Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Joint Account Comparison, 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 Every 3 months.
Loading graphics...
The earliest data available for this chart is Nov 12, 2001, corresponding to the inception date of VGHAX
Returns By Period
As of Apr 7, 2026, the Joint Account Comparison returned -2.00% Year-To-Date and 13.35% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio Joint Account Comparison | -0.11% | -1.12% | -2.00% | 3.32% | 35.99% | 16.87% | 10.39% | 13.35% |
| Portfolio components: | ||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.17% | -2.02% | -3.13% | -1.66% | 31.85% | 18.07% | 10.67% | 13.74% |
VGHAX Vanguard Health Care Fund Admiral Shares | -0.16% | -0.21% | -2.04% | 6.73% | 22.50% | 10.40% | 8.91% | 9.48% |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | -0.24% | -0.98% | -1.64% | 3.20% | 43.88% | 18.36% | 9.94% | 14.57% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | -0.21% | -1.25% | -1.20% | 4.85% | 45.52% | 20.18% | 11.48% | 15.04% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 13, 2001, Joint Account Comparison's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Oct 2008 at -16.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Joint Account Comparison closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.99% | 0.45% | -6.45% | 1.26% | -2.00% | ||||||||
| 2025 | 4.49% | -0.89% | -5.02% | -1.10% | 2.82% | 4.40% | 0.42% | 3.69% | 4.56% | 4.14% | 3.69% | 0.51% | 23.40% |
| 2024 | 0.43% | 4.46% | 3.17% | -3.64% | 4.24% | 3.19% | 0.43% | 3.14% | -0.42% | -2.54% | 3.53% | -1.62% | 14.86% |
| 2023 | 5.41% | -3.59% | 3.45% | 1.37% | 0.12% | 5.63% | 2.65% | -0.44% | -4.04% | -3.77% | 8.09% | 5.42% | 21.20% |
| 2022 | -6.09% | -2.04% | 3.35% | -7.42% | 0.87% | -6.28% | 6.83% | -4.47% | -6.90% | 7.82% | 6.50% | -4.71% | -13.49% |
| 2021 | 1.59% | 2.24% | 1.94% | 3.63% | 1.39% | 3.43% | 0.58% | 2.50% | -4.77% | 5.27% | -2.60% | 3.88% | 20.32% |
Benchmark Metrics
Joint Account Comparison has an annualized alpha of 3.67%, beta of 0.92, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since November 13, 2001.
- This portfolio captured 106.93% of S&P 500 Index gains but only 91.54% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 3.67% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.92 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.67%
- Beta
- 0.92
- R²
- 0.94
- Upside Capture
- 106.93%
- Downside Capture
- 91.54%
Expense Ratio
Joint Account Comparison has an expense ratio of 0.26%, 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.
Return for Risk
Risk / Return Rank
Joint Account Comparison ranks 36 for risk / return — below 36% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.84 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.97 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.82 | +0.14 |
Martin ratioReturn relative to average drawdown | 8.43 | 7.76 | +0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 47 | 0.96 | 1.47 | 1.22 | 1.51 | 7.12 |
VGHAX Vanguard Health Care Fund Admiral Shares | 37 | 0.87 | 1.30 | 1.16 | 1.73 | 4.53 |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 65 | 1.26 | 1.82 | 1.26 | 2.04 | 8.30 |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 73 | 1.40 | 2.01 | 1.29 | 2.17 | 9.13 |
Loading graphics...
Dividends
Dividend yield
Joint Account Comparison provided a 8.60% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 8.60% | 8.31% | 9.74% | 4.55% | 6.59% | 7.22% | 7.09% | 6.82% | 7.93% | 4.37% | 5.33% | 5.37% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.15% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
VGHAX Vanguard Health Care Fund Admiral Shares | 6.81% | 6.07% | 22.84% | 7.22% | 5.49% | 7.05% | 8.02% | 11.87% | 9.15% | 7.36% | 8.60% | 8.21% |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 9.88% | 9.71% | 8.24% | 2.40% | 9.35% | 10.55% | 9.19% | 6.48% | 12.23% | 3.87% | 5.74% | 5.39% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 16.56% | 16.36% | 6.62% | 7.16% | 9.85% | 10.08% | 9.74% | 7.15% | 8.32% | 4.53% | 5.05% | 5.91% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Joint Account Comparison. 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 Joint Account Comparison was 48.24%, occurring on Mar 9, 2009. Recovery took 480 trading sessions.
The current Joint Account Comparison drawdown is 5.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.24% | Oct 11, 2007 | 354 | Mar 9, 2009 | 480 | Feb 1, 2011 | 834 |
| -32.79% | Dec 6, 2001 | 212 | Oct 9, 2002 | 288 | Dec 1, 2003 | 500 |
| -32.07% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -22.64% | Nov 9, 2021 | 221 | Sep 26, 2022 | 306 | Dec 13, 2023 | 527 |
| -19.27% | Oct 2, 2018 | 58 | Dec 24, 2018 | 211 | Oct 25, 2019 | 269 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VGHAX | VHCAX | VTSAX | VPMCX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.77 | 0.91 | 0.99 | 0.94 | 0.95 |
| VGHAX | 0.77 | 1.00 | 0.76 | 0.77 | 0.78 | 0.86 |
| VHCAX | 0.91 | 0.76 | 1.00 | 0.93 | 0.97 | 0.97 |
| VTSAX | 0.99 | 0.77 | 0.93 | 1.00 | 0.95 | 0.96 |
| VPMCX | 0.94 | 0.78 | 0.97 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.95 | 0.86 | 0.97 | 0.96 | 0.98 | 1.00 |