Vanguard Recommendation 80/20
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Recommendation 80/20, 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
The earliest data available for this chart is Feb 7, 2019, corresponding to the inception date of VBLAX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Vanguard Recommendation 80/20 | 14.54% | -0.63% | 6.60% | 22.26% | 9.02% | N/A |
| Portfolio components: | ||||||
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 25.95% | 2.72% | 13.47% | 35.03% | 15.01% | 12.76% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 6.28% | -5.53% | -1.00% | 13.84% | 5.24% | 4.79% |
VBISX Vanguard Short-Term Bond Index Fund | 3.05% | -0.49% | 2.73% | 5.42% | 1.08% | 1.41% |
VBIIX Vanguard Intermediate-Term Bond Index Fund | 1.39% | -1.71% | 2.48% | 6.59% | -0.44% | 1.40% |
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | -2.76% | -2.91% | 1.27% | 7.84% | -3.56% | N/A |
VTIBX Vanguard Total International Bond Index Fund | 2.71% | -0.21% | 2.93% | 7.13% | -0.31% | 1.87% |
Monthly Returns
The table below presents the monthly returns of Vanguard Recommendation 80/20, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.09% | 3.35% | 2.71% | -3.27% | 3.79% | 1.36% | 2.23% | 2.05% | 2.09% | -2.27% | 14.54% | ||
| 2023 | 6.61% | -2.92% | 2.65% | 1.15% | -1.06% | 4.63% | 2.94% | -2.45% | -3.82% | -2.62% | 8.04% | 4.88% | 18.56% |
| 2022 | -4.20% | -2.40% | 0.81% | -7.02% | 0.34% | -6.96% | 6.18% | -3.71% | -8.41% | 4.83% | 7.44% | -3.80% | -16.99% |
| 2021 | -0.35% | 1.92% | 1.98% | 3.49% | 1.27% | 1.24% | 0.68% | 1.87% | -3.47% | 3.99% | -2.01% | 2.93% | 14.12% |
| 2020 | -0.61% | -5.71% | -11.84% | 9.30% | 4.29% | 2.62% | 4.35% | 4.68% | -2.36% | -1.82% | 10.16% | 4.00% | 15.94% |
| 2019 | 2.39% | 1.34% | 2.80% | -4.55% | 5.47% | 0.20% | -1.14% | 1.52% | 2.08% | 2.15% | 2.68% | 15.62% |
Expense Ratio
Vanguard Recommendation 80/20 has an expense ratio of 0.15%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vanguard Recommendation 80/20 is 53, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 3.01 | 4.02 | 1.56 | 4.44 | 19.48 |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 1.35 | 1.92 | 1.24 | 1.33 | 7.44 |
VBISX Vanguard Short-Term Bond Index Fund | 2.10 | 3.34 | 1.43 | 1.21 | 9.58 |
VBIIX Vanguard Intermediate-Term Bond Index Fund | 1.33 | 1.98 | 1.24 | 0.47 | 4.44 |
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | 0.83 | 1.24 | 1.14 | 0.28 | 2.33 |
VTIBX Vanguard Total International Bond Index Fund | 2.02 | 3.13 | 1.36 | 0.65 | 7.75 |
Dividends
Dividend yield
Vanguard Recommendation 80/20 provided a 2.28% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 2.32% | 2.10% | 1.91% | 1.66% | 2.31% | 2.35% | 1.99% | 2.12% | 2.10% | 2.16% | 1.91% |
| Portfolio components: | ||||||||||||
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.17% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.91% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% | 2.63% |
VBISX Vanguard Short-Term Bond Index Fund | 3.17% | 2.34% | 1.37% | 1.10% | 1.72% | 2.16% | 1.93% | 1.58% | 1.41% | 1.25% | 1.12% | 1.11% |
VBIIX Vanguard Intermediate-Term Bond Index Fund | 3.60% | 3.00% | 2.28% | 1.85% | 2.17% | 2.65% | 2.79% | 2.57% | 2.57% | 2.69% | 2.75% | 2.98% |
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | 4.49% | 4.08% | 3.99% | 2.85% | 2.95% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIBX Vanguard Total International Bond Index Fund | 4.75% | 4.36% | 1.40% | 3.01% | 0.91% | 3.36% | 2.98% | 2.20% | 1.86% | 1.61% | 1.49% | 0.84% |
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 Vanguard Recommendation 80/20. 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 Vanguard Recommendation 80/20 was 27.84%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Vanguard Recommendation 80/20 drawdown is 1.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.51% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -6.14% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -6.09% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -4.74% | Jul 25, 2019 | 15 | Aug 14, 2019 | 47 | Oct 21, 2019 | 62 |
Volatility
Volatility Chart
The current Vanguard Recommendation 80/20 volatility is 2.54%, 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
Asset Correlations Table
| VTSMX | VGTSX | VTIBX | VBISX | VBLAX | VBIIX | |
|---|---|---|---|---|---|---|
| VTSMX | 1.00 | 0.81 | 0.03 | 0.01 | -0.03 | -0.00 |
| VGTSX | 0.81 | 1.00 | 0.04 | 0.04 | -0.01 | 0.04 |
| VTIBX | 0.03 | 0.04 | 1.00 | 0.63 | 0.77 | 0.77 |
| VBISX | 0.01 | 0.04 | 0.63 | 1.00 | 0.70 | 0.87 |
| VBLAX | -0.03 | -0.01 | 0.77 | 0.70 | 1.00 | 0.91 |
| VBIIX | -0.00 | 0.04 | 0.77 | 0.87 | 0.91 | 1.00 |