Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 14.29% |
NTSX WisdomTree U.S. Efficient Core Fund | Diversified Portfolio, Actively Managed | 14.29% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 14.29% |
VGT Vanguard Information Technology ETF | Technology Equities | 14.29% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 14.29% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 14.29% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Growth, 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
The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of NTSX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Growth | 30.33% | 3.10% | 15.75% | 38.18% | 18.49% | N/A |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 31.99% | 4.25% | 16.62% | 39.79% | 19.34% | 15.84% |
SCHG Schwab U.S. Large-Cap Growth ETF | 34.42% | 4.28% | 17.22% | 42.10% | 20.72% | 16.81% |
VOOG Vanguard S&P 500 Growth ETF | 35.14% | 3.39% | 16.88% | 41.66% | 17.88% | 15.23% |
MGK Vanguard Mega Cap Growth ETF | 31.65% | 3.76% | 16.88% | 38.48% | 20.32% | 16.60% |
VGT Vanguard Information Technology ETF | 29.40% | 2.49% | 16.54% | 38.12% | 22.82% | 20.95% |
NTSX WisdomTree U.S. Efficient Core Fund | 22.64% | 1.31% | 12.33% | 31.76% | 11.99% | N/A |
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
Monthly Returns
The table below presents the monthly returns of Growth, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.21% | 5.98% | 1.90% | -4.39% | 6.28% | 6.25% | -0.67% | 2.12% | 2.46% | -0.85% | 30.33% | ||
| 2023 | 8.52% | -1.69% | 7.14% | 1.18% | 4.14% | 6.32% | 3.12% | -1.30% | -5.54% | -2.00% | 10.91% | 4.45% | 39.75% |
| 2022 | -7.82% | -4.15% | 3.67% | -11.82% | -1.60% | -8.36% | 12.04% | -5.14% | -10.46% | 5.59% | 5.03% | -7.50% | -28.90% |
| 2021 | -0.92% | 0.90% | 2.46% | 6.27% | -0.77% | 5.25% | 3.27% | 3.52% | -5.38% | 7.99% | 0.79% | 2.45% | 28.24% |
| 2020 | 2.50% | -6.87% | -10.25% | 13.97% | 6.31% | 4.10% | 6.86% | 9.31% | -4.37% | -3.19% | 10.55% | 4.17% | 34.54% |
| 2019 | 8.32% | 3.93% | 2.95% | 4.54% | -6.28% | 7.02% | 2.01% | -0.87% | 0.81% | 2.54% | 4.07% | 3.00% | 36.16% |
| 2018 | 3.76% | 0.44% | -7.96% | 0.69% | -8.26% | -11.40% |
Expense Ratio
Growth has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Growth is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 2.53 | 3.26 | 1.46 | 3.28 | 12.97 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.64 | 3.39 | 1.48 | 3.61 | 14.40 |
VOOG Vanguard S&P 500 Growth ETF | 2.60 | 3.32 | 1.48 | 2.91 | 13.72 |
MGK Vanguard Mega Cap Growth ETF | 2.38 | 3.07 | 1.43 | 3.03 | 11.53 |
VGT Vanguard Information Technology ETF | 1.94 | 2.51 | 1.35 | 2.68 | 9.65 |
NTSX WisdomTree U.S. Efficient Core Fund | 2.75 | 3.77 | 1.49 | 1.93 | 18.24 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
Dividends
Dividend yield
Growth provided a 0.68% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.68% | 0.85% | 0.98% | 0.65% | 0.86% | 1.20% | 1.29% | 1.07% | 1.25% | 1.27% | 1.12% | 1.13% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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 Growth. 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 Growth was 32.70%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current Growth drawdown is 0.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.7% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -31.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -20.91% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -11.5% | Jul 11, 2024 | 18 | Aug 5, 2024 | 46 | Oct 9, 2024 | 64 |
| -10.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current Growth volatility is 4.84%, 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
Asset Correlations Table
| NTSX | VOO | VGT | MGK | SCHG | VOOG | VUG | |
|---|---|---|---|---|---|---|---|
| NTSX | 1.00 | 0.92 | 0.86 | 0.88 | 0.89 | 0.90 | 0.90 |
| VOO | 0.92 | 1.00 | 0.91 | 0.92 | 0.93 | 0.95 | 0.94 |
| VGT | 0.86 | 0.91 | 1.00 | 0.97 | 0.97 | 0.96 | 0.97 |
| MGK | 0.88 | 0.92 | 0.97 | 1.00 | 0.99 | 0.98 | 1.00 |
| SCHG | 0.89 | 0.93 | 0.97 | 0.99 | 1.00 | 0.99 | 1.00 |
| VOOG | 0.90 | 0.95 | 0.96 | 0.98 | 0.99 | 1.00 | 0.99 |
| VUG | 0.90 | 0.94 | 0.97 | 1.00 | 1.00 | 0.99 | 1.00 |