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VOO+VXUS+IWD+IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VOO+VXUS+IWD+IWM, 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 Every year.


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The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of Apr 16, 2026, the VOO+VXUS+IWD+IWM returned 7.37% Year-To-Date and 11.41% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.80%4.83%2.59%5.27%30.14%19.29%10.91%12.94%
Portfolio
VOO+VXUS+IWD+IWM
0.12%5.56%7.37%10.69%36.72%18.40%9.54%11.41%
VXUS
Vanguard Total International Stock ETF
-0.19%5.70%9.67%13.98%39.76%17.42%8.28%9.36%
VOO
Vanguard S&P 500 ETF
0.80%4.92%2.93%5.87%31.79%20.91%12.49%14.85%
IWD
iShares Russell 1000 Value ETF
-0.32%3.81%6.91%10.83%28.24%15.40%9.51%10.77%
IWM
iShares Russell 2000 ETF
0.25%8.42%9.63%8.17%45.80%16.51%4.98%10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 31, 2011, VOO+VXUS+IWD+IWM's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VOO+VXUS+IWD+IWM closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.23%2.73%-6.49%7.23%7.37%
20253.20%0.08%-2.38%0.73%5.14%4.39%0.38%3.77%3.25%1.73%0.62%1.33%24.34%
2024-0.75%3.94%3.45%-3.48%4.35%0.50%3.11%2.02%2.16%-2.73%3.50%-3.67%12.59%
20237.72%-3.41%1.97%1.41%-2.07%5.64%3.88%-3.43%-4.12%-3.34%8.56%5.63%18.66%
2022-4.18%-2.35%1.39%-7.44%1.07%-8.16%6.24%-3.97%-9.54%6.34%8.81%-3.85%-16.31%
20210.20%3.22%3.05%3.55%1.96%0.59%-0.08%2.06%-3.80%4.57%-3.05%4.06%17.13%

Benchmark Metrics

VOO+VXUS+IWD+IWM has an annualized alpha of -1.28%, beta of 0.94, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.

  • This portfolio participated in 100.43% of S&P 500 Index downside but only 91.20% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.94 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.28%
Beta
0.94
0.91
Upside Capture
91.20%
Downside Capture
100.43%

Expense Ratio

VOO+VXUS+IWD+IWM has an expense ratio of 0.07%, 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.


Return for Risk

Risk / Return Rank

VOO+VXUS+IWD+IWM ranks 65 for risk / return — better than 65% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VOO+VXUS+IWD+IWM Risk / Return Rank: 6565
Overall Rank
VOO+VXUS+IWD+IWM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO+VXUS+IWD+IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO+VXUS+IWD+IWM Omega Ratio Rank: 6969
Omega Ratio Rank
VOO+VXUS+IWD+IWM Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO+VXUS+IWD+IWM Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.84

2.30

+0.54

Sortino ratio

Return per unit of downside risk

3.90

3.18

+0.72

Omega ratio

Gain probability vs. loss probability

1.52

1.43

+0.09

Calmar ratio

Return relative to maximum drawdown

3.91

3.40

+0.50

Martin ratio

Return relative to average drawdown

16.82

15.35

+1.46


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VXUS
Vanguard Total International Stock ETF
732.823.771.523.7314.94
VOO
Vanguard S&P 500 ETF
672.423.351.453.6816.70
IWD
iShares Russell 1000 Value ETF
722.463.491.454.3417.70
IWM
iShares Russell 2000 ETF
652.363.241.394.3215.42

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

VOO+VXUS+IWD+IWM Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

  • 1-Year: 2.84
  • 5-Year: 0.61
  • 10-Year: 0.67
  • All Time: 0.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.17 to 2.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of VOO+VXUS+IWD+IWM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

VOO+VXUS+IWD+IWM provided a 1.97% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.97%2.20%2.36%2.40%2.42%2.18%1.84%2.47%2.62%2.24%2.43%2.45%
VXUS
Vanguard Total International Stock ETF
2.77%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
VOO
Vanguard S&P 500 ETF
1.11%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
IWD
iShares Russell 1000 Value ETF
1.60%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%
IWM
iShares Russell 2000 ETF
0.94%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

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 VOO+VXUS+IWD+IWM. 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 VOO+VXUS+IWD+IWM was 35.21%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The current VOO+VXUS+IWD+IWM drawdown is 0.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.21%Jan 21, 202044Mar 23, 2020159Nov 5, 2020203
-25.92%Nov 9, 2021233Oct 12, 2022337Feb 15, 2024570
-24.18%May 2, 2011108Oct 3, 2011304Dec 18, 2012412
-20.42%Jan 29, 2018229Dec 24, 2018217Nov 4, 2019446
-20.23%May 22, 2015183Feb 11, 2016210Dec 9, 2016393

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 4 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

BenchmarkVXUSIWMIWDVOOPortfolio
Benchmark1.000.810.840.911.000.93
VXUS0.811.000.740.800.810.95
IWM0.840.741.000.860.840.87
IWD0.910.800.861.000.910.91
VOO1.000.810.840.911.000.94
Portfolio0.930.950.870.910.941.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011