equal weight complex
Last updated Dec 7, 2023
Asset Allocation
Quarterly
Performance
The chart shows the growth of an initial investment of $10,000 in equal weight complex, 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
equal weight complex
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Sep 24, 2010, corresponding to the inception date of VTWG
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| equal weight complex | 10.83% | 4.99% | 3.58% | 8.92% | 9.95% | N/A |
| Portfolio components: | ||||||
MGV Vanguard Mega Cap Value ETF | 3.98% | 3.27% | 4.19% | 3.73% | 9.75% | 9.65% |
VOOV Vanguard S&P 500 Value ETF | 15.71% | 5.41% | 6.97% | 14.33% | 11.59% | 9.60% |
VOX Vanguard Communication Services ETF | 35.52% | 2.11% | 7.57% | 31.05% | 8.36% | 5.23% |
VPU Vanguard Utilities ETF | -8.00% | 3.30% | -3.45% | -8.17% | 5.05% | 8.52% |
VAW Vanguard Materials ETF | 6.36% | 4.12% | 2.25% | 2.21% | 11.47% | 8.10% |
MGC Vanguard Mega Cap ETF | 23.87% | 4.29% | 8.63% | 20.67% | 14.09% | 12.19% |
VTWG Vanguard Russell 2000 Growth ETF | 8.42% | 7.17% | -3.72% | 5.63% | 5.98% | 6.53% |
VCR Vanguard Consumer Discretionary ETF | 32.99% | 7.27% | 9.52% | 24.32% | 14.22% | 12.10% |
VTWV Vanguard Russell 2000 Value ETF | 4.60% | 6.30% | 1.04% | 1.32% | 6.36% | 6.02% |
VNQ Vanguard Real Estate ETF | 4.46% | 9.25% | 1.94% | 2.53% | 4.12% | 6.60% |
XLRE | N/A | N/A | N/A | N/A | N/A | N/A |
VTWO Vanguard Russell 2000 ETF | 6.81% | 6.67% | -1.21% | 3.92% | 6.57% | 6.55% |
VBK Vanguard Small-Cap Growth ETF | 11.70% | 7.92% | -0.44% | 9.14% | 7.42% | 7.29% |
VDC Vanguard Consumer Staples ETF | -1.05% | 2.02% | -1.11% | -2.44% | 8.45% | 8.02% |
VHT Vanguard Health Care ETF | -1.91% | 3.53% | 1.28% | -2.51% | 8.97% | 10.66% |
VYM Vanguard High Dividend Yield ETF | 1.15% | 3.41% | 3.37% | 0.50% | 8.75% | 9.05% |
VDE Vanguard Energy ETF | -3.44% | -5.19% | 1.84% | -0.38% | 10.05% | 2.62% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 4.36% | 6.15% | -1.37% | 0.57% | 7.58% | 7.31% |
MGK Vanguard Mega Cap Growth ETF | 45.03% | 5.13% | 12.25% | 37.88% | 18.14% | 14.62% |
VIS Vanguard Industrials ETF | 15.33% | 7.68% | 7.14% | 13.75% | 12.13% | 9.85% |
VFH Vanguard Financials ETF | 7.29% | 7.07% | 9.73% | 5.83% | 9.30% | 9.47% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.36% | 6.57% | 3.92% | -3.09% | -4.61% | -3.07% | 8.26% |
equal weight complex
Benchmark (^GSPC)
Portfolio components
Dividend yield
equal weight complex granted a 2.05% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| equal weight complex | 2.05% | 2.05% | 1.71% | 2.05% | 2.04% | 2.43% | 2.23% | 2.29% | 2.35% | 1.94% | 2.08% | 2.33% |
| Portfolio components: | ||||||||||||
MGV Vanguard Mega Cap Value ETF | 2.52% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% | 2.80% |
VOOV Vanguard S&P 500 Value ETF | 1.81% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% | 2.15% |
VOX Vanguard Communication Services ETF | 1.02% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% | 3.53% |
VPU Vanguard Utilities ETF | 3.39% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% | 3.98% |
VAW Vanguard Materials ETF | 1.86% | 1.98% | 1.44% | 1.67% | 1.94% | 2.03% | 1.63% | 1.67% | 2.30% | 1.76% | 1.84% | 1.87% |
MGC Vanguard Mega Cap ETF | 1.37% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% | 1.81% | 1.86% | 2.26% |
VTWG Vanguard Russell 2000 Growth ETF | 0.88% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% | 0.62% | 0.56% | 0.81% |
VCR Vanguard Consumer Discretionary ETF | 0.91% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% | 1.52% |
