VEU VTI VOO VEA foreign and US equities
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 25% |
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 16, 2025, the VEU VTI VOO VEA foreign and US equities returned 7.21% Year-To-Date and 9.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| VEU VTI VOO VEA foreign and US equities | 7.66% | 10.99% | 7.42% | 12.53% | 14.97% | 9.10% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.31% | 13.31% | 1.46% | 13.20% | 17.04% | 12.18% |
VOO Vanguard S&P 500 ETF | 1.73% | 13.04% | 2.12% | 13.91% | 17.57% | 12.85% |
VEU Vanguard FTSE All-World ex-US ETF | 12.94% | 9.19% | 12.31% | 10.75% | 11.94% | 5.37% |
VEA Vanguard FTSE Developed Markets ETF | 14.50% | 8.54% | 13.34% | 10.46% | 12.73% | 5.75% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.39% | 0.31% | -2.65% | 1.30% | 5.27% | 7.66% | |||||||
| 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% | 5.59% | 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% | 15.04% |
| 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% |
Expense Ratio
VEU VTI VOO VEA foreign and US equities has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VEU VTI VOO VEA foreign and US equities is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.66 | 1.12 | 1.17 | 0.74 | 2.80 |
VOO Vanguard S&P 500 ETF | 0.72 | 1.20 | 1.18 | 0.81 | 3.09 |
VEU Vanguard FTSE All-World ex-US ETF | 0.64 | 1.07 | 1.14 | 0.84 | 2.63 |
VEA Vanguard FTSE Developed Markets ETF | 0.61 | 1.01 | 1.14 | 0.81 | 2.46 |
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Dividends
Dividend yield
VEU VTI VOO VEA foreign and US equities provided a 2.07% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.07% | 2.28% | 2.34% | 2.35% | 2.17% | 1.75% | 2.45% | 2.68% | 2.23% | 2.49% | 2.49% | 2.70% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VEU Vanguard FTSE All-World ex-US ETF | 2.84% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
VEA Vanguard FTSE Developed Markets ETF | 2.86% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
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.
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 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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VEA | VEU | VOO | VTI | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.82 | 0.82 | 1.00 | 0.99 | 0.95 |
| VEA | 0.82 | 1.00 | 0.98 | 0.82 | 0.82 | 0.95 |
| VEU | 0.82 | 0.98 | 1.00 | 0.82 | 0.82 | 0.95 |
| VOO | 1.00 | 0.82 | 0.82 | 1.00 | 0.99 | 0.95 |
| VTI | 0.99 | 0.82 | 0.82 | 0.99 | 1.00 | 0.95 |
| Portfolio | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 | 1.00 |