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Dad IRA current
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MBB 12%SCHO 7%TLT 5%VCSH 3.5%VCIT 3.5%VGIT 3%LQD 3%BNDX 2%VTV 22%VUG 17%IEFA 9%IEMG 6%VBR 4%VBK 3%BondBondEquityEquity
PositionCategory/SectorWeight
BNDX
Vanguard Total International Bond ETF
Total Bond Market

2%

IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities

9%

IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities

6%

LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Corporate Bonds

3%

MBB
iShares MBS Bond ETF
Mortgage Backed Securities

12%

SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds

7%

TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

5%

VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities

3%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

4%

VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Corporate Bonds

3.50%

VCSH
Vanguard Short-Term Corporate Bond ETF
Corporate Bonds

3.50%

VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

3%

VTV
Vanguard Value ETF
Large Cap Value Equities

22%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

17%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dad IRA current, 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


100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
109.36%
204.48%
Dad IRA current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 20, 2024, the Dad IRA current returned 0.53% Year-To-Date and 6.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Dad IRA current0.53%-3.58%12.78%9.75%6.40%6.63%
VUG
Vanguard Growth ETF
3.87%-6.88%19.92%30.54%15.43%14.33%
VTV
Vanguard Value ETF
4.98%-2.80%17.10%14.11%9.98%9.94%
VBK
Vanguard Small-Cap Growth ETF
-1.56%-7.54%17.27%10.39%5.75%7.79%
VBR
Vanguard Small-Cap Value ETF
0.10%-4.20%18.94%16.32%8.37%8.22%
IEFA
iShares Core MSCI EAFE ETF
0.61%-4.33%15.78%6.40%5.57%4.41%
IEMG
iShares Core MSCI Emerging Markets ETF
-1.09%-2.53%10.73%6.53%1.45%2.67%
SCHO
Schwab Short-Term U.S. Treasury ETF
-0.13%-0.40%2.20%2.53%1.01%0.95%
VGIT
Vanguard Intermediate-Term Treasury ETF
-2.62%-1.84%3.23%-1.19%-0.04%0.96%
TLT
iShares 20+ Year Treasury Bond ETF
-8.96%-4.82%9.21%-11.45%-4.02%0.22%
MBB
iShares MBS Bond ETF
-3.72%-2.60%6.23%-1.23%-0.92%0.66%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-4.05%-3.00%8.79%0.55%0.71%2.14%
VCSH
Vanguard Short-Term Corporate Bond ETF
-0.30%-0.84%4.18%3.81%1.69%1.91%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-2.71%-2.36%7.76%1.99%1.18%2.45%
BNDX
Vanguard Total International Bond ETF
-1.04%-0.99%6.10%4.85%0.16%2.04%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.07%2.30%2.47%
2023-3.69%-2.44%7.17%4.83%

Expense Ratio

The Dad IRA current has an expense ratio of 0.06% which is considered to be low. 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%0.15%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
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%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Dad IRA current
Sharpe ratio
The chart of Sharpe ratio for Dad IRA current, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.001.16
Sortino ratio
The chart of Sortino ratio for Dad IRA current, currently valued at 1.74, compared to the broader market-2.000.002.004.006.001.74
Omega ratio
The chart of Omega ratio for Dad IRA current, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for Dad IRA current, currently valued at 0.68, compared to the broader market0.002.004.006.008.000.68
Martin ratio
The chart of Martin ratio for Dad IRA current, currently valued at 3.42, compared to the broader market0.0010.0020.0030.0040.003.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF
1.912.681.331.219.75
VTV
Vanguard Value ETF
1.291.911.221.374.31
VBK
Vanguard Small-Cap Growth ETF
0.560.911.100.291.60
VBR
Vanguard Small-Cap Value ETF
0.901.431.160.963.15
IEFA
iShares Core MSCI EAFE ETF
0.560.881.100.421.69
IEMG
iShares Core MSCI Emerging Markets ETF
0.370.631.070.181.05
SCHO
Schwab Short-Term U.S. Treasury ETF
1.272.011.230.713.79
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.15-0.180.98-0.06-0.29
TLT
iShares 20+ Year Treasury Bond ETF
-0.65-0.830.91-0.23-1.07
MBB
iShares MBS Bond ETF
-0.12-0.110.99-0.05-0.28
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.110.221.020.040.30
VCSH
Vanguard Short-Term Corporate Bond ETF
1.352.151.240.766.92
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.330.531.060.130.96
BNDX
Vanguard Total International Bond ETF
0.991.581.170.364.01

