Five & Dime
Diversified and balanced portfolio that employs "factors" with global allocations
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Five & Dime, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Five & Dime | 12.80% | 1.64% | 8.17% | 22.39% | N/A | N/A |
| Portfolio components: | ||||||
VB Vanguard Small-Cap ETF | 11.47% | 2.96% | 5.85% | 26.76% | 10.19% | 9.43% |
VO Vanguard Mid-Cap ETF | 13.34% | 2.91% | 6.83% | 26.58% | 10.89% | 10.03% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 21.77% | 0.71% | 8.62% | 36.34% | 15.66% | 13.39% |
AVDE Avantis International Equity ETF | 11.22% | 1.09% | 6.21% | 20.75% | N/A | N/A |
AVDV Avantis International Small Cap Value ETF | 13.17% | 1.36% | 8.93% | 23.07% | N/A | N/A |
IEMG iShares Core MSCI Emerging Markets ETF | 9.59% | 0.18% | 7.99% | 18.44% | 4.77% | 3.33% |
BND Vanguard Total Bond Market ETF | 4.86% | 1.08% | 5.70% | 11.16% | 0.38% | 1.83% |
BNDX Vanguard Total International Bond ETF | 3.18% | 0.58% | 3.23% | 9.30% | -0.17% | 2.14% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.94% | 0.47% | 2.69% | 5.47% | N/A | N/A |
VNQ Vanguard Real Estate ETF | 13.01% | 5.75% | 17.07% | 30.80% | 4.81% | 7.29% |
GNR SPDR S&P Global Natural Resources ETF | 0.32% | -0.21% | 0.46% | 3.81% | 8.75% | 4.56% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 26.80% | 4.34% | 20.98% | 36.25% | 11.40% | 7.65% |
USMV iShares Edge MSCI Min Vol USA ETF | 17.93% | 1.48% | 10.80% | 25.48% | 9.21% | 11.32% |
VTV Vanguard Value ETF | 17.65% | 2.81% | 8.94% | 26.37% | 11.98% | 10.60% |
IWF iShares Russell 1000 Growth ETF | 23.35% | 1.00% | 10.16% | 40.36% | 19.19% | 16.23% |
Monthly Returns
The table below presents the monthly returns of Five & Dime, 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 | -0.60% | 2.36% | 3.36% | -2.82% | 3.33% | 0.60% | 2.88% | 2.20% | 12.80% | ||||
| 2023 | 5.86% | -3.14% | 2.06% | 0.90% | -2.11% | 4.02% | 2.88% | -1.95% | -3.39% | -1.88% | 6.70% | 4.58% | 14.75% |
| 2022 | -3.59% | -1.31% | 1.63% | -5.60% | 0.29% | -6.43% | 5.14% | -3.40% | -7.61% | 4.71% | 6.92% | -2.94% | -12.65% |
| 2021 | -0.78% | 1.80% | 2.35% | 3.36% | 1.67% | 0.50% | 1.33% | 1.29% | -3.33% | 3.86% | -1.97% | 3.56% | 14.23% |
| 2020 | 0.26% | 1.62% | 4.02% | 3.33% | -2.10% | -1.60% | 8.50% | 3.94% | 18.97% |
Expense Ratio
Five & Dime has an expense ratio of 0.14%, 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 Five & Dime is 62, 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 | |
|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 1.34 | 1.92 | 1.23 | 1.00 | 7.26 |
VO Vanguard Mid-Cap ETF | 1.79 | 2.50 | 1.31 | 1.06 | 10.35 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 2.55 | 3.48 | 1.46 | 3.21 | 15.84 |
AVDE Avantis International Equity ETF | 1.43 | 2.01 | 1.25 | 1.32 | 8.72 |
AVDV Avantis International Small Cap Value ETF | 1.44 | 1.98 | 1.25 | 1.54 | 8.47 |
IEMG iShares Core MSCI Emerging Markets ETF | 1.15 | 1.65 | 1.20 | 0.55 | 6.00 |
BND Vanguard Total Bond Market ETF | 1.65 | 2.42 | 1.29 | 0.58 | 6.84 |
BNDX Vanguard Total International Bond ETF | 2.03 | 3.10 | 1.36 | 0.67 | 8.15 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.46 | — | — | — | — |
VNQ Vanguard Real Estate ETF | 1.42 | 2.06 | 1.26 | 0.76 | 5.70 |
GNR SPDR S&P Global Natural Resources ETF | 0.14 | 0.29 | 1.03 | 0.16 | 0.43 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.44 | 3.39 | 1.43 | 2.88 | 14.97 |
USMV iShares Edge MSCI Min Vol USA ETF | 2.73 | 3.75 | 1.50 | 2.33 | 16.98 |
VTV Vanguard Value ETF | 2.34 | 3.23 | 1.41 | 2.51 | 13.43 |
IWF iShares Russell 1000 Growth ETF | 2.21 | 2.87 | 1.39 | 2.39 | 10.94 |
Dividends
Dividend yield
Five & Dime granted a 2.42% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Five & Dime | 2.42% | 2.52% | 2.18% | 1.80% | 1.68% | 1.82% | 1.91% | 1.60% | 1.69% | 1.75% | 1.57% | 1.49% |
| Portfolio components: | ||||||||||||
VB Vanguard Small-Cap ETF | 1.10% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VO Vanguard Mid-Cap ETF | 1.18% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.00% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
AVDE Avantis International Equity ETF | 2.95% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.98% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.71% | 2.89% | 2.71% | 3.06% | 1.87% | 3.14% | 2.74% | 2.33% | 2.26% | 2.51% | 2.29% | 1.75% |
BND Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BNDX Vanguard Total International Bond ETF | 4.68% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.22% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.64% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
GNR SPDR S&P Global Natural Resources ETF | 3.52% | 3.37% | 4.37% | 3.44% | 2.78% | 3.84% | 3.51% | 2.40% | 2.06% | 4.59% | 2.59% | 2.46% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.62% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
VTV Vanguard Value ETF | 1.76% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
IWF iShares Russell 1000 Growth ETF | 0.53% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
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 Five & Dime. 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 Five & Dime was 20.06%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.
