Growth
Asset Allocation
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 every 3 months.
The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of NTSX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Growth | -15.26% | -9.66% | -12.59% | 6.29% | 15.20% | N/A |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | -16.46% | -9.85% | -12.83% | 6.73% | 15.40% | 13.08% |
SCHG Schwab U.S. Large-Cap Growth ETF | -17.32% | -10.27% | -13.60% | 6.24% | 16.68% | 13.78% |
VOOG Vanguard S&P 500 Growth ETF | -15.21% | -9.39% | -12.02% | 8.90% | 14.69% | 12.72% |
MGK Vanguard Mega Cap Growth ETF | -17.10% | -10.11% | -13.49% | 6.67% | 15.94% | 13.83% |
VGT Vanguard Information Technology ETF | -20.81% | -12.79% | -18.78% | 3.02% | 17.31% | 17.45% |
NTSX WisdomTree U.S. Efficient Core Fund | -10.03% | -8.28% | -10.26% | 5.83% | 9.85% | N/A |
VOO Vanguard S&P 500 ETF | -12.03% | -8.89% | -11.37% | 5.19% | 14.80% | 11.29% |
SPMO Invesco S&P 500® Momentum ETF | -9.38% | -8.62% | -8.38% | 15.49% | 18.36% | N/A |
VCR Vanguard Consumer Discretionary ETF | -20.51% | -8.72% | -10.87% | 2.82% | 13.71% | 10.43% |
RSP Invesco S&P 500® Equal Weight ETF | -8.60% | -7.87% | -10.87% | 1.37% | 14.01% | 8.66% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.40% | -2.72% | -7.53% | -7.99% | -15.26% | ||||||||
| 2024 | 1.69% | 6.55% | 2.20% | -4.65% | 5.75% | 5.68% | -0.21% | 2.04% | 2.69% | -0.87% | 7.04% | -0.86% | 29.80% |
| 2023 | 8.12% | -2.13% | 5.45% | 1.04% | 2.43% | 6.95% | 3.07% | -1.24% | -5.19% | -2.44% | 10.81% | 5.08% | 35.40% |
| 2022 | -7.68% | -3.67% | 3.54% | -11.09% | -1.47% | -8.73% | 11.96% | -4.71% | -9.84% | 6.41% | 4.73% | -7.15% | -26.71% |
| 2021 | -0.40% | 1.00% | 2.80% | 6.06% | -0.80% | 4.80% | 2.71% | 3.37% | -4.95% | 7.88% | 0.25% | 2.46% | 27.51% |
| 2020 | 2.02% | -7.26% | -11.49% | 14.43% | 6.34% | 3.92% | 7.01% | 9.26% | -3.90% | -3.03% | 10.96% | 4.21% | 33.40% |
| 2019 | 8.72% | 3.65% | 2.71% | 4.16% | -6.14% | 6.93% | 1.70% | -1.14% | 1.05% | 1.96% | 3.59% | 2.87% | 33.56% |
| 2018 | 3.66% | 0.46% | -8.30% | 1.12% | -8.50% | -11.64% |
Expense Ratio
Growth has an expense ratio of 0.10%, 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 Growth is 29, 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.15 | 0.38 | 1.05 | 0.16 | 0.60 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.14 | 0.37 | 1.05 | 0.15 | 0.54 |
VOOG Vanguard S&P 500 Growth ETF | 0.24 | 0.50 | 1.07 | 0.27 | 0.98 |
MGK Vanguard Mega Cap Growth ETF | 0.14 | 0.37 | 1.05 | 0.15 | 0.54 |
VGT Vanguard Information Technology ETF | -0.02 | 0.17 | 1.02 | -0.02 | -0.09 |
NTSX WisdomTree U.S. Efficient Core Fund | 0.28 | 0.51 | 1.07 | 0.31 | 1.32 |
VOO Vanguard S&P 500 ETF | 0.22 | 0.43 | 1.06 | 0.22 | 0.94 |
SPMO Invesco S&P 500® Momentum ETF | 0.49 | 0.84 | 1.12 | 0.60 | 2.30 |
VCR Vanguard Consumer Discretionary ETF | 0.06 | 0.26 | 1.03 | 0.05 | 0.18 |
RSP Invesco S&P 500® Equal Weight ETF | 0.10 | 0.26 | 1.04 | 0.09 | 0.38 |
Dividends
Dividend yield
Growth provided a 0.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.90% | 0.75% | 1.01% | 1.13% | 0.72% | 1.06% | 1.27% | 1.35% | 1.10% | 1.35% | 1.23% | 1.05% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.57% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.49% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
VOOG Vanguard S&P 500 Growth ETF | 0.66% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
MGK Vanguard Mega Cap Growth ETF | 0.53% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% |
VGT Vanguard Information Technology ETF | 0.65% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.33% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.48% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SPMO Invesco S&P 500® Momentum ETF | 0.59% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.98% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% |
RSP Invesco S&P 500® Equal Weight ETF | 1.76% | 1.52% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
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 32.62%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Growth drawdown is 18.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -30.67% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -21.73% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -21.1% | Oct 2, 2018 | 58 | Dec 24, 2018 | 71 | Apr 8, 2019 | 129 |
| -11.06% | Jul 11, 2024 | 18 | Aug 5, 2024 | 35 | Sep 24, 2024 | 53 |
Volatility
Volatility Chart
The current Growth volatility is 15.59%, 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 10 assets, with an effective number of assets of 10.00, 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
| RSP | SPMO | VCR | NTSX | VGT | MGK | VOO | SCHG | VUG | VOOG | |
|---|---|---|---|---|---|---|---|---|---|---|
| RSP | 1.00 | 0.73 | 0.80 | 0.82 | 0.73 | 0.72 | 0.91 | 0.75 | 0.75 | 0.77 |
| SPMO | 0.73 | 1.00 | 0.73 | 0.81 | 0.83 | 0.84 | 0.86 | 0.85 | 0.85 | 0.88 |
| VCR | 0.80 | 0.73 | 1.00 | 0.82 | 0.81 | 0.85 | 0.87 | 0.86 | 0.87 | 0.85 |
| NTSX | 0.82 | 0.81 | 0.82 | 1.00 | 0.86 | 0.89 | 0.92 | 0.89 | 0.90 | 0.90 |
| VGT | 0.73 | 0.83 | 0.81 | 0.86 | 1.00 | 0.96 | 0.91 | 0.97 | 0.97 | 0.96 |
| MGK | 0.72 | 0.84 | 0.85 | 0.89 | 0.96 | 1.00 | 0.93 | 0.99 | 1.00 | 0.98 |
| VOO | 0.91 | 0.86 | 0.87 | 0.92 | 0.91 | 0.93 | 1.00 | 0.93 | 0.94 | 0.95 |
| SCHG | 0.75 | 0.85 | 0.86 | 0.89 | 0.97 | 0.99 | 0.93 | 1.00 | 1.00 | 0.99 |
| VUG | 0.75 | 0.85 | 0.87 | 0.90 | 0.97 | 1.00 | 0.94 | 1.00 | 1.00 | 0.99 |
| VOOG | 0.77 | 0.88 | 0.85 | 0.90 | 0.96 | 0.98 | 0.95 | 0.99 | 0.99 | 1.00 |