Vanguard Coward's Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Coward's 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 every 3 months.
The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.30% | -7.04% | -9.70% | 4.44% | 12.96% | 9.77% |
| Vanguard Coward's Portfolio | -2.75% | -3.67% | -4.01% | 6.44% | 7.26% | N/A |
| Portfolio components: | ||||||
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | -5.59% | -6.45% | -6.92% | 6.28% | 12.43% | 8.16% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 2.27% | -0.35% | -0.05% | 6.12% | 1.52% | 1.92% |
BNDW Vanguard Total World Bond ETF | 1.61% | 0.69% | 0.56% | 6.46% | -0.37% | N/A |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 2.03% | 0.02% | 0.05% | 7.05% | -0.93% | 1.29% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.77% | 1.46% | 0.99% | 5.64% | -0.07% | 1.66% |
Monthly Returns
The table below presents the monthly returns of Vanguard Coward's 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.13% | 0.31% | -2.34% | -2.79% | -2.75% | ||||||||
| 2024 | -0.11% | 2.28% | 2.27% | -2.95% | 3.14% | 1.29% | 2.17% | 1.80% | 1.89% | -2.08% | 2.95% | -2.25% | 10.63% |
| 2023 | 5.69% | -2.69% | 2.64% | 0.99% | -0.96% | 3.40% | 2.21% | -1.87% | -3.38% | -2.17% | 7.00% | 4.50% | 15.72% |
| 2022 | -3.53% | -2.15% | -0.04% | -6.08% | 0.29% | -5.58% | 5.29% | -3.60% | -7.24% | 3.47% | 6.42% | -3.30% | -15.86% |
| 2021 | -0.50% | 1.01% | 1.31% | 2.72% | 1.03% | 0.98% | 0.86% | 1.30% | -2.86% | 2.95% | -1.40% | 2.08% | 9.75% |
| 2020 | -0.08% | -3.92% | -8.97% | 7.19% | 3.33% | 2.16% | 3.58% | 3.30% | -1.74% | -1.41% | 7.77% | 3.16% | 13.96% |
| 2019 | 5.31% | 1.68% | 1.42% | 2.10% | -3.04% | 4.36% | 0.25% | -0.27% | 1.06% | 1.61% | 1.51% | 2.04% | 19.30% |
| 2018 | 0.94% | -4.80% | 1.18% | -3.59% | -6.26% |
Expense Ratio
Vanguard Coward's Portfolio has an expense ratio of 0.08%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vanguard Coward's Portfolio is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 0.33 | 0.58 | 1.08 | 0.35 | 1.68 |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 1.25 | 1.75 | 1.22 | 0.53 | 3.64 |
BNDW Vanguard Total World Bond ETF | 1.46 | 2.15 | 1.26 | 0.57 | 5.39 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.26 | 1.90 | 1.23 | 0.49 | 3.28 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 1.47 | 2.17 | 1.26 | 0.55 | 6.50 |
Dividends
Dividend yield
Vanguard Coward's Portfolio provided a 2.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.71% | 2.68% | 2.16% | 2.02% | 1.69% | 2.58% | 2.67% | 2.23% | 2.34% | 2.34% | 2.34% |
| Portfolio components: | ||||||||||||
VTWIX Vanguard Total World Stock Index Fund Institutional Shares | 2.03% | 1.94% | 2.07% | 2.19% | 1.81% | 1.66% | 2.32% | 2.55% | 2.11% | 2.40% | 2.46% | 2.46% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.21% | 4.17% | 4.31% | 8.45% | 5.13% | 1.38% | 2.30% | 3.12% | 2.41% | 2.12% | 0.87% | 2.25% |
BNDW Vanguard Total World Bond ETF | 3.97% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.74% | 3.69% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.23% | 4.15% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% |
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 Vanguard Coward's 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 Vanguard Coward's Portfolio was 22.22%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current Vanguard Coward's Portfolio drawdown is 6.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.22% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -21.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -10.07% | Sep 24, 2018 | 64 | Dec 24, 2018 | 55 | Mar 15, 2019 | 119 |
| -9.76% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -4.65% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The current Vanguard Coward's Portfolio volatility is 6.80%, 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
| VTWIX | VAIPX | VTABX | VBTLX | BNDW | |
|---|---|---|---|---|---|
| VTWIX | 1.00 | 0.09 | 0.02 | -0.00 | 0.08 |
| VAIPX | 0.09 | 1.00 | 0.63 | 0.78 | 0.75 |
| VTABX | 0.02 | 0.63 | 1.00 | 0.77 | 0.85 |
| VBTLX | -0.00 | 0.78 | 0.77 | 1.00 | 0.90 |
| BNDW | 0.08 | 0.75 | 0.85 | 0.90 | 1.00 |