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All Portfolio w HSA

Last updated Mar 2, 2024

Asset Allocation


IJS 7.91%VIOO 5.11%VONV 5.07%VEA 3.78%DLS 3.72%VYMI 3.69%VSS 3.58%VOO 3.52%VGT 2.92%FTEC 2.48%VWO 2.35%SWPPX 2.19%EWX 2.03%AADEX 2.01%DFFVX 1.96%VDIGX 1.94%SWSSX 1.91%IVV 1.26%VFIFX 36.86%VNQ 1.75%EquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorWeight
IJS
iShares S&P SmallCap 600 Value ETF
Small Cap Value Equities

7.91%

VIOO
Vanguard S&P Small-Cap 600 ETF
Small Cap Blend Equities

5.11%

VONV

5.07%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

3.78%

DLS
WisdomTree International SmallCap Dividend
Foreign Small & Mid Cap Equities, Dividend

3.72%

VYMI

3.69%

VSS

3.58%

VOO

3.52%

VGT
Vanguard Information Technology ETF
Technology Equities

2.92%

FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

2.48%

VWO

2.35%

SWPPX
Schwab S&P 500 Index Fund
Large Cap Blend Equities

2.19%

EWX
SPDR S&P Emerging Markets Small Cap ETF
Emerging Markets Equities

2.03%

AADEX
American Beacon Large Cap Value Fund
Large Cap Value Equities

2.01%

DFFVX
DFA U.S. Targeted Value Portfolio
Small Cap Value Equities

1.96%

VDIGX
Vanguard Dividend Growth Fund
Large Cap Blend Equities, Dividend

1.94%

SWSSX
Schwab Small-Cap Index Fund-Select Shares
Small Cap Blend Equities

1.91%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

1.26%

SWISX
Schwab International Index Fund
Foreign Large Cap Equities

0.64%

DFIVX
DFA International Value Portfolio
Foreign Large Cap Equities

0.62%

DFISX
DFA International Small Company Portfolio
Foreign Small & Mid Cap Equities, Small Cap Blend Equities

0.62%

VUG

0.55%

VTV

0.45%

VFIFX
Vanguard Target Retirement 2050 Fund
Target Retirement Date, Diversified Portfolio

36.86%

DFCEX
DFA Emerging Markets Core Equity Fund
Emerging Markets Diversified

0.66%

SWEGX
Schwab MarketTrack All Equity Portfolio™
Diversified Portfolio

0.42%

VNQ
Vanguard Real Estate ETF
REIT

1.75%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in All Portfolio w HSA, 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


80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024FebruaryMarch
128.19%
158.61%
All Portfolio w HSA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
All Portfolio w HSA3.22%3.42%9.99%15.62%9.89%N/A
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.32%6.04%
FTEC
Fidelity MSCI Information Technology Index ETF
9.14%4.46%19.27%48.08%23.65%20.10%
SWISX
Schwab International Index Fund
3.59%3.96%10.76%13.79%7.05%4.58%
DFFVX
DFA U.S. Targeted Value Portfolio
-0.16%2.88%7.41%8.28%11.50%8.34%
SWPPX
Schwab S&P 500 Index Fund
7.96%3.76%14.62%28.98%14.91%12.66%
SWEGX
Schwab MarketTrack All Equity Portfolio™
4.47%3.81%11.32%18.29%10.13%8.36%
DFIVX
DFA International Value Portfolio
2.45%3.85%7.64%10.36%7.46%4.26%
DFCEX
DFA Emerging Markets Core Equity Fund
1.56%4.12%6.65%10.97%4.88%4.51%
VFIFX
Vanguard Target Retirement 2050 Fund
4.54%3.47%11.10%18.96%9.80%8.32%
DFISX
DFA International Small Company Portfolio
0.47%2.43%6.55%7.13%5.90%4.59%
VDIGX
Vanguard Dividend Growth Fund
4.89%2.41%10.49%14.33%12.35%11.22%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
2.61%5.90%8.94%9.46%7.29%7.06%
AADEX
American Beacon Large Cap Value Fund
4.39%2.87%10.71%13.82%11.13%8.96%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%
VOO
7.93%3.78%14.58%29.02%14.92%N/A
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.49%9.53%12.57%6.93%4.76%
EWX
SPDR S&P Emerging Markets Small Cap ETF
0.35%5.16%5.28%12.64%7.77%4.83%
VYMI
1.65%3.19%9.01%11.73%6.56%N/A
VONV
4.18%3.31%9.19%12.39%9.44%N/A
VSS
-0.48%2.86%5.01%6.99%4.65%N/A
DLS
WisdomTree International SmallCap Dividend
0.44%2.51%8.58%7.06%3.25%3.43%
VWO
1.14%4.90%4.49%5.87%2.83%N/A
VIOO
Vanguard S&P Small-Cap 600 ETF
-0.41%3.13%6.75%5.25%8.01%8.32%
IJS
iShares S&P SmallCap 600 Value ETF
-2.90%2.25%4.14%-0.67%7.21%7.39%
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%14.90%12.67%
VTV
4.91%3.04%10.36%13.49%10.74%N/A
VUG
10.52%4.35%19.03%45.80%18.53%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.13%3.52%
2023-3.12%-4.32%-3.43%8.72%6.54%

