Five & Dime

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Five & Dime

Currency in USD · Last updated May 11, 2025

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

Asset Allocation

Position	Category/Sector	Target 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

Performance

Performance Chart

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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	-0.64%	8.97%	-2.62%	11.90%	15.76%	10.69%
Five & Dime	4.84%	5.90%	2.16%	10.79%	N/A	N/A
Portfolio components:
VB Vanguard Small-Cap ETF	-3.17%	12.58%	-8.87%	5.66%	14.76%	8.22%
VO Vanguard Mid-Cap ETF	2.37%	10.49%	-2.57%	11.71%	15.07%	9.29%
QUAL iShares Edge MSCI USA Quality Factor ETF	-0.75%	7.89%	-3.79%	9.35%	16.33%	12.24%
AVDE Avantis International Equity ETF	14.57%	9.47%	11.09%	13.09%	13.94%	N/A
AVDV Avantis International Small Cap Value ETF	13.88%	9.60%	13.05%	15.96%	16.54%	N/A
IEMG iShares Core MSCI Emerging Markets ETF	8.67%	9.85%	4.65%	9.81%	8.45%	3.57%
BND Vanguard Total Bond Market ETF	1.86%	0.74%	1.04%	5.17%	-0.94%	1.42%
BNDX Vanguard Total International Bond ETF	0.67%	0.35%	1.14%	5.02%	-0.05%	1.98%
SGOV iShares 0-3 Month Treasury Bond ETF	1.52%	0.32%	2.17%	4.83%	N/A	N/A
VNQ Vanguard Real Estate ETF	1.62%	7.14%	-4.20%	12.57%	9.56%	5.17%
GNR SPDR S&P Global Natural Resources ETF	6.43%	6.71%	-0.93%	-7.10%	13.70%	4.73%
SGOL Aberdeen Standard Physical Gold Shares ETF	23.23%	0.16%	23.28%	36.65%	13.36%	9.96%
USMV iShares Edge MSCI Min Vol USA ETF	4.93%	3.18%	0.27%	13.80%	12.03%	10.37%
VTV Vanguard Value ETF	1.92%	6.00%	-3.14%	8.78%	16.00%	9.94%
IWF iShares Russell 1000 Growth ETF	-2.60%	11.63%	-1.74%	16.61%	18.71%	15.58%

*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
2025	2.74%	0.72%	-0.98%	0.27%	2.05%								4.84%
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%
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. Below, you can find the expense ratios of the portfolio's funds side by side and easily 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

With an overall rank of 75, Five & Dime is among the top 25% 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.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VB Vanguard Small-Cap ETF	0.25	0.57	1.07	0.26	0.80
VO Vanguard Mid-Cap ETF	0.65	1.09	1.15	0.67	2.43
QUAL iShares Edge MSCI USA Quality Factor ETF	0.51	0.90	1.13	0.56	2.13
AVDE Avantis International Equity ETF	0.77	1.23	1.17	1.05	3.38
AVDV Avantis International Small Cap Value ETF	0.87	1.35	1.19	1.19	4.17
IEMG iShares Core MSCI Emerging Markets ETF	0.52	0.91	1.12	0.45	1.74
BND Vanguard Total Bond Market ETF	0.98	1.41	1.17	0.41	2.49
BNDX Vanguard Total International Bond ETF	1.35	1.82	1.22	0.53	5.69
SGOV iShares 0-3 Month Treasury Bond ETF	21.07	479.39	480.39	490.95	7,793.55
VNQ Vanguard Real Estate ETF	0.71	1.19	1.16	0.60	2.61
GNR SPDR S&P Global Natural Resources ETF	-0.36	-0.28	0.96	-0.27	-0.68
SGOL Aberdeen Standard Physical Gold Shares ETF	2.10	3.03	1.39	4.93	13.14
USMV iShares Edge MSCI Min Vol USA ETF	1.07	1.61	1.24	1.59	6.05
VTV Vanguard Value ETF	0.57	0.99	1.14	0.69	2.52
IWF iShares Russell 1000 Growth ETF	0.66	1.10	1.16	0.73	2.44

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Five & Dime Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.93
All Time: 0.84

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Five & Dime compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Five & Dime provided a 2.61% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.61%	2.70%	2.52%	2.18%	1.80%	1.68%	1.82%	1.91%	1.60%	1.69%	1.75%	1.57%
Portfolio components:
VB Vanguard Small-Cap ETF	1.46%	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	1.54%	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	1.04%	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	2.88%	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	3.78%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%
IEMG iShares Core MSCI Emerging Markets ETF	2.95%	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	3.77%	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	4.30%	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	4.70%	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	4.05%	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	4.45%	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	1.56%	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	2.29%	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	0.46%	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.

