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

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
VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

20%

VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

12%

TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds

8%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

12%

EFV
iShares MSCI EAFE Value ETF
Foreign Large Cap Equities

12%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

6%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

6%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

6%

VTV
Vanguard Value ETF
Large Cap Value Equities

6%

EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

6%

VNQ
Vanguard Real Estate ETF
REIT

6%

S&P 500

Expense Ratio

The 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.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

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
TIP1.000.530.740.10-0.02-0.06-0.04-0.08-0.10-0.09-0.12
VGSH0.531.000.730.05-0.09-0.12-0.10-0.15-0.17-0.16-0.19
VGIT0.740.731.000.02-0.18-0.23-0.20-0.24-0.26-0.25-0.29
VNQ0.100.050.021.000.480.540.570.660.660.640.64
EEM-0.02-0.09-0.180.481.000.780.820.680.660.720.68
EFV-0.06-0.12-0.230.540.781.000.970.750.760.790.81
VEA-0.04-0.10-0.200.570.820.971.000.780.770.830.81
VB-0.08-0.15-0.240.660.680.750.781.000.970.880.86
VBR-0.10-0.17-0.260.660.660.760.770.971.000.850.89
VOO-0.09-0.16-0.250.640.720.790.830.880.851.000.92
VTV-0.12-0.19-0.290.640.680.810.810.860.890.921.00

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


100.00%150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
118.10%
366.36%
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 Mar 16, 2024, the FundAdvice Ultimate Buy & Hold Portfolio returned 1.36% Year-To-Date and 4.83% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.96%2.87%15.63%31.48%12.80%10.71%
FundAdvice Ultimate Buy & Hold Portfolio1.36%1.64%7.49%12.61%5.40%4.92%
VB
Vanguard Small-Cap ETF
3.13%1.77%13.76%24.21%9.20%8.41%
TIP
iShares TIPS Bond ETF
-1.09%0.15%1.80%0.61%2.14%1.97%
VEA
Vanguard FTSE Developed Markets ETF
3.83%3.49%11.38%20.36%6.86%5.24%
VNQ
Vanguard Real Estate ETF
-3.59%0.97%7.40%10.42%3.74%6.10%
VBR
Vanguard Small-Cap Value ETF
2.35%2.16%13.59%24.62%9.70%8.38%
EFV
iShares MSCI EAFE Value ETF
2.30%3.64%8.16%22.31%5.53%3.47%
VOO
Vanguard S&P 500 ETF
7.60%2.39%15.78%32.70%14.54%12.71%
VTV
Vanguard Value ETF
5.98%3.14%11.83%22.50%10.85%10.23%
EEM
iShares MSCI Emerging Markets ETF
1.57%1.90%6.48%11.51%0.96%2.69%
VGSH
Vanguard Short-Term Treasury ETF
-0.09%0.13%2.58%2.38%1.09%0.98%
VGIT
Vanguard Intermediate-Term Treasury ETF
-1.48%0.10%2.60%-0.33%0.21%1.11%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.87%1.48%
2023-2.21%-2.80%-2.35%6.02%4.75%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.54
FundAdvice Ultimate Buy & Hold Portfolio
1.46
VB
Vanguard Small-Cap ETF
1.21
TIP
iShares TIPS Bond ETF
0.13
VEA
Vanguard FTSE Developed Markets ETF
1.48
VNQ
Vanguard Real Estate ETF
0.42
VBR
Vanguard Small-Cap Value ETF
1.22
EFV
iShares MSCI EAFE Value ETF
1.57
VOO
Vanguard S&P 500 ETF
2.65
VTV
Vanguard Value ETF
1.92
EEM
iShares MSCI Emerging Markets ETF
0.74
VGSH
Vanguard Short-Term Treasury ETF
1.27
VGIT
Vanguard Intermediate-Term Treasury ETF
0.10

Sharpe Ratio

The current FundAdvice Ultimate Buy & Hold Portfolio Sharpe ratio is 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.52

The Sharpe ratio of FundAdvice Ultimate Buy & Hold Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.46
2.54
FundAdvice Ultimate Buy & Hold Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FundAdvice Ultimate Buy & Hold Portfolio granted a 3.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FundAdvice Ultimate Buy & Hold Portfolio3.02%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
1.51%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
2.76%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
3.64%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
4.10%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
2.07%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
4.26%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
1.35%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
2.32%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
2.59%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
3.59%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
2.92%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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.80%
-0.50%
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 0.80%.


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 1.49%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.49%
3.37%
FundAdvice Ultimate Buy & Hold Portfolio
Benchmark (^GSPC)
Portfolio components
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