VEU VTI VOO VEA foreign and US equities
Asset Allocation
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 Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 19, 2024, the VEU VTI VOO VEA foreign and US equities returned 13.89% Year-To-Date and 8.86% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| VEU VTI VOO VEA foreign and US equities | 13.89% | 0.54% | 5.97% | 23.23% | 11.12% | 8.94% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.74% | 0.83% | 7.37% | 28.83% | 14.53% | 12.40% |
VOO Vanguard S&P 500 ETF | 18.91% | 0.47% | 7.91% | 29.41% | 15.31% | 12.97% |
VEU Vanguard FTSE All-World ex-US ETF | 9.71% | 0.25% | 4.67% | 17.34% | 6.91% | 4.86% |
VEA Vanguard FTSE Developed Markets ETF | 9.32% | 0.60% | 3.89% | 17.63% | 7.59% | 5.40% |
Monthly Returns
The table below presents the monthly returns of VEU VTI VOO VEA foreign and US equities, 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 | -0.01% | 4.12% | 3.38% | -3.57% | 4.60% | 1.10% | 2.15% | 2.50% | 13.89% | ||||
| 2023 | 7.73% | -3.19% | 2.98% | 1.80% | -1.56% | 5.59% | 3.47% | -2.98% | -4.18% | -2.85% | 8.91% | 5.09% | 21.53% |
| 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% | -17.02% |
| 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% |
| 2020 | -1.63% | -7.60% | -14.13% | 9.92% | 5.10% | 2.98% | 4.55% | 5.94% | -2.73% | -2.52% | 12.40% | 4.95% | 15.03% |
| 2019 | 7.88% | 2.70% | 1.24% | 3.41% | -5.89% | 6.45% | -0.24% | -2.01% | 2.42% | 2.74% | 2.44% | 3.37% | 26.58% |
| 2018 | 5.32% | -4.48% | -1.32% | 0.66% | 0.43% | -0.54% | 3.01% | 0.65% | 0.47% | -7.78% | 1.47% | -7.19% | -9.70% |
| 2017 | 2.86% | 2.46% | 1.56% | 1.60% | 2.22% | 0.68% | 2.55% | 0.28% | 2.21% | 2.06% | 1.90% | 1.54% | 24.21% |
| 2016 | -5.44% | -1.43% | 7.36% | 1.35% | 0.59% | -0.55% | 4.02% | 0.36% | 0.86% | -2.02% | 1.15% | 2.12% | 8.11% |
| 2015 | -1.23% | 5.84% | -1.34% | 2.55% | 0.35% | -2.34% | 1.26% | -6.80% | -3.36% | 7.45% | -0.26% | -2.13% | -0.83% |
| 2014 | -4.42% | 5.25% | 0.38% | 0.96% | 2.02% | 1.85% | -1.80% | 2.35% | -3.10% | 1.25% | 1.25% | -1.96% | 3.67% |
| 2013 | 4.21% | 0.03% | 2.38% | 3.17% | -0.41% | -2.32% | 5.24% | -2.43% | 5.69% | 3.82% | 1.68% | 2.19% | 25.41% |
Expense Ratio
VEU VTI VOO VEA foreign and US equities has an expense ratio of 0.04%, 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 VEU VTI VOO VEA foreign and US equities is 38, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.11 | 2.84 | 1.38 | 1.95 | 11.33 |
VOO Vanguard S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.41 | 12.12 |
VEU Vanguard FTSE All-World ex-US ETF | 1.33 | 1.88 | 1.23 | 0.94 | 6.88 |
VEA Vanguard FTSE Developed Markets ETF | 1.31 | 1.85 | 1.23 | 1.04 | 6.54 |
Dividends
Dividend yield
VEU VTI VOO VEA foreign and US equities granted a 1.93% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VEU VTI VOO VEA foreign and US equities | 1.93% | 2.34% | 2.35% | 2.17% | 1.75% | 2.45% | 2.68% | 2.23% | 2.49% | 2.49% | 2.70% | 2.21% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VEU Vanguard FTSE All-World ex-US ETF | 2.49% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
VEA Vanguard FTSE Developed Markets ETF | 2.63% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
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 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 0.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.19% | Feb 13, 2020 | 27 | Mar 23, 2020 | 109 | Aug 26, 2020 | 136 |
| -26.38% | Nov 9, 2021 | 233 | Oct 12, 2022 | 303 | Dec 27, 2023 | 536 |
| -23.16% | May 2, 2011 | 108 | Oct 3, 2011 | 240 | Sep 14, 2012 | 348 |
| -19.74% | Jan 29, 2018 | 229 | Dec 24, 2018 | 211 | Oct 25, 2019 | 440 |
| -18.84% | May 22, 2015 | 183 | Feb 11, 2016 | 212 | Dec 13, 2016 | 395 |
Volatility
Volatility Chart
The current VEU VTI VOO VEA foreign and US equities volatility is 3.85%, 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
| VEA | VEU | VOO | VTI | |
|---|---|---|---|---|
| VEA | 1.00 | 0.98 | 0.83 | 0.83 |
| VEU | 0.98 | 1.00 | 0.83 | 0.83 |
| VOO | 0.83 | 0.83 | 1.00 | 0.99 |
| VTI | 0.83 | 0.83 | 0.99 | 1.00 |