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FundAdvice Ultimate Buy & Hold Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGIT 20%VGSH 12%TIP 8%VEA 12%EFV 12%VB 6%VBR 6%VOO 6%VTV 6%EEM 6%VNQ 6%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

6%

EFV
iShares MSCI EAFE Value ETF
Foreign Large Cap Equities

12%

TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds

8%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

6%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

6%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

12%

VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

20%

VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

12%

VNQ
Vanguard Real Estate ETF
REIT

6%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

6%

VTV
Vanguard Value ETF
Large Cap Value Equities

6%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FundAdvice Ultimate Buy & Hold Portfolio, 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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
3.99%
15.59%
FundAdvice Ultimate Buy & Hold Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Jun 20, 2024, the FundAdvice Ultimate Buy & Hold Portfolio returned 3.32% Year-To-Date and 4.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.37%16.79%25.03%13.26%10.85%
FundAdvice Ultimate Buy & Hold Portfolio3.32%-0.58%3.99%9.49%5.35%4.64%
VB
Vanguard Small-Cap ETF
2.54%-3.20%2.99%13.44%8.58%8.12%
TIP
iShares TIPS Bond ETF
1.12%1.10%0.99%2.49%1.99%1.87%
VEA
Vanguard FTSE Developed Markets ETF
4.74%-2.27%5.84%10.77%6.73%4.52%
VNQ
Vanguard Real Estate ETF
-4.12%-0.43%-3.04%6.24%2.33%5.24%
VBR
Vanguard Small-Cap Value ETF
2.21%-3.48%2.64%14.99%9.42%7.94%
EFV
iShares MSCI EAFE Value ETF
4.27%-3.55%5.52%12.80%6.14%2.80%
VOO
Vanguard S&P 500 ETF
15.82%3.23%16.49%27.61%15.13%12.91%
VTV
Vanguard Value ETF
9.07%-0.63%10.22%17.83%10.65%9.88%
EEM
iShares MSCI Emerging Markets ETF
7.40%-0.40%9.14%10.31%2.36%2.15%
VGSH
Vanguard Short-Term Treasury ETF
1.12%0.58%1.32%4.21%1.00%1.08%
VGIT
Vanguard Intermediate-Term Treasury ETF
0.10%1.26%0.26%2.38%-0.12%1.17%

Monthly Returns

The table below presents the monthly returns of FundAdvice Ultimate Buy & Hold Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.87%1.48%2.56%-2.92%3.05%3.32%
20235.66%-2.82%1.02%0.95%-2.37%3.31%2.43%-2.21%-2.80%-2.35%6.02%4.75%11.53%
2022-2.40%-1.31%-0.08%-4.46%0.79%-5.55%4.23%-3.32%-7.26%4.12%6.40%-2.26%-11.41%
20210.11%2.09%1.92%2.38%1.55%-0.02%0.40%0.93%-2.37%2.36%-2.17%2.96%10.45%
2020-0.96%-4.05%-9.45%5.69%2.92%1.83%2.36%2.66%-1.70%-1.09%8.51%3.38%9.22%
20195.50%1.33%0.90%1.69%-2.90%3.73%-0.38%-0.70%1.53%1.67%0.91%1.99%16.10%
20182.00%-3.30%0.10%0.20%0.38%-0.17%1.53%0.20%-0.23%-4.55%1.54%-3.75%-6.15%
20171.55%1.32%0.76%0.99%0.81%0.60%1.63%0.20%1.25%0.80%1.02%0.87%12.45%
2016-2.75%-0.43%4.99%0.87%0.01%0.74%2.60%0.07%0.56%-1.50%0.34%1.64%7.16%
20150.52%2.37%-0.22%0.96%-0.06%-1.83%0.66%-4.15%-1.58%3.90%-0.36%-1.54%-1.54%
2014-1.68%3.12%0.25%0.84%1.46%1.26%-1.33%1.68%-2.98%1.67%0.57%-0.92%3.85%
20132.57%-0.04%1.41%2.37%-1.44%-2.02%3.01%-2.17%4.05%2.50%0.40%0.67%11.67%

Expense Ratio

FundAdvice Ultimate Buy & Hold Portfolio features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for EFV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FundAdvice Ultimate Buy & Hold Portfolio is 19, indicating that it is in the bottom 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FundAdvice Ultimate Buy & Hold Portfolio is 1919
FundAdvice Ultimate Buy & Hold Portfolio
The Sharpe Ratio Rank of FundAdvice Ultimate Buy & Hold Portfolio is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of FundAdvice Ultimate Buy & Hold Portfolio is 1919Sortino Ratio Rank
The Omega Ratio Rank of FundAdvice Ultimate Buy & Hold Portfolio is 1919Omega Ratio Rank
The Calmar Ratio Rank of FundAdvice Ultimate Buy & Hold Portfolio is 2020Calmar Ratio Rank
The Martin Ratio Rank of FundAdvice Ultimate Buy & Hold Portfolio is 2020Martin 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.