VTWV Vanguard Russell 2000 Value ETF | 2.22% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% | 1.42% | 1.92% |
VNQ Vanguard Real Estate ETF | 4.29% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% | 3.56% |
XLRE | 3.50% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% | 0.00% |
VTWO Vanguard Russell 2000 ETF | 1.60% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% | 1.56% |
VBK Vanguard Small-Cap Growth ETF | 0.67% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% | 1.04% |
VDC Vanguard Consumer Staples ETF | 2.52% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% | 2.95% |
VHT Vanguard Health Care ETF | 1.45% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% | 1.67% |
VYM Vanguard High Dividend Yield ETF | 3.13% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% | 3.23% |
VDE Vanguard Energy ETF | 3.69% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% | 1.95% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.89% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% | 1.31% |
MGK Vanguard Mega Cap Growth ETF | 0.49% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% | 1.66% |
VIS Vanguard Industrials ETF | 1.34% | 1.52% | 1.11% | 1.38% | 1.68% | 1.90% | 1.60% | 1.81% | 1.94% | 1.57% | 1.06% | 2.09% |
VFH Vanguard Financials ETF | 2.29% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% | 1.82% | 2.13% |
Expense Ratio
The equal weight complex features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
0.15%
0.00%2.15%
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0.12%
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0.10%
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0.10%
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0.10%
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0.07%
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0.07%
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0.07%
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0.06%
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 0.23 | ||||
VOOV Vanguard S&P 500 Value ETF | 0.96 | ||||
VOX Vanguard Communication Services ETF | 1.37 | ||||
VPU Vanguard Utilities ETF | -0.44 | ||||
VAW Vanguard Materials ETF | 0.08 | ||||
MGC Vanguard Mega Cap ETF | 1.36 | ||||
VTWG Vanguard Russell 2000 Growth ETF | 0.18 | ||||
VCR Vanguard Consumer Discretionary ETF | 1.10 | ||||
VTWV Vanguard Russell 2000 Value ETF | 0.02 | ||||
VNQ Vanguard Real Estate ETF | 0.08 | ||||
XLRE | N/A | ||||
VTWO Vanguard Russell 2000 ETF | 0.11 | ||||
VBK Vanguard Small-Cap Growth ETF | 0.34 | ||||
VDC Vanguard Consumer Staples ETF | -0.28 | ||||
VHT Vanguard Health Care ETF | -0.29 | ||||
VYM Vanguard High Dividend Yield ETF | -0.04 | ||||
VDE Vanguard Energy ETF | -0.13 | ||||
VIOV Vanguard S&P Small-Cap 600 Value ETF | 0.00 | ||||
MGK Vanguard Mega Cap Growth ETF | 1.90 | ||||
VIS Vanguard Industrials ETF | 0.77 | ||||
VFH Vanguard Financials ETF | 0.28 |
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| VPU | VDE | XLRE | VDC | VNQ | VHT | VOX | MGK | VCR | VFH | VAW | VTWG | VIOV | VBK | VTWV | VIS | MGC | VTWO | MGV | VYM | VOOV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.20 | 0.65 | 0.62 | 0.64 | 0.39 | 0.34 | 0.32 | 0.28 | 0.29 | 0.35 | 0.27 | 0.31 | 0.30 | 0.33 | 0.37 | 0.40 | 0.31 | 0.47 | 0.51 | 0.45 |
| VDE | 0.20 | 1.00 | 0.27 | 0.32 | 0.32 | 0.37 | 0.41 | 0.37 | 0.44 | 0.61 | 0.64 | 0.52 | 0.66 | 0.51 | 0.66 | 0.61 | 0.51 | 0.61 | 0.67 | 0.68 | 0.67 |
| XLRE | 0.65 | 0.27 | 1.00 | 0.62 | 0.96 | 0.50 | 0.49 | 0.52 | 0.49 | 0.45 | 0.49 | 0.49 | 0.50 | 0.54 | 0.52 | 0.51 | 0.57 | 0.52 | 0.55 | 0.58 | 0.57 |