Sharpe Ratio

The current All Portfolio w HSA Sharpe ratio is 1.41. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.41

The Sharpe ratio of All Portfolio w HSA is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.41
2.44
All Portfolio w HSA
Benchmark (^GSPC)
Portfolio components

Dividend yield

All Portfolio w HSA granted a 2.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
All Portfolio w HSA2.29%2.35%2.73%6.57%2.12%2.64%3.09%2.40%2.27%2.68%2.38%2.01%
VNQ
Vanguard Real Estate ETF
4.03%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
FTEC
Fidelity MSCI Information Technology Index ETF
0.71%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
SWISX
Schwab International Index Fund
3.20%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%2.54%
DFFVX
DFA U.S. Targeted Value Portfolio
2.26%2.26%5.17%8.12%1.52%3.82%5.95%5.58%4.24%5.84%5.52%6.45%
SWPPX
Schwab S&P 500 Index Fund
1.33%1.43%1.67%1.27%1.81%1.95%2.66%1.78%2.55%3.17%1.80%1.67%
SWEGX
Schwab MarketTrack All Equity Portfolio™
3.02%3.15%4.93%3.90%6.78%6.54%4.85%3.49%4.54%11.29%1.37%1.61%
DFIVX
DFA International Value Portfolio
4.30%4.40%3.78%4.48%2.42%3.70%6.60%2.85%3.36%3.45%4.89%2.71%
DFCEX
DFA Emerging Markets Core Equity Fund
3.48%3.53%3.78%2.59%1.70%2.42%2.33%1.92%1.99%2.28%2.04%2.03%
VFIFX
Vanguard Target Retirement 2050 Fund
2.12%2.21%2.38%12.83%1.84%2.20%2.51%1.92%2.04%2.36%2.03%1.84%
DFISX
DFA International Small Company Portfolio
3.00%3.01%3.51%6.17%1.71%4.54%7.74%5.52%5.28%4.47%5.99%5.26%
VDIGX
Vanguard Dividend Growth Fund
2.19%2.29%6.06%5.45%2.83%4.70%8.84%5.16%2.86%5.69%3.41%2.28%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.45%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%6.98%5.79%
AADEX
American Beacon Large Cap Value Fund
5.06%5.28%11.80%11.20%14.65%9.93%10.39%10.73%2.97%11.85%9.21%1.54%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOO
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VEA
Vanguard FTSE Developed Markets ETF
3.07%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
EWX
SPDR S&P Emerging Markets Small Cap ETF
2.31%2.32%3.00%2.77%2.24%2.73%3.26%2.30%2.46%3.04%2.74%2.33%
VYMI
4.51%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
VONV
2.01%2.10%2.22%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%1.92%
VSS
3.16%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%2.71%
DLS
WisdomTree International SmallCap Dividend
4.27%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%3.61%3.89%
VWO
3.48%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%
IJS
iShares S&P SmallCap 600 Value ETF
1.46%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%
IVV
iShares Core S&P 500 ETF
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
VTV
2.34%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VUG
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Expense Ratio

The All Portfolio w HSA features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.65%
0.50%1.00%1.50%2.00%0.63%
0.50%1.00%1.50%2.00%0.58%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.29%
0.50%1.00%1.50%2.00%0.27%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.02%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
All Portfolio w HSA
1.41
VNQ
Vanguard Real Estate ETF
0.35
FTEC
Fidelity MSCI Information Technology Index ETF
2.95
SWISX
Schwab International Index Fund
1.22
DFFVX
DFA U.S. Targeted Value Portfolio
0.48
SWPPX
Schwab S&P 500 Index Fund
2.58
SWEGX
Schwab MarketTrack All Equity Portfolio™
1.65
DFIVX
DFA International Value Portfolio
0.88
DFCEX
DFA Emerging Markets Core Equity Fund
1.08
VFIFX
Vanguard Target Retirement 2050 Fund
1.86
DFISX
DFA International Small Company Portfolio
0.64
VDIGX
Vanguard Dividend Growth Fund
1.65
SWSSX
Schwab Small-Cap Index Fund-Select Shares
0.54
AADEX
American Beacon Large Cap Value Fund
1.21
VGT
Vanguard Information Technology ETF
2.89
VOO
2.61
VEA
Vanguard FTSE Developed Markets ETF
1.07
EWX
SPDR S&P Emerging Markets Small Cap ETF
1.13
VYMI
1.02
VONV
1.19
VSS
0.60
DLS
WisdomTree International SmallCap Dividend
0.60
VWO
0.50
VIOO
Vanguard S&P Small-Cap 600 ETF
0.33
IJS
iShares S&P SmallCap 600 Value ETF
0.04
IVV
iShares Core S&P 500 ETF
2.60
VTV
1.37
VUG
3.17

