my vang
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in my vang, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Nov 14, 2024, the my vang returned 14.56% Year-To-Date and 8.22% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| my vang | 14.56% | 0.49% | 7.97% | 21.85% | 8.83% | 8.22% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.15% | 2.74% | 13.54% | 35.28% | 15.15% | 12.89% |
VEU Vanguard FTSE All-World ex-US ETF | 6.59% | -5.68% | -1.28% | 13.53% | 5.41% | 4.92% |
VUG Vanguard Growth ETF | 31.93% | 4.20% | 16.57% | 39.73% | 19.31% | 15.83% |
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
BNDX Vanguard Total International Bond ETF | 2.78% | -0.12% | 2.97% | 7.26% | -0.08% | 2.00% |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 3.18% | -1.32% | 3.44% | 9.47% | 0.24% | 1.81% |
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 4.43% | -0.67% | 3.47% | 7.36% | 1.89% | 2.14% |
VIG Vanguard Dividend Appreciation ETF | 19.91% | 0.14% | 10.81% | 27.18% | 12.77% | 11.90% |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
Monthly Returns
The table below presents the monthly returns of my vang, 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 | 0.29% | 2.44% | 2.61% | -3.28% | 3.09% | 1.59% | 2.53% | 1.84% | 1.69% | -1.34% | 14.56% | ||
| 2023 | 5.10% | -2.60% | 2.29% | 0.74% | -0.80% | 3.88% | 2.44% | -1.52% | -3.60% | -2.20% | 7.00% | 4.63% | 15.75% |
| 2022 | -3.83% | -2.00% | 0.73% | -6.24% | 0.63% | -5.74% | 5.76% | -3.38% | -7.06% | 4.85% | 5.41% | -3.63% | -14.60% |
| 2021 | -0.44% | 1.72% | 2.47% | 2.88% | 0.91% | 1.17% | 1.12% | 1.53% | -3.00% | 3.53% | -1.14% | 2.60% | 14.00% |
| 2020 | 0.14% | -4.61% | -9.36% | 8.63% | 3.60% | 1.65% | 3.92% | 3.94% | -2.02% | -1.05% | 8.04% | 2.92% | 15.35% |
| 2019 | 5.48% | 2.24% | 1.51% | 2.38% | -3.69% | 4.85% | 0.81% | -0.46% | 1.26% | 1.43% | 2.01% | 1.87% | 21.20% |
| 2018 | 2.98% | -2.98% | -0.92% | -0.08% | 1.34% | 0.25% | 2.24% | 1.71% | 0.14% | -4.80% | 1.51% | -4.65% | -3.57% |
| 2017 | 1.11% | 2.35% | 0.34% | 0.94% | 1.17% | 0.38% | 1.46% | 0.42% | 1.39% | 1.61% | 1.83% | 1.05% | 14.97% |
| 2016 | -2.82% | 0.17% | 4.79% | 0.54% | 0.90% | 1.02% | 2.69% | 0.07% | 0.29% | -1.58% | 1.36% | 1.36% | 8.94% |
| 2015 | -0.77% | 3.27% | -0.76% | 0.67% | 0.37% | -1.75% | 1.11% | -4.09% | -1.34% | 5.15% | 0.13% | -1.38% | 0.28% |
| 2014 | -1.90% | 3.19% | 0.46% | 0.62% | 1.57% | 1.53% | -1.19% | 2.64% | -1.54% | 1.66% | 1.65% | -0.46% | 8.39% |
| 2013 | -1.71% | 3.57% | -2.11% | 3.08% | 3.03% | 1.47% | 1.30% | 8.77% |
Expense Ratio
my vang 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 risk-adjusted rank of my vang is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.47 | 19.73 |
VEU Vanguard FTSE All-World ex-US ETF | 1.27 | 1.83 | 1.23 | 1.41 | 7.13 |
VUG Vanguard Growth ETF | 2.53 | 3.26 | 1.46 | 3.28 | 12.97 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
BNDX Vanguard Total International Bond ETF | 1.93 | 2.96 | 1.34 | 0.71 | 7.14 |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 1.87 | 2.82 | 1.34 | 0.68 | 7.66 |
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 2.82 | 4.62 | 1.60 | 1.94 | 16.79 |
VIG Vanguard Dividend Appreciation ETF | 2.93 | 4.12 | 1.55 | 5.76 | 19.21 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
Dividends
Dividend yield
my vang provided a 2.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.70% | 2.63% | 2.22% | 2.03% | 1.87% | 2.48% | 2.59% | 2.16% | 2.27% | 2.30% | 2.24% | 2.07% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VEU Vanguard FTSE All-World ex-US ETF | 2.99% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 4.52% | 3.89% | 3.21% | 2.36% | 2.59% | 3.12% | 3.32% | 2.91% | 2.98% | 3.21% | 3.26% | 3.38% |
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 4.02% | 3.14% | 2.03% | 1.73% | 2.33% | 2.92% | 2.78% | 2.10% | 2.05% | 2.07% | 2.00% | 1.93% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 my vang. 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 my vang was 23.18%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current my vang drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -20.36% | Dec 28, 2021 | 202 | Oct 14, 2022 | 330 | Feb 8, 2024 | 532 |
| -11.54% | Sep 21, 2018 | 65 | Dec 24, 2018 | 56 | Mar 18, 2019 | 121 |
| -9.03% | Apr 27, 2015 | 202 | Feb 11, 2016 | 46 | Apr 19, 2016 | 248 |
| -6.74% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current my vang volatility is 2.19%, 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
| BNDX | VFSUX | BND | VFIDX | VEU | VUG | SCHD | VIG | VTI | |
|---|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.56 | 0.73 | 0.68 | 0.00 | 0.03 | -0.04 | 0.01 | -0.01 |
| VFSUX | 0.56 | 1.00 | 0.74 | 0.84 | 0.03 | 0.00 | -0.03 | -0.01 | -0.03 |
| BND | 0.73 | 0.74 | 1.00 | 0.89 | 0.01 | 0.01 | -0.06 | -0.01 | -0.04 |
| VFIDX | 0.68 | 0.84 | 0.89 | 1.00 | 0.00 | -0.02 | -0.06 | -0.04 | -0.06 |
| VEU | 0.00 | 0.03 | 0.01 | 0.00 | 1.00 | 0.75 | 0.74 | 0.76 | 0.82 |
| VUG | 0.03 | 0.00 | 0.01 | -0.02 | 0.75 | 1.00 | 0.69 | 0.83 | 0.94 |
| SCHD | -0.04 | -0.03 | -0.06 | -0.06 | 0.74 | 0.69 | 1.00 | 0.91 | 0.85 |
| VIG | 0.01 | -0.01 | -0.01 | -0.04 | 0.76 | 0.83 | 0.91 | 1.00 | 0.92 |
| VTI | -0.01 | -0.03 | -0.04 | -0.06 | 0.82 | 0.94 | 0.85 | 0.92 | 1.00 |