Total Market vs. S&P 500 & International Market
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | Large Cap Blend Equities | 33.33% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | Foreign Large Cap Equities, Large Cap Blend Equities | 33.33% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Total Market vs. S&P 500 & International Market, 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 May 31, 2001, corresponding to the inception date of VTI
Returns By Period
As of Nov 9, 2024, the Total Market vs. S&P 500 & International Market returned 20.65% Year-To-Date and 10.47% 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 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| Total Market vs. S&P 500 & International Market | 20.65% | 1.33% | 11.41% | 31.75% | 12.41% | 10.49% |
| Portfolio components: | ||||||
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 8.96% | -3.01% | 3.09% | 19.62% | 5.79% | 5.09% |
VTI Vanguard Total Stock Market ETF | 26.35% | 3.70% | 15.75% | 38.42% | 15.40% | 12.92% |
VFINX Vanguard 500 Index Fund Investor Shares | 27.01% | 3.16% | 15.49% | 37.54% | 15.98% | 13.36% |
Monthly Returns
The table below presents the monthly returns of Total Market vs. S&P 500 & International Market, 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 | 0.33% | 4.58% | 3.18% | -3.57% | 4.57% | 1.91% | 1.96% | 2.34% | 2.25% | -2.12% | 20.65% | ||
| 2023 | 7.20% | -3.01% | 3.00% | 1.44% | -0.84% | 5.92% | 3.59% | -2.66% | -4.31% | -2.77% | 9.02% | 4.95% | 22.47% |
| 2022 | -4.69% | -2.82% | 2.15% | -8.04% | 0.45% | -8.27% | 7.40% | -3.97% | -9.46% | 6.52% | 7.98% | -4.56% | -17.83% |
| 2021 | -0.49% | 2.74% | 3.24% | 4.38% | 1.41% | 1.44% | 0.94% | 2.55% | -4.19% | 5.42% | -2.17% | 4.12% | 20.71% |
| 2020 | -1.14% | -7.66% | -14.11% | 11.33% | 4.99% | 2.82% | 5.16% | 6.29% | -3.05% | -2.28% | 11.89% | 4.79% | 17.00% |
| 2019 | 8.04% | 2.83% | 1.36% | 3.58% | -6.12% | 6.65% | 0.32% | -2.00% | 2.11% | 2.55% | 2.83% | 3.35% | 27.76% |
| 2018 | 5.51% | -4.20% | -1.72% | 0.55% | 1.07% | -0.22% | 3.17% | 1.50% | 0.35% | -7.54% | 1.77% | -7.72% | -8.09% |
| 2017 | 2.54% | 3.04% | 0.99% | 1.43% | 1.81% | 0.69% | 2.45% | 0.36% | 2.10% | 2.14% | 2.27% | 1.44% | 23.42% |
| 2016 | -5.43% | -0.81% | 7.35% | 1.08% | 0.83% | -0.14% | 4.02% | 0.36% | 0.53% | -1.91% | 2.01% | 2.00% | 9.78% |
| 2015 | -1.87% | 5.66% | -1.43% | 2.21% | 0.52% | -2.10% | 0.99% | -6.47% | -3.09% | 7.53% | -0.14% | -1.93% | -0.90% |
| 2014 | -3.80% | 4.94% | 0.58% | 0.70% | 2.11% | 2.14% | -1.66% | 3.06% | -2.82% | 1.62% | 1.66% | -1.26% | 7.12% |
| 2013 | 4.65% | 0.48% | 2.90% | 2.32% | 0.59% | -2.15% | 5.13% | -2.53% | 4.75% | 4.09% | 1.96% | 2.18% | 26.82% |
Expense Ratio
Total Market vs. S&P 500 & International Market has an expense ratio of 0.11%, 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 Total Market vs. S&P 500 & International Market is 60, 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 | |
|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 1.64 | 2.31 | 1.29 | 1.34 | 9.39 |
VTI Vanguard Total Stock Market ETF | 3.10 | 4.13 | 1.58 | 4.21 | 20.25 |
VFINX Vanguard 500 Index Fund Investor Shares | 3.12 | 4.15 | 1.58 | 4.57 | 20.65 |
Dividends
Dividend yield
Total Market vs. S&P 500 & International Market provided a 1.75% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.75% | 1.98% | 2.07% | 1.78% | 1.77% | 2.18% | 2.36% | 2.03% | 2.24% | 2.25% | 2.27% | 2.03% |
| Portfolio components: | ||||||||||||
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.84% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% | 2.63% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.14% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
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 Total Market vs. S&P 500 & International Market. 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 Total Market vs. S&P 500 & International Market was 57.12%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.
The current Total Market vs. S&P 500 & International Market drawdown is 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.12% | Nov 1, 2007 | 339 | Mar 9, 2009 | 975 | Jan 22, 2013 | 1314 |
| -36.16% | Jun 6, 2001 | 336 | Oct 9, 2002 | 322 | Jan 21, 2004 | 658 |
| -34.07% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.8% | Jan 5, 2022 | 194 | Oct 12, 2022 | 303 | Dec 27, 2023 | 497 |
| -18.79% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
Volatility
Volatility Chart
The current Total Market vs. S&P 500 & International Market volatility is 3.33%, 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
| VGTSX | VFINX | VTI | |
|---|---|---|---|
| VGTSX | 1.00 | 0.76 | 0.77 |
| VFINX | 0.76 | 1.00 | 0.99 |
| VTI | 0.77 | 0.99 | 1.00 |