Di's bogle
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | Government Bonds | 30% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Di's bogle, 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 23, 2009, corresponding to the inception date of VGSH
Returns By Period
As of Oct 30, 2024, the Di's bogle returned 14.00% Year-To-Date and 8.39% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Di's bogle | 14.00% | 0.24% | 11.42% | 27.28% | 9.50% | 8.39% |
| Portfolio components: | ||||||
VGSH Vanguard Short-Term Treasury ETF | 3.50% | -0.67% | 3.65% | 5.78% | 1.27% | 1.28% |
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 1.92% | -2.54% | 4.80% | 8.45% | 0.03% | 1.32% |
VTI Vanguard Total Stock Market ETF | 22.25% | 1.78% | 16.24% | 41.75% | 15.07% | 12.66% |
Monthly Returns
The table below presents the monthly returns of Di's bogle, 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 | 0.77% | 2.69% | 2.21% | -3.26% | 3.36% | 2.23% | 1.97% | 1.74% | 1.63% | 14.00% | |||
| 2023 | 4.97% | -2.28% | 2.68% | 0.89% | -0.11% | 3.66% | 2.20% | -1.19% | -3.46% | -1.83% | 6.66% | 4.20% | 17.04% |
| 2022 | -4.18% | -1.59% | 0.78% | -6.21% | 0.15% | -5.11% | 6.20% | -3.21% | -6.70% | 4.58% | 3.99% | -3.85% | -15.07% |
| 2021 | -0.33% | 1.49% | 1.95% | 3.25% | 0.44% | 1.48% | 1.40% | 1.64% | -3.01% | 3.75% | -0.78% | 2.20% | 14.14% |
| 2020 | 0.68% | -4.03% | -7.15% | 7.98% | 3.50% | 1.49% | 3.62% | 4.33% | -2.23% | -1.35% | 7.13% | 2.95% | 17.04% |
| 2019 | 5.33% | 2.14% | 1.43% | 2.37% | -3.26% | 4.54% | 0.80% | -0.44% | 0.83% | 1.35% | 2.18% | 1.64% | 20.33% |
| 2018 | 2.63% | -2.45% | -0.94% | -0.02% | 1.91% | 0.46% | 1.88% | 2.35% | -0.12% | -4.45% | 1.52% | -4.65% | -2.20% |
| 2017 | 1.18% | 2.35% | 0.07% | 0.89% | 0.80% | 0.42% | 1.27% | 0.37% | 1.20% | 1.23% | 1.71% | 0.75% | 12.93% |
| 2016 | -2.64% | 0.27% | 4.19% | 0.36% | 0.97% | 0.85% | 2.40% | -0.10% | 0.21% | -1.55% | 1.85% | 1.26% | 8.17% |
| 2015 | -0.77% | 2.84% | -0.49% | 0.32% | 0.75% | -1.23% | 1.29% | -3.69% | -1.28% | 4.63% | 0.24% | -1.41% | 0.96% |
| 2014 | -1.39% | 2.95% | 0.07% | 0.20% | 1.59% | 1.54% | -1.31% | 2.80% | -1.46% | 2.01% | 1.76% | -0.13% | 8.82% |
| 2013 | 3.06% | 1.00% | 2.48% | 1.19% | 0.92% | -1.34% | 3.49% | -2.16% | 2.83% | 2.71% | 1.61% | 1.24% | 18.23% |
Expense Ratio
Di's bogle has an expense ratio of 0.05%, 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 risk-adjusted rank of Di's bogle is 77, placing it in the top 23% 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 | |
|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 2.97 | 4.86 | 1.65 | 2.15 | 18.45 |
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 1.49 | 2.23 | 1.28 | 0.57 | 5.23 |
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 3.32 | 22.61 |
Dividends
Dividend yield
Di's bogle provided a 2.40% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Di's bogle | 2.40% | 2.26% | 1.73% | 1.15% | 2.52% | 2.01% | 2.13% | 1.69% | 2.09% | 2.00% | 1.69% | 1.67% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 4.08% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 4.05% | 3.56% | 2.07% | 1.19% | 4.96% | 2.41% | 2.44% | 1.85% | 2.87% | 2.46% | 1.96% | 1.97% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 Di's bogle. 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 Di's bogle was 19.75%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Di's bogle drawdown is 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -19.41% | Dec 28, 2021 | 202 | Oct 14, 2022 | 320 | Jan 25, 2024 | 522 |
| -11.22% | Sep 21, 2018 | 65 | Dec 24, 2018 | 55 | Mar 15, 2019 | 120 |
| -10.62% | Jul 8, 2011 | 61 | Oct 3, 2011 | 73 | Jan 18, 2012 | 134 |
| -8.43% | Apr 26, 2010 | 49 | Jul 2, 2010 | 65 | Oct 5, 2010 | 114 |
Volatility
Volatility Chart
The current Di's bogle 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.
Diversification
Asset Correlations Table
| VTI | VGSH | VFIUX | |
|---|---|---|---|
| VTI | 1.00 | -0.15 | -0.24 |
| VGSH | -0.15 | 1.00 | 0.74 |
| VFIUX | -0.24 | 0.74 | 1.00 |