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Simple Path EDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGLT 10%VTI 90%BondBondEquityEquity
PositionCategory/SectorWeight
VGLT
Vanguard Long-Term Treasury ETF
Government Bonds
10%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
90%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Simple Path EDV, 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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.25%
15.83%
Simple Path EDV
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 24, 2009, corresponding to the inception date of VGLT

Returns By Period

As of Oct 30, 2024, the Simple Path EDV returned 19.58% Year-To-Date and 11.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Simple Path EDV19.58%1.01%15.25%38.85%13.24%11.62%
VTI
Vanguard Total Stock Market ETF
22.25%1.78%16.24%41.75%15.07%12.66%
VGLT
Vanguard Long-Term Treasury ETF
-3.00%-5.93%6.40%14.04%-5.24%0.23%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.83%4.56%3.05%-4.50%4.57%2.94%2.05%2.12%2.03%19.58%
20236.95%-2.63%2.90%1.02%0.11%6.08%3.07%-2.01%-5.03%-2.87%9.39%5.58%23.67%
2022-5.82%-2.40%2.44%-9.14%-0.43%-7.55%8.66%-3.80%-9.10%6.78%5.31%-5.54%-20.51%
2021-0.65%2.29%2.87%4.76%0.40%2.65%1.93%2.54%-4.30%6.20%-1.06%3.22%22.45%
20200.67%-6.46%-11.48%11.91%4.75%2.10%5.59%5.95%-3.17%-2.08%10.80%4.15%22.12%
20197.74%3.11%1.77%3.34%-5.21%6.43%1.30%-0.83%1.30%1.79%3.38%2.26%29.08%
20184.38%-3.69%-1.51%0.20%2.64%0.69%2.85%3.23%-0.08%-6.96%2.00%-7.63%-4.64%
20171.73%3.49%-0.01%1.12%1.09%0.92%1.64%0.45%1.97%1.95%2.80%1.22%19.93%
2016-4.61%0.30%6.29%0.56%1.63%0.86%3.79%0.09%0.06%-2.40%3.31%1.79%11.82%
2015-1.58%4.49%-0.91%0.26%0.95%-1.86%1.93%-5.54%-2.38%7.10%0.47%-1.94%0.39%
2014-2.25%4.40%0.54%0.24%2.16%2.34%-1.74%4.17%-2.08%2.74%2.48%0.27%13.77%
20134.62%1.28%3.58%1.84%1.58%-1.61%4.98%-2.81%3.56%3.94%2.21%2.28%28.22%

Expense Ratio

Simple Path EDV has an expense ratio of 0.03%, 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 VGLT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: 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 Simple Path EDV is 72, 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.


The Risk-Adjusted Performance Rank of Simple Path EDV is 7272
Combined Rank
The Sharpe Ratio Rank of Simple Path EDV is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of Simple Path EDV is 8181Sortino Ratio Rank
The Omega Ratio Rank of Simple Path EDV is 8282Omega Ratio Rank
The Calmar Ratio Rank of Simple Path EDV is 4040Calmar Ratio Rank
The Martin Ratio Rank of Simple Path EDV is 7676Martin 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.


Simple Path EDV
Sharpe ratio
The chart of Sharpe ratio for Simple Path EDV, currently valued at 3.51, compared to the broader market0.002.004.006.003.51
Sortino ratio
The chart of Sortino ratio for Simple Path EDV, currently valued at 4.75, compared to the broader market-2.000.002.004.006.004.75
Omega ratio
The chart of Omega ratio for Simple Path EDV, currently valued at 1.65, compared to the broader market0.801.001.201.401.601.802.001.65
Calmar ratio
The chart of Calmar ratio for Simple Path EDV, currently valued at 2.54, compared to the broader market0.005.0010.002.54
Martin ratio
The chart of Martin ratio for Simple Path EDV, currently valued at 22.74, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
3.504.601.653.3222.61
VGLT
Vanguard Long-Term Treasury ETF
0.981.471.170.302.65

Sharpe Ratio

The current Simple Path EDV Sharpe ratio is 3.51. 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 2.49 to 3.44, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Simple Path EDV 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.51
3.43
Simple Path EDV
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Simple Path EDV provided a 1.57% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Simple Path EDV1.57%1.63%1.78%1.27%1.50%1.84%2.11%1.79%2.00%2.10%1.86%1.89%
VTI
Vanguard Total Stock Market ETF
1.30%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VGLT
Vanguard Long-Term Treasury ETF
3.98%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%3.19%

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%MayJuneJulyAugustSeptemberOctober
-0.75%
-0.54%
Simple Path EDV
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Simple Path EDV. 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 Simple Path EDV was 30.12%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Simple Path EDV drawdown is 0.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.12%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-25.88%Dec 28, 2021202Oct 14, 2022326Feb 2, 2024528
-17.62%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-15.9%May 2, 2011108Oct 3, 201174Jan 19, 2012182
-13.69%Apr 26, 201049Jul 2, 201085Nov 2, 2010134

Volatility

Volatility Chart

The current Simple Path EDV volatility is 2.45%, 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%MayJuneJulyAugustSeptemberOctober
2.45%
2.71%
Simple Path EDV
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.

VGLTVTI
VGLT1.00-0.28
VTI-0.281.00
The correlation results are calculated based on daily price changes starting from Nov 25, 2009