Five & Dime

Last updated Sep 22, 2023

Diversified and balanced portfolio that employs "factors" with allocations to funds of either 5% &/or 10%

Asset Allocation

Position	Category/Sector	Weight
SGOV iShares 0-3 Month Treasury Bond ETF	Government Bonds	10%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	5%
BND Vanguard Total Bond Market ETF	Total Bond Market	5%
BNDX Vanguard Total International Bond ETF	Total Bond Market	5%
SGOL Aberdeen Standard Physical Gold Shares ETF	Precious Metals, Gold	5%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	10%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	10%
AVDE Avantis International Equity ETF	Foreign Large Cap Equities	10%
IVV iShares Core S&P 500 ETF	Large Cap Growth Equities	5%
QUAL iShares Edge MSCI USA Quality Factor ETF	Large Cap Growth Equities	5%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities, Actively Managed	5%
IEMG iShares Core MSCI Emerging Markets ETF	Asia Pacific Equities	5%
GNR SPDR S&P Global Natural Resources ETF	Commodity Producers Equities	5%
USMV iShares Edge MSCI Min Vol USA ETF	Large Cap Growth Equities	5%
VTV Vanguard Value ETF	Large Cap Value Equities	5%
VNQ Vanguard Real Estate ETF	REIT	5%

Benchmark

Rebalance portfolio

Performance

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

Returns

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-2.39%	9.04%	12.78%	15.22%	11.38%	N/A
Five & Dime	-1.40%	3.29%	4.52%	9.92%	7.47%	N/A
Portfolio components:
IVV iShares Core S&P 500 ETF	-2.23%	9.88%	14.14%	17.21%	13.13%	N/A
VB Vanguard Small-Cap ETF	-3.93%	5.03%	3.97%	8.37%	10.47%	N/A
VO Vanguard Mid-Cap ETF	-2.83%	4.67%	3.90%	8.86%	10.06%	N/A
QUAL iShares Edge MSCI USA Quality Factor ETF	-3.35%	10.41%	16.89%	23.45%	11.90%	N/A
AVDE Avantis International Equity ETF	-0.70%	4.80%	7.99%	20.35%	9.67%	N/A
AVDV Avantis International Small Cap Value ETF	0.36%	5.48%	7.52%	19.90%	12.04%	N/A
IEMG iShares Core MSCI Emerging Markets ETF	-2.25%	0.71%	3.19%	7.39%	4.89%	N/A
SCHP Schwab U.S. TIPS ETF	-1.26%	-3.24%	-0.14%	-1.03%	-0.49%	N/A
BND Vanguard Total Bond Market ETF	-1.25%	-3.91%	-0.33%	0.08%	-4.26%	N/A
BNDX Vanguard Total International Bond ETF	-0.72%	-1.32%	2.68%	1.63%	-3.12%	N/A
SGOV iShares 0-3 Month Treasury Bond ETF	0.44%	2.51%	3.60%	4.58%	1.58%	N/A
VNQ Vanguard Real Estate ETF	-3.89%	0.15%	-3.37%	-4.42%	3.61%	N/A
GNR SPDR S&P Global Natural Resources ETF	1.46%	4.53%	-0.51%	12.33%	17.78%	N/A
SGOL Aberdeen Standard Physical Gold Shares ETF	0.11%	-2.96%	5.15%	14.60%	3.22%	N/A
USMV iShares Edge MSCI Min Vol USA ETF	-0.32%	5.32%	3.69%	9.50%	7.57%	N/A
VTV Vanguard Value ETF	-0.80%	6.54%	1.78%	11.52%	13.28%	N/A
Returns over 1 year are annualized

