3funds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 33.33% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | Large Cap Blend Equities, Foreign Large Cap Equities | 33.33% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | Large Cap Blend Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3funds, 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 Nov 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Jul 25, 2024, the 3funds returned 6.57% Year-To-Date and 6.10% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 3funds | 6.35% | 0.24% | 6.54% | 10.83% | 6.71% | 6.10% |
| Portfolio components: | ||||||
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 5.45% | 0.37% | 6.99% | 8.30% | 5.84% | 4.04% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.14% | -0.51% | 10.83% | 20.05% | 13.35% | 12.08% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
Monthly Returns
The table below presents the monthly returns of 3funds, 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 | -0.28% | 2.39% | 2.39% | -3.03% | 3.47% | 1.04% | 6.35% | ||||||
| 2023 | 6.21% | -3.05% | 2.64% | 1.13% | -1.38% | 3.69% | 2.44% | -2.36% | -3.54% | -2.57% | 7.45% | 4.65% | 15.53% |
| 2022 | -3.64% | -2.21% | -0.02% | -6.42% | 0.69% | -6.07% | 5.13% | -3.53% | -7.83% | 3.46% | 7.45% | -3.00% | -15.95% |
| 2021 | -0.44% | 1.32% | 1.35% | 2.94% | 1.25% | 0.99% | 0.54% | 1.47% | -2.98% | 3.14% | -1.91% | 2.48% | 10.41% |
| 2020 | -0.47% | -4.35% | -10.02% | 8.01% | 3.70% | 2.44% | 3.74% | 3.59% | -1.95% | -1.65% | 8.77% | 3.54% | 14.70% |
| 2019 | 5.79% | 1.75% | 1.33% | 2.24% | -3.44% | 4.65% | -0.10% | -0.53% | 1.25% | 1.95% | 1.63% | 2.37% | 20.25% |
| 2018 | 3.21% | -3.34% | -0.65% | 0.11% | 0.53% | -0.46% | 1.95% | 0.63% | -0.03% | -5.53% | 1.30% | -3.96% | -6.40% |
| 2017 | 2.02% | 1.94% | 0.98% | 1.35% | 1.57% | 0.50% | 1.90% | 0.55% | 1.27% | 1.36% | 1.26% | 1.22% | 17.12% |
| 2016 | -3.35% | -0.44% | 5.22% | 1.09% | 0.25% | 0.44% | 3.00% | 0.22% | 0.57% | -1.63% | -0.10% | 1.45% | 6.67% |
| 2015 | -0.05% | 3.24% | -0.67% | 1.72% | -0.03% | -1.84% | 0.57% | -4.50% | -1.89% | 4.75% | -0.38% | -1.44% | -0.84% |
| 2014 | -2.11% | 3.48% | 0.25% | 0.73% | 1.71% | 1.47% | -1.28% | 2.12% | -2.56% | 1.07% | 1.00% | -1.16% | 4.64% |
| 2013 | 2.74% | 0.21% | 1.66% | 2.09% | -0.86% | -2.20% | 3.48% | -1.79% | 4.04% | 2.86% | 0.90% | 1.12% | 14.96% |
Expense Ratio
3funds has an expense ratio of 0.06%, 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 3funds is 29, 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 | |
|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 0.72 | 1.08 | 1.13 | 0.44 | 1.92 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.62 | 2.28 | 1.28 | 1.37 | 5.96 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
Dividends
Dividend yield
3funds granted a 2.60% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3funds | 2.60% | 2.58% | 2.43% | 2.08% | 1.91% | 2.51% | 2.67% | 2.33% | 2.46% | 2.46% | 2.65% | 2.41% |
| Portfolio components: | ||||||||||||
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.03% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 3funds. 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 3funds was 23.40%, occurring on Oct 14, 2022. Recovery took 358 trading sessions.
The current 3funds drawdown is 2.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.4% | Nov 9, 2021 | 235 | Oct 14, 2022 | 358 | Mar 20, 2024 | 593 |
| -23.3% | Feb 13, 2020 | 27 | Mar 23, 2020 | 83 | Jul 21, 2020 | 110 |
| -14.46% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -13.26% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -12.57% | Apr 29, 2015 | 200 | Feb 11, 2016 | 124 | Aug 9, 2016 | 324 |
Volatility
Volatility Chart
The current 3funds volatility is 2.41%, 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
| BND | VTIAX | VTSAX | |
|---|---|---|---|
| BND | 1.00 | -0.07 | -0.11 |
| VTIAX | -0.07 | 1.00 | 0.82 |
| VTSAX | -0.11 | 0.82 | 1.00 |