Larry Swedroe Simple Portfolio
Larry Swedroe is a financial advisor and author who has written extensively on investing. One of the portfolio strategies he has recommended is the "simple portfolio," a low-cost, diversified investment portfolio designed to be easy to understand and manage.
The simple portfolio typically consists of a mix of asset classes, including stocks, bonds, and cash. The goal of the portfolio is to provide a combination of growth and income while minimizing risk through diversification. To implement the simple portfolio, an investor might invest in low-cost index funds or exchange-traded funds (ETFs) representing each asset class.
One of the key features of the simple portfolio is that it is designed to be easy to understand and manage, making it a good choice for investors who are new to investing or who do not have a lot of time to devote to managing their investments. It is also a good choice for investors who want to minimize the costs associated with investing, as the simple portfolio typically uses low-cost index funds or ETFs rather than actively managed funds.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Larry Swedroe Simple Portfolio, 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 5, 2005, corresponding to the inception date of EFV
Returns By Period
As of Nov 21, 2024, the Larry Swedroe Simple Portfolio returned 9.14% Year-To-Date and 6.02% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Larry Swedroe Simple Portfolio | 9.14% | 0.37% | 5.98% | 16.71% | 6.91% | 6.02% |
| Portfolio components: | ||||||
IJS iShares S&P SmallCap 600 Value ETF | 10.07% | 4.43% | 12.31% | 26.28% | 9.48% | 8.54% |
EEM iShares MSCI Emerging Markets ETF | 8.58% | -4.91% | 1.02% | 12.34% | 2.53% | 2.43% |
EFV iShares MSCI EAFE Value ETF | 6.28% | -3.81% | -0.59% | 12.75% | 5.88% | 3.92% |
VB Vanguard Small-Cap ETF | 18.25% | 4.32% | 12.38% | 32.65% | 10.98% | 9.63% |
VTV Vanguard Value ETF | 20.27% | 0.28% | 10.01% | 28.13% | 11.51% | 10.45% |
TIP iShares TIPS Bond ETF | 2.54% | -0.60% | 2.54% | 5.68% | 1.87% | 2.06% |
Monthly Returns
The table below presents the monthly returns of Larry Swedroe Simple Portfolio, 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 | -1.21% | 1.47% | 2.81% | -3.31% | 3.10% | -0.56% | 4.66% | 0.94% | 1.60% | -2.01% | 9.14% | ||
| 2023 | 5.79% | -2.18% | -0.35% | 0.19% | -2.69% | 4.07% | 2.89% | -2.64% | -3.18% | -2.98% | 5.82% | 5.90% | 10.32% |
| 2022 | -2.40% | 0.04% | -0.05% | -4.54% | 0.80% | -6.43% | 5.40% | -3.10% | -8.29% | 6.62% | 5.06% | -2.94% | -10.53% |
| 2021 | 1.24% | 3.23% | 2.53% | 2.14% | 2.00% | -0.10% | 0.08% | 0.91% | -1.96% | 2.65% | -2.00% | 2.99% | 14.41% |
| 2020 | -1.53% | -4.79% | -12.00% | 7.72% | 2.84% | 1.82% | 2.78% | 3.07% | -2.19% | -0.14% | 10.08% | 4.15% | 10.40% |
| 2019 | 6.24% | 1.86% | 0.08% | 2.12% | -3.85% | 4.27% | 0.14% | -1.41% | 1.73% | 1.41% | 1.65% | 2.00% | 17.09% |
| 2018 | 1.99% | -3.17% | 0.23% | 0.52% | 1.13% | 0.17% | 1.65% | 0.94% | -0.71% | -5.43% | 1.29% | -5.14% | -6.70% |
| 2017 | 1.09% | 1.32% | 0.31% | 0.71% | -0.09% | 0.77% | 1.32% | -0.16% | 2.37% | 0.89% | 1.61% | 0.92% | 11.60% |
