Damian Thomas
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DOXGX Dodge & Cox Stock Fund | Large Cap Value Equities | 9.74% |
FLCNX Fidelity Contrafund K6 | Large Cap Growth Equities | 9.19% |
FSKAX Fidelity Total Market Index Fund | Large Cap Blend Equities | 15.08% |
GOGFX Victory Sycamore Small Company Opportunity Fund | Small Cap Value Equities | 9.61% |
HIAOX Hartford International Opportunities HLS Fund | Foreign Large Cap Equities | 22.35% |
HRSMX Hood River Small-Cap Growth Fund | Small Cap Growth Equities | 12.66% |
PRGSX T. Rowe Price Global Stock Fund | Global Equities | 2.48% |
PTTRX PIMCO Total Return Fund Institutional Class | Total Bond Market | 18.89% |
Performance
Performance Chart
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The earliest data available for this chart is May 2, 2022, corresponding to the inception date of DOXGX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Damian Thomas | 3.17% | 9.90% | 0.46% | 8.11% | N/A | N/A |
| Portfolio components: | ||||||
HIAOX Hartford International Opportunities HLS Fund | 14.67% | 10.36% | 14.03% | 12.77% | 7.33% | 3.27% |
PTTRX PIMCO Total Return Fund Institutional Class | 2.00% | 0.15% | 2.09% | 5.37% | -0.90% | 1.15% |
FSKAX Fidelity Total Market Index Fund | 1.47% | 13.27% | 0.74% | 13.16% | 16.10% | 11.88% |
HRSMX Hood River Small-Cap Growth Fund | -7.38% | 17.04% | -11.25% | 7.58% | 17.57% | 12.32% |
DOXGX Dodge & Cox Stock Fund | 3.63% | 8.97% | -4.79% | 4.19% | N/A | N/A |
GOGFX Victory Sycamore Small Company Opportunity Fund | -7.29% | 9.18% | -17.40% | -11.96% | 4.17% | 0.26% |
FLCNX Fidelity Contrafund K6 | 4.50% | 15.54% | 4.74% | 17.86% | 17.39% | N/A |
PRGSX T. Rowe Price Global Stock Fund | 4.14% | 12.75% | 4.67% | 7.47% | 12.32% | 12.56% |
Monthly Returns
The table below presents the monthly returns of Damian Thomas, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.39% | -0.98% | -3.91% | -0.32% | 5.22% | 3.17% | |||||||
| 2024 | -0.15% | 4.11% | 3.35% | -3.64% | 4.57% | 0.88% | 2.85% | 2.17% | 1.44% | -1.82% | 5.47% | -5.32% | 14.10% |
| 2023 | 7.01% | -2.76% | 1.09% | 0.44% | -0.81% | 5.06% | 3.12% | -2.93% | -4.12% | -2.97% | 8.05% | 4.87% | 16.19% |
| 2022 | 0.56% | -7.45% | 6.82% | -6.69% | -8.18% | 5.61% | 6.13% | -4.67% | -8.97% |
Expense Ratio
Damian Thomas has an expense ratio of 0.63%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Damian Thomas is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
HIAOX Hartford International Opportunities HLS Fund | 0.75 | 1.17 | 1.16 | 0.94 | 3.57 |
PTTRX PIMCO Total Return Fund Institutional Class | 0.94 | 1.27 | 1.15 | 1.03 | 2.44 |
FSKAX Fidelity Total Market Index Fund | 0.66 | 1.07 | 1.16 | 0.69 | 2.61 |
HRSMX Hood River Small-Cap Growth Fund | 0.26 | 0.63 | 1.08 | 0.28 | 0.77 |
DOXGX Dodge & Cox Stock Fund | 0.23 | 0.43 | 1.07 | 0.22 | 0.69 |
GOGFX Victory Sycamore Small Company Opportunity Fund | -0.51 | -0.57 | 0.92 | -0.37 | -0.90 |
FLCNX Fidelity Contrafund K6 | 0.80 | 1.26 | 1.18 | 0.91 | 3.11 |
PRGSX T. Rowe Price Global Stock Fund | 0.36 | 0.68 | 1.10 | 0.38 | 1.42 |
