Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVUV Avantis US Small Cap Value ETF | Small Cap Value Equities | 30% |
DSTL Distillate U.S. Fundamental Stability & Value ETF | Large Cap Value Equities, Actively Managed | 20% |
SCHX Schwab U.S. Large-Cap ETF | Large Cap Blend Equities | 10% |
VGT Vanguard Information Technology ETF | Technology Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT, 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.
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT | 0.49% | 0.22% | 0.72% | 1.28% | 40.99% | 19.81% | 12.49% | — |
| Portfolio components: | ||||||||
AVUV Avantis US Small Cap Value ETF | 0.66% | 3.50% | 10.27% | 12.26% | 46.06% | 17.81% | 10.86% | — |
SCHX Schwab U.S. Large-Cap ETF | 0.50% | -1.72% | -3.14% | -1.68% | 31.80% | 18.89% | 11.10% | 14.22% |
DSTL Distillate U.S. Fundamental Stability & Value ETF | 0.21% | -3.54% | -1.00% | 0.35% | 18.22% | 12.34% | 9.10% | — |
VGT Vanguard Information Technology ETF | 0.50% | -0.29% | -4.88% | -5.84% | 50.29% | 24.26% | 14.69% | 21.90% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT's average daily return is +0.08%, while the average monthly return is +1.50%. At this rate, your investment would double in approximately 3.9 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -13.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.31% | 0.59% | -3.81% | 1.75% | 0.72% | ||||||||
| 2025 | 1.22% | -3.41% | -6.40% | -1.74% | 7.19% | 6.33% | 2.13% | 3.91% | 3.49% | 1.89% | -0.57% | 0.60% | 14.71% |
| 2024 | 0.19% | 4.03% | 3.43% | -5.47% | 5.68% | 2.54% | 4.28% | -0.17% | 1.54% | -1.19% | 8.02% | -3.96% | 19.66% |
| 2023 | 8.89% | -0.98% | 2.31% | -0.45% | 1.97% | 7.82% | 4.83% | -2.38% | -4.86% | -3.03% | 10.35% | 7.37% | 35.05% |
| 2022 | -5.42% | -1.63% | 2.47% | -8.54% | 1.05% | -10.20% | 11.42% | -4.16% | -10.54% | 10.22% | 5.67% | -6.75% | -17.90% |
| 2021 | 0.97% | 5.43% | 4.59% | 4.00% | 1.27% | 2.76% | 0.94% | 2.78% | -3.64% | 6.35% | 0.24% | 4.37% | 34.05% |
Benchmark Metrics
4-Fund Portfolio - AVUV, DSTL, SCHX, VGT has an annualized alpha of 3.22%, beta of 1.12, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio captured 121.27% of S&P 500 Index gains and 103.26% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 3.22% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.12 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.22%
- Beta
- 1.12
- R²
- 0.95
- Upside Capture
- 121.27%
- Downside Capture
- 103.26%
Expense Ratio
4-Fund Portfolio - AVUV, DSTL, SCHX, VGT has an expense ratio of 0.19%, 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.
Return for Risk
Risk / Return Rank
4-Fund Portfolio - AVUV, DSTL, SCHX, VGT ranks 74 for risk / return — better than 74% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.84 | +0.29 |
Sortino ratioReturn per unit of downside risk | 3.30 | 2.97 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.40 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.82 | +1.13 |
Martin ratioReturn relative to average drawdown | 10.62 | 7.76 | +2.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 88 | 2.17 | 3.21 | 1.40 | 3.54 | 9.88 |
SCHX Schwab U.S. Large-Cap ETF | 80 | 1.94 | 3.10 | 1.42 | 1.97 | 8.30 |
DSTL Distillate U.S. Fundamental Stability & Value ETF | 49 | 1.21 | 2.02 | 1.24 | 0.93 | 3.37 |
VGT Vanguard Information Technology ETF | 75 | 2.00 | 2.95 | 1.39 | 1.86 | 5.93 |
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Dividends
Dividend yield
4-Fund Portfolio - AVUV, DSTL, SCHX, VGT provided a 0.96% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.96% | 1.01% | 1.11% | 1.15% | 1.32% | 0.96% | 1.02% | 0.93% | 0.72% | 0.56% | 0.72% | 0.72% |
| Portfolio components: | ||||||||||||
AVUV Avantis US Small Cap Value ETF | 1.38% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.15% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
DSTL Distillate U.S. Fundamental Stability & Value ETF | 1.29% | 1.31% | 1.34% | 1.30% | 1.35% | 1.01% | 0.83% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT. 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 Portfolio - AVUV, DSTL, SCHX, VGT was 36.31%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT drawdown is 3.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -25.11% | Jan 5, 2022 | 186 | Sep 30, 2022 | 195 | Jul 13, 2023 | 381 |
| -24.25% | Dec 5, 2024 | 84 | Apr 8, 2025 | 72 | Jul 23, 2025 | 156 |
| -11.24% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -10.43% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.33, 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
| Benchmark | AVUV | VGT | DSTL | SCHX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.72 | 0.91 | 0.87 | 1.00 | 0.95 |
| AVUV | 0.72 | 1.00 | 0.55 | 0.79 | 0.73 | 0.85 |
| VGT | 0.91 | 0.55 | 1.00 | 0.71 | 0.91 | 0.88 |
| DSTL | 0.87 | 0.79 | 0.71 | 1.00 | 0.88 | 0.89 |
| SCHX | 1.00 | 0.73 | 0.91 | 0.88 | 1.00 | 0.96 |
| Portfolio | 0.95 | 0.85 | 0.88 | 0.89 | 0.96 | 1.00 |