| 2016 | -3.00% | 0.45% | 5.47% | 1.29% | -0.07% | 0.88% | 2.85% | 0.54% | 0.65% | -1.49% | 2.87% | 1.69% | 12.57% |
| 2015 | -0.42% | 2.81% | -0.35% | 0.70% | -0.06% | -1.34% | -0.15% | -4.04% | -2.51% | 4.08% | 0.31% | -2.42% | -3.59% |
| 2014 | -1.49% | 3.00% | 0.46% | 0.34% | 1.54% | 1.88% | -1.88% | 2.12% | -3.65% | 2.23% | 0.49% | -0.42% | 4.49% |
| 2013 | 3.02% | 0.26% | 1.99% | 1.57% | -0.83% | -2.38% | 3.84% | -2.57% | 4.20% | 2.44% | 1.12% | 0.54% | 13.74% |
Expense Ratio
Larry Swedroe Simple Portfolio has an expense ratio of 0.20%, 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 Larry Swedroe Simple Portfolio is 29, 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 | |
|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.17 | 1.79 | 1.21 | 1.54 | 5.32 |
EEM iShares MSCI Emerging Markets ETF | 0.75 | 1.15 | 1.14 | 0.38 | 3.48 |
EFV iShares MSCI EAFE Value ETF | 1.01 | 1.41 | 1.17 | 1.61 | 5.08 |
VB Vanguard Small-Cap ETF | 1.84 | 2.58 | 1.32 | 1.80 | 10.11 |
VTV Vanguard Value ETF | 2.76 | 3.88 | 1.50 | 5.51 | 17.61 |
TIP iShares TIPS Bond ETF | 1.11 | 1.64 | 1.20 | 0.44 | 4.68 |
Dividends
Dividend yield
Larry Swedroe Simple Portfolio provided a 2.38% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.38% | 2.55% | 4.23% | 3.03% | 1.52% | 2.22% | 2.65% | 2.10% | 1.84% | 1.52% | 2.12% | 1.63% |
| Portfolio components: | ||||||||||||
IJS iShares S&P SmallCap 600 Value ETF | 1.45% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
EEM iShares MSCI Emerging Markets ETF | 2.39% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% | 2.06% |
EFV iShares MSCI EAFE Value ETF | 4.63% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% | 3.19% |
VB Vanguard Small-Cap ETF | 1.32% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VTV Vanguard Value ETF | 2.25% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
TIP iShares TIPS Bond ETF | 2.40% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
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 Larry Swedroe Simple Portfolio. 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 Larry Swedroe Simple Portfolio was 39.91%, occurring on Mar 9, 2009. Recovery took 404 trading sessions.
The current Larry Swedroe Simple Portfolio drawdown is 1.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.91% | Oct 30, 2007 | 341 | Mar 9, 2009 | 404 | Oct 13, 2010 | 745 |
| -25.44% | Jan 17, 2020 | 42 | Mar 18, 2020 | 164 | Nov 9, 2020 | 206 |
| -19.04% | Nov 10, 2021 | 224 | Sep 30, 2022 | 374 | Mar 28, 2024 | 598 |
| -13.65% | May 2, 2011 | 108 | Oct 3, 2011 | 80 | Jan 27, 2012 | 188 |
| -13.29% | Apr 27, 2015 | 202 | Feb 11, 2016 | 123 | Aug 8, 2016 | 325 |
Volatility
Volatility Chart
The current Larry Swedroe Simple Portfolio volatility is 2.55%, 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
| TIP | EEM | EFV | IJS | VTV | VB | |
|---|---|---|---|---|---|---|
| TIP | 1.00 | -0.07 | -0.07 | -0.13 | -0.14 | -0.11 |
| EEM | -0.07 | 1.00 | 0.79 | 0.66 | 0.72 | 0.71 |
| EFV | -0.07 | 0.79 | 1.00 | 0.73 | 0.81 | 0.76 |
| IJS | -0.13 | 0.66 | 0.73 | 1.00 | 0.85 | 0.95 |
| VTV | -0.14 | 0.72 | 0.81 | 0.85 | 1.00 | 0.87 |
| VB | -0.11 | 0.71 | 0.76 | 0.95 | 0.87 | 1.00 |