Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IWD iShares Russell 1000 Value ETF | Large Cap Value Equities | 10% |
IWM iShares Russell 2000 ETF | Small Cap Blend Equities | 10% |
VOO Vanguard S&P 500 ETF | S&P 500 | 30% |
VXUS Vanguard Total International Stock ETF | Global Equities | 50% |
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.23% | 2.73% | -6.49% | 7.23% | 7.37% | ||||||||
| 2025 | 3.20% | 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% |
| 2023 | 7.72% | -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% |
| 2021 | 0.20% | 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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.84 | 2.30 | +0.54 |
Sortino ratioReturn per unit of downside risk | 3.90 | 3.18 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.43 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.91 | 3.40 | +0.50 |
Martin ratioReturn relative to average drawdown | 16.82 | 15.35 | +1.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 73 | 2.82 | 3.77 | 1.52 | 3.73 | 14.94 |
VOO Vanguard S&P 500 ETF | 67 | 2.42 | 3.35 | 1.45 | 3.68 | 16.70 |
IWD iShares Russell 1000 Value ETF | 72 | 2.46 | 3.49 | 1.45 | 4.34 | 17.70 |
IWM iShares Russell 2000 ETF | 65 | 2.36 | 3.24 | 1.39 | 4.32 | 15.42 |
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Dividends
Dividend yield
VOO+VXUS+IWD+IWM provided a 1.97% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.97% | 2.20% | 2.36% | 2.40% | 2.42% | 2.18% | 1.84% | 2.47% | 2.62% | 2.24% | 2.43% | 2.45% |
| Portfolio components: | ||||||||||||
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, 2020 | 44 | Mar 23, 2020 | 159 | Nov 5, 2020 | 203 |
| -25.92% | Nov 9, 2021 | 233 | Oct 12, 2022 | 337 | Feb 15, 2024 | 570 |
| -24.18% | May 2, 2011 | 108 | Oct 3, 2011 | 304 | Dec 18, 2012 | 412 |
| -20.42% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
| -20.23% | May 22, 2015 | 183 | Feb 11, 2016 | 210 | Dec 9, 2016 | 393 |
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
| Benchmark | VXUS | IWM | IWD | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.81 | 0.84 | 0.91 | 1.00 | 0.93 |
| VXUS | 0.81 | 1.00 | 0.74 | 0.80 | 0.81 | 0.95 |
| IWM | 0.84 | 0.74 | 1.00 | 0.86 | 0.84 | 0.87 |
| IWD | 0.91 | 0.80 | 0.86 | 1.00 | 0.91 | 0.91 |
| VOO | 1.00 | 0.81 | 0.84 | 0.91 | 1.00 | 0.94 |
| Portfolio | 0.93 | 0.95 | 0.87 | 0.91 | 0.94 | 1.00 |