Total Market Ex-US
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GMWEX GuideMark World ex-US Fund | Foreign Large Cap Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Total Market Ex-US, 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 Jul 25, 2001, corresponding to the inception date of GMWEX
Returns By Period
As of Sep 21, 2024, the Total Market Ex-US returned 11.92% Year-To-Date and 4.55% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Total Market Ex-US | 11.92% | 1.71% | 6.17% | 20.18% | 7.13% | 4.47% |
| Portfolio components: | ||||||
GMWEX GuideMark World ex-US Fund | 11.92% | 1.71% | 6.17% | 20.18% | 7.13% | 4.47% |
Monthly Returns
The table below presents the monthly returns of Total Market Ex-US, 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 | -0.30% | 2.67% | 3.46% | -3.12% | 5.24% | -2.55% | 3.18% | 3.63% | 11.92% | ||||
| 2023 | 8.18% | -2.85% | 2.20% | 2.81% | -4.78% | 5.11% | 3.07% | -3.32% | -3.18% | -3.71% | 8.00% | 4.63% | 16.04% |
| 2022 | -4.64% | -3.01% | -0.08% | -6.98% | 1.55% | -9.36% | 5.13% | -5.38% | -9.71% | 6.43% | 12.55% | -1.65% | -16.25% |
| 2021 | -1.15% | 1.57% | 3.07% | 3.19% | 3.67% | -0.47% | 0.83% | 1.44% | -3.89% | 3.09% | -3.98% | 4.15% | 11.68% |
| 2020 | -2.57% | -7.60% | -14.40% | 6.93% | 6.11% | 3.03% | 2.48% | 4.88% | -1.59% | -3.59% | 12.83% | 4.82% | 8.65% |
| 2019 | 7.14% | 2.15% | 0.76% | 2.45% | -5.03% | 5.77% | -2.00% | -1.62% | 2.25% | 2.93% | 1.39% | 2.76% | 19.99% |
| 2018 | 5.15% | -4.23% | -0.60% | 1.71% | -0.68% | -1.59% | 1.88% | -1.72% | 0.78% | -9.03% | -0.34% | -5.65% | -14.10% |
| 2017 | 3.79% | 0.75% | 3.25% | 2.54% | 3.42% | 0.68% | 2.88% | 0.15% | 2.08% | 1.29% | 0.84% | 1.67% | 25.93% |
| 2016 | -5.43% | -2.32% | 7.13% | 1.44% | 0.13% | -2.57% | 4.09% | -0.38% | 1.78% | -2.50% | -2.18% | 2.13% | 0.68% |
| 2015 | 0.36% | 5.00% | -1.36% | 4.83% | -0.33% | -2.53% | -0.34% | -7.70% | -4.66% | 4.89% | -0.86% | -1.64% | -5.05% |
| 2014 | -5.36% | 5.31% | -0.34% | 0.79% | 1.90% | 2.08% | -2.14% | 0.88% | -4.35% | 0.00% | 0.23% | -3.69% | -5.09% |
| 2013 | 3.18% | -1.48% | 0.63% | 3.60% | -2.88% | -3.70% | 4.74% | -2.33% | 7.02% | 3.63% | 0.57% | 1.51% | 14.79% |
Expense Ratio
Total Market Ex-US has a high expense ratio of 1.15%, indicating higher-than-average management fees. 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 Total Market Ex-US is 15, indicating that it is in the bottom 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
GMWEX GuideMark World ex-US Fund | 1.42 | 1.98 | 1.25 | 1.06 | 8.62 |
Dividends
Dividend yield
Total Market Ex-US granted a 3.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total Market Ex-US | 3.06% | 3.43% | 3.12% | 1.08% | 2.01% | 1.66% | 1.61% | 1.43% | 1.86% | 2.70% | 1.50% | 0.93% |
| Portfolio components: | ||||||||||||
GMWEX GuideMark World ex-US Fund | 3.06% | 3.43% | 3.12% | 1.08% | 2.01% | 1.66% | 1.61% | 1.43% | 1.86% | 2.70% | 1.50% | 0.93% |
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 Total Market Ex-US. 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 Total Market Ex-US was 63.71%, occurring on Mar 9, 2009. Recovery took 3081 trading sessions.
The current Total Market Ex-US drawdown is 0.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.71% | Nov 1, 2007 | 338 | Mar 9, 2009 | 3081 | Jun 4, 2021 | 3419 |
| -34.72% | Aug 3, 2001 | 399 | Mar 12, 2003 | 201 | Dec 29, 2003 | 600 |
| -31.22% | Sep 7, 2021 | 267 | Sep 27, 2022 | 376 | Mar 27, 2024 | 643 |
| -18.59% | May 10, 2006 | 24 | Jun 13, 2006 | 120 | Dec 4, 2006 | 144 |
| -13.93% | Jul 16, 2007 | 24 | Aug 16, 2007 | 37 | Oct 9, 2007 | 61 |
Volatility
Volatility Chart
The current Total Market Ex-US volatility is 4.44%, 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.