Agg Growth ETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Agg Growth 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 Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOV
Returns By Period
As of Nov 15, 2024, the Agg Growth ETF returned 19.48% Year-To-Date and 12.05% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Agg Growth ETF | 19.48% | 2.69% | 8.41% | 31.10% | 14.89% | 12.05% |
| Portfolio components: | ||||||
IWF iShares Russell 1000 Growth ETF | 31.07% | 4.18% | 15.72% | 38.66% | 19.46% | 16.53% |
RFV Invesco S&P MidCap 400® Pure Value ETF | 8.22% | 4.37% | 7.17% | 23.24% | 15.05% | 10.73% |
VBK Vanguard Small-Cap Growth ETF | 18.38% | 4.83% | 11.99% | 33.34% | 8.93% | 9.51% |
VOOV Vanguard S&P 500 Value ETF | 17.05% | 0.56% | 8.75% | 26.14% | 12.11% | 10.51% |
XMHQ Invesco S&P MidCap Quality ETF | 22.69% | -0.25% | 0.60% | 32.08% | 17.14% | 12.32% |
Monthly Returns
The table below presents the monthly returns of Agg Growth ETF, 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 | -0.46% | 6.52% | 5.05% | -6.16% | 4.15% | -0.73% | 4.50% | 0.00% | 1.77% | -1.31% | 19.48% | ||
| 2023 | 10.55% | -2.33% | -0.45% | 0.17% | -0.46% | 9.40% | 4.11% | -2.25% | -5.28% | -4.45% | 9.90% | 8.37% | 28.63% |
| 2022 | -6.46% | -0.74% | 1.70% | -8.35% | 0.36% | -8.95% | 9.91% | -3.14% | -8.78% | 10.37% | 5.33% | -6.27% | -16.32% |
| 2021 | 0.97% | 5.26% | 4.05% | 3.89% | 0.37% | 0.63% | 0.48% | 2.45% | -4.00% | 5.22% | -3.05% | 4.07% | 21.75% |
| 2020 | -2.26% | -8.70% | -17.37% | 15.52% | 7.69% | 2.20% | 4.92% | 5.96% | -3.46% | 0.83% | 14.05% | 6.70% | 23.47% |
| 2019 | 11.83% | 3.87% | 0.40% | 3.76% | -8.41% | 8.17% | 1.32% | -3.96% | 2.21% | 2.19% | 4.50% | 2.26% | 30.22% |
| 2018 | 3.72% | -4.20% | -0.56% | 0.40% | 3.56% | 1.34% | 1.84% | 4.09% | -0.57% | -8.60% | 1.27% | -10.45% | -9.05% |
| 2017 | 2.11% | 2.54% | -0.12% | 0.70% | 0.06% | 1.76% | 1.53% | -0.79% | 3.31% | 1.70% | 3.70% | 1.17% | 19.05% |
| 2016 | -7.40% | 1.46% | 8.96% | 1.89% | 0.71% | 0.34% | 4.95% | 0.01% | 0.32% | -3.26% | 7.20% | 1.23% | 16.53% |
| 2015 | -2.93% | 6.08% | -0.54% | 0.39% | 1.19% | -1.73% | -0.14% | -5.50% | -4.39% | 6.70% | 1.15% | -3.62% | -4.05% |
| 2014 | -2.85% | 4.55% | 0.15% | -0.81% | 1.76% | 3.50% | -3.09% | 4.52% | -3.52% | 2.81% | 2.34% | 0.50% | 9.82% |
| 2013 | 6.17% | 1.32% | 4.49% | 0.36% | 3.57% | -1.18% | 5.71% | -2.80% | 4.56% | 3.83% | 2.55% | 2.45% | 35.30% |
Expense Ratio
Agg Growth ETF has an expense ratio of 0.19%, 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 rank of Agg Growth ETF is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 2.33 | 3.02 | 1.43 | 2.92 | 11.52 |
RFV Invesco S&P MidCap 400® Pure Value ETF | 1.28 | 1.87 | 1.23 | 2.69 | 5.78 |
VBK Vanguard Small-Cap Growth ETF | 1.82 | 2.52 | 1.31 | 1.14 | 9.29 |
VOOV Vanguard S&P 500 Value ETF | 2.64 | 3.72 | 1.48 | 4.98 | 16.00 |
XMHQ Invesco S&P MidCap Quality ETF | 1.78 | 2.55 | 1.30 | 3.07 | 7.54 |
Dividends
Dividend yield
Agg Growth ETF provided a 1.97% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.97% | 0.98% | 1.47% | 1.04% | 1.20% | 1.28% | 1.49% | 1.25% | 1.43% | 1.53% | 1.32% | 1.12% |
| Portfolio components: | ||||||||||||
IWF iShares Russell 1000 Growth ETF | 0.51% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% | 1.29% |
RFV Invesco S&P MidCap 400® Pure Value ETF | 1.20% | 1.27% | 2.05% | 1.60% | 1.52% | 1.71% | 1.39% | 1.36% | 0.88% | 1.79% | 1.19% | 0.80% |
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
VOOV Vanguard S&P 500 Value ETF | 1.92% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
XMHQ Invesco S&P MidCap Quality ETF | 4.91% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% | 1.11% |
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 Agg Growth 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 Agg Growth ETF was 38.51%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Agg Growth ETF drawdown is 2.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.51% | Feb 21, 2020 | 22 | Mar 23, 2020 | 99 | Aug 12, 2020 | 121 |
| -25.41% | Nov 17, 2021 | 146 | Jun 16, 2022 | 375 | Dec 13, 2023 | 521 |
| -24.12% | Apr 29, 2011 | 109 | Oct 3, 2011 | 111 | Mar 13, 2012 | 220 |
| -22.77% | Sep 21, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
| -21.32% | Jun 24, 2015 | 161 | Feb 11, 2016 | 112 | Jul 22, 2016 | 273 |
Volatility
Volatility Chart
The current Agg Growth ETF volatility is 4.93%, 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
| IWF | XMHQ | RFV | VOOV | VBK | |
|---|---|---|---|---|---|
| IWF | 1.00 | 0.69 | 0.66 | 0.76 | 0.86 |
| XMHQ | 0.69 | 1.00 | 0.80 | 0.77 | 0.79 |
| RFV | 0.66 | 0.80 | 1.00 | 0.84 | 0.80 |
| VOOV | 0.76 | 0.77 | 0.84 | 1.00 | 0.78 |
| VBK | 0.86 | 0.79 | 0.80 | 0.78 | 1.00 |