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Long Term

Last updated Feb 21, 2024

Asset Allocation


BND 16%VTIP 10%FFRHX 10%VWEHX 9%BNDX 8%GLD 10%VIG 12%VTI 11%VYM 4%VYMI 4%PHT 3%VEU 2%VXUS 1%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

16%

VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds

10%

FFRHX
Fidelity Floating Rate High Income Fund
High Yield Bonds

10%

VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
High Yield Bonds

9%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

8%

GLD
SPDR Gold Trust
Precious Metals, Gold

10%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

12%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

11%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

4%

VYMI
Vanguard International High Dividend Yield ETF
Foreign Large Cap Equities, Dividend

4%

PHT
Pioneer High Income Fund, Inc.
Financial Services

3%

VEU
Vanguard FTSE All-World ex-US ETF
Foreign Large Cap Equities

2%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

1%

Performance

The chart shows the growth of an initial investment of $10,000 in Long Term, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.55%
13.40%
Long Term
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Long Term0.56%0.99%7.55%9.90%6.38%N/A
BND
Vanguard Total Bond Market ETF
-1.70%-0.51%3.83%2.61%0.49%1.41%
BNDX
Vanguard Total International Bond ETF
-1.21%-0.05%4.68%5.60%0.39%2.14%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
-0.61%0.50%6.88%9.63%3.86%4.10%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.06%-0.04%3.42%4.69%3.28%1.94%
FFRHX
Fidelity Floating Rate High Income Fund
1.34%0.71%5.34%10.59%4.93%4.05%
PHT
Pioneer High Income Fund, Inc.
4.50%4.14%15.98%16.47%6.26%0.94%
VTI
Vanguard Total Stock Market ETF
4.08%3.07%14.33%22.30%13.44%11.88%
VIG
Vanguard Dividend Appreciation ETF
2.86%1.92%10.70%14.64%12.23%11.31%
VYM
Vanguard High Dividend Yield ETF
2.07%2.08%9.49%7.25%9.41%9.81%
VYMI
Vanguard International High Dividend Yield ETF
0.41%2.80%10.38%10.38%6.46%N/A
VEU
Vanguard FTSE All-World ex-US ETF
0.84%3.44%9.39%9.32%5.83%4.33%
VXUS
Vanguard Total International Stock ETF
0.52%3.22%9.10%9.05%5.70%4.22%
GLD
SPDR Gold Trust
-1.94%-0.24%6.46%9.47%8.46%3.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.26%
20231.67%-0.85%-2.56%-0.34%4.82%3.22%

Sharpe Ratio

The current Long Term Sharpe ratio is 2.05. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.05

The Sharpe ratio of Long Term lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.05
1.75
Long Term
Benchmark (^GSPC)
Portfolio components

Dividend yield

Long Term granted a 3.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Long Term3.61%3.59%3.35%2.72%2.31%2.93%3.11%2.61%2.56%2.65%2.49%2.28%
BND
Vanguard Total Bond Market ETF
3.20%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BNDX
Vanguard Total International Bond ETF
4.53%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.80%5.69%5.11%4.13%4.62%5.24%5.93%5.28%5.43%5.91%5.59%5.79%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.35%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%
FFRHX
Fidelity Floating Rate High Income Fund
8.31%8.23%5.06%3.26%3.84%5.15%4.72%4.05%3.94%4.25%4.00%3.46%
PHT
Pioneer High Income Fund, Inc.
9.04%9.37%11.38%8.12%9.25%8.49%9.79%8.70%9.45%14.48%9.62%9.68%
VTI
Vanguard Total Stock Market ETF
1.38%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VIG
Vanguard Dividend Appreciation ETF
1.83%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VYM
Vanguard High Dividend Yield ETF
3.05%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
VYMI
Vanguard International High Dividend Yield ETF
4.57%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
3.29%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%
VXUS
Vanguard Total International Stock ETF
3.23%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Long Term features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.67%
0.00%2.15%
0.40%
0.00%2.15%
0.23%
0.00%2.15%
0.22%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BND
Vanguard Total Bond Market ETF
0.39
BNDX
Vanguard Total International Bond ETF
1.06
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
1.80
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.54
FFRHX
Fidelity Floating Rate High Income Fund
3.84
PHT
Pioneer High Income Fund, Inc.
1.25
VTI
Vanguard Total Stock Market ETF
1.71
VIG
Vanguard Dividend Appreciation ETF
1.40
VYM
Vanguard High Dividend Yield ETF
0.62
VYMI
Vanguard International High Dividend Yield ETF
0.82
VEU
Vanguard FTSE All-World ex-US ETF
0.70
VXUS
Vanguard Total International Stock ETF
0.68
GLD
SPDR Gold Trust
0.77

Asset Correlations Table

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

BNDXGLDBNDVTIPFFRHXPHTVWEHXVIGVYMVTIVYMIVEUVXUS
BNDX1.000.310.760.39-0.030.130.180.04-0.040.01-0.030.020.02
GLD0.311.000.430.420.030.120.100.030.020.020.170.180.18
BND0.760.431.000.53-0.000.130.220.02-0.07-0.01-0.020.020.02
VTIP0.390.420.531.000.090.170.210.110.100.110.160.170.17
FFRHX-0.030.03-0.000.091.000.310.540.260.290.290.310.320.32
PHT0.130.120.130.170.311.000.420.430.410.460.450.470.47
VWEHX0.180.100.220.210.540.421.000.410.390.430.440.470.47
VIG0.040.030.020.110.260.430.411.000.900.910.720.750.74
VYM-0.040.02-0.070.100.290.410.390.901.000.860.770.750.74
VTI0.010.02-0.010.110.290.460.430.910.861.000.760.810.81
VYMI-0.030.17-0.020.160.310.450.440.720.770.761.000.960.96
VEU0.020.180.020.170.320.470.470.750.750.810.961.001.00
VXUS0.020.180.020.170.320.470.470.740.740.810.961.001.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.30%
-1.08%
Long Term
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Long Term. 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 Long Term was 17.98%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Long Term drawdown is 0.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.98%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-14.61%Jan 3, 2022200Oct 14, 2022295Dec 13, 2023495
-6.69%Jan 29, 2018231Dec 24, 201836Feb 15, 2019267
-3.23%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-2.65%Sep 7, 201649Nov 14, 201648Jan 25, 201797

Volatility Chart

The current Long Term volatility is 1.59%, 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
1.59%
3.37%
Long Term
Benchmark (^GSPC)
Portfolio components
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