BF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in BF, 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 Aug 15, 2013, corresponding to the inception date of FNDC
Returns
As of Dec 9, 2023, the BF returned 11.19% Year-To-Date and 5.81% of annualized return in the last 10 years.
| 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 |
| BF | 11.19% | 5.64% | 2.85% | 9.54% | 7.39% | 5.92% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 21.08% | 5.90% | 7.78% | 17.27% | 13.03% | 11.32% |
VEA Vanguard FTSE Developed Markets ETF | 12.52% | 6.12% | 2.03% | 11.03% | 6.88% | 4.40% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 6.34% | 10.02% | 2.21% | 2.60% | 7.97% | 7.63% |
EEM iShares MSCI Emerging Markets ETF | 3.74% | 1.48% | -2.13% | 1.62% | 1.78% | 1.36% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.35% | 1.52% | 0.56% | 1.28% | 0.63% | 0.96% |
FNDC Schwab Fundamental International Small Co. Index ETF | 8.89% | 6.52% | 1.46% | 9.77% | 4.81% | 4.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.05% | 4.18% | 3.18% | -2.96% | -3.72% | -2.88% | 7.61% |
Dividend yield
BF granted a 2.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BF | 2.33% | 2.13% | 1.95% | 1.60% | 2.37% | 2.50% | 2.04% | 2.14% | 2.15% | 2.32% | 1.76% | 1.98% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.46% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
VEA Vanguard FTSE Developed Markets ETF | 3.00% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% | 2.97% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.85% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% | 1.31% |
EEM iShares MSCI Emerging Markets ETF | 2.29% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% | 1.67% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.31% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% | 0.87% |
FNDC Schwab Fundamental International Small Co. Index ETF | 3.02% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.95% | 1.30% | 1.61% | 0.64% | 0.00% |
Expense Ratio
The BF features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.30 | ||||
VEA Vanguard FTSE Developed Markets ETF | 0.83 | ||||
VIOV Vanguard S&P Small-Cap 600 Value ETF | 0.15 | ||||
EEM iShares MSCI Emerging Markets ETF | 0.18 | ||||
IEI iShares 3-7 Year Treasury Bond ETF | 0.15 | ||||
FNDC Schwab Fundamental International Small Co. Index ETF | 0.74 |
Asset Correlations Table
| IEI | VIOV | EEM | VTI | FNDC | VEA | |
|---|---|---|---|---|---|---|
| IEI | 1.00 | -0.22 | -0.12 | -0.19 | -0.13 | -0.13 |
| VIOV | -0.22 | 1.00 | 0.57 | 0.80 | 0.68 | 0.69 |
| EEM | -0.12 | 0.57 | 1.00 | 0.70 | 0.78 | 0.81 |
| VTI | -0.19 | 0.80 | 0.70 | 1.00 | 0.79 | 0.82 |
| FNDC | -0.13 | 0.68 | 0.78 | 0.79 | 1.00 | 0.95 |
| VEA | -0.13 | 0.69 | 0.81 | 0.82 | 0.95 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the BF. 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 BF was 27.60%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.6% | Jan 21, 2020 | 44 | Mar 23, 2020 | 109 | Aug 26, 2020 | 153 |
| -24.36% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -16.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
| -15.78% | May 22, 2015 | 183 | Feb 11, 2016 | 208 | Dec 7, 2016 | 391 |
| -8.02% | Jul 7, 2014 | 73 | Oct 16, 2014 | 88 | Feb 24, 2015 | 161 |
Volatility Chart
The current BF volatility is 2.93%, 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.