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Growth Portfolio

Last updated Mar 2, 2024

The Growth Portfolio is a diversified investment strategy that allocates assets across domestic and international equities and fixed income. With a higher emphasis on equities (80%) through VEA and VTI, the portfolio aims for capital appreciation, while the 20% allocation to bonds (BND and IGOV) provides stability and income. This portfolio suits investors seeking moderate to high growth potential while maintaining diversification and a modest fixed-income allocation for risk mitigation.

Asset Allocation


BND 16%IGOV 4%VTI 52%VEA 28%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

16%

IGOV
iShares International Treasury Bond ETF
International Government Bonds

4%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

52%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

28%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Growth Portfolio, 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


300.00%350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
354.07%
507.84%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 29, 2009, corresponding to the inception date of IGOV

Returns

As of Mar 2, 2024, the Growth Portfolio returned 4.28% Year-To-Date and 7.89% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Growth Portfolio4.28%4.16%10.75%19.84%9.30%7.89%
BND
Vanguard Total Bond Market ETF
-1.11%-0.95%3.31%4.74%0.67%1.44%
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.84%9.53%14.22%6.85%4.76%
VTI
Vanguard Total Stock Market ETF
7.45%6.27%14.35%29.27%13.89%11.99%
IGOV
iShares International Treasury Bond ETF
-4.04%-0.75%2.96%3.93%-3.81%-2.23%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.12%3.32%
2023-2.30%-4.14%-2.61%8.33%5.12%

Sharpe Ratio

The current Growth Portfolio Sharpe ratio is 1.92. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.92

The Sharpe ratio of Growth Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.92
2.44
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Growth Portfolio granted a 2.07% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Growth Portfolio2.07%2.13%2.10%1.85%1.67%2.22%2.46%2.08%2.28%2.27%2.44%2.13%
BND
Vanguard Total Bond Market ETF
3.24%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VEA
Vanguard FTSE Developed Markets ETF
3.07%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
IGOV
iShares International Treasury Bond ETF
0.00%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.22%1.28%1.32%

Expense Ratio

The Growth Portfolio has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Growth Portfolio
1.92
BND
Vanguard Total Bond Market ETF
0.64
VEA
Vanguard FTSE Developed Markets ETF
1.07
VTI
Vanguard Total Stock Market ETF
2.31
IGOV
iShares International Treasury Bond ETF
0.31

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDIGOVVTIVEA
BND1.000.42-0.15-0.11
IGOV0.421.000.130.32
VTI-0.150.131.000.84
VEA-0.110.320.841.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Growth Portfolio. 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 Growth Portfolio was 28.25%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.25%Feb 13, 202027Mar 23, 202095Aug 6, 2020122
-24.95%Nov 9, 2021235Oct 14, 2022331Feb 9, 2024566
-18.08%Feb 10, 200919Mar 9, 200924Apr 13, 200943
-17.44%May 2, 2011108Oct 3, 2011114Mar 16, 2012222
-15.33%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310

Volatility Chart

The current Growth Portfolio volatility is 2.94%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.94%
3.47%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components
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