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VNQDFCEXEWXVWOFTECVGTIJSVUGVDIGXDFFVXVIOODFISXDFIVXSWSSXDLSVTVVYMISWISXVSSAADEXVONVVEASWPPXIVVVOOVFIFXSWEGX
VNQ1.000.400.430.410.480.480.590.540.640.540.600.490.460.600.510.610.510.520.520.560.640.530.610.610.610.610.63
DFCEX0.401.000.850.910.610.610.550.630.560.590.570.760.740.600.730.610.790.750.820.640.630.770.660.660.660.780.73
EWX0.430.851.000.910.620.610.560.630.570.580.580.740.720.610.750.610.790.750.850.640.630.780.660.670.670.760.73
VWO0.410.910.911.000.640.640.560.650.570.580.580.740.730.620.750.610.820.770.840.650.630.800.680.680.680.790.74
FTEC0.480.610.620.641.001.000.580.960.690.590.650.640.580.700.650.640.620.680.700.660.670.700.890.890.890.850.81
VGT0.480.610.610.641.001.000.580.960.690.590.650.640.580.700.650.650.620.680.700.660.670.700.890.890.890.850.81
IJS0.590.550.560.560.580.581.000.600.690.970.980.650.720.940.660.820.690.670.680.870.860.690.750.750.750.780.85
VUG0.540.630.630.650.960.960.601.000.750.610.670.670.610.730.680.680.650.710.720.700.710.740.930.930.930.890.84
VDIGX0.640.560.570.570.690.690.690.751.000.700.720.670.680.720.690.890.710.740.690.840.880.750.880.880.880.840.84
DFFVX0.540.590.580.580.590.590.970.610.701.000.960.690.770.920.690.850.720.690.700.910.880.720.760.760.760.790.87
VIOO0.600.570.580.580.650.650.980.670.720.961.000.670.720.970.690.830.700.700.710.870.860.720.790.790.790.820.89
DFISX0.490.760.740.740.640.640.650.670.670.690.671.000.910.690.950.710.890.930.940.750.730.930.740.740.740.860.84
DFIVX0.460.740.720.730.580.580.720.610.680.770.720.911.000.710.890.780.940.930.870.830.790.920.730.730.730.840.85
SWSSX0.600.600.610.620.700.700.940.730.720.920.970.690.711.000.700.800.710.710.730.850.850.740.820.820.820.840.90
DLS0.510.730.750.750.650.650.660.680.690.690.690.950.890.701.000.730.900.930.940.760.750.940.750.760.760.860.85
VTV0.610.610.610.610.640.650.820.680.890.850.830.710.780.800.731.000.770.760.730.960.980.770.870.870.870.860.89
VYMI0.510.790.790.820.620.620.690.650.710.720.700.890.940.710.900.771.000.940.910.810.790.950.750.760.760.870.86
SWISX0.520.750.750.770.680.680.670.710.740.690.700.930.930.710.930.760.941.000.920.790.780.980.790.790.790.900.88
VSS0.520.820.850.840.700.700.680.720.690.700.710.940.870.730.940.730.910.921.000.760.760.950.780.780.780.890.86
AADEX0.560.640.640.650.660.660.870.700.840.910.870.750.830.850.760.960.810.790.761.000.970.810.870.870.870.880.92
VONV0.640.630.630.630.670.670.860.710.880.880.860.730.790.850.750.980.790.780.760.971.000.800.890.890.890.880.92
VEA0.530.770.780.800.700.700.690.740.750.720.720.930.920.740.940.770.950.980.950.810.801.000.810.810.810.920.89
SWPPX0.610.660.660.680.890.890.750.930.880.760.790.740.730.820.750.870.750.790.780.870.890.811.000.990.990.950.94
IVV0.610.660.670.680.890.890.750.930.880.760.790.740.730.820.760.870.760.790.780.870.890.810.991.001.000.950.94
VOO0.610.660.670.680.890.890.750.930.880.760.790.740.730.820.760.870.760.790.780.870.890.810.991.001.000.950.94
VFIFX0.610.780.760.790.850.850.780.890.840.790.820.860.840.840.860.860.870.900.890.880.880.920.950.950.951.000.97
SWEGX0.630.730.730.740.810.810.850.840.840.870.890.840.850.900.850.890.860.880.860.920.920.890.940.940.940.971.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
All Portfolio w HSA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All Portfolio w HSA. 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 All Portfolio w HSA was 35.39%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.39%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-24.78%Nov 9, 2021225Sep 30, 2022341Feb 9, 2024566
-18.91%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-7.08%Jun 9, 201613Jun 27, 201610Jul 12, 201623
-6.41%Jul 25, 201915Aug 14, 201947Oct 21, 201962

Volatility Chart

The current All Portfolio w HSA volatility is 3.40%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.40%
3.47%
All Portfolio w HSA
Benchmark (^GSPC)
Portfolio components
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