Simple Path EDV
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Simple Path EDV | 19.58% | 1.01% | 15.25% | 38.85% | 13.24% | 11.62% |
| Portfolio components: | ||||||
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.83% | 4.56% | 3.05% | -4.50% | 4.57% | 2.94% | 2.05% | 2.12% | 2.03% | 19.58% | |||
| 2023 | 6.95% | -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% |
| 2020 | 0.67% | -6.46% | -11.48% | 11.91% | 4.75% | 2.10% | 5.59% | 5.95% | -3.17% | -2.08% | 10.80% | 4.15% | 22.12% |
| 2019 | 7.74% | 3.11% | 1.77% | 3.34% | -5.21% | 6.43% | 1.30% | -0.83% | 1.30% | 1.79% | 3.38% | 2.26% | 29.08% |
| 2018 | 4.38% | -3.69% | -1.51% | 0.20% | 2.64% | 0.69% | 2.85% | 3.23% | -0.08% | -6.96% | 2.00% | -7.63% | -4.64% |
| 2017 | 1.73% | 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% |
| 2013 | 4.62% | 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.
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.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 3.32 | 22.61 |
VGLT Vanguard Long-Term Treasury ETF | 0.98 | 1.47 | 1.17 | 0.30 | 2.65 |
Dividends
Dividend yield
Simple Path EDV provided a 1.57% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Simple Path EDV | 1.57% | 1.63% | 1.78% | 1.27% | 1.50% | 1.84% | 2.11% | 1.79% | 2.00% | 2.10% | 1.86% | 1.89% |
| Portfolio components: | ||||||||||||
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.
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, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -25.88% | Dec 28, 2021 | 202 | Oct 14, 2022 | 326 | Feb 2, 2024 | 528 |
| -17.62% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -15.9% | May 2, 2011 | 108 | Oct 3, 2011 | 74 | Jan 19, 2012 | 182 |
| -13.69% | Apr 26, 2010 | 49 | Jul 2, 2010 | 85 | Nov 2, 2010 | 134 |
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.
Diversification
Asset Correlations Table
| VGLT | VTI | |
|---|---|---|
| VGLT | 1.00 | -0.28 |
| VTI | -0.28 | 1.00 |