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P.G.
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 40%SCHD 30%VOO 20%VXUS 10%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

40%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

30%

VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
Large Cap Blend Equities

0%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

0%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

0%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in P.G., 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


80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2024FebruaryMarchApril
101.01%
174.49%
P.G.
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 19, 2013, corresponding to the inception date of VDADX

Returns By Period

As of Apr 20, 2024, the P.G. returned 0.26% Year-To-Date and 6.86% 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%
P.G.0.26%-3.24%11.10%7.38%6.62%6.87%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.17%11.64%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.98%
VUG
Vanguard Growth ETF
3.87%-6.88%19.92%30.54%15.43%14.33%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.20%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
2.65%-3.86%14.61%13.40%11.15%10.87%
VXUS
Vanguard Total International Stock ETF
0.25%-3.58%14.24%6.76%4.72%3.98%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.13%1.35%2.74%
2023-3.56%-2.52%6.36%4.73%

Expense Ratio

The P.G. has an expense ratio of 0.04% 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%0.08%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%
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.


P.G.
Sharpe ratio
The chart of Sharpe ratio for P.G., currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.91
Sortino ratio
The chart of Sortino ratio for P.G., currently valued at 1.38, compared to the broader market-2.000.002.004.006.001.38
Omega ratio
The chart of Omega ratio for P.G., currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for P.G., currently valued at 0.54, compared to the broader market0.002.004.006.008.000.54
Martin ratio
The chart of Martin ratio for P.G., currently valued at 2.72, compared to the broader market0.0010.0020.0030.0040.002.72
^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
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
VUG
Vanguard Growth ETF
1.912.681.331.219.75
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.331.981.231.374.44
VXUS
Vanguard Total International Stock ETF
0.540.851.100.371.61
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57

Sharpe Ratio

The current P.G. Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.91

The Sharpe ratio of P.G. 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.91
1.66
P.G.
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

P.G. granted a 3.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
P.G.3.01%2.90%2.70%2.18%2.36%2.66%2.77%2.44%2.57%2.63%2.61%2.49%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VUG
Vanguard Growth ETF
0.57%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
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%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.84%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%0.00%
VXUS
Vanguard Total International Stock ETF
3.43%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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
-3.85%
-5.46%
P.G.
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the P.G.. 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 P.G. was 20.66%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current P.G. drawdown is 3.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.66%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-18.21%Jan 5, 2022194Oct 12, 2022351Mar 7, 2024545
-10.5%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-8.21%Apr 27, 201585Aug 25, 2015148Mar 29, 2016233
-5.12%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility

Volatility Chart

The current P.G. volatility is 2.20%, 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%NovemberDecember2024FebruaryMarchApril
2.20%
3.15%
P.G.
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.

BNDVXUSSCHDVUGVDADXVTIVOO
BND1.00-0.03-0.09-0.01-0.05-0.07-0.07
VXUS-0.031.000.740.750.760.820.81
SCHD-0.090.741.000.710.910.860.86
VUG-0.010.750.711.000.830.940.94
VDADX-0.050.760.910.831.000.920.93
VTI-0.070.820.860.940.921.000.99
VOO-0.070.810.860.940.930.991.00