XLE | 0.49 | -0.00 | -0.11 | -0.12 | -0.12 | 0.16 | 0.13 | 0.27 | 0.51 | 1.00 | 0.21 | 0.25 | 0.28 | 0.32 | 0.21 | 0.52 | 0.40 | 0.52 | 0.58 | 0.38 | 0.30 | 0.58 | 0.43 | 0.47 | 0.39 | 0.52 | 0.52 | 0.51 |
| NVDA | 0.64 | -0.00 | -0.03 | 0.02 | 0.03 | 0.08 | 0.17 | 0.20 | 0.15 | 0.21 | 1.00 | 0.53 | 0.62 | 0.34 | 0.60 | 0.31 | 0.37 | 0.38 | 0.37 | 0.57 | 0.75 | 0.51 | 0.47 | 0.47 | 0.52 | 0.49 | 0.48 | 0.74 |
| AAPL | 0.69 | 0.02 | 0.01 | 0.02 | 0.02 | 0.08 | 0.23 | 0.22 | 0.23 | 0.25 | 0.53 | 1.00 | 0.49 | 0.44 | 0.64 | 0.33 | 0.38 | 0.38 | 0.40 | 0.61 | 0.77 | 0.52 | 0.53 | 0.49 | 0.55 | 0.51 | 0.52 | 0.67 |
| TSM | 0.60 | -0.01 | -0.05 | -0.02 | -0.01 | 0.14 | 0.19 | 0.23 | 0.20 | 0.28 | 0.62 | 0.49 | 1.00 | 0.33 | 0.52 | 0.34 | 0.43 | 0.42 | 0.41 | 0.54 | 0.66 | 0.52 | 0.56 | 0.54 | 0.58 | 0.59 | 0.57 | 0.69 |
| XLV | 0.70 | 0.04 | 0.01 | 0.00 | -0.01 | 0.11 | 0.24 | 0.33 | 0.38 | 0.32 | 0.34 | 0.44 | 0.33 | 1.00 | 0.50 | 0.42 | 0.42 | 0.43 | 0.53 | 0.52 | 0.58 | 0.59 | 0.61 | 0.54 | 0.60 | 0.54 | 0.59 | 0.60 |
| MSFT | 0.75 | 0.01 | -0.01 | 0.01 | 0.01 | 0.09 | 0.20 | 0.25 | 0.21 | 0.21 | 0.60 | 0.64 | 0.52 | 0.50 | 1.00 | 0.33 | 0.41 | 0.38 | 0.42 | 0.65 | 0.84 | 0.53 | 0.57 | 0.51 | 0.60 | 0.53 | 0.55 | 0.71 |
| JPM | 0.62 | 0.05 | -0.15 | -0.18 | -0.18 | 0.01 | 0.13 | 0.24 | 0.44 | 0.52 | 0.31 | 0.33 | 0.34 | 0.42 | 0.33 | 1.00 | 0.46 | 0.78 | 0.89 | 0.51 | 0.43 | 0.63 | 0.47 | 0.50 | 0.47 | 0.51 | 0.55 | 0.62 |
| ABBNY | 0.59 | -0.00 | -0.00 | -0.01 | -0.02 | 0.23 | 0.26 | 0.28 | 0.34 | 0.40 | 0.37 | 0.38 | 0.43 | 0.42 | 0.41 | 0.46 | 1.00 | 0.50 | 0.53 | 0.51 | 0.49 | 0.58 | 0.67 | 0.69 | 0.70 | 0.67 | 0.72 | 0.65 |
| MS | 0.65 | 0.05 | -0.14 | -0.13 | -0.15 | 0.04 | 0.18 | 0.28 | 0.43 | 0.52 | 0.38 | 0.38 | 0.42 | 0.43 | 0.38 | 0.78 | 0.50 | 1.00 | 0.84 | 0.55 | 0.50 | 0.68 | 0.53 | 0.56 | 0.54 | 0.56 | 0.60 | 0.68 |
| VFH | 0.75 | 0.04 | -0.11 | -0.13 | -0.14 | 0.05 | 0.20 | 0.34 | 0.51 | 0.58 | 0.37 | 0.40 | 0.41 | 0.53 | 0.42 | 0.89 | 0.53 | 0.84 | 1.00 | 0.64 | 0.54 | 0.81 | 0.59 | 0.63 | 0.59 | 0.63 | 0.67 | 0.74 |
