4 Fund Combo worldwide
could also be, avde, avdv, avuv, ivv. comparing the 4 portfolio of merriman.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
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 every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VIOV
Returns By Period
As of Apr 22, 2025, the 4 Fund Combo worldwide returned -5.36% Year-To-Date and 6.80% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| 4 Fund Combo worldwide | -9.19% | -7.65% | -9.62% | 2.96% | 13.03% | 7.16% |
| Portfolio components: | ||||||
VEA Vanguard FTSE Developed Markets ETF | 6.11% | -2.96% | 0.52% | 8.92% | 11.35% | 5.01% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | -20.10% | -12.36% | -18.55% | -7.89% | 13.20% | 5.53% |
IVV iShares Core S&P 500 ETF | -12.01% | -8.86% | -11.39% | 5.20% | 14.78% | 11.28% |
DLS WisdomTree International SmallCap Dividend | 5.88% | -1.14% | 2.07% | 10.73% | 10.55% | 4.33% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.59% | -1.58% | -3.84% | -6.47% | -9.19% | ||||||||
| 2024 | -1.47% | 3.36% | 3.44% | -4.34% | 4.73% | -0.03% | 4.99% | 1.28% | 1.61% | -2.59% | 5.69% | -3.85% | 12.85% |
| 2023 | 8.91% | -2.30% | -0.40% | 0.64% | -2.48% | 6.32% | 4.16% | -3.22% | -4.83% | -3.86% | 8.85% | 7.89% | 19.77% |
| 2022 | -4.57% | -1.11% | 1.50% | -7.24% | 1.16% | -8.59% | 7.80% | -4.56% | -9.96% | 8.87% | 6.87% | -4.66% | -15.56% |
| 2021 | 1.12% | 5.16% | 4.45% | 3.47% | 2.45% | 0.25% | -0.21% | 2.32% | -3.33% | 4.12% | -2.86% | 4.54% | 23.20% |
| 2020 | -3.34% | -9.10% | -18.25% | 11.18% | 4.60% | 2.61% | 3.68% | 6.11% | -3.14% | -1.17% | 13.49% | 5.71% | 8.30% |
| 2019 | 9.09% | 3.11% | -0.56% | 3.64% | -7.04% | 6.26% | -0.02% | -3.06% | 3.71% | 2.71% | 2.79% | 3.53% | 25.82% |
| 2018 | 3.96% | -4.05% | -0.63% | 0.84% | 1.89% | -0.51% | 2.56% | 1.25% | -0.67% | -8.51% | 0.98% | -9.01% | -12.14% |
| 2017 | 1.70% | 2.31% | 0.81% | 1.64% | 0.90% | 1.62% | 2.15% | -0.73% | 4.24% | 1.48% | 2.21% | 1.22% | 21.32% |
| 2016 | -5.75% | -0.20% | 8.06% | 1.43% | 0.87% | -1.34% | 4.84% | 0.52% | 1.37% | -2.76% | 4.62% | 2.50% | 14.29% |
| 2015 | -2.29% | 6.18% | -0.58% | 1.69% | 0.77% | -1.67% | 0.01% | -5.62% | -3.30% | 6.83% | 0.81% | -2.16% | -0.05% |
| 2014 | -3.63% | 5.23% | 0.54% | -0.39% | 1.57% | 1.97% | -2.71% | 2.38% | -4.44% | 2.49% | 0.50% | -0.70% | 2.40% |
Expense Ratio
4 Fund Combo worldwide has an expense ratio of 0.20%, 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 4 Fund Combo worldwide is 37, 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 | |
|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 0.52 | 0.85 | 1.11 | 0.66 | 1.99 |
VIOV Vanguard S&P Small-Cap 600 Value ETF | -0.27 | -0.22 | 0.97 | -0.22 | -0.76 |
IVV iShares Core S&P 500 ETF | 0.21 | 0.43 | 1.06 | 0.22 | 0.94 |
DLS WisdomTree International SmallCap Dividend | 0.64 | 0.98 | 1.13 | 0.83 | 2.22 |
Dividends
Dividend yield
4 Fund Combo worldwide provided a 2.75% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.75% | 2.75% | 2.77% | 2.84% | 2.31% | 1.88% | 2.50% | 2.74% | 2.18% | 2.38% | 2.31% | 2.60% |
| Portfolio components: | ||||||||||||
VEA Vanguard FTSE Developed Markets ETF | 3.09% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.35% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% |
IVV iShares Core S&P 500 ETF | 1.50% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
DLS WisdomTree International SmallCap Dividend | 4.06% | 4.56% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% |
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 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 38.32%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current 4 Fund Combo worldwide drawdown is 9.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.32% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -25.14% | Nov 9, 2021 | 225 | Sep 30, 2022 | 311 | Dec 27, 2023 | 536 |
| -22.89% | May 2, 2011 | 108 | Oct 3, 2011 | 239 | Sep 13, 2012 | 347 |
| -21.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 220 | Nov 7, 2019 | 449 |
| -17.85% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current 4 Fund Combo worldwide volatility is 12.30%, 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
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
| VIOV | IVV | DLS | VEA | |
|---|---|---|---|---|
| VIOV | 1.00 | 0.74 | 0.65 | 0.68 |
| IVV | 0.74 | 1.00 | 0.77 | 0.82 |
| DLS | 0.65 | 0.77 | 1.00 | 0.94 |
| VEA | 0.68 | 0.82 | 0.94 | 1.00 |