PA 529
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PA 529, 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 Feb 7, 2019, corresponding to the inception date of VFTAX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| PA 529 | 17.27% | 2.32% | 8.53% | 27.83% | 12.65% | N/A |
| Portfolio components: | ||||||
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 20.75% | 2.07% | 9.61% | 33.43% | 15.80% | N/A |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 19.75% | 2.56% | 9.22% | 31.06% | 14.92% | 12.60% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 11.39% | 2.33% | 6.70% | 19.25% | 7.10% | 4.94% |
Monthly Returns
The table below presents the monthly returns of PA 529, 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 | 0.40% | 4.67% | 2.94% | -3.73% | 4.56% | 2.29% | 1.73% | 2.34% | 17.27% | ||||
| 2023 | 7.67% | -2.86% | 3.14% | 1.35% | -0.34% | 5.93% | 3.58% | -2.69% | -4.38% | -2.77% | 9.38% | 5.09% | 24.33% |
| 2022 | -5.24% | -3.11% | 2.04% | -8.43% | 0.09% | -8.19% | 7.54% | -4.09% | -9.55% | 6.07% | 7.98% | -4.82% | -19.82% |
| 2021 | -0.45% | 2.51% | 2.92% | 4.56% | 1.21% | 1.77% | 1.06% | 2.64% | -4.32% | 5.59% | -2.14% | 3.89% | 20.49% |
| 2020 | -1.05% | -7.62% | -14.34% | 11.57% | 5.27% | 3.17% | 5.39% | 6.55% | -3.16% | -2.42% | 12.04% | 4.84% | 18.27% |
| 2019 | 2.95% | 1.36% | 3.69% | -6.11% | 6.63% | 0.55% | -2.11% | 2.07% | 2.76% | 3.00% | 3.47% | 19.18% |
Expense Ratio
PA 529 has an expense ratio of 0.09%, 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 PA 529 is 52, 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 | |
|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 2.29 | 3.05 | 1.41 | 2.01 | 13.48 |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 2.27 | 3.04 | 1.41 | 2.13 | 13.26 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.54 | 2.16 | 1.27 | 1.03 | 7.96 |
Dividends
Dividend yield
PA 529 granted a 1.68% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PA 529 | 1.68% | 2.24% | 3.62% | 3.12% | 4.96% | 2.46% | 2.52% | 1.71% | 1.90% | 1.71% | 1.73% | 1.47% |
| Portfolio components: | ||||||||||||
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.79% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 1.84% | 2.41% | 6.48% | 5.37% | 11.56% | 2.90% | 4.38% | 2.39% | 2.78% | 2.28% | 1.78% | 1.72% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.41% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
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 PA 529. 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 PA 529 was 34.17%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 102 | Aug 17, 2020 | 125 |
| -27.22% | Jan 4, 2022 | 197 | Oct 14, 2022 | 320 | Jan 25, 2024 | 517 |
| -8.42% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -7.98% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.35% | Jul 25, 2019 | 15 | Aug 14, 2019 | 47 | Oct 21, 2019 | 62 |
Volatility
Volatility Chart
The current PA 529 volatility is 4.36%, 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
| VTIAX | VFTAX | VITNX | |
|---|---|---|---|
| VTIAX | 1.00 | 0.79 | 0.82 |
| VFTAX | 0.79 | 1.00 | 0.98 |
| VITNX | 0.82 | 0.98 | 1.00 |