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Dad's IRA rebalanced simpler
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIV 25%BSV 10%VUG 25%VTV 15%VIG 8%IEFA 7%SWVXX 5%VB 5%BondBondEquityEquity
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market

25%

BSV
Vanguard Short-Term Bond ETF
Total Bond Market

10%

IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities

7%

SWVXX
Schwab Value Advantage Money Fund

5%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

5%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

8%

VTV
Vanguard Value ETF
Large Cap Value Equities

15%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dad's IRA rebalanced simpler, 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


100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
150.34%
246.43%
Dad's IRA rebalanced simpler
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEFA

Returns By Period

As of Apr 20, 2024, the Dad's IRA rebalanced simpler returned 1.23% Year-To-Date and 7.58% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Dad's IRA rebalanced simpler1.23%-3.68%12.49%12.05%7.76%7.59%
VUG
Vanguard Growth ETF
3.87%-6.88%19.92%30.54%15.34%14.29%
VTV
Vanguard Value ETF
4.98%-2.80%17.10%14.11%9.93%9.92%
IEFA
iShares Core MSCI EAFE ETF
0.61%-4.33%15.78%6.40%5.53%4.39%
SWVXX
Schwab Value Advantage Money Fund
1.07%0.41%2.21%4.81%1.82%1.23%
VB
Vanguard Small-Cap ETF
-0.62%-5.63%18.29%13.77%7.58%8.24%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.11%10.85%
BIV
Vanguard Intermediate-Term Bond ETF
-3.08%-2.31%5.42%-0.65%0.38%1.65%
BSV
Vanguard Short-Term Bond ETF
-0.72%-0.80%2.87%2.22%1.05%1.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.64%2.57%2.09%
2023-3.49%-1.81%6.89%4.21%

Expense Ratio

The Dad's IRA rebalanced simpler has an expense ratio of 0.04% 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.


0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Dad's IRA rebalanced simpler
Sharpe ratio
The chart of Sharpe ratio for Dad's IRA rebalanced simpler, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.46
Sortino ratio
The chart of Sortino ratio for Dad's IRA rebalanced simpler, currently valued at 2.21, compared to the broader market-2.000.002.004.006.002.21
Omega ratio
The chart of Omega ratio for Dad's IRA rebalanced simpler, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Dad's IRA rebalanced simpler, currently valued at 0.99, compared to the broader market0.002.004.006.008.000.99
Martin ratio
The chart of Martin ratio for Dad's IRA rebalanced simpler, currently valued at 4.98, compared to the broader market0.0010.0020.0030.0040.004.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF
1.882.651.331.239.38
VTV
Vanguard Value ETF
1.372.031.241.414.43
IEFA
iShares Core MSCI EAFE ETF
0.520.831.100.391.55
SWVXX
Schwab Value Advantage Money Fund
3.36
VB
Vanguard Small-Cap ETF
0.861.341.150.602.64
VIG
Vanguard Dividend Appreciation ETF
1.311.941.231.304.21
BIV
Vanguard Intermediate-Term Bond ETF
-0.23-0.290.97-0.09-0.49
BSV
Vanguard Short-Term Bond ETF
0.610.941.100.301.62

Sharpe Ratio

The current Dad's IRA rebalanced simpler Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.46

The Sharpe ratio of Dad's IRA rebalanced simpler 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.46
1.66
Dad's IRA rebalanced simpler
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dad's IRA rebalanced simpler granted a 2.09% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dad's IRA rebalanced simpler2.09%1.98%1.73%1.86%1.79%1.96%2.15%1.86%1.91%2.06%2.21%2.20%
VUG
Vanguard Growth ETF
0.57%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VTV
Vanguard Value ETF
2.47%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
IEFA
iShares Core MSCI EAFE ETF
3.18%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%
SWVXX
Schwab Value Advantage Money Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VB
Vanguard Small-Cap ETF
1.54%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
BIV
Vanguard Intermediate-Term Bond ETF
3.42%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%
BSV
Vanguard Short-Term Bond ETF
2.77%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.99%
-5.46%
Dad's IRA rebalanced simpler
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dad's IRA rebalanced simpler. 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 Dad's IRA rebalanced simpler was 21.16%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Dad's IRA rebalanced simpler drawdown is 3.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.16%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-20.46%Dec 28, 2021202Oct 14, 2022323Jan 22, 2024525
-11.28%Sep 21, 201865Dec 24, 201855Mar 15, 2019120
-8.08%May 22, 2015183Feb 11, 201645Apr 18, 2016228
-6.29%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133

Volatility

Volatility Chart

The current Dad's IRA rebalanced simpler volatility is 1.96%, 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%NovemberDecember2024FebruaryMarchApril
1.96%
3.15%
Dad's IRA rebalanced simpler
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SWVXXBSVBIVIEFAVUGVBVIGVTV
SWVXX1.000.010.010.010.020.030.030.02
BSV0.011.000.85-0.02-0.05-0.09-0.06-0.13
BIV0.010.851.00-0.03-0.04-0.09-0.06-0.14
IEFA0.01-0.02-0.031.000.750.760.770.78
VUG0.02-0.05-0.040.751.000.800.840.74
VB0.03-0.09-0.090.760.801.000.830.85
VIG0.03-0.06-0.060.770.840.831.000.92
VTV0.02-0.13-0.140.780.740.850.921.00