Growth Portfolio
The Growth Portfolio is a diversified investment strategy that allocates assets across domestic and international equities and fixed income. With a higher emphasis on equities (80%) through VEA and VTI, the portfolio aims for capital appreciation, while the 20% allocation to bonds (BND and IGOV) provides stability and income. This portfolio suits investors seeking moderate to high growth potential while maintaining diversification and a modest fixed-income allocation for risk mitigation.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Growth Portfolio, 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 Jan 29, 2009, corresponding to the inception date of IGOV
Returns By Period
As of Nov 21, 2024, the Growth Portfolio returned 13.94% Year-To-Date and 8.38% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Growth Portfolio | 13.94% | -0.37% | 6.52% | 20.85% | 9.38% | 8.38% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.72% | -0.70% | 2.98% | 6.21% | -0.32% | 1.40% |
VEA Vanguard FTSE Developed Markets ETF | 4.47% | -4.06% | -1.59% | 11.38% | 5.86% | 5.25% |
VTI Vanguard Total Stock Market ETF | 24.77% | 1.74% | 12.48% | 32.60% | 14.96% | 12.63% |
IGOV iShares International Treasury Bond ETF | -4.84% | -2.29% | 0.72% | 0.90% | -4.53% | -1.86% |
Monthly Returns
The table below presents the monthly returns of Growth Portfolio, 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 | 0.12% | 3.28% | 2.89% | -3.74% | 4.11% | 1.25% | 2.34% | 2.27% | 1.64% | -2.38% | 13.94% | ||
| 2023 | 6.80% | -2.86% | 2.76% | 1.41% | -1.13% | 4.78% | 2.78% | -2.30% | -4.14% | -2.61% | 8.33% | 5.12% | 19.56% |
| 2022 | -4.66% | -2.27% | 1.24% | -7.58% | 0.47% | -7.27% | 6.81% | -4.27% | -8.50% | 5.76% | 7.13% | -3.86% | -17.21% |
| 2021 | -0.58% | 1.96% | 2.40% | 3.69% | 1.30% | 1.10% | 1.31% | 1.79% | -3.55% | 4.36% | -2.05% | 3.09% | 15.54% |
| 2020 | -0.52% | -6.00% | -11.54% | 9.26% | 4.57% | 2.33% | 4.16% | 5.05% | -2.47% | -2.09% | 10.39% | 4.17% | 16.21% |
| 2019 | 6.77% | 2.49% | 1.24% | 2.81% | -4.52% | 5.61% | 0.14% | -1.09% | 1.63% | 2.08% | 2.28% | 2.49% | 23.69% |
| 2018 | 3.95% | -3.60% | -0.96% | 0.36% | 1.05% | -0.09% | 2.34% | 1.38% | 0.18% | -6.45% | 1.30% | -5.89% | -6.80% |
| 2017 | 2.08% | 2.31% | 0.90% | 1.37% | 1.69% | 0.70% | 1.98% | 0.26% | 1.85% | 1.58% | 1.87% | 1.19% | 19.29% |
| 2016 | -4.27% | -0.58% | 5.90% | 1.12% | 0.72% | 0.02% | 3.39% | 0.13% | 0.61% | -2.13% | 1.30% | 1.76% | 7.89% |
| 2015 | -0.94% | 4.43% | -0.92% | 1.43% | 0.43% | -1.89% | 1.44% | -5.22% | -2.43% | 6.01% | -0.05% | -1.69% | 0.09% |
| 2014 | -2.84% | 4.32% | 0.15% | 0.66% | 1.75% | 1.72% | -1.80% | 2.42% | -2.50% | 1.42% | 1.41% | -1.06% | 5.53% |
| 2013 | 3.80% | 0.34% | 2.44% | 2.55% | -0.02% | -1.87% | 4.60% | -2.20% | 4.55% | 3.30% | 1.52% | 1.87% | 22.64% |
Expense Ratio
Growth Portfolio has an expense ratio of 0.05%, 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 Growth Portfolio is 43, 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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.12 | 1.64 | 1.20 | 0.43 | 3.66 |
VEA Vanguard FTSE Developed Markets ETF | 0.86 | 1.25 | 1.15 | 1.25 | 4.05 |
VTI Vanguard Total Stock Market ETF | 2.58 | 3.45 | 1.48 | 3.76 | 16.48 |
IGOV iShares International Treasury Bond ETF | 0.10 | 0.21 | 1.02 | 0.03 | 0.19 |
Dividends
Dividend yield
Growth Portfolio provided a 2.09% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.09% | 2.13% | 2.10% | 1.85% | 1.67% | 2.22% | 2.46% | 2.08% | 2.28% | 2.27% | 2.44% | 2.13% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
IGOV iShares International Treasury Bond ETF | 0.00% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% | 1.32% |
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 Growth Portfolio. 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 Growth Portfolio was 28.25%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Growth Portfolio drawdown is 1.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.25% | Feb 13, 2020 | 27 | Mar 23, 2020 | 95 | Aug 6, 2020 | 122 |
| -24.95% | Nov 9, 2021 | 235 | Oct 14, 2022 | 331 | Feb 9, 2024 | 566 |
| -18.08% | Feb 10, 2009 | 19 | Mar 9, 2009 | 24 | Apr 13, 2009 | 43 |
| -17.44% | May 2, 2011 | 108 | Oct 3, 2011 | 114 | Mar 16, 2012 | 222 |
| -15.33% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
Volatility
Volatility Chart
The current Growth Portfolio volatility is 2.69%, 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
| BND | IGOV | VTI | VEA | |
|---|---|---|---|---|
| BND | 1.00 | 0.44 | -0.13 | -0.09 |
| IGOV | 0.44 | 1.00 | 0.13 | 0.33 |
| VTI | -0.13 | 0.13 | 1.00 | 0.84 |
| VEA | -0.09 | 0.33 | 0.84 | 1.00 |