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ROLLOVER IRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ROLLOVER IRA

Currency in USD · Last updated May 30, 2025

Asset Allocation

BND 9.56%USD=X 20.91%SPLG 22.26%SCHG 17.2%QQQM 13.18%VYM 8.51%O 8.38%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
BND
Vanguard Total Bond Market ETF		Total Bond Market
9.56%
O
Realty Income Corporation		Real Estate
8.38%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
13.18%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
17.20%
SPLG
SPDR Portfolio S&P 500 ETF		Large Cap Blend Equities
22.26%
USD=X
USD Cash
20.91%
VYM
Vanguard High Dividend Yield ETF		Dividend, Large Cap Value Equities
8.51%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.52%6.32%-1.44%12.25%14.20%10.84%
ROLLOVER IRA1.60%4.27%0.50%11.24%N/AN/A
Portfolio components:
SPLG
SPDR Portfolio S&P 500 ETF		1.00%6.49%-0.82%13.66%15.93%12.69%
SCHG
Schwab U.S. Large-Cap Growth ETF		-0.90%8.58%0.32%15.40%18.26%15.86%
QQQM
Invesco NASDAQ 100 ETF		1.89%9.34%3.24%14.66%N/AN/A
VYM
Vanguard High Dividend Yield ETF		1.58%3.58%-2.74%12.94%13.41%9.71%
O
Realty Income Corporation		8.07%-1.32%-0.58%16.46%6.70%7.54%
BND
Vanguard Total Bond Market ETF		2.30%-0.93%0.95%6.08%-1.04%1.49%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

Monthly Returns

The table below presents the monthly returns of ROLLOVER IRA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.85%-0.61%-3.67%0.02%4.17%1.60%
20240.70%2.88%2.16%-2.75%3.30%2.90%1.28%2.13%1.73%-1.16%3.69%-1.49%16.23%
20235.64%-1.83%3.76%0.79%1.29%4.04%2.39%-1.64%-4.00%-1.78%7.51%3.98%21.35%
2022-4.31%-2.48%2.54%-6.69%-0.32%-5.02%7.27%-3.63%-7.51%4.65%3.71%-4.23%-15.98%
2021-0.81%1.16%2.44%4.33%-0.09%2.29%2.12%2.32%-3.98%5.39%0.16%2.44%18.88%
2020-5.03%6.93%2.89%4.49%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

ROLLOVER IRA has an expense ratio of 0.04%, 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.

QQQM
Invesco NASDAQ 100 ETF
VYM
Vanguard High Dividend Yield ETF
SCHG
Schwab U.S. Large-Cap Growth ETF
SPLG
SPDR Portfolio S&P 500 ETF
BND
Vanguard Total Bond Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ROLLOVER IRA is 47, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of ROLLOVER IRA is 4747
Overall Rank
The Sharpe Ratio Rank of ROLLOVER IRA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ROLLOVER IRA is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ROLLOVER IRA is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ROLLOVER IRA is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ROLLOVER IRA is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPLG
SPDR Portfolio S&P 500 ETF		0.680.951.140.612.26
SCHG
Schwab U.S. Large-Cap Growth ETF		0.600.871.120.541.75
QQQM
Invesco NASDAQ 100 ETF		0.570.831.120.521.66
VYM
Vanguard High Dividend Yield ETF		0.791.141.160.823.10
O
Realty Income Corporation		0.881.141.150.591.38
BND
Vanguard Total Bond Market ETF		1.121.281.160.412.07
USD=X
USD Cash		—————

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ROLLOVER IRA Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.84
  • All Time: 0.71

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.14, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ROLLOVER IRA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

ROLLOVER IRA provided a 1.51% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.51%1.47%1.49%1.48%1.16%1.33%1.37%1.63%1.42%1.46%1.54%1.47%
Portfolio components:
SPLG
SPDR Portfolio S&P 500 ETF		1.29%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.41%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
QQQM
Invesco NASDAQ 100 ETF		0.58%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF		2.87%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%
O
Realty Income Corporation		5.63%5.37%5.33%4.68%3.97%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
BND
Vanguard Total Bond Market ETF		3.75%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 ROLLOVER IRA. 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 ROLLOVER IRA was 20.32%, occurring on Oct 14, 2022. Recovery took 303 trading sessions.

The current ROLLOVER IRA drawdown is 1.76%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.32%Dec 28, 2021209Oct 14, 2022303Dec 13, 2023512
-12.97%Feb 20, 202534Apr 8, 2025———
-5.2%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-5.03%Oct 14, 202013Oct 30, 20206Nov 9, 202019
-4.38%Feb 16, 202113Mar 4, 202120Apr 1, 202133
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 7 assets, with an effective number of assets of 6.11, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCUSD=XBNDOVYMSCHGQQQMSPLGPortfolio
^GSPC1.000.000.160.390.800.930.921.000.98
USD=X0.000.000.000.000.000.000.000.000.00
BND0.160.001.000.260.090.180.180.160.23
O0.390.000.261.000.500.250.250.390.46
VYM0.800.000.090.501.000.560.570.800.74
SCHG0.930.000.180.250.561.000.990.920.95
QQQM0.920.000.180.250.570.991.000.920.95
SPLG1.000.000.160.390.800.920.921.000.98
Portfolio0.980.000.230.460.740.950.950.981.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020
Go to the full Correlations tool for more customization options