4-Fund Portfolio - AVUV, DSTL, SCHX, VGT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 30% |
DSTL Distillate US Fundamental Stability & Value ETF | Large Cap Growth Equities | 20% |
SCHX Schwab U.S. Large-Cap ETF | Large Cap Growth Equities | 10% |
VGT Vanguard Information Technology ETF | Technology Equities | 40% |
Performance
Performance Chart
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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
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT | -4.24% | 12.43% | -6.64% | 6.22% | 19.07% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | -8.98% | 8.41% | -14.14% | -3.54% | 20.40% | N/A |
SCHX Schwab U.S. Large-Cap ETF | -0.22% | 10.87% | -1.43% | 12.96% | 17.08% | 13.91% |
DSTL Distillate US Fundamental Stability & Value ETF | -2.46% | 5.20% | -6.91% | 3.86% | 14.44% | N/A |
VGT Vanguard Information Technology ETF | -3.03% | 19.52% | -2.52% | 12.13% | 19.49% | 19.66% |
Monthly Returns
The table below presents the monthly returns of 4-Fund Portfolio - AVUV, DSTL, SCHX, VGT, 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 | 1.22% | -3.41% | -6.40% | -1.74% | 6.49% | -4.24% | |||||||
| 2024 | 0.19% | 4.03% | 3.43% | -5.47% | 5.68% | 2.61% | 4.28% | -0.17% | 1.60% | -1.19% | 8.02% | -3.96% | 19.81% |
| 2023 | 8.89% | -0.98% | 2.31% | -0.45% | 1.96% | 7.91% | 4.83% | -2.38% | -4.79% | -3.03% | 10.35% | 7.46% | 35.36% |
| 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% | 2.83% | 0.94% | 2.78% | -3.64% | 6.35% | 0.24% | 4.37% | 34.14% |
| 2020 | -1.33% | -8.76% | -15.28% | 15.93% | 6.54% | 4.11% | 4.78% | 8.86% | -4.37% | -1.07% | 14.02% | 5.80% | 27.66% |
| 2019 | -0.15% | 3.06% | 4.27% | 3.61% | 11.16% |
Expense Ratio
4-Fund Portfolio - AVUV, DSTL, SCHX, VGT 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 Portfolio - AVUV, DSTL, SCHX, VGT is 13, meaning it’s performing worse than 87% 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.
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 | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | -0.14 | -0.08 | 0.99 | -0.16 | -0.43 |
SCHX Schwab U.S. Large-Cap ETF | 0.66 | 1.03 | 1.15 | 0.67 | 2.55 |
DSTL Distillate US Fundamental Stability & Value ETF | 0.23 | 0.38 | 1.05 | 0.17 | 0.57 |
VGT Vanguard Information Technology ETF | 0.40 | 0.77 | 1.11 | 0.45 | 1.46 |
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Dividends
Dividend yield
4-Fund Portfolio - AVUV, DSTL, SCHX, VGT provided a 1.18% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.18% | 1.11% | 1.15% | 1.32% | 0.96% | 1.02% | 0.93% | 0.82% | 0.56% | 0.72% | 0.72% | 0.62% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.82% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.23% | 1.22% | 1.39% | 1.64% | 1.21% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.49% | 1.34% | 1.30% | 1.35% | 1.01% | 0.83% | 0.97% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.53% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
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 9.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -25.12% | Jan 5, 2022 | 186 | Sep 30, 2022 | 195 | Jul 13, 2023 | 381 |
| -24.25% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -11.18% | 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
| ^GSPC | AVUV | VGT | DSTL | SCHX | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.73 | 0.91 | 0.90 | 0.99 | 0.96 |
| AVUV | 0.73 | 1.00 | 0.55 | 0.80 | 0.74 | 0.85 |
| VGT | 0.91 | 0.55 | 1.00 | 0.76 | 0.91 | 0.89 |
| DSTL | 0.90 | 0.80 | 0.76 | 1.00 | 0.90 | 0.91 |
| SCHX | 0.99 | 0.74 | 0.91 | 0.90 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.85 | 0.89 | 0.91 | 0.96 | 1.00 |