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3funds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 33.33%VTIAX 33.33%VTSAX 33.33%BondBondEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
139.46%
318.20%
3funds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX

Returns By Period

As of Apr 20, 2024, the 3funds returned 0.33% Year-To-Date and 5.84% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
3funds0.33%-3.69%12.62%8.99%5.93%5.86%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.01%-3.81%13.86%6.47%4.64%3.93%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
3.74%-5.13%18.56%21.46%12.16%11.64%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.20%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.28%2.39%2.39%
2023-3.54%-2.57%7.45%4.65%

Expense Ratio

The 3funds has an expense ratio of 0.06% 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.


0.50%1.00%1.50%2.00%0.11%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


3funds
Sharpe ratio
The chart of Sharpe ratio for 3funds, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.04
Sortino ratio
The chart of Sortino ratio for 3funds, currently valued at 1.57, compared to the broader market-2.000.002.004.006.001.57
Omega ratio
The chart of Omega ratio for 3funds, currently valued at 1.18, compared to the broader market0.801.001.201.401.601.801.18
Calmar ratio
The chart of Calmar ratio for 3funds, currently valued at 0.58, compared to the broader market0.002.004.006.008.000.58
Martin ratio
The chart of Martin ratio for 3funds, currently valued at 3.01, compared to the broader market0.0010.0020.0030.0040.003.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.550.861.100.351.52
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.702.491.291.336.67
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06

Sharpe Ratio

The current 3funds Sharpe ratio is 1.04. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.04

The Sharpe ratio of 3funds is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.04
1.66
3funds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

3funds granted a 2.73% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
3funds2.73%2.58%2.43%2.08%1.91%2.51%2.67%2.33%2.46%2.46%2.65%2.41%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.40%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
1.43%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
3.36%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.05%
-5.46%
3funds
Benchmark (^GSPC)
Portfolio components

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 4.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.4%Nov 9, 2021235Oct 14, 2022358Mar 20, 2024593
-23.3%Feb 13, 202027Mar 23, 202083Jul 21, 2020110
-14.46%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-13.26%Jan 29, 2018229Dec 24, 2018121Jun 19, 2019350
-12.57%Apr 29, 2015200Feb 11, 2016124Aug 9, 2016324

Volatility

Volatility Chart

The current 3funds volatility is 2.08%, 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%NovemberDecember2024FebruaryMarchApril
2.08%
3.15%
3funds
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

BNDVTIAXVTSAX
BND1.00-0.08-0.13
VTIAX-0.081.000.82
VTSAX-0.130.821.00