Sharpe Ratio

The current Dad IRA current Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.16

The Sharpe ratio of Dad IRA current lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.16
1.66
Dad IRA current
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dad IRA current granted a 2.71% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dad IRA current2.71%2.57%2.04%1.71%1.80%2.34%2.44%2.01%2.15%2.17%1.95%1.81%
VUG
Vanguard Growth ETF
0.57%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VTV
Vanguard Value ETF
2.47%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VBK
Vanguard Small-Cap Growth ETF
0.72%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%
VBR
Vanguard Small-Cap Value ETF
2.15%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
IEFA
iShares Core MSCI EAFE ETF
3.18%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%
IEMG
iShares Core MSCI Emerging Markets ETF
2.92%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.07%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%0.29%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.05%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
TLT
iShares 20+ Year Treasury Bond ETF
3.89%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
MBB
iShares MBS Bond ETF
3.71%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%1.72%1.27%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.34%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%3.39%3.83%
VCSH
Vanguard Short-Term Corporate Bond ETF
3.37%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%2.01%2.05%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.06%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%3.34%4.00%
BNDX
Vanguard Total International Bond ETF
4.63%4.42%1.51%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.05%
-5.46%
Dad IRA current
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dad IRA current. 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 Dad IRA current was 21.33%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.

The current Dad IRA current drawdown is 4.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.33%Feb 20, 202023Mar 23, 202083Jul 21, 2020106
-21.19%Nov 9, 2021235Oct 14, 2022345Mar 1, 2024580
-10.97%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-9.9%Apr 27, 2015202Feb 11, 201681Jun 8, 2016283
-5.02%Sep 3, 202014Sep 23, 202031Nov 5, 202045

Volatility

Volatility Chart

The current Dad IRA current volatility is 2.08%, 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%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.08%
3.15%
Dad IRA current
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.

IEMGVUGBNDXIEFAVBKVBRVTVSCHOMBBVCSHVCITLQDTLTVGIT
IEMG1.000.67-0.010.790.650.620.64-0.090.030.140.110.14-0.14-0.11
VUG0.671.000.020.740.850.710.73-0.11-0.000.140.120.16-0.14-0.13
BNDX-0.010.021.00-0.02-0.00-0.07-0.080.520.620.580.670.660.680.68
IEFA0.790.74-0.021.000.730.740.78-0.090.020.160.120.15-0.17-0.12
VBK0.650.85-0.000.731.000.870.76-0.12-0.000.130.110.15-0.14-0.14
VBR0.620.71-0.070.740.871.000.88-0.16-0.060.060.030.07-0.23-0.21
VTV0.640.73-0.080.780.760.881.00-0.18-0.070.050.030.07-0.25-0.23
SCHO-0.09-0.110.52-0.09-0.12-0.16-0.181.000.680.700.650.560.570.79
MBB0.03-0.000.620.02-0.00-0.06-0.070.681.000.720.800.770.750.84
VCSH0.140.140.580.160.130.060.050.700.721.000.820.750.580.75
VCIT0.110.120.670.120.110.030.030.650.800.821.000.920.750.82
LQD0.140.160.660.150.150.070.070.560.770.750.921.000.790.76
TLT-0.14-0.140.68-0.17-0.14-0.23-0.250.570.750.580.750.791.000.84
VGIT-0.11-0.130.68-0.12-0.14-0.21-0.230.790.840.750.820.760.841.00