ETF JUL 2024
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 15% |
SPYG SPDR Portfolio S&P 500 Growth ETF | Large Cap Growth Equities | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 15% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 30, 2025, the ETF JUL 2024 returned 1.10% Year-To-Date and 15.74% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| ETF JUL 2024 | 1.10% | 8.94% | 1.55% | 15.35% | 17.36% | 15.74% |
| Portfolio components: | ||||||
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.42% | 9.65% | 4.18% | 19.00% | 16.79% | 14.91% |
VOO Vanguard S&P 500 ETF | 1.00% | 6.44% | -0.84% | 13.62% | 15.91% | 12.81% |
VGT Vanguard Information Technology ETF | -1.91% | 11.12% | -0.99% | 11.75% | 19.37% | 19.81% |
QQQ Invesco QQQ | 1.85% | 9.34% | 3.21% | 14.61% | 18.12% | 17.67% |
VOOG Vanguard S&P 500 Growth ETF | 2.39% | 9.61% | 4.11% | 18.82% | 16.73% | 14.86% |
Monthly Returns
The table below presents the monthly returns of ETF JUL 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.88% | -2.38% | -7.50% | 0.91% | 8.91% | 1.10% | |||||||
| 2024 | 2.16% | 5.84% | 2.23% | -4.34% | 6.38% | 6.07% | -0.66% | 1.84% | 2.52% | -0.80% | 6.07% | -0.34% | 29.77% |
| 2023 | 7.39% | -1.38% | 6.60% | 1.00% | 3.90% | 6.32% | 3.21% | -1.37% | -5.19% | -2.16% | 10.11% | 4.53% | 36.91% |
| 2022 | -7.40% | -3.97% | 4.08% | -11.46% | -0.94% | -8.57% | 11.78% | -5.03% | -10.19% | 6.11% | 5.31% | -7.30% | -26.71% |
| 2021 | -0.58% | 1.10% | 2.77% | 5.89% | -0.54% | 5.04% | 3.16% | 3.68% | -5.44% | 8.11% | 1.22% | 2.87% | 30.11% |
| 2020 | 2.01% | -7.22% | -10.26% | 13.92% | 6.05% | 4.37% | 6.54% | 9.27% | -4.59% | -3.13% | 10.89% | 4.38% | 33.37% |
| 2019 | 7.93% | 4.32% | 2.94% | 4.70% | -6.77% | 7.13% | 1.90% | -1.47% | 1.11% | 2.68% | 4.03% | 3.26% | 35.69% |
| 2018 | 7.02% | -2.03% | -3.06% | 0.25% | 4.51% | 0.46% | 3.22% | 5.32% | 0.42% | -7.88% | 0.74% | -8.59% | -0.92% |
| 2017 | 3.17% | 4.25% | 1.23% | 1.86% | 2.91% | -0.86% | 2.97% | 1.51% | 1.11% | 4.03% | 2.39% | 0.73% | 28.29% |
| 2016 | -5.48% | -0.75% | 7.30% | -1.82% | 3.16% | -0.81% | 5.30% | 0.57% | 0.98% | -1.61% | 1.73% | 1.56% | 9.92% |
| 2015 | -2.49% | 6.49% | -1.91% | 1.00% | 1.85% | -2.39% | 3.04% | -6.16% | -2.16% | 9.65% | 0.51% | -1.87% | 4.63% |
| 2014 | -2.90% | 4.97% | -0.44% | 0.06% | 3.24% | 2.42% | -0.53% | 4.29% | -1.13% | 2.46% | 3.56% | -0.97% | 15.71% |
Expense Ratio
ETF JUL 2024 has an expense ratio of 0.08%, 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
The current rank of ETF JUL 2024 is 36, 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 | |
|---|---|---|---|---|---|
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.76 | 1.20 | 1.17 | 0.87 | 2.91 |
VOO Vanguard S&P 500 ETF | 0.70 | 1.05 | 1.15 | 0.69 | 2.62 |
VGT Vanguard Information Technology ETF | 0.39 | 0.77 | 1.10 | 0.45 | 1.46 |
QQQ Invesco QQQ | 0.57 | 0.95 | 1.13 | 0.62 | 2.03 |
VOOG Vanguard S&P 500 Growth ETF | 0.75 | 1.19 | 1.17 | 0.86 | 2.88 |
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Dividends
Dividend yield
ETF JUL 2024 provided a 0.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.78% | 0.77% | 1.06% | 1.16% | 0.77% | 1.02% | 1.36% | 1.52% | 1.34% | 1.56% | 1.58% | 1.46% |
| Portfolio components: | ||||||||||||
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.60% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
VOO Vanguard S&P 500 ETF | 1.29% | 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 | 0.52% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VOOG Vanguard S&P 500 Growth ETF | 0.54% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
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 ETF JUL 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 ETF JUL 2024 was 31.68%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current ETF JUL 2024 drawdown is 3.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -31.08% | Dec 28, 2021 | 202 | Oct 14, 2022 | 315 | Jan 18, 2024 | 517 |
| -22.15% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -21.13% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -16.51% | Jul 8, 2011 | 31 | Aug 19, 2011 | 108 | Jan 25, 2012 | 139 |
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 5 assets, with an effective number of assets of 4.65, 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 | VGT | QQQ | VOO | VOOG | SPYG | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.90 | 1.00 | 0.95 | 0.95 | 0.96 |
| VGT | 0.89 | 1.00 | 0.96 | 0.89 | 0.93 | 0.94 | 0.97 |
| QQQ | 0.90 | 0.96 | 1.00 | 0.90 | 0.95 | 0.95 | 0.97 |
| VOO | 1.00 | 0.89 | 0.90 | 1.00 | 0.95 | 0.95 | 0.96 |
| VOOG | 0.95 | 0.93 | 0.95 | 0.95 | 1.00 | 0.98 | 0.98 |
| SPYG | 0.95 | 0.94 | 0.95 | 0.95 | 0.98 | 1.00 | 0.99 |
| Portfolio | 0.96 | 0.97 | 0.97 | 0.96 | 0.98 | 0.99 | 1.00 |