Asset Allocation
Find the right asset allocation for INT'L Large Cap Blend ETF
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
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.
Loading charts...
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 9.51% | 8.73% | 18.04% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio INT'L Large Cap Blend ETF | -0.65% | -2.91% | 7.55% | 10.54% | 23.53% | 17.27% | 9.83% | — | 11.32% |
| Portfolio components: | |||||||||
AVDE Avantis International Equity ETF | -0.73% | -1.74% | 5.15% | 9.27% | 23.56% | 17.96% | 10.39% | — | 11.70% |
DFALX DFA Large Cap International Portfolio | -0.34% | -0.39% | 6.73% | 10.46% | 24.34% | 16.81% | 10.22% | 10.13% | 6.57% |
IDMO Invesco S&P International Developed Momentum ETF | -0.78% | -4.04% | 3.61% | 6.72% | 19.40% | 23.73% | 14.74% | 12.15% | 8.80% |
IEFA iShares Core MSCI EAFE ETF | -0.71% | -1.77% | 4.73% | 8.58% | 19.92% | 15.19% | 8.55% | 9.33% | 8.32% |
SCHF Schwab International Equity ETF | -0.56% | -4.28% | 7.66% | 12.41% | 26.69% | 17.35% | 9.83% | 10.03% | 7.72% |
SPDW SPDR Portfolio World ex-US ETF | -0.63% | -3.99% | 7.53% | 12.05% | 25.96% | 17.27% | 9.46% | 9.88% | 4.99% |
VEA Vanguard FTSE Developed Markets ETF | -0.67% | -4.26% | 7.02% | 11.59% | 25.76% | 17.14% | 9.55% | 9.92% | 5.03% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 26, 2019, INT'L Large Cap Blend ETF's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 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% | 6.46% | 3.33% | -0.40% | -1.75% | 10.54% | |||||
| 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 0.16%, beta of 0.80, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.
- This portfolio participated in 90.19% of S&P 500 Index downside but only 81.09% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.16%
- Beta
- 0.80
- R²
- 0.73
- Upside Capture
- 81.09%
- Downside Capture
- 90.19%
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 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for INT'L Large Cap Blend ETF and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.52 | 1.45 | +0.07 |
| Sortino ratioReturn per unit of downside risk | 2.14 | 2.03 | +0.12 |
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.01 | +0.12 |
| Martin ratioReturn relative to average drawdown | 8.19 | 8.68 | -0.49 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 61 | 1.56 | 2.20 | 1.28 | 2.06 | 7.96 |
DFALX DFA Large Cap International Portfolio | 58 | 1.65 | 2.33 | 1.30 | 2.26 | 8.75 |
IDMO Invesco S&P International Developed Momentum ETF | 42 | 1.05 | 1.58 | 1.20 | 1.58 | 6.15 |
IEFA iShares Core MSCI EAFE ETF | 49 | 1.28 | 1.87 | 1.23 | 1.74 | 6.57 |
SCHF Schwab International Equity ETF | 64 | 1.56 | 2.17 | 1.28 | 2.33 | 8.72 |
SPDW SPDR Portfolio World ex-US ETF | 63 | 1.54 | 2.15 | 1.28 | 2.26 | 8.53 |
VEA Vanguard FTSE Developed Markets ETF | 61 | 1.52 | 2.12 | 1.28 | 2.23 | 8.35 |
Loading charts...
Dividends
Dividend yield
INT'L Large Cap Blend ETF provided a 2.88% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.88% | 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 | 2.49% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
DFALX DFA Large Cap International Portfolio | 2.85% | 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 | 3.75% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
IEFA iShares Core MSCI EAFE ETF | 3.44% | 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 | 3.14% | 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 | 3.09% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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.
Loading charts...
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 3.16%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.40%Mar 2020 | 2mo 2d | 7mo 23d | 9mo 25dJan 2020 - Nov 2020 | COVID crash2020 |
-29.24%Sep 2022 | 1y 20d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 | Bear market2022 |
-13.47%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 | 2025 selloff2025 |
-11.45%Mar 2026 | 22d | 1mo 17d | 2mo 9dFeb 2026 - May 2026 | — |
-9.54%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
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. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.01 | 1.01 | 1.00 | 1.01 |
The portfolio has a diversification ratio of 1.01, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
INT'L Large Cap Blend ETF correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.79 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPDW has the highest benchmark correlation at 0.80, while IDMO has the lowest at 0.71.
Asset Correlations Table
Find what INT'L Large Cap Blend ETF is missing
See which holdings overlap, where INT'L Large Cap Blend ETF is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification