Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in INT'L Large Cap Blend ETF, 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 Every 3 months.
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio INT'L Large Cap Blend ETF | -0.60% | -2.49% | 3.68% | 8.63% | 30.11% | 16.54% | 9.20% | — |
| Portfolio components: | ||||||||
AVDE Avantis International Equity ETF | -0.52% | -2.40% | 4.22% | 9.40% | 32.64% | 17.80% | 10.09% | — |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -2.79% | 3.65% | 8.84% | 30.37% | 16.09% | 8.76% | 9.49% |
IEFA iShares Core MSCI EAFE ETF | -0.54% | -2.21% | 2.18% | 5.82% | 24.78% | 14.56% | 8.01% | 8.97% |
SCHF Schwab International Equity ETF | -0.64% | -2.57% | 3.91% | 9.20% | 29.84% | 16.16% | 8.89% | 9.55% |
SPDW SPDR Portfolio World ex-US ETF | -0.80% | -2.83% | 3.67% | 8.50% | 30.12% | 16.04% | 8.47% | 9.41% |
DFALX DFA Large Cap International Portfolio | 1.41% | -1.80% | 4.07% | 9.15% | 29.08% | 16.66% | 9.70% | 9.76% |
IDMO Invesco S&P International Developed Momentum ETF | -0.89% | -1.97% | 1.06% | 6.02% | 29.40% | 22.78% | 14.31% | 11.76% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, INT'L Large Cap Blend ETF's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, INT'L Large Cap Blend ETF closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 12, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.60% | 5.88% | -8.17% | 0.97% | 3.68% | ||||||||
| 2025 | 4.34% | 2.51% | 0.39% | 4.01% | 5.25% | 3.23% | -1.32% | 4.53% | 2.51% | 1.27% | 1.31% | 2.95% | 35.52% |
| 2024 | -0.93% | 2.73% | 3.75% | -3.22% | 4.93% | -2.03% | 3.14% | 2.92% | 1.08% | -5.03% | 0.43% | -3.29% | 3.96% |
| 2023 | 8.85% | -3.14% | 2.23% | 2.66% | -4.11% | 4.62% | 3.33% | -3.76% | -3.52% | -3.31% | 8.38% | 5.56% | 17.80% |
| 2022 | -3.46% | -2.73% | 0.58% | -6.71% | 2.01% | -9.40% | 5.14% | -5.65% | -9.77% | 6.04% | 12.59% | -1.83% | -14.57% |
| 2021 | -0.79% | 2.83% | 2.79% | 3.06% | 3.59% | -1.14% | 0.68% | 1.35% | -3.23% | 3.31% | -4.67% | 4.35% | 12.31% |
Benchmark Metrics
INT'L Large Cap Blend ETF has an annualized alpha of 0.70%, beta of 0.79, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio participated in 90.16% of S&P 500 Index downside but only 83.25% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.70%
- Beta
- 0.79
- R²
- 0.73
- Upside Capture
- 83.25%
- Downside Capture
- 90.16%
Expense Ratio
INT'L Large Cap Blend ETF has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
INT'L Large Cap Blend ETF ranks 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 0.88 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.37 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.39 | +1.27 |
Martin ratioReturn relative to average drawdown | 10.24 | 6.43 | +3.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 87 | 1.92 | 2.57 | 1.39 | 2.87 | 11.22 |
VEA Vanguard FTSE Developed Markets ETF | 83 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
IEFA iShares Core MSCI EAFE ETF | 73 | 1.41 | 2.01 | 1.29 | 2.18 | 8.32 |
SCHF Schwab International Equity ETF | 82 | 1.69 | 2.32 | 1.34 | 2.63 | 10.00 |
SPDW SPDR Portfolio World ex-US ETF | 82 | 1.72 | 2.36 | 1.34 | 2.64 | 10.12 |
DFALX DFA Large Cap International Portfolio | 86 | 1.83 | 2.43 | 1.36 | 2.68 | 10.34 |
IDMO Invesco S&P International Developed Momentum ETF | 79 | 1.54 | 2.14 | 1.32 | 2.48 | 9.91 |
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Dividends
Dividend yield
INT'L Large Cap Blend ETF provided a 3.03% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.03% | 3.13% | 3.30% | 3.04% | 2.83% | 2.93% | 1.87% | 2.10% | 2.13% | 1.62% | 1.87% | 1.70% |
| Portfolio components: | ||||||||||||
AVDE Avantis International Equity ETF | 2.67% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
IEFA iShares Core MSCI EAFE ETF | 3.48% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
SCHF Schwab International Equity ETF | 3.29% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
SPDW SPDR Portfolio World ex-US ETF | 3.18% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
DFALX DFA Large Cap International Portfolio | 2.91% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
IDMO Invesco S&P International Developed Momentum ETF | 3.77% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the INT'L Large Cap Blend ETF. 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 INT'L Large Cap Blend ETF was 35.40%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current INT'L Large Cap Blend ETF drawdown is 7.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.4% | Jan 21, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -29.24% | Sep 7, 2021 | 267 | Sep 27, 2022 | 352 | Feb 22, 2024 | 619 |
| -13.47% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -11.45% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -9.54% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 4.37, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | IDMO | DFALX | AVDE | IEFA | SCHF | VEA | SPDW | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.71 | 0.78 | 0.77 | 0.78 | 0.80 | 0.80 | 0.80 | 0.79 |
| IDMO | 0.71 | 1.00 | 0.86 | 0.86 | 0.86 | 0.87 | 0.87 | 0.87 | 0.87 |
| DFALX | 0.78 | 0.86 | 1.00 | 0.98 | 0.98 | 0.98 | 0.98 | 0.98 | 0.98 |
| AVDE | 0.77 | 0.86 | 0.98 | 1.00 | 0.98 | 0.98 | 0.98 | 0.98 | 0.99 |
| IEFA | 0.78 | 0.86 | 0.98 | 0.98 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 |
| SCHF | 0.80 | 0.87 | 0.98 | 0.98 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 |
| VEA | 0.80 | 0.87 | 0.98 | 0.98 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 |
| SPDW | 0.80 | 0.87 | 0.98 | 0.98 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 |
| Portfolio | 0.79 | 0.87 | 0.98 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |