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4 Fund Combo worldwide
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VEA 25%VIOV 25%IVV 25%DLS 25%EquityEquity
PositionCategory/SectorWeight
DLS
WisdomTree International SmallCap Dividend
Foreign Small & Mid Cap Equities, Dividend
25%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities
25%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities
25%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
Small Cap Blend Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 4 Fund Combo worldwide, 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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
8.87%
4 Fund Combo worldwide
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VIOV

Returns By Period

As of Dec 19, 2024, the 4 Fund Combo worldwide returned 9.01% Year-To-Date and 8.07% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
4 Fund Combo worldwide9.54%-2.50%5.07%10.04%7.61%8.00%
VEA
Vanguard FTSE Developed Markets ETF
2.61%-2.46%-2.23%3.45%4.78%5.22%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
7.59%-5.58%13.18%7.59%8.14%8.09%
IVV
iShares Core S&P 500 ETF
25.92%-0.51%9.55%26.40%14.78%13.03%
DLS
WisdomTree International SmallCap Dividend
2.10%-1.20%-0.35%2.71%1.65%4.78%
*Annualized

Monthly Returns

The table below presents the monthly returns of 4 Fund Combo worldwide, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.65%2.89%3.48%-4.02%4.65%-0.93%5.37%1.34%1.56%-3.48%4.52%9.54%
20238.98%-2.43%-0.12%0.97%-3.14%5.76%4.08%-3.39%-4.55%-3.93%8.70%7.91%18.81%
2022-4.36%-1.27%1.01%-6.91%1.19%-8.59%7.11%-4.79%-10.06%7.73%8.23%-3.75%-15.46%
20210.93%4.94%4.24%3.37%2.64%-0.08%-0.06%2.19%-3.32%3.59%-3.53%4.61%20.80%
2020-3.51%-9.02%-18.26%10.52%4.74%2.71%3.25%5.96%-2.79%-1.25%13.69%6.00%7.98%
20198.82%2.94%-0.44%3.47%-6.72%5.99%-0.48%-2.98%3.74%2.94%2.60%3.70%25.16%
20184.08%-4.16%-0.61%0.82%1.37%-0.74%2.43%0.68%-0.42%-8.53%0.88%-8.43%-12.72%
20172.19%2.20%1.20%1.84%1.31%1.47%2.33%-0.58%3.96%1.52%1.97%1.37%22.80%
2016-5.73%-0.50%8.03%1.49%0.80%-1.65%4.87%0.49%1.53%-2.67%3.59%2.48%12.72%
2015-1.80%6.27%-0.66%2.12%0.70%-1.86%0.16%-5.74%-3.34%6.74%0.65%-2.02%0.50%
2014-3.67%5.28%0.49%-0.24%1.59%1.84%-2.61%2.14%-4.47%2.13%0.29%-0.98%1.37%
20134.58%0.67%2.72%2.82%0.03%-1.95%5.63%-1.82%6.58%3.70%1.83%2.16%30.03%

Expense Ratio

4 Fund Combo worldwide has an expense ratio of 0.20%, 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.


Expense ratio chart for DLS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VIOV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 4 Fund Combo worldwide is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 4 Fund Combo worldwide is 1717
Overall Rank
The Sharpe Ratio Rank of 4 Fund Combo worldwide is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of 4 Fund Combo worldwide is 1212
Sortino Ratio Rank
The Omega Ratio Rank of 4 Fund Combo worldwide is 1313
Omega Ratio Rank
The Calmar Ratio Rank of 4 Fund Combo worldwide is 2525
Calmar Ratio Rank
The Martin Ratio Rank of 4 Fund Combo worldwide is 2020
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.


Sharpe ratio
The chart of Sharpe ratio for 4 Fund Combo worldwide, currently valued at 0.93, compared to the broader market-6.00-4.00-2.000.002.004.000.932.10
The chart of Sortino ratio for 4 Fund Combo worldwide, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.006.001.312.80
The chart of Omega ratio for 4 Fund Combo worldwide, currently valued at 1.17, compared to the broader market0.400.600.801.001.201.401.601.801.171.39
The chart of Calmar ratio for 4 Fund Combo worldwide, currently valued at 1.62, compared to the broader market0.002.004.006.008.0010.0012.001.623.09
The chart of Martin ratio for 4 Fund Combo worldwide, currently valued at 5.73, compared to the broader market0.0010.0020.0030.0040.0050.005.7313.49
4 Fund Combo worldwide
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VEA
Vanguard FTSE Developed Markets ETF
0.420.661.080.581.65
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.480.831.100.892.09
IVV
iShares Core S&P 500 ETF
2.252.981.423.3214.68
DLS
WisdomTree International SmallCap Dividend
0.370.591.070.371.40

The current 4 Fund Combo worldwide Sharpe ratio is 0.88. 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 1.28 to 2.10, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 4 Fund Combo worldwide 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.93
2.10
4 Fund Combo worldwide
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

4 Fund Combo worldwide provided a 2.30% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.30%2.77%2.84%2.31%1.88%2.50%2.74%2.18%2.38%2.31%2.60%2.30%
VEA
Vanguard FTSE Developed Markets ETF
3.37%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.26%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%0.91%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%
DLS
WisdomTree International SmallCap Dividend
3.29%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%3.89%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.31%
-2.62%
4 Fund Combo worldwide
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 4 Fund Combo worldwide. 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 4 Fund Combo worldwide was 38.33%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current 4 Fund Combo worldwide drawdown is 4.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.33%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-26.09%Nov 9, 2021225Sep 30, 2022355Mar 1, 2024580
-22.88%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-21.61%Jan 29, 2018229Dec 24, 2018240Dec 6, 2019469
-17.9%May 22, 2015183Feb 11, 2016126Aug 11, 2016309

Volatility

Volatility Chart

The current 4 Fund Combo worldwide volatility is 3.83%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.83%
3.79%
4 Fund Combo worldwide
Benchmark (^GSPC)
Portfolio components

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.

VIOVIVVDLSVEA
VIOV1.000.740.650.67
IVV0.741.000.770.83
DLS0.650.771.000.94
VEA0.670.830.941.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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