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Five & Dime
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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 Every 3 months.


40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
56.64%
86.95%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Five & Dime3.49%9.97%0.53%10.17%N/AN/A
VB
Vanguard Small-Cap ETF
-6.55%15.43%-10.30%2.76%12.26%7.93%
VO
Vanguard Mid-Cap ETF
-0.19%14.84%-3.60%9.88%13.24%9.08%
QUAL
iShares Edge MSCI USA Quality Factor ETF
-3.49%12.50%-6.31%7.04%14.83%12.02%
AVDE
Avantis International Equity ETF
13.52%17.45%8.55%13.04%13.17%N/A
AVDV
Avantis International Small Cap Value ETF
12.63%18.36%9.87%15.61%15.67%N/A
IEMG
iShares Core MSCI Emerging Markets ETF
5.65%15.56%-1.49%7.17%7.56%3.47%
BND
Vanguard Total Bond Market ETF
2.13%0.32%1.30%5.43%-0.86%1.49%
BNDX
Vanguard Total International Bond ETF
1.06%0.62%1.88%5.12%0.05%2.02%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.49%0.36%2.18%4.86%N/AN/A
VNQ
Vanguard Real Estate ETF
0.45%11.00%-4.37%13.24%7.43%5.28%
GNR
SPDR S&P Global Natural Resources ETF
3.68%12.99%-6.60%-8.22%11.80%4.60%
SGOL
Aberdeen Standard Physical Gold Shares ETF
25.91%10.71%22.15%43.04%13.99%10.56%
USMV
iShares Edge MSCI Min Vol USA ETF
4.43%8.17%0.56%14.32%11.14%10.45%
VTV
Vanguard Value ETF
0.00%9.53%-4.18%7.95%14.41%9.81%
IWF
iShares Russell 1000 Growth ETF
-6.40%17.18%-5.30%12.55%17.10%15.22%
*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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.74%0.72%-0.98%0.27%0.73%3.49%
2024-0.60%2.36%3.36%-2.82%3.33%0.60%2.88%2.20%1.98%-1.87%2.83%-3.33%11.12%
20235.86%-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%
20200.26%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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, Five & Dime is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Five & Dime is 7676
Overall Rank
The Sharpe Ratio Rank of Five & Dime is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of Five & Dime is 7272
Sortino Ratio Rank
The Omega Ratio Rank of Five & Dime is 7575
Omega Ratio Rank
The Calmar Ratio Rank of Five & Dime is 7676
Calmar Ratio Rank
The Martin Ratio Rank of Five & Dime is 8282
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VB
Vanguard Small-Cap ETF
0.120.311.040.090.29
VO
Vanguard Mid-Cap ETF
0.550.881.120.521.90
QUAL
iShares Edge MSCI USA Quality Factor ETF
0.390.701.100.411.57
AVDE
Avantis International Equity ETF
0.761.171.160.983.16
AVDV
Avantis International Small Cap Value ETF
0.851.271.181.113.88
IEMG
iShares Core MSCI Emerging Markets ETF
0.390.631.080.281.10
BND
Vanguard Total Bond Market ETF
1.031.481.180.432.60
BNDX
Vanguard Total International Bond ETF
1.382.031.250.596.32
SGOV
iShares 0-3 Month Treasury Bond ETF
21.26479.39480.39490.957,793.55
VNQ
Vanguard Real Estate ETF
0.741.111.150.552.41
GNR
SPDR S&P Global Natural Resources ETF
-0.42-0.480.94-0.40-1.01
SGOL
Aberdeen Standard Physical Gold Shares ETF
2.493.241.415.1613.86
USMV
iShares Edge MSCI Min Vol USA ETF
1.111.631.251.616.15
VTV
Vanguard Value ETF
0.520.861.120.582.15
IWF
iShares Russell 1000 Growth ETF
0.510.851.120.531.77

The current Five & Dime 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 0.44 to 0.96, 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.88
0.48
Five & Dime
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Five & Dime provided a 2.64% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.64%2.70%2.52%2.18%1.80%1.68%1.82%1.91%1.60%1.69%1.75%1.57%
VB
Vanguard Small-Cap ETF
1.51%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%
VO
Vanguard Mid-Cap ETF
1.58%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%
QUAL
iShares Edge MSCI USA Quality Factor ETF
1.07%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%
AVDE
Avantis International Equity ETF
2.90%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.83%4.31%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
3.03%3.20%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BNDX
Vanguard Total International Bond ETF
4.29%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.71%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.10%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
GNR
SPDR S&P Global Natural Resources ETF
4.56%4.73%3.37%4.37%3.44%2.78%3.84%3.51%2.40%2.06%4.60%2.59%
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
1.57%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%
VTV
Vanguard Value ETF
2.33%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%
IWF
iShares Russell 1000 Growth ETF
0.48%0.46%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.04%
-7.82%
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 1.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.06%Jan 5, 2022196Oct 14, 2022300Dec 26, 2023496
-10.01%Feb 19, 202535Apr 8, 2025
-5.58%Jun 9, 20203Jun 11, 202028Jul 22, 202031
-5.4%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.08%Oct 13, 202012Oct 28, 20208Nov 9, 202020

Volatility

Volatility Chart

The current Five & Dime volatility is 6.10%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.10%
11.21%
Five & Dime
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 12.69, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCSGOVBNDXBNDSGOLGNRIEMGVNQIWFUSMVAVDVVTVAVDEVBQUALVOPortfolio
^GSPC1.000.000.120.150.130.600.650.660.940.830.700.810.760.850.980.910.92
SGOV0.001.000.020.040.02-0.040.020.010.010.01-0.02-0.02-0.01-0.020.01-0.010.00
BNDX0.120.021.000.820.27-0.000.100.240.150.170.100.060.120.110.140.140.22
BND0.150.040.821.000.330.020.130.280.170.210.140.080.150.130.170.170.27
SGOL0.130.020.270.331.000.350.310.170.120.150.350.130.310.140.130.160.32
GNR0.60-0.04-0.000.020.351.000.670.490.440.530.810.730.790.690.570.670.76
IEMG0.650.020.100.130.310.671.000.450.620.500.750.540.770.640.640.660.77
VNQ0.660.010.240.280.170.490.451.000.540.760.580.730.600.720.660.760.75
IWF0.940.010.150.170.120.440.620.541.000.700.590.600.650.730.920.800.81
USMV0.830.010.170.210.150.530.500.760.701.000.600.850.660.730.840.830.83
AVDV0.70-0.020.100.140.350.810.750.580.590.601.000.720.960.740.680.740.86
VTV0.81-0.020.060.080.130.730.540.730.600.850.721.000.750.840.790.860.86
AVDE0.76-0.010.120.150.310.790.770.600.650.660.960.751.000.770.740.790.90
VB0.85-0.020.110.130.140.690.640.720.730.730.740.840.771.000.830.960.89
QUAL0.980.010.140.170.130.570.640.660.920.840.680.790.740.831.000.900.91
VO0.91-0.010.140.170.160.670.660.760.800.830.740.860.790.960.901.000.94
Portfolio0.920.000.220.270.320.760.770.750.810.830.860.860.900.890.910.941.00
The correlation results are calculated based on daily price changes starting from May 29, 2020