| XLY | 0.86 | 0.02 | -0.00 | 0.00 | 0.00 | 0.12 | 0.30 | 0.36 | 0.35 | 0.38 | 0.57 | 0.61 | 0.54 | 0.52 | 0.65 | 0.51 | 0.51 | 0.55 | 0.64 | 1.00 | 0.83 | 0.79 | 0.67 | 0.68 | 0.69 | 0.69 | 0.69 | 0.83 |
| QQQ | 0.90 | 0.02 | -0.00 | 0.02 | 0.02 | 0.14 | 0.27 | 0.31 | 0.27 | 0.30 | 0.75 | 0.77 | 0.66 | 0.58 | 0.84 | 0.43 | 0.49 | 0.50 | 0.54 | 0.83 | 1.00 | 0.72 | 0.69 | 0.66 | 0.73 | 0.68 | 0.69 | 0.88 |
| VB | 0.86 | 0.03 | -0.02 | -0.03 | -0.03 | 0.15 | 0.30 | 0.46 | 0.48 | 0.58 | 0.51 | 0.52 | 0.52 | 0.59 | 0.53 | 0.63 | 0.58 | 0.68 | 0.81 | 0.79 | 0.72 | 1.00 | 0.71 | 0.73 | 0.72 | 0.76 | 0.76 | 0.87 |
| VIGI | 0.77 | 0.00 | 0.08 | 0.05 | 0.04 | 0.32 | 0.39 | 0.37 | 0.38 | 0.43 | 0.47 | 0.53 | 0.56 | 0.61 | 0.57 | 0.47 | 0.67 | 0.53 | 0.59 | 0.67 | 0.69 | 0.71 | 1.00 | 0.89 | 0.94 | 0.89 | 0.93 | 0.81 |
| SCZ | 0.75 | -0.00 | 0.08 | 0.03 | 0.01 | 0.32 | 0.40 | 0.38 | 0.41 | 0.47 | 0.47 | 0.49 | 0.54 | 0.54 | 0.51 | 0.50 | 0.69 | 0.56 | 0.63 | 0.68 | 0.66 | 0.73 | 0.89 | 1.00 | 0.92 | 0.95 | 0.95 | 0.82 |
| EFG | 0.79 | 0.00 | 0.07 | 0.04 | 0.04 | 0.29 | 0.37 | 0.37 | 0.36 | 0.39 | 0.52 | 0.55 | 0.58 | 0.60 | 0.60 | 0.47 | 0.70 | 0.54 | 0.59 | 0.69 | 0.73 | 0.72 | 0.94 | 0.92 | 1.00 | 0.89 | 0.95 | 0.84 |
| VSS | 0.76 | 0.01 | 0.07 | 0.02 | 0.02 | 0.38 | 0.41 | 0.40 | 0.42 | 0.52 | 0.49 | 0.51 | 0.59 | 0.54 | 0.53 | 0.51 | 0.67 | 0.56 | 0.63 | 0.69 | 0.68 | 0.76 | 0.89 | 0.95 | 0.89 | 1.00 | 0.95 | 0.84 |
| VEA | 0.80 | 0.01 | 0.05 | -0.00 | -0.01 | 0.32 | 0.37 | 0.39 | 0.44 | 0.52 | 0.48 | 0.52 | 0.57 | 0.59 | 0.55 | 0.55 | 0.72 | 0.60 | 0.67 | 0.69 | 0.69 | 0.76 | 0.93 | 0.95 | 0.95 | 0.95 | 1.00 | 0.85 |
| Portfolio | 0.94 | 0.02 | 0.01 | 0.03 | 0.03 | 0.22 | 0.35 | 0.39 | 0.42 | 0.51 | 0.74 | 0.67 | 0.69 | 0.60 | 0.71 | 0.62 | 0.65 | 0.68 | 0.74 | 0.83 | 0.88 | 0.87 | 0.81 | 0.82 | 0.84 | 0.84 | 0.85 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 3, 2016