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Four Vanguard funds 2065
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 5%VTI 60%VXUS 25%VBR 10%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

5%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

60%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Four Vanguard funds 2065, 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


180.00%200.00%220.00%240.00%260.00%280.00%300.00%320.00%NovemberDecember2024FebruaryMarchApril
242.59%
289.18%
Four Vanguard funds 2065
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 20, 2024, the Four Vanguard funds 2065 returned 2.19% Year-To-Date and 8.96% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Four Vanguard funds 20652.19%-4.50%16.87%16.06%9.48%8.98%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.17%11.64%
VBR
Vanguard Small-Cap Value ETF
0.10%-4.20%18.94%16.32%8.37%8.22%
VXUS
Vanguard Total International Stock ETF
0.25%-3.58%14.24%6.76%4.72%3.98%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.20%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.01%4.26%3.37%
2023-4.34%-2.99%8.80%5.61%

Expense Ratio

The Four Vanguard funds 2065 has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Four Vanguard funds 2065
Sharpe ratio
The chart of Sharpe ratio for Four Vanguard funds 2065, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.001.36
Sortino ratio
The chart of Sortino ratio for Four Vanguard funds 2065, currently valued at 2.01, compared to the broader market-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for Four Vanguard funds 2065, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.801.23
Calmar ratio
The chart of Calmar ratio for Four Vanguard funds 2065, currently valued at 1.06, compared to the broader market0.002.004.006.008.001.06
Martin ratio
The chart of Martin ratio for Four Vanguard funds 2065, currently valued at 4.56, compared to the broader market0.0010.0020.0030.0040.004.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
VBR
Vanguard Small-Cap Value ETF
0.901.431.160.963.15
VXUS
Vanguard Total International Stock ETF
0.540.851.100.371.61
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06

Sharpe Ratio

The current Four Vanguard funds 2065 Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.36

The Sharpe ratio of Four Vanguard funds 2065 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.36
1.66
Four Vanguard funds 2065
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Four Vanguard funds 2065 granted a 2.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Four Vanguard funds 20652.11%2.04%2.11%1.78%1.67%2.17%2.39%2.01%2.19%2.22%2.22%2.05%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VBR
Vanguard Small-Cap Value ETF
2.15%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
VXUS
Vanguard Total International Stock ETF
3.43%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
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.16%
-5.46%
Four Vanguard funds 2065
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Four Vanguard funds 2065. 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 Four Vanguard funds 2065 was 33.88%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current Four Vanguard funds 2065 drawdown is 5.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.88%Feb 13, 202027Mar 23, 2020109Aug 26, 2020136
-24.9%Nov 9, 2021225Sep 30, 2022330Jan 25, 2024555
-21.61%May 2, 2011108Oct 3, 2011115Mar 19, 2012223
-18.07%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-17.07%May 22, 2015183Feb 11, 2016122Aug 5, 2016305

Volatility

Volatility Chart

The current Four Vanguard funds 2065 volatility is 2.91%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.91%
3.15%
Four Vanguard funds 2065
Benchmark (^GSPC)
Portfolio components

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.

BNDVXUSVBRVTI
BND1.00-0.09-0.16-0.12
VXUS-0.091.000.760.83
VBR-0.160.761.000.88
VTI-0.120.830.881.00