Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MGK Vanguard Mega Cap Growth ETF | Large Cap Growth Equities | 30% |
VIG Vanguard Dividend Appreciation ETF | Dividend | 10% |
VOO Vanguard S&P 500 ETF | S&P 500 | 40% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | Large Cap Blend Equities, Foreign Large Cap Equities | 10% |
VTWO Vanguard Russell 2000 ETF | Small Cap Blend Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brian's Aggressive Mix, 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 Every 3 months.
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The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Apr 17, 2026, the Brian's Aggressive Mix returned 3.42% Year-To-Date and 14.79% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.26% | 4.84% | 2.86% | 6.22% | 33.47% | 19.26% | 10.96% | 12.89% |
Portfolio Brian's Aggressive Mix | 0.21% | 5.70% | 3.42% | 6.63% | 37.79% | 21.43% | 11.66% | 14.79% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.22% | 4.86% | 3.15% | 6.81% | 35.05% | 20.86% | 12.54% | 14.79% |
MGK Vanguard Mega Cap Growth ETF | 0.25% | 6.78% | -0.58% | 2.71% | 40.82% | 26.64% | 13.45% | 18.02% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 0.09% | 5.17% | 9.55% | 13.52% | 40.44% | 17.36% | 8.25% | 9.31% |
VTWO Vanguard Russell 2000 ETF | 0.21% | 7.96% | 9.88% | 10.80% | 47.94% | 16.32% | 5.17% | 10.62% |
VIG Vanguard Dividend Appreciation ETF | 0.23% | 3.14% | 2.72% | 5.35% | 24.82% | 14.91% | 10.02% | 12.71% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 30, 2010, Brian's Aggressive Mix's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Brian's Aggressive Mix closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.39% | -0.88% | -5.39% | 8.77% | 3.42% | ||||||||
| 2025 | 2.41% | -1.63% | -5.83% | 0.23% | 6.66% | 5.32% | 2.24% | 2.45% | 3.84% | 2.71% | 0.01% | 0.06% | 19.41% |
| 2024 | 0.97% | 5.35% | 2.53% | -4.30% | 5.33% | 3.67% | 1.51% | 2.07% | 2.07% | -1.38% | 5.90% | -2.08% | 23.25% |
| 2023 | 7.85% | -2.28% | 4.22% | 1.39% | 1.33% | 6.52% | 3.52% | -2.00% | -5.00% | -2.38% | 9.67% | 5.05% | 30.28% |
| 2022 | -6.48% | -3.24% | 3.21% | -9.60% | -0.47% | -8.17% | 9.81% | -4.21% | -9.62% | 6.84% | 5.76% | -6.10% | -22.17% |
| 2021 | -0.52% | 2.18% | 3.51% | 5.15% | 0.30% | 2.83% | 1.87% | 2.89% | -4.64% | 6.67% | -0.98% | 3.62% | 24.82% |
Benchmark Metrics
Brian's Aggressive Mix has an annualized alpha of 1.33%, beta of 1.01, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since November 30, 2010.
- This portfolio captured 105.69% of S&P 500 Index gains but only 98.90% of its losses — a favorable profile for investors.
- With beta of 1.01 and R² of 0.99, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.33%
- Beta
- 1.01
- R²
- 0.99
- Upside Capture
- 105.69%
- Downside Capture
- 98.90%
Expense Ratio
Brian's Aggressive Mix has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Brian's Aggressive Mix ranks 52 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.75 | 2.59 | +0.16 |
Sortino ratioReturn per unit of downside risk | 3.80 | 3.60 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.48 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.43 | 3.33 | +0.11 |
Martin ratioReturn relative to average drawdown | 15.19 | 15.04 | +0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 75 | 2.72 | 3.76 | 1.51 | 3.56 | 16.23 |
MGK Vanguard Mega Cap Growth ETF | 51 | 2.36 | 3.21 | 1.41 | 2.16 | 7.42 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 71 | 2.96 | 3.93 | 1.56 | 3.75 | 15.17 |
VTWO Vanguard Russell 2000 ETF | 69 | 2.48 | 3.38 | 1.41 | 4.24 | 15.13 |
VIG Vanguard Dividend Appreciation ETF | 57 | 2.25 | 3.30 | 1.41 | 2.83 | 11.30 |
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Dividends
Dividend yield
Brian's Aggressive Mix provided a 1.09% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.09% | 1.16% | 1.25% | 1.39% | 1.53% | 1.20% | 1.28% | 1.62% | 1.83% | 1.66% | 1.90% | 1.91% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.11% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
MGK Vanguard Mega Cap Growth ETF | 0.35% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.74% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VTWO Vanguard Russell 2000 ETF | 1.15% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
VIG Vanguard Dividend Appreciation ETF | 1.54% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Brian's Aggressive Mix. 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 Brian's Aggressive Mix was 33.48%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -27.52% | Jan 4, 2022 | 197 | Oct 14, 2022 | 296 | Dec 19, 2023 | 493 |
| -20.07% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -19.52% | May 2, 2011 | 108 | Oct 3, 2011 | 87 | Feb 7, 2012 | 195 |
| -19.33% | Feb 20, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VTIAX | VTWO | MGK | VIG | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.81 | 0.83 | 0.93 | 0.93 | 1.00 | 0.99 |
| VTIAX | 0.81 | 1.00 | 0.73 | 0.73 | 0.76 | 0.81 | 0.83 |
| VTWO | 0.83 | 0.73 | 1.00 | 0.74 | 0.80 | 0.83 | 0.86 |
| MGK | 0.93 | 0.73 | 0.74 | 1.00 | 0.81 | 0.93 | 0.95 |
| VIG | 0.93 | 0.76 | 0.80 | 0.81 | 1.00 | 0.93 | 0.91 |
| VOO | 1.00 | 0.81 | 0.83 | 0.93 | 0.93 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.83 | 0.86 | 0.95 | 0.91 | 0.99 | 1.00 |