US Large Growth ETFs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 0.10% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
VGT Vanguard Information Technology ETF | Technology Equities | 25% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 24.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US Large Growth ETFs, 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 Sep 24, 2010, corresponding to the inception date of VONG
Returns By Period
As of Dec 24, 2024, the US Large Growth ETFs returned 37.86% Year-To-Date and 20.67% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| US Large Growth ETFs | 37.86% | 3.26% | 9.80% | 38.26% | 23.22% | 20.67% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 32.56% | 2.68% | 12.86% | 32.67% | 22.23% | 20.84% |
SMH VanEck Vectors Semiconductor ETF | 42.52% | 1.88% | -2.56% | 43.83% | 29.94% | 27.69% |
SCHG Schwab U.S. Large-Cap Growth ETF | 38.35% | 4.05% | 15.16% | 38.34% | 20.45% | 16.84% |
VONG Vanguard Russell 1000 Growth ETF | 36.31% | 4.35% | 14.34% | 36.49% | 19.55% | 16.80% |
QQQ Invesco QQQ | 28.44% | 3.54% | 10.65% | 28.86% | 20.62% | 18.39% |
Monthly Returns
The table below presents the monthly returns of US Large Growth ETFs, 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 | 3.34% | 8.19% | 2.94% | -4.66% | 8.12% | 7.49% | -2.37% | 0.87% | 2.13% | -0.75% | 5.24% | 37.86% | |
| 2023 | 11.20% | -0.24% | 8.75% | -0.98% | 8.90% | 6.29% | 3.85% | -1.70% | -6.13% | -2.20% | 12.70% | 5.87% | 54.59% |
| 2022 | -9.05% | -3.83% | 3.15% | -12.99% | -0.17% | -10.57% | 13.66% | -6.28% | -11.25% | 4.92% | 8.43% | -8.15% | -30.77% |
| 2021 | 0.41% | 2.09% | 1.25% | 4.84% | -0.46% | 6.25% | 2.58% | 3.53% | -5.54% | 8.14% | 3.85% | 2.08% | 32.34% |
| 2020 | 1.52% | -6.19% | -10.37% | 14.51% | 6.77% | 5.89% | 7.56% | 9.13% | -3.57% | -2.44% | 13.01% | 5.20% | 45.08% |
| 2019 | 9.10% | 5.30% | 3.09% | 6.20% | -9.29% | 8.67% | 3.47% | -1.59% | 1.49% | 4.18% | 4.70% | 5.77% | 47.83% |
| 2018 | 7.65% | -1.30% | -2.66% | -1.51% | 6.36% | -0.64% | 2.84% | 5.57% | -0.22% | -9.53% | 0.95% | -7.87% | -1.88% |
| 2017 | 3.78% | 3.96% | 2.11% | 1.70% | 4.28% | -1.89% | 3.58% | 2.28% | 2.15% | 5.80% | 1.41% | 0.60% | 33.89% |
| 2016 | -6.33% | 0.15% | 7.95% | -2.70% | 4.38% | -0.97% | 7.24% | 1.65% | 2.13% | -1.79% | 2.40% | 1.47% | 15.73% |
| 2015 | -2.46% | 7.40% | -1.84% | 0.47% | 3.35% | -4.06% | 1.05% | -5.69% | -1.76% | 9.03% | 1.18% | -1.71% | 3.99% |
| 2014 | -2.68% | 5.30% | 0.73% | -0.77% | 3.41% | 3.56% | -0.82% | 4.70% | -1.30% | 1.94% | 4.85% | -0.58% | 19.47% |
| 2013 | 4.40% | 1.09% | 2.82% | 2.18% | 3.11% | -2.16% | 4.75% | -1.96% | 4.94% | 4.07% | 2.28% | 4.03% | 33.46% |
Expense Ratio
US Large Growth ETFs has an expense ratio of 0.14%, 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 US Large Growth ETFs is 46, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.53 | 2.03 | 1.27 | 2.15 | 7.70 |
SMH VanEck Vectors Semiconductor ETF | 1.26 | 1.77 | 1.23 | 1.77 | 4.40 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.21 | 2.85 | 1.40 | 3.11 | 12.24 |
VONG Vanguard Russell 1000 Growth ETF | 2.13 | 2.75 | 1.39 | 2.79 | 10.90 |
QQQ Invesco QQQ | 1.63 | 2.18 | 1.29 | 2.14 | 7.71 |
Dividends
Dividend yield
US Large Growth ETFs provided a 0.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.35% | 0.60% | 1.20% | 0.66% | 0.87% | 2.24% | 1.87% | 1.51% | 1.36% | 2.06% | 1.49% | 1.63% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.58% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
SMH VanEck Vectors Semiconductor ETF | 0.00% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
VONG Vanguard Russell 1000 Growth ETF | 0.41% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
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 US Large Growth ETFs. 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 US Large Growth ETFs was 37.00%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current US Large Growth ETFs drawdown is 1.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -31.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -22.15% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -19.45% | May 2, 2011 | 78 | Aug 19, 2011 | 105 | Jan 20, 2012 | 183 |
| -16.42% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
Volatility
Volatility Chart
The current US Large Growth ETFs volatility is 5.62%, 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
| SMH | VONG | SCHG | QQQ | VGT | |
|---|---|---|---|---|---|
| SMH | 1.00 | 0.78 | 0.79 | 0.82 | 0.86 |
| VONG | 0.78 | 1.00 | 0.98 | 0.95 | 0.93 |
| SCHG | 0.79 | 0.98 | 1.00 | 0.96 | 0.94 |
| QQQ | 0.82 | 0.95 | 0.96 | 1.00 | 0.96 |
| VGT | 0.86 | 0.93 | 0.94 | 0.96 | 1.00 |