Five & Dime
Diversified and balanced portfolio that employs "factors" with allocations to funds of either 5% &/or 10%
Asset Allocation
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
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
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 |
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.
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.
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.