VT BND
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 60% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 40% |
Performance
The chart shows the growth of an initial investment of $10,000 in VT BND, 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
Returns
As of Sep 23, 2023, the VT BND returned 4.26% Year-To-Date and 4.07% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| VT BND | -0.64% | 0.61% | 4.26% | 7.81% | 3.27% | 4.06% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -0.73% | 6.92% | 10.64% | 18.85% | 6.60% | 7.74% |
BND Vanguard Total Bond Market ETF | -0.60% | -3.51% | 0.08% | 0.78% | 0.32% | 1.18% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | VT | |
|---|---|---|
| BND | 1.00 | -0.15 |
| VT | -0.15 | 1.00 |
Dividend yield
VT BND granted a 2.65% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VT BND | 2.65% | 2.48% | 1.99% | 2.12% | 2.78% | 3.01% | 2.71% | 2.89% | 3.04% | 3.26% | 3.16% | 3.73% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.11% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
BND Vanguard Total Bond Market ETF | 3.01% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
Expense Ratio
The VT BND has an expense ratio of 0.05% 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.92 | ||||
BND Vanguard Total Bond Market ETF | -0.07 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VT BND. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the VT BND is 21.27%, recorded on Mar 9, 2009. It took 128 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.27% | Jul 1, 2008 | 173 | Mar 9, 2009 | 128 | Sep 9, 2009 | 301 |
| -20.43% | Nov 10, 2021 | 234 | Oct 14, 2022 | — | — | — |
| -15.64% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -7.93% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -7.43% | Apr 27, 2015 | 186 | Jan 20, 2016 | 96 | Jun 7, 2016 | 282 |
Volatility Chart
The current VT BND volatility is 1.87%, 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.