Retirement
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement, 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 every 3 months.
The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTSNX
Returns By Period
As of May 3, 2025, the Retirement returned 5.17% Year-To-Date and 6.62% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 0.28% | -0.74% | 12.29% | 15.01% | 10.56% |
| Retirement | 5.17% | 5.51% | 3.54% | 10.88% | 11.13% | 6.64% |
| Portfolio components: | ||||||
ABALX American Funds American Balanced Fund Class A | 0.64% | 2.87% | -2.74% | 6.12% | 7.11% | 5.16% |
AMRMX American Funds American Mutual Fund Class A | 2.03% | 2.47% | -3.23% | 7.66% | 10.31% | 6.29% |
CAIBX American Funds Capital Income Builder Class A | 6.39% | 2.56% | 5.31% | 14.94% | 10.02% | 5.93% |
AGTHX American Funds The Growth Fund of America Class A | -2.01% | 9.09% | 1.89% | 14.34% | 14.61% | 12.47% |
RWMGX American Funds Washington Mutual Investors Fund Class R-6 | 1.07% | 3.92% | -1.68% | 4.73% | 10.82% | 6.45% |
VFORX Vanguard Target Retirement 2040 Fund | 1.99% | 4.28% | 2.32% | 10.08% | 7.38% | 5.85% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | -7.09% | 7.24% | -3.70% | 5.68% | 13.01% | 8.32% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 9.91% | 6.44% | 4.81% | 8.46% | 3.47% | 1.15% |
VNQ Vanguard Real Estate ETF | 1.74% | 1.92% | -1.72% | 14.91% | 8.24% | 5.57% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 10.37% | 6.13% | 6.92% | 11.15% | 11.35% | 5.25% |
VINIX Vanguard Institutional Index Fund Institutional Shares | -3.09% | 5.46% | -1.31% | 10.99% | 14.53% | 11.30% |
PJFAX PGIM Jennison Growth Fund | -4.37% | 10.93% | -9.55% | 1.05% | 6.55% | 6.52% |
VBMFX Vanguard Total Bond Market Index Fund | 2.32% | -1.13% | 2.09% | 5.69% | -0.92% | 1.44% |
Monthly Returns
The table below presents the monthly returns of Retirement, 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 | 3.57% | 0.38% | -1.99% | 1.53% | 1.66% | 5.17% | |||||||
| 2024 | -0.78% | 3.62% | 3.03% | -3.18% | 3.72% | 0.43% | 2.85% | 2.40% | 2.29% | -2.87% | 2.46% | -3.70% | 10.31% |
| 2023 | 7.29% | -3.39% | 2.04% | 1.36% | -2.08% | 4.77% | 3.57% | -3.31% | -3.70% | -3.09% | 8.48% | 5.17% | 17.27% |
| 2022 | -4.12% | -2.47% | 0.87% | -6.91% | 0.76% | -7.97% | 5.17% | -3.58% | -9.09% | 4.79% | 9.35% | -3.87% | -17.32% |
| 2021 | -0.12% | 2.37% | 2.29% | 3.42% | 1.99% | 0.38% | -0.19% | 1.97% | -3.47% | 4.25% | -3.36% | 1.57% | 11.32% |
| 2020 | -1.77% | -6.47% | -14.06% | 9.38% | 4.73% | 3.13% | 4.19% | 4.76% | -2.34% | -2.21% | 12.02% | 4.76% | 14.10% |
| 2019 | 7.40% | 2.12% | 1.06% | 2.72% | -5.15% | 5.55% | -0.63% | -1.73% | 1.85% | 2.63% | 2.07% | 2.95% | 22.25% |
| 2018 | 5.09% | -4.36% | -0.98% | 0.74% | 0.03% | -0.73% | 2.44% | -0.22% | 0.21% | -7.36% | 1.80% | -6.51% | -10.10% |
| 2017 | 3.10% | 2.08% | 1.59% | 1.64% | 2.20% | 0.39% | 2.77% | 0.40% | 1.96% | 1.82% | 1.52% | 0.96% | 22.41% |
| 2016 | -5.21% | -1.20% | 7.32% | 1.72% | 0.13% | -0.07% | 3.88% | 0.33% | 0.94% | -2.00% | 0.34% | 1.25% | 7.15% |
