Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024
Adjusted to higher bond allocations during interest rate spikes of 2023. Aim for 20-25% of exposure to international stocks and 20-25% to international bonds. Increased mid-cap allocation to 20% of stock.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024, 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
The earliest data available for this chart is Feb 7, 2019, corresponding to the inception date of VFTAX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 | 11.21% | 1.40% | 7.34% | 22.86% | 7.66% | N/A |
| Portfolio components: | ||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 4.54% | 1.12% | 5.79% | 11.12% | 0.44% | 1.83% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 3.20% | 0.50% | 3.21% | 9.23% | -0.21% | 2.13% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 13.11% | 5.83% | 17.15% | 30.85% | 4.80% | 7.27% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 20.08% | 1.07% | 9.15% | 35.02% | 15.66% | N/A |
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 11.17% | 2.67% | 5.84% | 28.78% | 10.28% | 9.48% |
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | 3.99% | 1.25% | 7.52% | 15.79% | -1.75% | N/A |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 10.13% | 0.44% | 5.92% | 19.68% | 6.85% | 4.91% |
Monthly Returns
The table below presents the monthly returns of Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.38% | 2.44% | 2.11% | -3.92% | 3.30% | 1.75% | 2.64% | 1.86% | 11.21% | ||||
| 2023 | 6.80% | -2.74% | 2.27% | 0.57% | -0.44% | 3.89% | 2.31% | -2.10% | -4.09% | -2.74% | 8.24% | 5.61% | 18.02% |
| 2022 | -5.05% | -2.35% | 0.21% | -7.15% | -0.58% | -5.70% | 6.21% | -3.77% | -7.92% | 3.21% | 5.91% | -3.97% | -20.10% |
| 2021 | -0.37% | 0.97% | 1.03% | 3.41% | 0.53% | 1.98% | 1.34% | 1.52% | -3.29% | 3.71% | -1.26% | 2.09% | 12.07% |
| 2020 | 0.64% | -3.95% | -10.13% | 8.40% | 3.82% | 2.50% | 4.24% | 3.51% | -1.98% | -1.52% | 8.40% | 3.35% | 16.95% |
| 2019 | 1.71% | 1.70% | 2.15% | -2.86% | 4.43% | 0.90% | 0.09% | 0.81% | 1.59% | 1.92% | 1.81% | 15.04% |
Expense Ratio
Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.66 | 2.42 | 1.29 | 0.59 | 6.78 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 2.20 | 3.42 | 1.38 | 0.66 | 8.98 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.42 | 2.05 | 1.26 | 0.76 | 5.73 |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 2.34 | 3.11 | 1.42 | 2.05 | 14.04 |
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 1.40 | 1.98 | 1.24 | 0.81 | 7.59 |
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | 1.00 | 1.46 | 1.17 | 0.35 | 3.21 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.46 | 2.04 | 1.26 | 0.97 | 8.48 |
Dividends
Dividend yield
Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 granted a 2.38% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 | 2.38% | 2.51% | 2.16% | 2.03% | 2.01% | 2.33% | 1.77% | 1.51% | 1.55% | 1.42% | 1.51% | 1.36% |
| Portfolio components: | ||||||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.38% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.65% | 4.39% | 1.48% | 3.70% | 1.08% | 3.38% | 3.00% | 2.23% | 1.90% | 1.64% | 1.54% | 0.87% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.64% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.80% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 1.19% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% | 1.32% | 1.13% |
VBLAX Vanguard Long-Term Bond Index Fund Admiral Shares | 4.15% | 4.08% | 4.13% | 3.34% | 5.82% | 3.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.44% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024. 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 Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 was 25.53%, occurring on Oct 14, 2022. Recovery took 434 trading sessions.
The current Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 drawdown is 0.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.53% | Nov 10, 2021 | 234 | Oct 14, 2022 | 434 | Jul 10, 2024 | 668 |
| -23.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -5.51% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -4.45% | Jul 17, 2024 | 16 | Aug 7, 2024 | 8 | Aug 19, 2024 | 24 |
| -4.43% | Feb 16, 2021 | 13 | Mar 4, 2021 | 24 | Apr 8, 2021 | 37 |
Volatility
Volatility Chart
The current Michael's Vanguard ESG 62/38 Balanced Portfolio - Updated June 5, 2024 volatility is 2.77%, 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.
Diversification
Asset Correlations Table
| VTABX | VBLAX | VBTLX | VTIAX | VFTAX | VEXAX | VGSLX | |
|---|---|---|---|---|---|---|---|
| VTABX | 1.00 | 0.78 | 0.78 | 0.03 | 0.05 | 0.03 | 0.18 |
| VBLAX | 0.78 | 1.00 | 0.94 | -0.01 | -0.01 | -0.01 | 0.14 |
| VBTLX | 0.78 | 0.94 | 1.00 | 0.03 | 0.02 | 0.02 | 0.18 |
| VTIAX | 0.03 | -0.01 | 0.03 | 1.00 | 0.79 | 0.78 | 0.58 |
| VFTAX | 0.05 | -0.01 | 0.02 | 0.79 | 1.00 | 0.86 | 0.65 |
| VEXAX | 0.03 | -0.01 | 0.02 | 0.78 | 0.86 | 1.00 | 0.68 |
| VGSLX | 0.18 | 0.14 | 0.18 | 0.58 | 0.65 | 0.68 | 1.00 |