blend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 13.50% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 13.50% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 73% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in blend, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Nov 13, 2024, the blend returned 14.08% Year-To-Date and 7.56% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| blend | 13.89% | -0.43% | 6.45% | 21.15% | 8.34% | 7.54% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
VT Vanguard Total World Stock ETF | 18.43% | -0.30% | 7.86% | 26.74% | 11.17% | 9.42% |
BNDX Vanguard Total International Bond ETF | 2.78% | -0.12% | 2.97% | 7.26% | -0.08% | 2.00% |
Monthly Returns
The table below presents the monthly returns of blend, 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 | -0.10% | 3.03% | 2.62% | -3.13% | 3.61% | 1.36% | 2.05% | 1.97% | 1.95% | -2.02% | 13.89% | ||
| 2023 | 6.35% | -2.89% | 2.78% | 1.15% | -1.02% | 4.22% | 2.69% | -2.16% | -3.69% | -2.35% | 7.63% | 4.69% | 17.91% |
| 2022 | -3.81% | -2.34% | 0.67% | -6.83% | 0.37% | -6.34% | 5.84% | -3.83% | -7.94% | 4.56% | 6.92% | -3.77% | -16.49% |
| 2021 | -0.37% | 1.52% | 1.94% | 3.11% | 1.19% | 1.05% | 0.81% | 1.56% | -3.29% | 3.70% | -1.77% | 2.63% | 12.52% |
| 2020 | -0.62% | -4.91% | -11.07% | 8.19% | 4.01% | 2.44% | 4.19% | 4.22% | -2.12% | -1.52% | 9.21% | 3.74% | 14.89% |
| 2019 | 6.12% | 2.11% | 1.25% | 2.56% | -4.00% | 4.99% | 0.19% | -0.87% | 1.50% | 2.02% | 1.82% | 2.50% | 21.73% |
| 2018 | 3.75% | -3.39% | -0.69% | 0.17% | 0.48% | -0.36% | 2.12% | 0.73% | -0.04% | -5.81% | 1.40% | -4.74% | -6.62% |
| 2017 | 2.08% | 2.18% | 1.09% | 1.36% | 1.62% | 0.40% | 2.01% | 0.54% | 1.43% | 1.62% | 1.41% | 1.29% | 18.40% |
| 2016 | -3.93% | -0.49% | 5.89% | 0.75% | 0.58% | 0.40% | 3.23% | 0.23% | 0.58% | -1.74% | 0.35% | 1.44% | 7.21% |
| 2015 | -0.62% | 4.08% | -0.75% | 1.67% | 0.11% | -1.96% | 0.66% | -4.96% | -2.38% | 5.43% | -0.09% | -1.66% | -0.90% |
| 2014 | -2.85% | 3.88% | 0.38% | 0.73% | 1.74% | 1.71% | -1.25% | 2.27% | -2.53% | 0.87% | 1.16% | -1.31% | 4.67% |
| 2013 | -2.57% | 3.85% | -1.95% | 4.36% | 2.96% | 1.09% | 1.46% | 9.34% |
Expense Ratio
blend has an expense ratio of 0.06%, 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 blend is 53, 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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
VT Vanguard Total World Stock ETF | 2.52 | 3.45 | 1.46 | 3.65 | 16.54 |
BNDX Vanguard Total International Bond ETF | 1.93 | 2.96 | 1.34 | 0.71 | 7.14 |
Dividends
Dividend yield
blend provided a 2.47% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.53% | 2.16% | 2.10% | 1.66% | 2.52% | 2.64% | 2.18% | 2.34% | 2.36% | 2.36% | 1.99% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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 blend. 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 blend was 25.70%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current blend drawdown is 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.7% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -23.44% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -14.3% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -13.9% | Apr 29, 2015 | 200 | Feb 11, 2016 | 124 | Aug 9, 2016 | 324 |
| -6.56% | Sep 4, 2014 | 31 | Oct 16, 2014 | 81 | Feb 12, 2015 | 112 |
Volatility
Volatility Chart
The current blend volatility is 2.40%, 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
| VT | BNDX | BND | |
|---|---|---|---|
| VT | 1.00 | -0.01 | -0.01 |
| BNDX | -0.01 | 1.00 | 0.73 |
| BND | -0.01 | 0.73 | 1.00 |