| 2015 | -0.59% | 4.94% | -1.20% | 2.98% | -0.12% | -2.36% | 0.39% | -6.32% | -3.23% | 6.57% | -0.49% | -2.62% | -2.72% |
| 2014 | -3.61% | 4.93% | 0.24% | 0.70% | 2.11% | 1.90% | -1.78% | 2.38% | -3.60% | 1.23% | 0.82% | -2.12% | 2.86% |
Expense Ratio
Retirement has an expense ratio of 0.25%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Retirement is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABALX American Funds American Balanced Fund Class A | 0.58 | 0.85 | 1.13 | 0.56 | 1.78 |
AMRMX American Funds American Mutual Fund Class A | 0.58 | 0.87 | 1.14 | 0.57 | 1.88 |
CAIBX American Funds Capital Income Builder Class A | 1.55 | 2.08 | 1.32 | 1.84 | 8.92 |
AGTHX American Funds The Growth Fund of America Class A | 0.73 | 1.14 | 1.17 | 0.77 | 2.81 |
RWMGX American Funds Washington Mutual Investors Fund Class R-6 | 0.31 | 0.53 | 1.08 | 0.34 | 1.24 |
VFORX Vanguard Target Retirement 2040 Fund | 0.94 | 1.39 | 1.20 | 0.75 | 4.45 |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 0.35 | 0.66 | 1.09 | 0.32 | 1.05 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.82 | 1.25 | 1.16 | 0.47 | 1.62 |
VNQ Vanguard Real Estate ETF | 0.96 | 1.38 | 1.18 | 0.69 | 3.19 |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 0.89 | 1.30 | 1.18 | 1.05 | 3.28 |
VINIX Vanguard Institutional Index Fund Institutional Shares | 0.67 | 1.05 | 1.16 | 0.69 | 2.71 |
PJFAX PGIM Jennison Growth Fund | 0.12 | 0.34 | 1.05 | 0.09 | 0.29 |
VBMFX Vanguard Total Bond Market Index Fund | 1.29 | 1.94 | 1.23 | 0.53 | 3.31 |
Dividends
Dividend yield
Retirement provided a 3.43% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.43% | 3.58% | 3.29% | 2.47% | 5.24% | 2.35% | 3.25% | 3.99% | 3.03% | 3.17% | 3.47% | 4.25% |
| Portfolio components: | ||||||||||||
ABALX American Funds American Balanced Fund Class A | 2.09% | 2.10% | 2.36% | 1.69% | 1.20% | 1.32% | 1.91% | 2.10% | 1.79% | 1.77% | 2.48% | 8.15% |
AMRMX American Funds American Mutual Fund Class A | 1.72% | 1.74% | 2.12% | 2.00% | 1.64% | 1.92% | 2.02% | 2.25% | 2.00% | 2.09% | 2.25% | 2.01% |
CAIBX American Funds Capital Income Builder Class A | 3.19% | 3.35% | 3.36% | 3.43% | 3.14% | 3.38% | 3.29% | 3.80% | 3.41% | 3.52% | 3.62% | 4.67% |
AGTHX American Funds The Growth Fund of America Class A | 9.17% | 8.99% | 6.81% | 0.75% | 8.18% | 4.30% | 7.15% | 11.99% | 7.03% | 6.61% | 8.87% | 9.90% |
RWMGX American Funds Washington Mutual Investors Fund Class R-6 | 1.70% | 1.71% | 1.96% | 2.27% | 1.69% | 2.02% | 2.11% | 2.40% | 2.14% | 2.21% | 2.42% | 8.14% |
VFORX Vanguard Target Retirement 2040 Fund | 2.60% | 2.65% | 2.38% | 2.60% | 20.68% | 2.06% | 2.28% | 2.58% | 1.95% | 2.40% | 2.99% | 1.99% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 1.28% | 1.10% | 1.27% | 1.16% | 1.14% | 1.08% | 1.31% | 1.67% | 1.27% | 1.45% | 1.37% | 1.34% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.69% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% |
