Five & Dime

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Five & Dime

Last updated Dec 19, 2024

Diversified and balanced portfolio that employs "factors" with global allocations

Asset Allocation

Position	Category/Sector	Weight
AVDE Avantis International Equity ETF	Foreign Large Cap Equities	10%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities, Actively Managed	5%
BND Vanguard Total Bond Market ETF	Total Bond Market	15%
BNDX Vanguard Total International Bond ETF	Total Bond Market	5%
GNR SPDR S&P Global Natural Resources ETF	Commodity Producers Equities	5%
IEMG iShares Core MSCI Emerging Markets ETF	Asia Pacific Equities	5%
IWF iShares Russell 1000 Growth ETF	Large Cap Growth Equities	8%
QUAL iShares Edge MSCI USA Quality Factor ETF	Large Cap Growth Equities	8%
SGOL Aberdeen Standard Physical Gold Shares ETF	Precious Metals, Gold	5%
SGOV iShares 0-3 Month Treasury Bond ETF	Government Bonds	5%
USMV iShares Edge MSCI Min Vol USA ETF	Large Cap Growth Equities	8%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	4%
VNQ Vanguard Real Estate ETF	REIT	5%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	4%
VTV Vanguard Value ETF	Large Cap Value Equities	8%

Benchmark

Rebalance portfolio

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

Five & Dime

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	24.34%	0.23%	8.53%	24.95%	13.01%	11.06%
Five & Dime	11.10%	-2.01%	4.58%	11.63%	N/A	N/A
Portfolio components:
VB Vanguard Small-Cap ETF	14.92%	-4.35%	12.01%	14.66%	9.44%	9.15%
VO Vanguard Mid-Cap ETF	16.91%	-4.07%	11.14%	17.45%	10.28%	9.64%
QUAL iShares Edge MSCI USA Quality Factor ETF	23.21%	-1.16%	4.92%	23.66%	13.79%	12.90%
AVDE Avantis International Equity ETF	2.69%	-3.33%	-1.60%	3.37%	5.13%	N/A
AVDV Avantis International Small Cap Value ETF	6.80%	-1.45%	1.80%	7.38%	6.39%	N/A
IEMG iShares Core MSCI Emerging Markets ETF	7.43%	-0.61%	0.41%	9.80%	2.51%	3.95%
BND Vanguard Total Bond Market ETF	1.48%	-0.18%	1.41%	1.74%	-0.34%	1.36%
BNDX Vanguard Total International Bond ETF	3.75%	0.66%	3.71%	3.67%	0.12%	1.95%
SGOV iShares 0-3 Month Treasury Bond ETF	5.15%	0.39%	2.53%	5.25%	N/A	N/A
VNQ Vanguard Real Estate ETF	4.10%	-6.48%	8.61%	4.87%	3.24%	4.91%
GNR SPDR S&P Global Natural Resources ETF	-9.47%	-8.21%	-8.75%	-9.58%	5.30%	4.57%
SGOL Aberdeen Standard Physical Gold Shares ETF	26.90%	-1.80%	12.94%	27.55%	11.88%	8.12%
USMV iShares Edge MSCI Min Vol USA ETF	16.59%	-3.34%	7.28%	17.51%	8.40%	10.20%
VTV Vanguard Value ETF	15.96%	-4.74%	6.38%	16.73%	9.98%	9.89%
IWF iShares Russell 1000 Growth ETF	35.03%	3.56%	12.18%	35.20%	19.25%	16.65%

*Annualized

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%	1.98%	-1.87%	2.83%		11.10%
2023	5.86%	-3.14%	2.06%	0.91%	-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.

GNR

SPDR S&P Global Natural Resources ETF

AVDV

Avantis International Small Cap Value ETF

AVDE

Avantis International Equity ETF

IWF

iShares Russell 1000 Growth ETF

SGOL

Aberdeen Standard Physical Gold Shares ETF

QUAL

iShares Edge MSCI USA Quality Factor ETF

USMV

iShares Edge MSCI Min Vol USA ETF

IEMG

iShares Core MSCI Emerging Markets ETF

VNQ

Vanguard Real Estate ETF

BNDX

Vanguard Total International Bond ETF

Vanguard Small-Cap ETF

Vanguard Mid-Cap ETF

VTV

Vanguard Value ETF

BND

Vanguard Total Bond Market ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Five & Dime is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Five & Dime