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Dividends
Dividend yield
Damian Thomas provided a 2.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.76% | 1.64% | 2.06% | 3.39% | 1.90% | 1.46% | 2.05% | 1.95% | 1.24% | 1.95% | 1.57% |
| Portfolio components: | ||||||||||||
HIAOX Hartford International Opportunities HLS Fund | 1.35% | 1.55% | 1.14% | 2.11% | 1.01% | 1.62% | 1.83% | 2.33% | 1.35% | 1.63% | 1.52% | 2.37% |
PTTRX PIMCO Total Return Fund Institutional Class | 4.68% | 4.61% | 3.82% | 4.41% | 2.35% | 2.53% | 3.79% | 3.12% | 2.63% | 3.04% | 3.06% | 4.17% |
FSKAX Fidelity Total Market Index Fund | 1.08% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.80% | 2.06% | 1.66% | 1.82% | 1.96% | 1.63% |
HRSMX Hood River Small-Cap Growth Fund | 4.05% | 3.75% | 0.00% | 0.00% | 19.96% | 6.28% | 0.00% | 4.59% | 6.74% | 0.00% | 5.73% | 0.00% |
DOXGX Dodge & Cox Stock Fund | 7.29% | 8.30% | 3.86% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOGFX Victory Sycamore Small Company Opportunity Fund | 0.46% | 0.42% | 0.29% | 0.21% | 0.00% | 0.24% | 0.33% | 0.09% | 0.28% | 0.12% | 0.00% | 0.00% |
FLCNX Fidelity Contrafund K6 | 0.26% | 0.36% | 0.49% | 0.62% | 0.20% | 0.21% | 0.30% | 0.33% | 0.15% | 0.00% | 0.00% | 0.00% |
PRGSX T. Rowe Price Global Stock Fund | 0.07% | 0.08% | 0.27% | 0.00% | 0.00% | 0.02% | 0.28% | 0.20% | 0.34% | 0.63% | 0.33% | 0.27% |
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 Damian Thomas. 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 Damian Thomas was 17.40%, occurring on Oct 14, 2022. Recovery took 196 trading sessions.
The current Damian Thomas drawdown is 2.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.4% | Aug 17, 2022 | 42 | Oct 14, 2022 | 196 | Jul 28, 2023 | 238 |
| -16.29% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -11.39% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
| -10.94% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -6.7% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
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 8 assets, with an effective number of assets of 6.57, 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
| ^GSPC | PTTRX | GOGFX | HIAOX | DOXGX | HRSMX | FLCNX | PRGSX | FSKAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.76 | 0.77 | 0.85 | 0.84 | 0.96 | 0.94 | 0.99 | 0.94 |
| PTTRX | 0.19 | 1.00 | 0.19 | 0.24 | 0.18 | 0.20 | 0.14 | 0.20 | 0.20 | 0.29 |
| GOGFX | 0.76 | 0.19 | 1.00 | 0.70 | 0.86 | 0.80 | 0.66 | 0.73 | 0.80 | 0.87 |
| HIAOX | 0.77 | 0.24 | 0.70 | 1.00 | 0.75 | 0.72 | 0.74 | 0.85 | 0.79 | 0.88 |
| DOXGX | 0.85 | 0.18 | 0.86 | 0.75 | 1.00 | 0.77 | 0.76 | 0.79 | 0.87 | 0.89 |
| HRSMX | 0.84 | 0.20 | 0.80 | 0.72 | 0.77 | 1.00 | 0.81 | 0.86 | 0.87 | 0.92 |
| FLCNX | 0.96 | 0.14 | 0.66 | 0.74 | 0.76 | 0.81 | 1.00 | 0.93 | 0.94 | 0.89 |
| PRGSX | 0.94 | 0.20 | 0.73 | 0.85 | 0.79 | 0.86 | 0.93 | 1.00 | 0.94 | 0.94 |
| FSKAX | 0.99 | 0.20 | 0.80 | 0.79 | 0.87 | 0.87 | 0.94 | 0.94 | 1.00 | 0.96 |
| Portfolio | 0.94 | 0.29 | 0.87 | 0.88 | 0.89 | 0.92 | 0.89 | 0.94 | 0.96 | 1.00 |