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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 3.00% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 1.36% | 1.27% | 1.47% | 1.74% | 1.28% | 1.59% | 1.91% | 2.13% | 1.82% | 2.07% | 2.45% | 1.88% |
PJFAX PGIM Jennison Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBMFX Vanguard Total Bond Market Index Fund | 3.65% | 3.57% | 2.99% | 2.49% | 2.01% | 2.29% | 2.63% | 2.70% | 2.46% | 2.43% | 2.48% | 2.69% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Retirement. 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 Retirement was 31.95%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Retirement drawdown is 0.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.95% | Jan 21, 2020 | 44 | Mar 23, 2020 | 111 | Aug 28, 2020 | 155 |
| -28.02% | Nov 9, 2021 | 235 | Oct 14, 2022 | 397 | May 15, 2024 | 632 |
| -22.17% | May 2, 2011 | 108 | Oct 3, 2011 | 304 | Dec 18, 2012 | 412 |
| -19.71% | May 18, 2015 | 187 | Feb 11, 2016 | 240 | Jan 25, 2017 | 427 |
| -19.18% | Jan 29, 2018 | 229 | Dec 24, 2018 | 232 | Nov 25, 2019 | 461 |
Volatility
Volatility Chart
The current Retirement volatility is 10.31%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VBMFX | VNQ | VNQI | PJFAX | VTSNX | VIEIX | CAIBX | AMRMX | AGTHX | RWMGX | ABALX | VINIX | VFORX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.17 | 0.63 | 0.69 | 0.88 | 0.81 | 0.88 | 0.85 | 0.92 | 0.94 | 0.95 | 0.95 | 1.00 | 0.96 | 0.92 |
| VBMFX | -0.17 | 1.00 | 0.08 | -0.04 | -0.13 | -0.12 | -0.15 | -0.04 | -0.16 | -0.15 | -0.19 | -0.05 | -0.18 | -0.12 | -0.13 |
| VNQ | 0.63 | 0.08 | 1.00 | 0.60 | 0.49 | 0.55 | 0.63 | 0.67 | 0.66 | 0.55 | 0.62 | 0.64 | 0.63 | 0.64 | 0.62 |
| VNQI | 0.69 | -0.04 | 0.60 | 1.00 | 0.61 | 0.84 | 0.66 | 0.77 | 0.69 | 0.68 | 0.68 | 0.72 | 0.69 | 0.78 | 0.82 |
| PJFAX | 0.88 | -0.13 | 0.49 | 0.61 | 1.00 | 0.72 | 0.82 | 0.68 | 0.73 | 0.94 | 0.77 | 0.82 | 0.88 | 0.85 | 0.82 |
| VTSNX | 0.81 | -0.12 | 0.55 | 0.84 | 0.72 | 1.00 | 0.77 | 0.88 | 0.79 | 0.80 | 0.80 | 0.83 | 0.81 | 0.92 | 0.96 |
| VIEIX | 0.88 | -0.15 | 0.63 | 0.66 | 0.82 | 0.77 | 1.00 | 0.77 | 0.82 | 0.89 | 0.84 | 0.85 | 0.88 | 0.90 | 0.87 |
| CAIBX | 0.85 | -0.04 | 0.67 | 0.77 | 0.68 | 0.88 | 0.77 | 1.00 | 0.90 | 0.79 | 0.88 | 0.89 | 0.85 | 0.90 | 0.92 |
| AMRMX | 0.92 | -0.16 | 0.66 | 0.69 | 0.73 | 0.79 | 0.82 | 0.90 | 1.00 | 0.83 | 0.96 | 0.92 | 0.93 | 0.91 | 0.89 |
| AGTHX | 0.94 | -0.15 | 0.55 | 0.68 | 0.94 | 0.80 | 0.89 | 0.79 | 0.83 | 1.00 | 0.87 | 0.91 | 0.94 | 0.93 | 0.91 |
| RWMGX | 0.95 | -0.19 | 0.62 | 0.68 | 0.77 | 0.80 | 0.84 | 0.88 | 0.96 | 0.87 | 1.00 | 0.94 | 0.95 | 0.92 | 0.90 |
| ABALX | 0.95 | -0.05 | 0.64 | 0.72 | 0.82 | 0.83 | 0.85 | 0.89 | 0.92 | 0.91 | 0.94 | 1.00 | 0.95 | 0.95 | 0.92 |
| VINIX | 1.00 | -0.18 | 0.63 | 0.69 | 0.88 | 0.81 | 0.88 | 0.85 | 0.93 | 0.94 | 0.95 | 0.95 | 1.00 | 0.96 | 0.92 |
| VFORX | 0.96 | -0.12 | 0.64 | 0.78 | 0.85 | 0.92 | 0.90 | 0.90 | 0.91 | 0.93 | 0.92 | 0.95 | 0.96 | 1.00 | 0.98 |
| Portfolio | 0.92 | -0.13 | 0.62 | 0.82 | 0.82 | 0.96 | 0.87 | 0.92 | 0.89 | 0.91 | 0.90 | 0.92 | 0.92 | 0.98 | 1.00 |