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VB Vanguard Small-Cap ETF	1.01	1.46	1.18	1.49	5.27
VO Vanguard Mid-Cap ETF	1.56	2.15	1.27	1.88	8.76
QUAL iShares Edge MSCI USA Quality Factor ETF	1.92	2.66	1.35	3.22	11.82
AVDE Avantis International Equity ETF	0.41	0.64	1.08	0.53	1.70
AVDV Avantis International Small Cap Value ETF	0.69	1.00	1.13	1.19	3.05
IEMG iShares Core MSCI Emerging Markets ETF	0.76	1.15	1.14	0.45	3.02
BND Vanguard Total Bond Market ETF	0.31	0.46	1.05	0.12	0.87
BNDX Vanguard Total International Bond ETF	0.90	1.32	1.15	0.39	3.03
SGOV iShares 0-3 Month Treasury Bond ETF	21.80	517.08	518.08	530.63	8,423.53
VNQ Vanguard Real Estate ETF	0.39	0.62	1.08	0.24	1.32
GNR SPDR S&P Global Natural Resources ETF	-0.53	-0.60	0.93	-0.50	-1.31
SGOL Aberdeen Standard Physical Gold Shares ETF	1.95	2.58	1.34	3.59	10.28
USMV iShares Edge MSCI Min Vol USA ETF	2.21	3.07	1.40	3.19	12.50
VTV Vanguard Value ETF	1.77	2.51	1.32	2.46	9.75
IWF iShares Russell 1000 Growth ETF	2.13	2.75	1.39	2.77	10.82

The current Five & Dime Sharpe ratio is 1.40. 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 1.27 to 2.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Five & Dime 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.

Five & Dime

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Five & Dime provided a 2.30% dividend yield over the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Portfolio	2.30%	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	0.92%	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	1.42%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%	1.29%	1.18%
QUAL iShares Edge MSCI USA Quality Factor ETF	1.06%	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	1.92%	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	4.38%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IEMG iShares Core MSCI Emerging Markets ETF	3.17%	2.89%	2.70%	3.06%	1.87%	3.15%	2.76%	2.34%	2.28%	2.52%	2.30%	1.76%
BND Vanguard Total Bond Market ETF	3.33%	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	2.06%	4.42%	1.52%	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	5.11%	4.87%	1.45%	0.03%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VNQ Vanguard Real Estate ETF	2.89%	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	4.80%	3.37%	4.37%	3.44%	2.78%	3.84%	3.51%	2.40%	2.06%	4.60%	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	1.66%	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	1.72%	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	0.45%	0.67%	0.91%	0.50%	0.66%	0.99%	1.27%	1.10%	1.43%	1.37%	1.33%	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.

Five & Dime

Benchmark (^GSPC)

Portfolio components

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 4.09%.

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.

Five & Dime

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.

	SGOV	BNDX	BND	SGOL	GNR	IEMG	VNQ	IWF	USMV	VTV	AVDV	QUAL	VB	AVDE	VO
SGOV	1.00	0.03	0.04	0.02	-0.05	0.01	-0.00	0.00	0.00	-0.02	-0.02	0.01	-0.03	-0.02	-0.02
BNDX	0.03	1.00	0.84	0.29	-0.00	0.11	0.25	0.16	0.17	0.06	0.10	0.15	0.11	0.12	0.14
BND	0.04	0.84	1.00	0.36	0.02	0.14	0.28	0.19	0.21	0.08	0.14	0.17	0.14	0.15	0.17
SGOL	0.02	0.29	0.36	1.00	0.36	0.33	0.18	0.14	0.16	0.15	0.36	0.15	0.16	0.32	0.17
GNR	-0.05	-0.00	0.02	0.36	1.00	0.67	0.48	0.44	0.53	0.73	0.82	0.57	0.68	0.80	0.67
IEMG	0.01	0.11	0.14	0.33	0.67	1.00	0.45	0.62	0.50	0.54	0.75	0.63	0.63	0.77	0.66
VNQ	-0.00	0.25	0.28	0.18	0.48	0.45	1.00	0.55	0.75	0.72	0.58	0.66	0.72	0.60	0.75
IWF	0.00	0.16	0.19	0.14	0.44	0.62	0.55	1.00	0.72	0.59	0.60	0.92	0.72	0.66	0.80
USMV	0.00	0.17	0.21	0.16	0.53	0.50	0.75	0.72	1.00	0.84	0.61	0.85	0.73	0.67	0.83
VTV	-0.02	0.06	0.08	0.15	0.73	0.54	0.72	0.59	0.84	1.00	0.73	0.78	0.83	0.76	0.86
AVDV	-0.02	0.10	0.14	0.36	0.82	0.75	0.58	0.60	0.61	0.73	1.00	0.69	0.75	0.96	0.76
QUAL	0.01	0.15	0.17	0.15	0.57	0.63	0.66	0.92	0.85	0.78	0.69	1.00	0.82	0.74	0.89
VB	-0.03	0.11	0.14	0.16	0.68	0.63	0.72	0.72	0.73	0.83	0.75	0.82	1.00	0.78	0.95
AVDE	-0.02	0.12	0.15	0.32	0.80	0.77	0.60	0.66	0.67	0.76	0.96	0.74	0.78	1.00	0.80
VO	-0.02	0.14	0.17	0.17	0.67	0.66	0.75	0.80	0.83	0.86	0.76	0.89	0.95	0.80	1.00

The correlation results are calculated based on daily price changes starting from May 29, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

Five & Dime

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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Screeners

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