Vanguard Roth 401-403
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | Large Cap Blend Equities, Foreign Large Cap Equities | 20% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | Large Cap Blend Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Roth 401-403, 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 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Nov 13, 2024, the Vanguard Roth 401-403 returned 22.23% Year-To-Date and 11.32% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Vanguard Roth 401-403 | 22.23% | 1.31% | 10.80% | 31.04% | 13.24% | 11.32% |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 26.15% | 2.80% | 13.60% | 35.26% | 15.16% | 12.88% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 7.10% | -4.84% | -0.28% | 14.69% | 5.47% | 4.94% |
Monthly Returns
The table below presents the monthly returns of Vanguard Roth 401-403, 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 | 0.53% | 4.95% | 3.18% | -3.98% | 4.58% | 2.33% | 2.02% | 2.23% | 2.15% | -1.55% | 22.23% | ||
| 2023 | 7.20% | -2.70% | 2.63% | 1.19% | -0.35% | 6.37% | 3.63% | -2.43% | -4.50% | -2.81% | 9.20% | 5.26% | 23.86% |
| 2022 | -5.39% | -2.63% | 2.50% | -8.47% | 0.09% | -8.36% | 8.24% | -3.80% | -9.41% | 7.21% | 6.82% | -5.10% | -18.73% |
| 2021 | -0.29% | 3.01% | 3.13% | 4.67% | 0.97% | 1.93% | 1.12% | 2.64% | -4.27% | 5.90% | -2.05% | 3.87% | 22.16% |
| 2020 | -0.72% | -7.88% | -14.21% | 12.20% | 5.27% | 2.66% | 5.34% | 6.61% | -3.25% | -2.17% | 12.36% | 4.74% | 19.02% |
| 2019 | 8.41% | 3.15% | 1.29% | 3.73% | -6.25% | 6.76% | 0.77% | -2.07% | 1.90% | 2.37% | 3.25% | 3.13% | 28.90% |
| 2018 | 5.37% | -4.00% | -1.71% | 0.46% | 1.88% | 0.15% | 3.18% | 2.32% | 0.18% | -7.59% | 1.91% | -8.43% | -7.04% |
| 2017 | 2.33% | 3.25% | 0.63% | 1.28% | 1.42% | 0.84% | 2.18% | 0.26% | 2.32% | 2.13% | 2.59% | 1.22% | 22.44% |
| 2016 | -5.65% | -0.48% | 7.27% | 0.96% | 1.21% | 0.01% | 4.05% | 0.36% | 0.42% | -2.12% | 3.13% | 1.96% | 11.07% |
| 2015 | -2.18% | 5.70% | -1.11% | 1.35% | 0.91% | -1.90% | 1.16% | -6.25% | -3.13% | 7.54% | 0.19% | -2.04% | -0.54% |
| 2014 | -3.43% | 4.88% | 0.50% | 0.31% | 2.12% | 2.40% | -1.90% | 3.55% | -2.68% | 2.14% | 1.90% | -0.69% | 9.10% |
| 2013 | 5.07% | 0.79% | 3.32% | 2.07% | 1.27% | -1.73% | 5.29% | -2.58% | 4.38% | 4.09% | 2.32% | 2.39% | 29.78% |
Expense Ratio
Vanguard Roth 401-403 has an expense ratio of 0.05%, 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 Vanguard Roth 401-403 is 65, 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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 3.03 | 4.03 | 1.56 | 4.46 | 19.58 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.43 | 2.03 | 1.25 | 1.23 | 8.03 |
Dividends
Dividend yield
Vanguard Roth 401-403 provided a 1.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.59% | 1.79% | 1.93% | 1.57% | 1.55% | 2.02% | 2.26% | 1.92% | 2.12% | 2.15% | 2.09% | 1.94% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.96% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
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 Vanguard Roth 401-403. 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 Vanguard Roth 401-403 was 34.65%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current Vanguard Roth 401-403 drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.65% | Feb 20, 2020 | 23 | Mar 23, 2020 | 102 | Aug 17, 2020 | 125 |
| -25.75% | Jan 4, 2022 | 197 | Oct 14, 2022 | 300 | Dec 26, 2023 | 497 |
| -21.63% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -19.1% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -16.88% | May 22, 2015 | 183 | Feb 11, 2016 | 110 | Jul 20, 2016 | 293 |
Volatility
Volatility Chart
The current Vanguard Roth 401-403 volatility is 3.57%, 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
| VTIAX | VTSAX | |
|---|---|---|
| VTIAX | 1.00 | 0.82 |
| VTSAX | 0.82 | 1.00 |