Health Equity
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 Quarterly
The earliest data available for this chart is Dec 13, 2010, corresponding to the inception date of VEMPX
Returns By Period
As of Aug 27, 2024, the Health Equity returned 13.85% Year-To-Date and 10.19% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Health Equity | 13.85% | 2.24% | 9.18% | 23.94% | 12.66% | 10.19% |
| Portfolio components: | ||||||
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 9.71% | 0.26% | 6.21% | 23.06% | 10.66% | 8.92% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 18.81% | 3.01% | 11.35% | 28.54% | 15.85% | 12.94% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 9.90% | 0.37% | 7.17% | 19.98% | 10.52% | 8.81% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 21.11% | 3.80% | 11.23% | 34.16% | 18.54% | 15.10% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 10.16% | 3.35% | 8.36% | 18.00% | 7.83% | 4.60% |
VVIAX Vanguard Value Index Fund Admiral Shares | 15.66% | 2.24% | 11.05% | 22.75% | 12.49% | 10.34% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 11.00% | 2.90% | 8.07% | 20.24% | 10.98% | 9.51% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.48% | 5.10% | 3.52% | -4.61% | 4.06% | 1.12% | 3.44% | 13.85% | |||||
| 2023 | 8.11% | -2.54% | 0.85% | 0.28% | -0.87% | 7.08% | 4.03% | -2.98% | -4.65% | -3.83% | 9.48% | 6.65% | 22.23% |
| 2022 | -6.32% | -1.70% | 2.19% | -8.49% | -0.15% | -8.73% | 8.81% | -3.37% | -9.57% | 7.79% | 6.24% | -5.32% | -19.10% |
| 2021 | 0.24% | 3.95% | 2.54% | 4.53% | 0.76% | 1.91% | 0.57% | 2.52% | -4.09% | 5.76% | -2.76% | 3.58% | 20.82% |
| 2020 | -0.80% | -8.08% | -16.39% | 13.07% | 6.19% | 2.68% | 5.38% | 5.78% | -2.89% | -1.12% | 13.62% | 5.24% | 20.29% |
| 2019 | 9.43% | 3.66% | 0.81% | 3.70% | -6.40% | 6.83% | 0.97% | -2.60% | 1.80% | 2.09% | 3.44% | 2.84% | 28.92% |
| 2018 | 4.79% | -4.00% | -0.94% | 0.34% | 2.45% | 0.37% | 2.78% | 2.74% | -0.27% | -8.25% | 1.98% | -9.08% | -7.88% |
| 2017 | 2.40% | 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% | 1.74% | 12.18% |
| 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% |
| 2013 | 5.59% | 0.93% | 3.67% | 1.66% | 1.68% | -1.56% | 5.64% | -2.62% | 4.80% | 3.77% | 2.29% | 2.55% | 31.93% |
Expense Ratio
Health Equity has an expense ratio of 0.05%, 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 Health Equity is 36, 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 | |
|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.33 | 1.92 | 1.23 | 0.77 | 5.36 |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 2.42 | 3.28 | 1.44 | 2.60 | 11.49 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.20 | 1.76 | 1.21 | 0.88 | 4.46 |
VIGIX Vanguard Growth Index Fund Institutional Shares | 2.13 | 2.80 | 1.38 | 1.94 | 10.22 |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 1.64 | 2.31 | 1.29 | 1.07 | 7.29 |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.29 | 3.17 | 1.40 | 2.44 | 9.77 |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.63 | 2.30 | 1.28 | 0.96 | 6.34 |
Dividends
Dividend yield
Health Equity granted a 1.78% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Health Equity | 1.78% | 1.94% | 2.00% | 2.00% | 1.73% | 1.94% | 2.12% | 1.72% | 1.94% | 1.94% | 1.84% | 1.62% |
| Portfolio components: | ||||||||||||
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.22% | 1.28% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% | 1.36% | 1.17% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 2.56% | 2.98% | 3.39% | 4.79% | 3.07% | 2.86% | 2.45% | 1.84% | 2.38% | 2.47% | 1.90% | 1.51% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.43% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% | 1.22% | 1.20% |
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.93% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% | 3.44% | 2.74% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.50% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
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 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 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -26.9% | Nov 9, 2021 | 235 | Oct 14, 2022 | 335 | Feb 15, 2024 | 570 |
| -23.53% | May 2, 2011 | 108 | Oct 3, 2011 | 113 | Mar 15, 2012 | 221 |
| -20.38% | Sep 21, 2018 | 65 | Dec 24, 2018 | 85 | Apr 29, 2019 | 150 |
| -18.75% | Jun 24, 2015 | 161 | Feb 11, 2016 | 117 | Jul 29, 2016 | 278 |
Volatility
Volatility Chart
The current Health Equity volatility is 5.97%, 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
| VTPSX | VIGIX | VVIAX | VSMAX | VEMPX | VIIIX | VIMAX | |
|---|---|---|---|---|---|---|---|
| VTPSX | 1.00 | 0.76 | 0.79 | 0.77 | 0.77 | 0.82 | 0.81 |
| VIGIX | 0.76 | 1.00 | 0.76 | 0.82 | 0.85 | 0.95 | 0.88 |
| VVIAX | 0.79 | 0.76 | 1.00 | 0.86 | 0.83 | 0.91 | 0.90 |
| VSMAX | 0.77 | 0.82 | 0.86 | 1.00 | 0.99 | 0.88 | 0.96 |
| VEMPX | 0.77 | 0.85 | 0.83 | 0.99 | 1.00 | 0.89 | 0.96 |
| VIIIX | 0.82 | 0.95 | 0.91 | 0.88 | 0.89 | 1.00 | 0.94 |
| VIMAX | 0.81 | 0.88 | 0.90 | 0.96 | 0.96 | 0.94 | 1.00 |