PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

60%VTI/40%VXUS

Last updated Feb 24, 2024

Asset Allocation


VTI 50%VXUS 50%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

50%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 60%VTI/40%VXUS, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
12.95%
15.50%
60%VTI/40%VXUS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns

As of Feb 24, 2024, the 60%VTI/40%VXUS returned 3.96% Year-To-Date and 8.19% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
60%VTI/40%VXUS3.96%3.71%12.95%20.83%9.74%8.22%
VTI
Vanguard Total Stock Market ETF
6.23%3.99%16.20%28.34%13.71%12.04%
VXUS
Vanguard Total International Stock ETF
1.71%3.42%9.73%13.59%5.72%4.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.29%
20233.78%-3.16%-4.11%-3.00%8.83%5.20%

Sharpe Ratio

The current 60%VTI/40%VXUS Sharpe ratio is 1.61. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.61

The Sharpe ratio of 60%VTI/40%VXUS 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.61
2.23
60%VTI/40%VXUS
Benchmark (^GSPC)
Portfolio components

Dividend yield

60%VTI/40%VXUS granted a 2.27% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
60%VTI/40%VXUS2.27%2.34%2.38%2.15%1.78%2.42%2.61%2.22%2.43%2.41%2.58%2.22%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.19%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Expense Ratio

The 60%VTI/40%VXUS has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
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
^GSPC
S&P 500
2.23
60%VTI/40%VXUS
1.61
VTI
Vanguard Total Stock Market ETF
2.15
VXUS
Vanguard Total International Stock ETF
0.94

Asset Correlations Table

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

VTIVXUS
VTI1.000.83
VXUS0.831.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
60%VTI/40%VXUS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 60%VTI/40%VXUS. 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 60%VTI/40%VXUS was 34.38%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.38%Feb 13, 202027Mar 23, 2020109Aug 26, 2020136
-26.88%Nov 9, 2021233Oct 12, 2022333Feb 9, 2024566
-23.69%May 2, 2011108Oct 3, 2011304Dec 18, 2012412
-19.93%Jan 29, 2018229Dec 24, 2018212Oct 28, 2019441
-19.82%May 22, 2015183Feb 11, 2016212Dec 13, 2016395

Volatility Chart

The current 60%VTI/40%VXUS volatility is 3.38%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.38%
3.90%
60%VTI/40%VXUS
Benchmark (^GSPC)
Portfolio components
0 comments