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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 0.83%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.06%	Jan 5, 2022	196	Oct 14, 2022	300	Dec 26, 2023	496
-10.01%	Feb 19, 2025	35	Apr 8, 2025	23	May 12, 2025	58
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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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.

	^GSPC	SGOV	BNDX	BND	SGOL	GNR	IEMG	VNQ	IWF	USMV	AVDV	VTV	AVDE	VB	QUAL	VO	Portfolio
^GSPC	1.00	0.00	0.12	0.15	0.12	0.60	0.65	0.66	0.94	0.83	0.70	0.81	0.76	0.85	0.98	0.91	0.92
SGOV	0.00	1.00	0.02	0.04	0.02	-0.04	0.02	0.01	0.01	0.01	-0.02	-0.02	-0.01	-0.02	0.01	-0.01	0.00
BNDX	0.12	0.02	1.00	0.82	0.27	-0.00	0.10	0.24	0.15	0.17	0.10	0.06	0.12	0.11	0.14	0.13	0.22
BND	0.15	0.04	0.82	1.00	0.33	0.02	0.12	0.28	0.17	0.21	0.14	0.08	0.15	0.13	0.17	0.17	0.27
SGOL	0.12	0.02	0.27	0.33	1.00	0.35	0.31	0.16	0.11	0.15	0.35	0.13	0.31	0.14	0.13	0.15	0.31
GNR	0.60	-0.04	-0.00	0.02	0.35	1.00	0.67	0.49	0.44	0.53	0.81	0.73	0.79	0.69	0.57	0.67	0.76
IEMG	0.65	0.02	0.10	0.12	0.31	0.67	1.00	0.45	0.62	0.50	0.75	0.54	0.77	0.64	0.64	0.66	0.77
VNQ	0.66	0.01	0.24	0.28	0.16	0.49	0.45	1.00	0.53	0.76	0.58	0.73	0.60	0.72	0.66	0.75	0.75
IWF	0.94	0.01	0.15	0.17	0.11	0.44	0.62	0.53	1.00	0.70	0.59	0.60	0.65	0.73	0.92	0.80	0.81
USMV	0.83	0.01	0.17	0.21	0.15	0.53	0.50	0.76	0.70	1.00	0.60	0.85	0.66	0.73	0.84	0.83	0.83
AVDV	0.70	-0.02	0.10	0.14	0.35	0.81	0.75	0.58	0.59	0.60	1.00	0.71	0.96	0.74	0.68	0.74	0.86
VTV	0.81	-0.02	0.06	0.08	0.13	0.73	0.54	0.73	0.60	0.85	0.71	1.00	0.75	0.84	0.79	0.86	0.86
AVDE	0.76	-0.01	0.12	0.15	0.31	0.79	0.77	0.60	0.65	0.66	0.96	0.75	1.00	0.77	0.74	0.79	0.90
VB	0.85	-0.02	0.11	0.13	0.14	0.69	0.64	0.72	0.73	0.73	0.74	0.84	0.77	1.00	0.83	0.96	0.89
QUAL	0.98	0.01	0.14	0.17	0.13	0.57	0.64	0.66	0.92	0.84	0.68	0.79	0.74	0.83	1.00	0.90	0.91
VO	0.91	-0.01	0.13	0.17	0.15	0.67	0.66	0.75	0.80	0.83	0.74	0.86	0.79	0.96	0.90	1.00	0.94
Portfolio	0.92	0.00	0.22	0.27	0.31	0.76	0.77	0.75	0.81	0.83	0.86	0.86	0.90	0.89	0.91	0.94	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

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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