VEU VTI VOO VEA foreign and US equities

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	25%
VOO Vanguard S&P 500 ETF	S&P 500	25%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	25%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	25%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VEU VTI VOO VEA foreign and US equities, 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.

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Returns By Period

As of Jun 6, 2026, the VEU VTI VOO VEA foreign and US equities returned 9.72% Year-To-Date and 12.33% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	0.25%	7.86%	7.47%	—	—	—	—
Portfolio VEU VTI VOO VEA foreign and US equities	-3.18%	-1.06%	9.72%	10.71%	26.57%	19.94%	10.74%	12.33%
Portfolio components:
VEA Vanguard FTSE Developed Markets ETF	-3.72%	-2.40%	10.91%	13.57%	27.20%	18.26%	8.83%	9.63%
VEU Vanguard FTSE All-World ex-US ETF	-3.76%	-2.79%	10.46%	12.49%	26.70%	18.01%	7.88%	9.37%
VOO Vanguard S&P 500 ETF	-2.59%	0.50%	8.45%	8.18%	25.87%	21.52%	13.39%	15.23%
VTI Vanguard Total Stock Market ETF	-2.68%	0.42%	8.72%	8.29%	26.04%	21.08%	12.19%	14.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, VEU VTI VOO VEA foreign and US equities's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VEU VTI VOO VEA foreign and US equities closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.67%	2.58%	-6.77%	9.01%	4.65%	-2.99%							9.72%
2025	3.39%	0.31%	-2.65%	1.30%	5.56%	4.37%	0.57%	3.23%	3.23%	2.04%	0.47%	1.45%	25.61%
2024	-0.01%	4.12%	3.38%	-3.57%	4.60%	1.10%	2.15%	2.50%	1.96%	-2.83%	3.23%	-2.85%	14.20%
2023	7.73%	-3.19%	2.98%	1.80%	-1.56%	5.57%	3.47%	-2.98%	-4.18%	-2.85%	8.91%	5.09%	21.51%
2022	-4.39%	-2.80%	1.78%	-7.80%	0.83%	-8.34%	6.80%	-4.51%	-9.47%	6.42%	9.05%	-3.93%	-17.01%
2021	-0.43%	2.61%	3.18%	3.99%	1.95%	0.83%	0.82%	2.17%	-3.97%	4.91%	-2.76%	4.10%	18.39%

Benchmark Metrics

VEU VTI VOO VEA foreign and US equities has an annualized alpha of 1.56%, beta of 1.03, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.55%) than losses (71.94%) - typical of diversified or defensive assets.
With beta of 1.03 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.56%

Beta: 1.03

R²: 0.88

Upside Capture: 97.55%

Downside Capture: 71.94%

Expense Ratio

VEU VTI VOO VEA foreign and US equities has an expense ratio of 0.03%, 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.

VEU

Vanguard FTSE All-World ex-US ETF

VTI

Vanguard Total Stock Market ETF

VOO

Vanguard S&P 500 ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

VEU VTI VOO VEA foreign and US equities ranks 32 for risk / return — below 32% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for VEU VTI VOO VEA foreign and US equities and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.99	—	—
Sortino ratioReturn per unit of downside risk	2.71	—	—
Omega ratioGain probability vs. loss probability	1.36	—	—
Calmar ratioReturn relative to maximum drawdown	2.64	—	—
Martin ratioReturn relative to average drawdown	11.49	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
VEA Vanguard FTSE Developed Markets ETF	50	1.70	2.33	1.31	2.35	9.12
VEU Vanguard FTSE All-World ex-US ETF	50	1.70	2.34	1.32	2.35	9.08
VOO Vanguard S&P 500 ETF	66	2.15	2.89	1.39	2.92	13.53
VTI Vanguard Total Stock Market ETF	64	2.10	2.83	1.38	2.93	13.45

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

VEU VTI VOO VEA foreign and US equities Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.99
5-Year: 0.68
10-Year: 0.72
All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.81 to 2.78, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of VEU VTI VOO VEA foreign and US equities compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

VEU VTI VOO VEA foreign and US equities provided a 1.88% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.88%	2.14%	2.28%	2.34%	2.35%	2.17%	1.75%	2.45%	2.68%	2.23%	2.49%	2.49%
Portfolio components:
VEA Vanguard FTSE Developed Markets ETF	2.71%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VEU Vanguard FTSE All-World ex-US ETF	2.70%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VTI Vanguard Total Stock Market ETF	1.04%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the VEU VTI VOO VEA foreign and US equities. 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 VEU VTI VOO VEA foreign and US equities was 34.19%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current VEU VTI VOO VEA foreign and US equities drawdown is 3.67%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.19%Mar 2020	1mo 9d	5mo 6d	6mo 15dFeb 2020 - Aug 2020
Bear market2022	-26.38%Oct 2022	11mo 7d	1y 2mo	2y 1moNov 2021 - Dec 2023
2011 bear market2011	-23.16%Oct 2011	5mo 4d	11mo 17d	1y 4moMay 2011 - Sep 2012
Rate-hike selloffLate 2018	-19.74%Dec 2018	10mo 29d	10mo 5d	1y 8moJan 2018 - Oct 2019
2016 correction2016	-18.84%Feb 2016	8mo 25d	10mo 6d	1y 6moMay 2015 - Dec 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.05	1.06	1.05	1.04	1.04

The portfolio has a diversification ratio of 1.04, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

VEU VTI VOO VEA foreign and US equities correlation to the S&P 500 Index

VEU VTI VOO VEA foreign and US equities has a 0.93 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VEA has the lowest at 0.79.

0.79

0.80

0.99

1.00

Portfolio Correlations

Correlation vs. VEU VTI VOO VEA foreign and US equities. VEU has the highest portfolio correlation at 0.95, while VOO has the lowest at 0.95.

0.95

0.95

0.95

0.95

Asset Correlations Table

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

	VEA	VEU	VOO	VTI
VEA	1.00	0.98	0.82	0.82
VEU	0.98	1.00	0.82	0.82
VOO	0.82	0.82	1.00	0.99
VTI	0.82	0.82	0.99	1.00

The correlation results are calculated based on daily price changes starting from Sep 10, 2010

Diversification Analysis

Find what VEU VTI VOO VEA foreign and US equities is missing

See which holdings overlap, where VEU VTI VOO VEA foreign and US equities is concentrated, and which low-correlation assets could fill the gaps.

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