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Agg Growth ETF

Last updated Feb 24, 2024

Asset Allocation


XMHQ 24%VBK 23%RFV 20%VOOV 17%IWF 16%EquityEquity
PositionCategory/SectorWeight
XMHQ
Invesco S&P MidCap Quality ETF
Mid Cap Blend Equities

24%

VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities

23%

RFV
Invesco S&P MidCap 400® Pure Value ETF
Small Cap Value Equities

20%

VOOV
Vanguard S&P 500 Value ETF
Large Cap Value Equities

17%

IWF
iShares Russell 1000 Growth ETF
Large Cap Growth Equities

16%

S&P 500

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
15.71%
14.79%
Agg Growth ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOV

Returns

As of Feb 24, 2024, the Agg Growth ETF returned 4.90% Year-To-Date and 11.32% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Agg Growth ETF4.90%4.53%15.71%25.44%13.65%11.24%
IWF
iShares Russell 1000 Growth ETF
9.16%4.98%21.06%45.98%18.50%15.47%
RFV
Invesco S&P MidCap 400® Pure Value ETF
-4.21%-1.68%9.78%12.26%12.26%9.95%
VBK
Vanguard Small-Cap Growth ETF
2.59%4.64%11.48%14.73%7.20%7.74%
VOOV
Vanguard S&P 500 Value ETF
3.45%2.96%13.38%21.76%12.34%10.33%
XMHQ
Invesco S&P MidCap Quality ETF
13.19%10.45%22.56%37.14%16.79%12.30%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.47%
20234.11%-2.25%-5.28%-4.45%9.90%8.37%

Sharpe Ratio

The current Agg Growth ETF Sharpe ratio is 1.53. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.53

The Sharpe ratio of Agg Growth ETF lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.53
2.23
Agg Growth ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

Agg Growth ETF granted a 0.95% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Agg Growth ETF0.95%0.98%1.47%1.04%1.20%1.28%1.49%1.25%1.43%1.53%1.32%1.12%
IWF
iShares Russell 1000 Growth ETF
0.61%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%1.32%1.29%
RFV
Invesco S&P MidCap 400® Pure Value ETF
1.33%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
0.66%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
1.63%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
0.64%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%1.25%1.11%

Expense Ratio

The Agg Growth ETF features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.25%
0.00%2.15%
0.19%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Agg Growth ETF
1.53
IWF
iShares Russell 1000 Growth ETF
2.95
RFV
Invesco S&P MidCap 400® Pure Value ETF
0.54
VBK
Vanguard Small-Cap Growth ETF
0.71
VOOV
Vanguard S&P 500 Value ETF
1.70
XMHQ
Invesco S&P MidCap Quality ETF
2.12

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IWFXMHQRFVVOOVVBK
IWF1.000.690.670.780.87
XMHQ0.691.000.800.770.78
RFV0.670.801.000.840.79
VOOV0.780.770.841.000.78
VBK0.870.780.790.781.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.20%
0
Agg Growth ETF
Benchmark (^GSPC)
Portfolio components

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 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.51%Feb 21, 202022Mar 23, 202099Aug 12, 2020121
-25.41%Nov 17, 2021146Jun 16, 2022375Dec 13, 2023521
-24.12%Apr 29, 2011109Oct 3, 2011111Mar 13, 2012220
-22.77%Sep 21, 201865Dec 24, 2018137Jul 12, 2019202
-21.32%Jun 24, 2015161Feb 11, 2016112Jul 22, 2016273

Volatility Chart

The current Agg Growth ETF volatility is 5.08%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2024February
5.08%
3.90%
Agg Growth ETF
Benchmark (^GSPC)
Portfolio components
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