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trowe
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 trowe, 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.


80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
101.42%
102.90%
trowe
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
trowe-4.15%-3.31%-3.46%9.80%13.62%N/A
VBR
Vanguard Small-Cap Value ETF
-9.07%-5.70%-8.86%0.68%15.99%7.21%
VOO
Vanguard S&P 500 ETF
-5.74%-3.16%-4.28%10.88%15.66%12.07%
SCHD
Schwab US Dividend Equity ETF
-5.19%-7.66%-7.13%3.11%12.84%10.28%
BND
Vanguard Total Bond Market ETF
2.74%0.67%1.94%7.62%-0.82%1.43%
BNDX
Vanguard Total International Bond ETF
1.38%1.87%1.95%6.72%0.16%1.85%
GLDM
SPDR Gold MiniShares Trust
25.87%9.47%20.40%41.49%13.38%N/A
SWVXX
Schwab Value Advantage Money Fund
1.03%0.33%2.00%4.64%2.51%1.74%
VFV.TO
Vanguard S&P 500 Index ETF
-5.72%-3.27%-4.37%10.55%15.39%13.36%
VYM
Vanguard High Dividend Yield ETF
-2.73%-4.65%-2.62%7.98%13.20%9.19%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.87%-0.48%-4.23%-2.24%-4.15%
20241.01%4.01%3.79%-3.81%4.10%2.18%2.53%2.17%1.92%-0.63%5.44%-3.25%20.75%
20234.98%-2.71%2.08%1.11%-1.11%5.70%3.29%-1.68%-4.30%-2.20%7.91%4.85%18.51%
2022-3.88%-2.17%3.01%-7.04%1.17%-7.61%7.07%-3.46%-8.28%8.41%5.72%-4.74%-12.89%
2021-0.81%2.94%4.78%4.04%1.47%0.95%1.69%2.43%-4.02%5.74%-1.05%4.72%24.89%
2020-0.51%-7.43%-11.82%10.94%3.98%1.07%4.86%5.32%-3.17%-1.78%10.03%3.55%13.31%
20196.89%2.92%1.43%3.22%-5.66%6.33%1.27%-1.32%2.14%1.67%2.84%2.52%26.42%
2018-0.08%3.19%2.37%0.36%-5.61%2.11%-7.70%-5.77%

Expense Ratio

trowe has an expense ratio of 0.06%, 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.


Expense ratio chart for GLDM: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLDM: 0.18%
Expense ratio chart for VFV.TO: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFV.TO: 0.09%
Expense ratio chart for VBR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBR: 0.07%
Expense ratio chart for BNDX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDX: 0.07%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for VYM: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYM: 0.06%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of trowe is 54, 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 trowe is 5454
Overall Rank
The Sharpe Ratio Rank of trowe is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of trowe is 5050
Sortino Ratio Rank
The Omega Ratio Rank of trowe is 5959
Omega Ratio Rank
The Calmar Ratio Rank of trowe is 4949
Calmar Ratio Rank
The Martin Ratio Rank of trowe is 5757
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.61, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.61
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.96, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.96
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.14, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.14
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.61, compared to the broader market0.002.004.006.00
Portfolio: 0.61
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 2.62, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.62
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VBR
Vanguard Small-Cap Value ETF
0.010.161.020.010.02
VOO
Vanguard S&P 500 ETF
0.550.891.130.562.30
SCHD
Schwab US Dividend Equity ETF
0.220.411.060.220.78
BND
Vanguard Total Bond Market ETF
1.271.851.230.533.18
BNDX
Vanguard Total International Bond ETF
1.662.421.300.697.26
GLDM
SPDR Gold MiniShares Trust
2.613.461.465.3514.46
SWVXX
Schwab Value Advantage Money Fund
3.56
VFV.TO
Vanguard S&P 500 Index ETF
0.530.881.130.552.29
VYM
Vanguard High Dividend Yield ETF
0.570.901.130.622.63

The current trowe Sharpe ratio is 0.61. 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 0.39 to 0.88, 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 trowe 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.61
0.46
trowe
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

trowe provided a 1.95% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.95%1.78%1.95%1.89%1.65%1.83%2.06%2.22%1.89%2.03%2.11%1.88%
VBR
Vanguard Small-Cap Value ETF
2.36%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BNDX
Vanguard Total International Bond ETF
4.24%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWVXX
Schwab Value Advantage Money Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFV.TO
Vanguard S&P 500 Index ETF
1.13%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%
VYM
Vanguard High Dividend Yield ETF
2.99%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

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%NovemberDecember2025FebruaryMarchApril
-8.36%
-10.07%
trowe
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the trowe. 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 trowe was 30.75%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.

The current trowe drawdown is 8.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.75%Feb 20, 202023Mar 23, 2020110Aug 25, 2020133
-20.84%Jan 5, 2022190Sep 30, 2022309Dec 13, 2023499
-16.35%Sep 21, 201867Dec 24, 201871Apr 5, 2019138
-16.15%Feb 20, 202534Apr 8, 2025
-7.96%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility

Volatility Chart

The current trowe volatility is 12.32%, 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%NovemberDecember2025FebruaryMarchApril
12.32%
14.23%
trowe
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.00
Effective Assets: 4.69

The portfolio contains 9 assets, with an effective number of assets of 4.69, 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

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

^GSPCSWVXXGLDMBNDXBNDVBRSCHDVYMVFV.TOVOOPortfolio
^GSPC1.000.030.070.060.060.800.800.830.961.000.98
SWVXX0.031.000.020.010.000.030.030.040.020.030.03
GLDM0.070.021.000.280.360.060.050.070.080.070.11
BNDX0.060.010.281.000.790.020.010.000.070.060.07
BND0.060.000.360.791.000.010.01-0.000.070.060.07
VBR0.800.030.060.020.011.000.860.880.760.800.86
SCHD0.800.030.050.010.010.861.000.960.760.800.87
VYM0.830.040.070.00-0.000.880.961.000.790.830.90
VFV.TO0.960.020.080.070.070.760.760.791.000.950.97
VOO1.000.030.070.060.060.800.800.830.951.000.98
Portfolio0.980.030.110.070.070.860.870.900.970.981.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2018