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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


SGOV 10%SCHP 5%BND 5%BNDX 5%SGOL 5%VB 10%VO 10%AVDE 10%IVV 5%QUAL 5%AVDV 5%IEMG 5%GNR 5%USMV 5%VTV 5%VNQ 5%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
SGOV
iShares 0-3 Month Treasury Bond ETF
Government Bonds10%
SCHP
Schwab U.S. TIPS ETF
Inflation-Protected Bonds5%
BND
Vanguard Total Bond Market ETF
Total Bond Market5%
BNDX
Vanguard Total International Bond ETF
Total Bond Market5%
SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold5%
VB
Vanguard Small-Cap ETF
Small Cap Growth Equities10%
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities10%
AVDE
Avantis International Equity ETF
Foreign Large Cap Equities10%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities5%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Large Cap Growth Equities5%
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed5%
IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities5%
GNR
SPDR S&P Global Natural Resources ETF
Commodity Producers Equities5%
USMV
iShares Edge MSCI Min Vol USA ETF
Large Cap Growth Equities5%
VTV
Vanguard Value ETF
Large Cap Value Equities5%
VNQ
Vanguard Real Estate ETF
REIT5%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.06%
8.87%
Five & Dime
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Asset Correlations Table

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

SGOVBNDXBNDSGOLSCHPIEMGGNRVNQVTVUSMVAVDVVBAVDEQUALIVVVO
SGOV1.00-0.06-0.03-0.02-0.04-0.01-0.05-0.04-0.04-0.02-0.06-0.05-0.04-0.02-0.04-0.05
BNDX-0.061.000.810.300.600.08-0.040.190.020.170.050.070.070.130.110.11
BND-0.030.811.000.380.720.10-0.030.210.020.190.070.090.090.160.130.13
SGOL-0.020.300.381.000.450.300.320.160.120.150.320.130.290.130.130.14
SCHP-0.040.600.720.451.000.130.110.200.090.190.160.120.160.180.170.15
IEMG-0.010.080.100.300.131.000.670.470.540.520.760.650.770.650.660.68
GNR-0.05-0.04-0.030.320.110.671.000.510.750.550.840.710.810.600.640.69
VNQ-0.040.190.210.160.200.470.511.000.730.780.600.730.620.720.720.77
VTV-0.040.020.020.120.090.540.750.731.000.840.760.830.780.810.840.85
USMV-0.020.170.190.150.190.520.550.780.841.000.640.740.700.880.880.84
AVDV-0.060.050.070.320.160.760.840.600.760.641.000.770.970.720.750.77
VB-0.050.070.090.130.120.650.710.730.830.740.771.000.790.850.870.96
AVDE-0.040.070.090.290.160.770.810.620.780.700.970.791.000.770.800.81
QUAL-0.020.130.160.130.180.650.600.720.810.880.720.850.771.000.980.92
IVV-0.040.110.130.130.170.660.640.720.840.880.750.870.800.981.000.93
VO-0.050.110.130.140.150.680.690.770.850.840.770.960.810.920.931.00

Sharpe Ratio

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

-1.000.001.002.003.004.000.63

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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.63
0.70
Five & Dime
Benchmark (^GSPC)
Portfolio components

Dividend yield

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


TTM20222021202020192018201720162015201420132012
Five & Dime2.68%2.43%1.94%1.63%1.81%1.99%1.65%1.73%1.81%1.66%1.57%1.54%
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.


0.40%
0.00%2.15%
0.36%
0.00%2.15%
0.23%
0.00%2.15%
0.17%
0.00%2.15%
0.15%
0.00%2.15%
0.14%
0.00%2.15%
0.12%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-7.92%
-9.73%
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, 2021235Oct 14, 2022
-6.05%Jun 9, 20203Jun 11, 202033Jul 29, 202036
-5.22%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-4.9%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-3.8%Sep 7, 202118Sep 30, 202117Oct 25, 202135

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.58%
3.66%
Five & Dime
Benchmark (^GSPC)
Portfolio components