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Health Equity
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Health Equity, 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.


280.00%300.00%320.00%340.00%360.00%380.00%400.00%December2025FebruaryMarchAprilMay
337.04%
356.60%
Health Equity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 2010, corresponding to the inception date of VEMPX

Returns By Period

As of May 9, 2025, the Health Equity returned -1.70% Year-To-Date and 9.60% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Health Equity-1.70%14.96%-4.59%8.82%13.55%9.60%
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
-6.29%17.85%-9.26%5.78%11.91%8.29%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
-3.46%13.75%-5.72%9.29%13.75%11.13%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
-6.67%15.28%-10.36%2.65%12.22%7.90%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-5.38%17.99%-4.35%13.70%16.70%14.66%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
9.80%15.75%4.51%10.10%10.64%5.12%
VVIAX
Vanguard Value Index Fund Admiral Shares
-0.03%9.42%-4.20%7.88%14.39%9.79%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
-0.11%14.80%-3.58%9.48%13.13%9.02%
*Annualized

Monthly Returns

The table below presents the monthly returns of Health Equity, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.69%-2.03%-4.88%-0.45%2.19%-1.70%
2024-0.48%5.10%3.48%-4.61%4.06%1.12%3.44%1.83%2.10%-1.12%7.01%-4.78%17.71%
20238.11%-2.54%0.79%0.28%-0.87%7.08%4.03%-2.98%-4.65%-3.83%9.48%6.48%21.96%
2022-6.32%-1.70%2.11%-8.49%-0.15%-8.73%8.81%-3.37%-9.57%7.79%6.24%-5.45%-19.27%
20210.24%3.95%2.39%4.53%0.76%1.91%0.57%2.52%-4.09%5.76%-2.76%3.19%20.18%
2020-0.80%-8.08%-16.47%13.07%6.19%2.68%5.38%5.78%-2.89%-1.12%13.62%5.09%20.00%
20199.43%3.66%0.77%3.70%-6.40%6.83%0.97%-2.60%1.80%2.09%3.44%2.74%28.74%
20184.79%-4.00%-0.94%0.34%2.45%0.37%2.78%2.74%-0.27%-8.25%1.98%-9.12%-7.92%
20172.40%3.05%0.44%1.24%0.92%1.07%1.93%-0.03%2.67%1.91%2.72%1.03%21.10%
2016-6.45%-0.02%7.61%1.05%1.42%-0.03%4.40%0.41%0.48%-2.63%4.25%1.69%12.13%
2015-2.04%5.81%-0.45%0.56%1.11%-1.69%0.89%-6.02%-3.53%6.93%0.48%-2.54%-1.21%
2014-3.00%5.14%0.12%-0.38%2.03%2.93%-2.53%3.99%-3.31%2.73%1.85%-0.26%9.25%

Expense Ratio

Health Equity has an expense ratio of 0.05%, 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 Health Equity is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Health Equity is 3030
Overall Rank
The Sharpe Ratio Rank of Health Equity is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of Health Equity is 2929
Sortino Ratio Rank
The Omega Ratio Rank of Health Equity is 3030
Omega Ratio Rank
The Calmar Ratio Rank of Health Equity is 3030
Calmar Ratio Rank
The Martin Ratio Rank of Health Equity is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components

The current Health Equity Sharpe ratio is 0.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Health Equity with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.47
0.48
Health Equity
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Health Equity provided a 1.65% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.65%1.62%1.73%1.76%1.50%1.52%1.80%2.08%1.72%1.90%1.94%1.84%
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
1.27%1.11%1.28%1.17%1.15%1.09%1.32%1.68%1.27%1.46%1.39%1.36%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.38%1.28%1.49%1.75%1.30%1.60%1.93%2.14%1.84%2.09%2.47%1.90%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.51%1.30%1.55%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.02%3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.32%2.30%2.45%2.51%2.14%2.54%2.49%2.72%2.29%2.45%2.60%2.22%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.57%1.48%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.98%
-7.82%
Health Equity
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Health Equity. 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 Health Equity was 36.75%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current Health Equity drawdown is 6.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.75%Feb 20, 202023Mar 23, 2020109Aug 26, 2020132
-27.23%Nov 9, 2021235Oct 14, 2022340Feb 23, 2024575
-23.53%May 2, 2011108Oct 3, 2011113Mar 15, 2012221
-20.42%Sep 21, 201865Dec 24, 201885Apr 29, 2019150
-19.08%Dec 5, 202484Apr 8, 2025

Volatility

Volatility Chart

The current Health Equity volatility is 10.21%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.21%
11.21%
Health Equity
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCVTPSXVIGIXVVIAXVSMAXVEMPXVIIIXVIMAXPortfolio
^GSPC1.000.810.950.900.880.881.000.930.96
VTPSX0.811.000.750.780.770.770.810.800.85
VIGIX0.950.751.000.750.810.850.950.870.91
VVIAX0.900.780.751.000.860.830.900.900.91
VSMAX0.880.770.810.861.000.990.880.960.96
VEMPX0.880.770.850.830.991.000.880.960.96
VIIIX1.000.810.950.900.880.881.000.930.97
VIMAX0.930.800.870.900.960.960.931.000.98
Portfolio0.960.850.910.910.960.960.970.981.00
The correlation results are calculated based on daily price changes starting from Dec 14, 2010