VOOV SMH 50-50
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 50% |
VOOV Vanguard S&P 500 Value ETF | Large Cap Value Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VOOV SMH 50-50, 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 Sep 9, 2010, corresponding to the inception date of VOOV
Returns By Period
As of Nov 13, 2024, the VOOV SMH 50-50 returned 31.30% Year-To-Date and 19.88% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| VOOV SMH 50-50 | 31.30% | -0.31% | 11.09% | 46.58% | 23.38% | 19.88% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 44.03% | -1.88% | 10.91% | 62.09% | 33.67% | 28.85% |
VOOV Vanguard S&P 500 Value ETF | 17.56% | 1.31% | 10.13% | 30.11% | 12.37% | 10.61% |
Monthly Returns
The table below presents the monthly returns of VOOV SMH 50-50, 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 | 3.26% | 8.65% | 5.44% | -4.52% | 7.73% | 3.90% | -0.29% | 0.91% | 0.94% | -1.45% | 31.30% | ||
| 2023 | 11.91% | -0.94% | 5.95% | -2.14% | 7.06% | 6.07% | 4.50% | -2.80% | -5.90% | -2.99% | 12.50% | 7.64% | 46.58% |
| 2022 | -6.29% | -1.95% | 1.91% | -9.90% | 3.89% | -12.32% | 11.11% | -6.35% | -11.14% | 6.92% | 12.80% | -6.41% | -19.79% |
| 2021 | 1.07% | 6.13% | 3.73% | 1.65% | 2.51% | 2.00% | 0.57% | 2.32% | -4.32% | 5.66% | 4.21% | 4.53% | 33.99% |
| 2020 | -2.69% | -6.71% | -13.21% | 12.36% | 4.33% | 3.74% | 6.28% | 4.54% | -1.46% | -0.71% | 16.04% | 4.82% | 26.69% |
| 2019 | 9.57% | 4.64% | 1.96% | 6.80% | -11.69% | 10.08% | 4.00% | -2.44% | 3.97% | 4.84% | 4.08% | 8.19% | 51.16% |
| 2018 | 6.48% | -2.63% | -2.11% | -3.15% | 5.07% | -1.86% | 3.58% | 1.97% | -0.82% | -8.79% | 3.01% | -7.86% | -8.08% |
| 2017 | 2.28% | 3.24% | 1.54% | -0.06% | 3.82% | -1.61% | 3.12% | 1.04% | 4.31% | 5.04% | 0.96% | 1.01% | 27.43% |
| 2016 | -5.91% | 1.09% | 8.12% | -1.39% | 4.56% | 0.51% | 7.06% | 2.50% | 2.41% | -1.63% | 5.22% | 2.45% | 27.00% |
| 2015 | -3.89% | 6.73% | -2.17% | 0.82% | 4.36% | -5.51% | -2.01% | -5.50% | -1.15% | 8.05% | 1.78% | -1.01% | -0.59% |
| 2014 | -3.53% | 4.96% | 3.52% | -0.38% | 2.38% | 4.49% | -1.48% | 4.79% | -1.45% | 1.16% | 5.36% | 0.41% | 21.62% |
| 2013 | 6.34% | 1.77% | 2.52% | 2.98% | 2.98% | -1.00% | 3.54% | -3.85% | 4.94% | 3.85% | 1.42% | 4.32% | 33.69% |
Expense Ratio
VOOV SMH 50-50 has an expense ratio of 0.22%, 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 VOOV SMH 50-50 is 39, 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.78 | 2.29 | 1.30 | 2.46 | 6.77 |
VOOV Vanguard S&P 500 Value ETF | 2.91 | 4.14 | 1.53 | 5.60 | 18.03 |
Dividends
Dividend yield
VOOV SMH 50-50 provided a 1.17% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.17% | 1.14% | 2.28% | 1.44% | 1.91% | 4.05% | 3.20% | 2.49% | 1.92% | 3.32% | 2.15% | 2.54% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
VOOV Vanguard S&P 500 Value ETF | 1.92% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
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 VOOV SMH 50-50. 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 VOOV SMH 50-50 was 34.03%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current VOOV SMH 50-50 drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.03% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -31.62% | Jan 5, 2022 | 196 | Oct 14, 2022 | 164 | Jun 12, 2023 | 360 |
| -22.33% | May 2, 2011 | 108 | Oct 3, 2011 | 74 | Jan 19, 2012 | 182 |
| -20.54% | Jan 29, 2018 | 229 | Dec 24, 2018 | 57 | Mar 19, 2019 | 286 |
| -18.17% | Jun 1, 2015 | 61 | Aug 25, 2015 | 193 | Jun 1, 2016 | 254 |
Volatility
Volatility Chart
The current VOOV SMH 50-50 volatility is 5.43%, 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
| SMH | VOOV | |
|---|---|---|
| SMH | 1.00 | 0.63 |
| VOOV | 0.63 | 1.00 |