VOO VGT BITW
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BITW Bitwise 10 Crypto Index Fund | 20% | |
VGT Vanguard Information Technology ETF | Technology Equities | 30% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 15, 2020, corresponding to the inception date of BITW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.63% | 13.31% | -1.23% | 9.83% | 14.61% | 10.64% |
| VOO VGT BITW | -0.25% | 18.76% | 1.47% | 26.12% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -0.22% | 13.42% | -0.65% | 11.15% | 16.32% | 12.59% |
VGT Vanguard Information Technology ETF | -3.19% | 22.25% | -1.66% | 11.97% | 19.45% | 19.64% |
BITW Bitwise 10 Crypto Index Fund | 2.58% | 26.61% | 7.67% | 65.76% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of VOO VGT BITW, 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 | 3.41% | -7.49% | -5.33% | 1.81% | 8.17% | -0.25% | |||||||
| 2024 | 0.06% | 10.22% | 6.13% | -6.45% | 9.82% | 2.35% | 1.25% | -1.19% | 0.53% | 4.43% | 22.34% | -3.04% | 53.34% |
| 2023 | 22.62% | -3.95% | 11.63% | 0.36% | 2.21% | 6.78% | 4.74% | -1.72% | -5.17% | 8.21% | 14.92% | 4.92% | 83.42% |
| 2022 | -8.42% | -2.75% | 3.23% | -11.58% | -7.50% | -14.13% | 16.40% | -5.61% | -9.96% | 7.43% | -2.54% | -8.72% | -38.96% |
| 2021 | -2.43% | 15.80% | -1.75% | 3.65% | -3.81% | -2.42% | 3.25% | 6.34% | -7.30% | 10.49% | 0.04% | -2.58% | 18.37% |
| 2020 | -5.69% | 9.08% | 85.98% | 91.33% |
Expense Ratio
VOO VGT BITW has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, VOO VGT BITW is among the top 24% of 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.58 | 0.96 | 1.14 | 0.62 | 2.36 |
VGT Vanguard Information Technology ETF | 0.40 | 0.82 | 1.11 | 0.50 | 1.61 |
BITW Bitwise 10 Crypto Index Fund | 1.20 | 2.29 | 1.26 | 1.12 | 5.07 |
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Dividends
Dividend yield
VOO VGT BITW provided a 0.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.81% | 0.80% | 0.92% | 1.12% | 0.81% | 1.02% | 1.27% | 1.42% | 1.19% | 1.40% | 1.44% | 1.26% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.30% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VGT Vanguard Information Technology ETF | 0.53% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
BITW Bitwise 10 Crypto Index 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% |
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 VOO VGT BITW. 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 VOO VGT BITW was 57.68%, occurring on Dec 28, 2022. Recovery took 368 trading sessions.
The current VOO VGT BITW drawdown is 7.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.68% | Dec 17, 2020 | 511 | Dec 28, 2022 | 368 | Jun 17, 2024 | 879 |
| -26.33% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
| -12.89% | Jul 17, 2024 | 14 | Aug 5, 2024 | 51 | Oct 16, 2024 | 65 |
| -11.51% | Dec 4, 2020 | 3 | Dec 8, 2020 | 3 | Dec 11, 2020 | 6 |
| -5.69% | Oct 16, 2020 | 11 | Oct 30, 2020 | 4 | Nov 5, 2020 | 15 |
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 3 assets, with an effective number of assets of 2.63, 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
| ^GSPC | BITW | VGT | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.34 | 0.91 | 1.00 | 0.76 |
| BITW | 0.34 | 1.00 | 0.35 | 0.34 | 0.81 |
| VGT | 0.91 | 0.35 | 1.00 | 0.91 | 0.77 |
| VOO | 1.00 | 0.34 | 0.91 | 1.00 | 0.76 |
| Portfolio | 0.76 | 0.81 | 0.77 | 0.76 | 1.00 |