The current Five & Dime drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.06% | Jan 5, 2022 | 196 | Oct 14, 2022 | 300 | Dec 26, 2023 | 496 |
| -5.58% | Jun 9, 2020 | 3 | Jun 11, 2020 | 28 | Jul 22, 2020 | 31 |
| -5.4% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.08% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -4.38% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current Five & Dime volatility is 2.80%, 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
| SGOV | BNDX | BND | SGOL | GNR | IEMG | VNQ | IWF | USMV | VTV | AVDV | QUAL | VB | AVDE | VO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.01 | 0.03 | 0.01 | -0.04 | 0.01 | 0.00 | 0.01 | 0.01 | -0.01 | -0.02 | 0.02 | -0.02 | -0.01 | -0.01 |
| BNDX | 0.01 | 1.00 | 0.84 | 0.29 | -0.01 | 0.10 | 0.24 | 0.17 | 0.17 | 0.05 | 0.09 | 0.15 | 0.11 | 0.11 | 0.14 |
| BND | 0.03 | 0.84 | 1.00 | 0.36 | 0.01 | 0.13 | 0.27 | 0.19 | 0.21 | 0.07 | 0.13 | 0.17 | 0.13 | 0.14 | 0.17 |
| SGOL | 0.01 | 0.29 | 0.36 | 1.00 | 0.36 | 0.32 | 0.18 | 0.13 | 0.17 | 0.16 | 0.35 | 0.14 | 0.16 | 0.32 | 0.17 |
| GNR | -0.04 | -0.01 | 0.01 | 0.36 | 1.00 | 0.67 | 0.50 | 0.45 | 0.54 | 0.74 | 0.82 | 0.58 | 0.70 | 0.80 | 0.68 |
| IEMG | 0.01 | 0.10 | 0.13 | 0.32 | 0.67 | 1.00 | 0.47 | 0.64 | 0.52 | 0.56 | 0.75 | 0.65 | 0.65 | 0.77 | 0.67 |
| VNQ | 0.00 | 0.24 | 0.27 | 0.18 | 0.50 | 0.47 | 1.00 | 0.57 | 0.76 | 0.73 | 0.59 | 0.67 | 0.73 | 0.61 | 0.77 |
| IWF | 0.01 | 0.17 | 0.19 | 0.13 | 0.45 | 0.64 | 0.57 | 1.00 | 0.73 | 0.60 | 0.61 | 0.92 | 0.73 | 0.67 | 0.81 |
| USMV | 0.01 | 0.17 | 0.21 | 0.17 | 0.54 | 0.52 | 0.76 | 0.73 | 1.00 | 0.84 | 0.62 | 0.85 | 0.73 | 0.69 | 0.83 |
| VTV | -0.01 | 0.05 | 0.07 | 0.16 | 0.74 | 0.56 | 0.73 | 0.60 | 0.84 | 1.00 | 0.75 | 0.79 | 0.84 | 0.77 | 0.86 |
| AVDV | -0.02 | 0.09 | 0.13 | 0.35 | 0.82 | 0.75 | 0.59 | 0.61 | 0.62 | 0.75 | 1.00 | 0.70 | 0.77 | 0.96 | 0.77 |
| QUAL | 0.02 | 0.15 | 0.17 | 0.14 | 0.58 | 0.65 | 0.67 | 0.92 | 0.85 | 0.79 | 0.70 | 1.00 | 0.82 | 0.76 | 0.90 |
| VB | -0.02 | 0.11 | 0.13 | 0.16 | 0.70 | 0.65 | 0.73 | 0.73 | 0.73 | 0.84 | 0.77 | 0.82 | 1.00 | 0.79 | 0.95 |
| AVDE | -0.01 | 0.11 | 0.14 | 0.32 | 0.80 | 0.77 | 0.61 | 0.67 | 0.69 | 0.77 | 0.96 | 0.76 | 0.79 | 1.00 | 0.81 |
| VO | -0.01 | 0.14 | 0.17 | 0.17 | 0.68 | 0.67 | 0.77 | 0.81 | 0.83 | 0.86 | 0.77 | 0.90 | 0.95 | 0.81 | 1.00 |