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

	SGOV	BNDX	BND	SGOL	SCHP	IEMG	GNR	VNQ	VTV	USMV	AVDV	VB	AVDE	QUAL	IVV	VO
SGOV	1.00	-0.06	-0.03	-0.02	-0.04	-0.01	-0.05	-0.04	-0.04	-0.02	-0.06	-0.05	-0.04	-0.02	-0.04	-0.05
BNDX	-0.06	1.00	0.81	0.30	0.60	0.08	-0.04	0.19	0.02	0.17	0.05	0.07	0.07	0.13	0.11	0.11
BND	-0.03	0.81	1.00	0.38	0.72	0.10	-0.03	0.21	0.02	0.19	0.07	0.09	0.09	0.16	0.13	0.13
SGOL	-0.02	0.30	0.38	1.00	0.45	0.30	0.32	0.16	0.12	0.15	0.32	0.13	0.29	0.13	0.13	0.14
SCHP	-0.04	0.60	0.72	0.45	1.00	0.13	0.11	0.20	0.09	0.19	0.16	0.12	0.16	0.18	0.17	0.15
IEMG	-0.01	0.08	0.10	0.30	0.13	1.00	0.67	0.47	0.54	0.52	0.76	0.65	0.77	0.65	0.66	0.68
GNR	-0.05	-0.04	-0.03	0.32	0.11	0.67	1.00	0.51	0.75	0.55	0.84	0.71	0.81	0.60	0.64	0.69
VNQ	-0.04	0.19	0.21	0.16	0.20	0.47	0.51	1.00	0.73	0.78	0.60	0.73	0.62	0.72	0.72	0.77
VTV	-0.04	0.02	0.02	0.12	0.09	0.54	0.75	0.73	1.00	0.84	0.76	0.83	0.78	0.81	0.84	0.85
USMV	-0.02	0.17	0.19	0.15	0.19	0.52	0.55	0.78	0.84	1.00	0.64	0.74	0.70	0.88	0.88	0.84
AVDV	-0.06	0.05	0.07	0.32	0.16	0.76	0.84	0.60	0.76	0.64	1.00	0.77	0.97	0.72	0.75	0.77
VB	-0.05	0.07	0.09	0.13	0.12	0.65	0.71	0.73	0.83	0.74	0.77	1.00	0.79	0.85	0.87	0.96
AVDE	-0.04	0.07	0.09	0.29	0.16	0.77	0.81	0.62	0.78	0.70	0.97	0.79	1.00	0.77	0.80	0.81
QUAL	-0.02	0.13	0.16	0.13	0.18	0.65	0.60	0.72	0.81	0.88	0.72	0.85	0.77	1.00	0.98	0.92
IVV	-0.04	0.11	0.13	0.13	0.17	0.66	0.64	0.72	0.84	0.88	0.75	0.87	0.80	0.98	1.00	0.93
VO	-0.05	0.11	0.13	0.14	0.15	0.68	0.69	0.77	0.85	0.84	0.77	0.96	0.81	0.92	0.93	1.00

Sharpe Ratio

The current Five & Dime Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The Sharpe ratio of Five & Dime 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.

Five & Dime

Benchmark (^GSPC)

Portfolio components

Dividend yield

Five & Dime granted a 2.68% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Five & Dime	2.68%	2.43%	1.94%	1.63%	1.81%	1.99%	1.65%	1.73%	1.81%	1.66%	1.57%	1.54%
Portfolio components:
IVV iShares Core S&P 500 ETF	1.52%	1.68%	1.23%	1.63%	2.10%	2.38%	1.93%	2.25%	2.59%	2.14%	2.15%	2.55%
VB Vanguard Small-Cap ETF	2.12%	1.61%	1.27%	1.19%	1.47%	1.79%	1.47%	1.65%	1.66%	1.63%	1.51%	2.17%
VO Vanguard Mid-Cap ETF	2.04%	1.62%	1.15%	1.51%	1.57%	1.96%	1.47%	1.61%	1.65%	1.47%	1.36%	1.65%
QUAL iShares Edge MSCI USA Quality Factor ETF	1.33%	1.60%	1.22%	1.44%	1.69%	2.14%	1.92%	2.18%	1.85%	1.56%	0.74%	0.00%
AVDE Avantis International Equity ETF	2.80%	2.84%	2.58%	1.75%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVDV Avantis International Small Cap Value ETF	3.30%	3.23%	2.52%	1.80%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IEMG iShares Core MSCI Emerging Markets ETF	2.39%	2.73%	3.17%	1.99%	3.42%	3.09%	2.69%	2.68%	3.04%	2.84%	2.22%	0.30%
SCHP Schwab U.S. TIPS ETF	4.02%	7.33%	4.78%	1.27%	2.32%	3.08%	2.29%	1.69%	0.34%	1.62%	0.84%	2.02%
BND Vanguard Total Bond Market ETF	3.02%	2.65%	2.06%	2.36%	2.97%	3.15%	2.93%	2.97%	3.12%	3.46%	3.56%	4.26%
BNDX Vanguard Total International Bond ETF	1.98%	1.53%	3.84%	1.18%	3.67%	3.35%	2.56%	2.22%	1.94%	1.87%	1.07%	0.00%
SGOV iShares 0-3 Month Treasury Bond ETF	4.13%	1.50%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VNQ Vanguard Real Estate ETF	4.84%	4.00%	2.71%	4.28%	3.85%	5.57%	5.21%	6.19%	5.28%	5.05%	6.30%	5.41%
GNR SPDR S&P Global Natural Resources ETF	4.05%	4.45%	3.65%	3.06%	4.35%	4.14%	2.93%	2.57%	5.87%	3.45%	3.35%	2.64%
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	1.73%	1.64%	1.30%	1.88%	1.99%	2.29%	1.95%	2.50%	2.32%	2.21%	2.61%	2.41%
VTV Vanguard Value ETF	3.24%	2.56%	2.24%	2.73%	2.76%	3.09%	2.66%	2.91%	3.18%	2.78%	2.84%	3.60%