FundAdvice Ultimate Buy & Hold Portfolio
Sharpe ratio
The chart of Sharpe ratio for FundAdvice Ultimate Buy & Hold Portfolio, currently valued at 1.07, compared to the broader market0.002.004.006.001.07
Sortino ratio
The chart of Sortino ratio for FundAdvice Ultimate Buy & Hold Portfolio, currently valued at 1.59, compared to the broader market-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for FundAdvice Ultimate Buy & Hold Portfolio, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.801.19
Calmar ratio
The chart of Calmar ratio for FundAdvice Ultimate Buy & Hold Portfolio, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.000.71
Martin ratio
The chart of Martin ratio for FundAdvice Ultimate Buy & Hold Portfolio, currently valued at 3.23, compared to the broader market0.0010.0020.0030.0040.0050.003.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VB
Vanguard Small-Cap ETF
0.741.161.130.512.16
TIP
iShares TIPS Bond ETF
0.460.731.080.191.52
VEA
Vanguard FTSE Developed Markets ETF
0.751.131.140.572.29
VNQ
Vanguard Real Estate ETF
0.230.471.060.130.60
VBR
Vanguard Small-Cap Value ETF
0.871.341.150.872.77
EFV
iShares MSCI EAFE Value ETF
0.981.421.171.374.11
VOO
Vanguard S&P 500 ETF
2.333.281.412.279.09
VTV
Vanguard Value ETF
1.712.441.291.705.39
EEM
iShares MSCI Emerging Markets ETF
0.530.851.100.231.37
VGSH
Vanguard Short-Term Treasury ETF
2.253.631.451.1214.94
VGIT
Vanguard Intermediate-Term Treasury ETF
0.470.721.080.171.34

Sharpe Ratio

The current FundAdvice Ultimate Buy & Hold Portfolio Sharpe ratio is 1.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.40, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of FundAdvice Ultimate Buy & Hold Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.07
2.17
FundAdvice Ultimate Buy & Hold Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FundAdvice Ultimate Buy & Hold Portfolio granted a 3.03% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FundAdvice Ultimate Buy & Hold Portfolio3.03%2.91%2.75%2.28%2.02%2.62%2.74%2.19%2.18%2.11%2.31%1.97%
VB
Vanguard Small-Cap ETF
1.49%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
TIP
iShares TIPS Bond ETF
3.18%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%
VEA
Vanguard FTSE Developed Markets ETF
2.42%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VNQ
Vanguard Real Estate ETF
4.11%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
VBR
Vanguard Small-Cap Value ETF
2.11%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
EFV
iShares MSCI EAFE Value ETF
4.72%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%4.87%3.19%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTV
Vanguard Value ETF
2.38%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
EEM
iShares MSCI Emerging Markets ETF
2.42%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
VGSH
Vanguard Short-Term Treasury ETF
3.87%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.16%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.85%
0
FundAdvice Ultimate Buy & Hold Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FundAdvice Ultimate Buy & Hold Portfolio. 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 FundAdvice Ultimate Buy & Hold Portfolio was 21.19%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current FundAdvice Ultimate Buy & Hold Portfolio drawdown is 0.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.19%Feb 13, 202027Mar 23, 2020141Oct 12, 2020168
-18.82%Nov 9, 2021235Oct 14, 2022349Mar 7, 2024584
-13.64%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-12.02%Apr 29, 2015200Feb 11, 2016128Aug 15, 2016328
-11.44%Jan 29, 2018229Dec 24, 2018121Jun 19, 2019350

Volatility

Volatility Chart

The current FundAdvice Ultimate Buy & Hold Portfolio volatility is 2.13%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.13%
2.33%
FundAdvice Ultimate Buy & Hold Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TIPVGSHVGITVNQEEMEFVVEAVBVBRVOOVTV
TIP1.000.540.750.11-0.02-0.06-0.03-0.07-0.09-0.08-0.12
VGSH0.541.000.740.06-0.09-0.11-0.09-0.14-0.16-0.15-0.18
VGIT0.750.741.000.03-0.17-0.22-0.19-0.23-0.25-0.24-0.27
VNQ0.110.060.031.000.480.540.570.660.670.640.65
EEM-0.02-0.09-0.170.481.000.770.820.680.660.720.68
EFV-0.06-0.11-0.220.540.771.000.970.750.760.780.81
VEA-0.03-0.09-0.190.570.820.971.000.780.770.830.81
VB-0.07-0.14-0.230.660.680.750.781.000.970.880.86
VBR-0.09-0.16-0.250.670.660.760.770.971.000.850.89
VOO-0.08-0.15-0.240.640.720.780.830.880.851.000.91
VTV-0.12-0.18-0.270.650.680.810.810.860.890.911.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010