| VDC | 0.62 | 0.32 | 0.62 | 1.00 | 0.63 | 0.58 | 0.51 | 0.54 | 0.53 | 0.51 | 0.55 | 0.46 | 0.51 | 0.49 | 0.50 | 0.57 | 0.64 | 0.51 | 0.70 | 0.73 | 0.67 |
| VNQ | 0.64 | 0.32 | 0.96 | 0.63 | 1.00 | 0.51 | 0.53 | 0.53 | 0.54 | 0.50 | 0.53 | 0.55 | 0.58 | 0.60 | 0.60 | 0.57 | 0.60 | 0.60 | 0.59 | 0.62 | 0.62 |
| VHT | 0.39 | 0.37 | 0.50 | 0.58 | 0.51 | 1.00 | 0.58 | 0.70 | 0.61 | 0.56 | 0.59 | 0.70 | 0.56 | 0.73 | 0.57 | 0.62 | 0.76 | 0.67 | 0.74 | 0.71 | 0.70 |
| VOX | 0.34 | 0.41 | 0.49 | 0.51 | 0.53 | 0.58 | 1.00 | 0.78 | 0.76 | 0.59 | 0.60 | 0.71 | 0.63 | 0.74 | 0.65 | 0.64 | 0.80 | 0.71 | 0.66 | 0.66 | 0.70 |
| MGK | 0.32 | 0.37 | 0.52 | 0.54 | 0.53 | 0.70 | 0.78 | 1.00 | 0.86 | 0.59 | 0.64 | 0.76 | 0.59 | 0.81 | 0.60 | 0.68 | 0.94 | 0.71 | 0.68 | 0.67 | 0.72 |
| VCR | 0.28 | 0.44 | 0.49 | 0.53 | 0.54 | 0.61 | 0.76 | 0.86 | 1.00 | 0.67 | 0.69 | 0.81 | 0.73 | 0.85 | 0.73 | 0.74 | 0.86 | 0.81 | 0.70 | 0.70 | 0.76 |
| VFH | 0.29 | 0.61 | 0.45 | 0.51 | 0.50 | 0.56 | 0.59 | 0.59 | 0.67 | 1.00 | 0.76 | 0.70 | 0.82 | 0.70 | 0.84 | 0.83 | 0.75 | 0.80 | 0.88 | 0.86 | 0.89 |
| VAW | 0.35 | 0.64 | 0.49 | 0.55 | 0.53 | 0.59 | 0.60 | 0.64 | 0.69 | 0.76 | 1.00 | 0.73 | 0.80 | 0.74 | 0.80 | 0.86 | 0.76 | 0.80 | 0.82 | 0.83 | 0.85 |
| VTWG | 0.27 | 0.52 | 0.49 | 0.46 | 0.55 | 0.70 | 0.71 | 0.76 | 0.81 | 0.70 | 0.73 | 1.00 | 0.84 | 0.97 | 0.85 | 0.79 | 0.80 | 0.96 | 0.71 | 0.71 | 0.75 |
| VIOV | 0.31 | 0.66 | 0.50 | 0.51 | 0.58 | 0.56 | 0.63 | 0.59 | 0.73 | 0.82 | 0.80 | 0.84 | 1.00 | 0.80 | 0.97 | 0.85 | 0.72 | 0.94 | 0.79 | 0.81 | 0.85 |
| VBK | 0.30 | 0.51 | 0.54 | 0.49 | 0.60 | 0.73 | 0.74 | 0.81 | 0.85 | 0.70 | 0.74 | 0.97 | 0.80 | 1.00 | 0.82 | 0.79 | 0.84 | 0.93 | 0.72 | 0.73 | 0.77 |
| VTWV | 0.33 | 0.66 | 0.52 | 0.50 | 0.60 | 0.57 | 0.65 | 0.60 | 0.73 | 0.84 | 0.80 | 0.85 | 0.97 | 0.82 | 1.00 | 0.85 | 0.73 | 0.95 | 0.80 | 0.81 | 0.85 |
| VIS | 0.37 | 0.61 | 0.51 | 0.57 | 0.57 | 0.62 | 0.64 | 0.68 | 0.74 | 0.83 | 0.86 | 0.79 | 0.85 | 0.79 | 0.85 | 1.00 | 0.81 | 0.85 | 0.87 | 0.87 | 0.89 |
| MGC | 0.40 | 0.51 | 0.57 | 0.64 | 0.60 | 0.76 | 0.80 | 0.94 | 0.86 | 0.75 | 0.76 | 0.80 | 0.72 | 0.84 | 0.73 | 0.81 | 1.00 | 0.80 | 0.86 | 0.84 | 0.88 |
| VTWO | 0.31 | 0.61 | 0.52 | 0.51 | 0.60 | 0.67 | 0.71 | 0.71 | 0.81 | 0.80 | 0.80 | 0.96 | 0.94 | 0.93 | 0.95 | 0.85 | 0.80 | 1.00 | 0.79 | 0.80 | 0.83 |
| MGV | 0.47 | 0.67 | 0.55 | 0.70 | 0.59 | 0.74 | 0.66 | 0.68 | 0.70 | 0.88 | 0.82 | 0.71 | 0.79 | 0.72 | 0.80 | 0.87 | 0.86 | 0.79 | 1.00 | 0.98 | 0.96 |
| VYM | 0.51 | 0.68 | 0.58 | 0.73 | 0.62 | 0.71 | 0.66 | 0.67 | 0.70 | 0.86 | 0.83 | 0.71 | 0.81 | 0.73 | 0.81 | 0.87 | 0.84 | 0.80 | 0.98 | 1.00 | 0.96 |
| VOOV | 0.45 | 0.67 | 0.57 | 0.67 | 0.62 | 0.70 | 0.70 | 0.72 | 0.76 | 0.89 | 0.85 | 0.75 | 0.85 | 0.77 | 0.85 | 0.89 | 0.88 | 0.83 | 0.96 | 0.96 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
equal weight complex
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the equal weight complex. 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 equal weight complex was 36.45%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.45% | Feb 21, 2020 | 22 | Mar 23, 2020 | 161 | Nov 9, 2020 | 183 |
| -21.37% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -18.25% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -11.67% | Nov 4, 2015 | 68 | Feb 11, 2016 | 31 | Mar 29, 2016 | 99 |
| -9.51% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
Volatility Chart
The current equal weight complex volatility is 3.90%, 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.
equal weight complex
Benchmark (^GSPC)
Portfolio components