Expense Ratio

The Five & Dime features an expense ratio of 0.12%, falling within the medium range. 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

0.40%

0.00%2.15%

AVDV

Avantis International Small Cap Value ETF

0.36%

0.00%2.15%

AVDE

Avantis International Equity ETF

0.23%

0.00%2.15%

SGOL

Aberdeen Standard Physical Gold Shares ETF

0.17%

0.00%2.15%

QUAL

iShares Edge MSCI USA Quality Factor ETF

0.15%

0.00%2.15%

USMV

iShares Edge MSCI Min Vol USA ETF

0.15%

0.00%2.15%

IEMG

iShares Core MSCI Emerging Markets ETF

0.14%

0.00%2.15%

VNQ

Vanguard Real Estate ETF

0.12%

0.00%2.15%

BNDX

Vanguard Total International Bond ETF

0.07%

0.00%2.15%

Vanguard Small-Cap ETF

0.05%

0.00%2.15%

SCHP

Schwab U.S. TIPS ETF

0.05%

0.00%2.15%

IVV

iShares Core S&P 500 ETF

0.04%

0.00%2.15%

Vanguard Mid-Cap ETF

0.04%

0.00%2.15%

VTV

Vanguard Value ETF

0.04%

0.00%2.15%

BND

Vanguard Total Bond Market ETF

0.03%

0.00%2.15%

SGOV

iShares 0-3 Month Treasury Bond ETF

0.03%

0.00%2.15%

Risk-Adjusted Performance

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	Ulcer Index
IVV iShares Core S&P 500 ETF	0.82
VB Vanguard Small-Cap ETF	0.20
VO Vanguard Mid-Cap ETF	0.27
QUAL iShares Edge MSCI USA Quality Factor ETF	1.09
AVDE Avantis International Equity ETF	1.06
AVDV Avantis International Small Cap Value ETF	1.02
IEMG iShares Core MSCI Emerging Markets ETF	0.29
SCHP Schwab U.S. TIPS ETF	-0.26
BND Vanguard Total Bond Market ETF	-0.09
BNDX Vanguard Total International Bond ETF	0.22
SGOV iShares 0-3 Month Treasury Bond ETF	7.05
VNQ Vanguard Real Estate ETF	-0.32
GNR SPDR S&P Global Natural Resources ETF	0.47
SGOL Aberdeen Standard Physical Gold Shares ETF	1.06
USMV iShares Edge MSCI Min Vol USA ETF	0.58
VTV Vanguard Value ETF	0.63

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Five & Dime

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Five & Dime. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Five & Dime is 19.23%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.23%	Nov 9, 2021	235	Oct 14, 2022	—	—	—
-6.05%	Jun 9, 2020	3	Jun 11, 2020	33	Jul 29, 2020	36
-5.22%	Sep 3, 2020	14	Sep 23, 2020	12	Oct 9, 2020	26
-4.9%	Oct 13, 2020	12	Oct 28, 2020	8	Nov 9, 2020	20
-3.8%	Sep 7, 2021	18	Sep 30, 2021	17	Oct 25, 2021	35

Volatility Chart

The current Five & Dime volatility is 2.58%, 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