All Things Being Equal
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Things Being Equal, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Oct 17, 2024, the All Things Being Equal returned 13.75% Year-To-Date and 6.46% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| All Things Being Equal | 13.75% | 1.60% | 10.25% | 24.03% | 7.29% | 6.41% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 22.57% | 3.83% | 17.22% | 37.03% | 15.53% | 13.36% |
VXUS Vanguard Total International Stock ETF | 11.24% | 1.48% | 10.92% | 24.56% | 6.94% | 5.67% |
BND Vanguard Total Bond Market ETF | 3.58% | -1.54% | 6.82% | 12.44% | 0.10% | 1.54% |
BNDX Vanguard Total International Bond ETF | 3.44% | 0.01% | 4.64% | 11.06% | -0.01% | 2.12% |
GLD SPDR Gold Trust | 29.28% | 4.13% | 12.17% | 36.65% | 12.01% | 7.53% |
Monthly Returns
The table below presents the monthly returns of All Things Being Equal, 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 | -0.55% | 1.36% | 3.42% | -1.49% | 2.45% | 0.72% | 2.87% | 1.72% | 2.49% | 13.75% | |||
| 2023 | 5.41% | -3.26% | 3.73% | 0.92% | -1.09% | 1.77% | 1.93% | -1.64% | -3.45% | -0.07% | 5.56% | 3.67% | 13.75% |
| 2022 | -2.80% | -0.29% | -0.17% | -4.91% | -0.40% | -4.17% | 3.20% | -3.52% | -5.87% | 1.81% | 6.57% | -1.77% | -12.28% |
| 2021 | -0.96% | -0.77% | 0.71% | 2.42% | 2.31% | -0.86% | 1.16% | 0.72% | -2.65% | 2.12% | -1.05% | 1.90% | 5.01% |
| 2020 | 0.98% | -2.51% | -6.48% | 6.52% | 2.89% | 2.13% | 4.63% | 1.93% | -1.86% | -1.00% | 4.09% | 3.61% | 15.15% |
| 2019 | 4.25% | 0.99% | 0.85% | 1.24% | -1.48% | 4.71% | 0.17% | 1.71% | -0.04% | 1.58% | 0.23% | 2.11% | 17.39% |
| 2018 | 2.47% | -2.42% | 0.03% | -0.20% | 0.07% | -0.86% | 0.75% | -0.06% | -0.19% | -2.91% | 1.01% | -1.02% | -3.40% |
| 2017 | 2.11% | 1.96% | 0.52% | 1.23% | 1.06% | -0.21% | 1.63% | 1.34% | -0.01% | 0.81% | 0.84% | 1.24% | 13.22% |
| 2016 | -0.63% | 2.29% | 2.93% | 1.62% | -0.98% | 2.44% | 2.39% | -0.56% | 0.54% | -1.85% | -1.92% | 0.61% | 6.92% |
| 2015 | 2.08% | 0.68% | -0.75% | 0.77% | -0.02% | -1.68% | -0.65% | -2.24% | -1.27% | 3.44% | -1.50% | -1.03% | -2.31% |
| 2014 | -0.44% | 3.51% | -0.43% | 0.64% | 0.57% | 2.27% | -1.43% | 1.64% | -2.77% | 0.19% | 0.66% | -0.31% | 4.02% |
| 2013 | -4.10% | 3.71% | -0.10% | 1.55% | 1.89% | -0.56% | -0.05% | 2.18% |
Expense Ratio
All Things Being Equal has an expense ratio of 0.12%, 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 risk-adjusted rank of All Things Being Equal is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.75 | 3.66 | 1.50 | 2.50 | 16.71 |
VXUS Vanguard Total International Stock ETF | 1.73 | 2.45 | 1.31 | 1.22 | 11.27 |
BND Vanguard Total Bond Market ETF | 1.87 | 2.77 | 1.33 | 0.62 | 7.82 |
BNDX Vanguard Total International Bond ETF | 2.33 | 3.57 | 1.42 | 0.74 | 9.29 |
GLD SPDR Gold Trust | 2.76 | 3.71 | 1.48 | 4.83 | 17.63 |
Dividends
Dividend yield
All Things Being Equal granted a 2.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All Things Being Equal | 2.47% | 2.44% | 1.77% | 2.00% | 1.38% | 2.19% | 2.21% | 1.84% | 1.85% | 1.80% | 1.90% | 1.62% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VXUS Vanguard Total International Stock ETF | 2.88% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
BND Vanguard Total Bond Market ETF | 3.46% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BNDX Vanguard Total International Bond ETF | 4.72% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the All Things Being Equal. 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 All Things Being Equal was 19.20%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current All Things Being Equal drawdown is 0.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.2% | Nov 15, 2021 | 231 | Oct 14, 2022 | 345 | Mar 1, 2024 | 576 |
| -16.15% | Feb 24, 2020 | 19 | Mar 19, 2020 | 55 | Jun 8, 2020 | 74 |
| -9.15% | Apr 29, 2015 | 184 | Jan 20, 2016 | 96 | Jun 7, 2016 | 280 |
| -8.5% | Jan 29, 2018 | 229 | Dec 24, 2018 | 71 | Apr 8, 2019 | 300 |
| -4.95% | Sep 8, 2016 | 60 | Dec 1, 2016 | 56 | Feb 23, 2017 | 116 |
Volatility
Volatility Chart
The current All Things Being Equal volatility is 1.84%, 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
| GLD | VTI | VXUS | BNDX | BND | |
|---|---|---|---|---|---|
| GLD | 1.00 | 0.00 | 0.15 | 0.27 | 0.38 |
| VTI | 0.00 | 1.00 | 0.82 | -0.01 | -0.04 |
| VXUS | 0.15 | 0.82 | 1.00 | -0.00 | 0.01 |
| BNDX | 0.27 | -0.01 | -0.00 | 1.00 | 0.73 |
| BND | 0.38 | -0.04 | 0.01 | 0.73 | 1.00 |