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Larry Swedroe Simple Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TIP 40%IJS 15%VTV 15%EFV 13%VB 13%EEM 4%BondBondEquityEquity
PositionCategory/SectorWeight
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

4%

EFV
iShares MSCI EAFE Value ETF
Foreign Large Cap Equities

13%

IJS
iShares S&P SmallCap 600 Value ETF
Small Cap Value Equities

15%

TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds

40%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

13%

VTV
Vanguard Value ETF
Large Cap Value Equities

15%

S&P 500

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


200.00%250.00%300.00%2024FebruaryMarchAprilMayJune
210.90%
338.29%
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 5, 2005, corresponding to the inception date of EFV

Returns By Period

As of Jun 12, 2024, the Larry Swedroe Simple Portfolio returned 1.52% Year-To-Date and 5.31% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Larry Swedroe Simple Portfolio1.52%-0.99%3.69%7.62%6.43%5.31%
IJS
iShares S&P SmallCap 600 Value ETF
-5.77%-4.14%-1.92%3.05%7.73%7.11%
EEM
iShares MSCI Emerging Markets ETF
4.82%-1.57%8.34%6.46%2.83%1.87%
EFV
iShares MSCI EAFE Value ETF
4.98%-1.54%7.41%14.48%6.77%2.96%
VB
Vanguard Small-Cap ETF
2.39%-2.30%5.89%11.88%8.93%8.31%
VTV
Vanguard Value ETF
7.70%-0.78%9.60%16.30%10.74%9.92%
TIP
iShares TIPS Bond ETF
0.19%0.78%0.99%2.41%1.99%1.83%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.21%1.47%2.81%-3.31%3.11%1.52%
20235.79%-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%
20211.24%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%
20196.24%1.86%0.08%2.12%-3.85%4.27%0.14%-1.41%1.73%1.41%1.65%2.00%17.09%
20181.99%-3.17%0.23%0.52%1.13%0.17%1.65%0.94%-0.71%-5.43%1.29%-5.14%-6.70%
20171.09%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%
20133.02%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 a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for EFV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Larry Swedroe Simple Portfolio is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Larry Swedroe Simple Portfolio is 1313
Larry Swedroe Simple Portfolio
The Sharpe Ratio Rank of Larry Swedroe Simple Portfolio is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of Larry Swedroe Simple Portfolio is 1313Sortino Ratio Rank
The Omega Ratio Rank of Larry Swedroe Simple Portfolio is 1313Omega Ratio Rank
The Calmar Ratio Rank of Larry Swedroe Simple Portfolio is 1515Calmar Ratio Rank
The Martin Ratio Rank of Larry Swedroe Simple Portfolio is 1313Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Larry Swedroe Simple Portfolio
Sharpe ratio
The chart of Sharpe ratio for Larry Swedroe Simple Portfolio, currently valued at 0.88, compared to the broader market0.002.004.000.88
Sortino ratio
The chart of Sortino ratio for Larry Swedroe Simple Portfolio, currently valued at 1.33, compared to the broader market-2.000.002.004.006.001.33
Omega ratio
The chart of Omega ratio for Larry Swedroe Simple Portfolio, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for Larry Swedroe Simple Portfolio, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.000.59
Martin ratio
The chart of Martin ratio for Larry Swedroe Simple Portfolio, currently valued at 2.48, compared to the broader market0.0010.0020.0030.0040.0050.002.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IJS
iShares S&P SmallCap 600 Value ETF
0.210.461.050.180.59
EEM
iShares MSCI Emerging Markets ETF
0.530.851.100.231.38
EFV
iShares MSCI EAFE Value ETF
1.181.671.211.785.33
VB
Vanguard Small-Cap ETF
0.831.281.150.572.44
VTV
Vanguard Value ETF
1.762.531.301.775.60
TIP
iShares TIPS Bond ETF
0.330.541.060.141.10

Sharpe Ratio

The current Larry Swedroe Simple Portfolio Sharpe ratio is 0.88. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.37, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Larry Swedroe Simple Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.88
2.21
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Larry Swedroe Simple Portfolio granted a 2.79% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Larry Swedroe Simple Portfolio2.79%2.55%4.23%3.03%1.52%2.22%2.65%2.10%1.84%1.52%2.12%1.63%
IJS
iShares S&P SmallCap 600 Value ETF
1.64%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%
EEM
iShares MSCI Emerging Markets ETF
2.48%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
EFV
iShares MSCI EAFE Value ETF
4.69%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%4.87%3.19%
VB
Vanguard Small-Cap ETF
1.49%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
2.41%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
3.21%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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-2.11%
0
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

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 2.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.91%Oct 30, 2007341Mar 9, 2009404Oct 13, 2010745
-25.44%Jan 17, 202042Mar 18, 2020164Nov 9, 2020206
-19.04%Nov 10, 2021224Sep 30, 2022374Mar 28, 2024598
-13.65%May 2, 2011108Oct 3, 201180Jan 27, 2012188
-13.29%Apr 27, 2015202Feb 11, 2016123Aug 8, 2016325

Volatility

Volatility Chart

The current Larry Swedroe Simple Portfolio volatility is 2.63%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.63%
2.41%
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TIPEEMEFVIJSVTVVB
TIP1.00-0.07-0.08-0.13-0.14-0.12
EEM-0.071.000.790.670.720.72
EFV-0.080.791.000.730.810.76
IJS-0.130.670.731.000.850.95
VTV-0.140.720.810.851.000.87
VB-0.120.720.760.950.871.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2005