Mutual Funds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TRLGX T. Rowe Price Large-Cap Growth Fund | Large Cap Growth Equities | 80% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mutual Funds, 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 VOO
Returns By Period
As of Nov 15, 2024, the Mutual Funds returned 31.25% Year-To-Date and 12.03% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Mutual Funds | 31.25% | 4.45% | 15.08% | 36.40% | 15.04% | 12.03% |
| Portfolio components: | ||||||
TRLGX T. Rowe Price Large-Cap Growth Fund | 32.52% | 4.97% | 15.56% | 37.00% | 14.77% | 11.60% |
VOO Vanguard S&P 500 ETF | 26.13% | 2.36% | 13.01% | 33.91% | 15.61% | 13.33% |
Monthly Returns
The table below presents the monthly returns of Mutual Funds, 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 | 3.43% | 6.16% | 2.42% | -4.17% | 5.40% | 5.84% | -0.87% | 2.32% | 1.79% | -0.19% | 31.25% | ||
| 2023 | 7.84% | -2.06% | 6.83% | 2.53% | 4.12% | 6.07% | 3.39% | -0.52% | -4.96% | -0.26% | 9.51% | 2.44% | 39.76% |
| 2022 | -9.48% | -3.78% | 1.60% | -12.96% | -2.19% | -7.87% | 11.49% | -4.65% | -9.04% | 5.63% | 3.62% | -10.04% | -33.92% |
| 2021 | 0.53% | 2.57% | 1.06% | 6.81% | -1.12% | 5.77% | 2.35% | 2.49% | -4.94% | 5.91% | -0.69% | -0.17% | 21.87% |
| 2020 | 1.81% | -6.53% | -10.69% | 14.96% | 6.55% | 3.64% | 6.92% | 8.73% | -4.54% | -1.91% | 10.38% | 3.89% | 34.66% |
| 2019 | 10.05% | 2.71% | 1.25% | 3.48% | -6.09% | 6.25% | 1.62% | -1.99% | -0.14% | 2.39% | 4.77% | -0.58% | 25.36% |
| 2018 | 9.29% | -1.87% | -3.22% | 1.70% | 3.24% | 1.07% | 2.47% | 3.82% | 0.53% | -7.52% | 2.42% | -13.30% | -3.26% |
| 2017 | 4.62% | 3.63% | 1.21% | 3.35% | 3.24% | 0.35% | 3.93% | 1.53% | 1.20% | 4.39% | 2.48% | -6.38% | 25.65% |
| 2016 | -8.87% | -1.05% | 5.50% | 0.57% | 2.17% | -2.21% | 6.24% | -0.28% | 1.18% | -1.02% | 2.51% | -0.37% | 3.58% |
| 2015 | -0.98% | 6.48% | -0.80% | 0.34% | 1.82% | -1.44% | 4.52% | -5.86% | -3.63% | 8.60% | 0.43% | -4.13% | 4.41% |
| 2014 | -1.47% | 5.72% | -3.61% | -2.32% | 4.05% | 1.98% | -0.99% | 3.37% | -1.61% | 3.42% | 2.13% | -6.63% | 3.36% |
| 2013 | 4.89% | 0.79% | 2.89% | 1.16% | 4.06% | -1.08% | 6.90% | -1.45% | 6.09% | 5.39% | 3.04% | 3.29% | 42.01% |
Expense Ratio
Mutual Funds features an expense ratio of 0.45%, falling within the medium range. 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 Mutual Funds is 50, 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 | |
|---|---|---|---|---|---|
TRLGX T. Rowe Price Large-Cap Growth Fund | 2.34 | 3.10 | 1.42 | 1.78 | 14.06 |
VOO Vanguard S&P 500 ETF | 2.82 | 3.76 | 1.53 | 4.05 | 18.48 |
Dividends
Dividend yield
Mutual Funds provided a 0.25% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.25% | 0.29% | 0.34% | 0.25% | 0.31% | 0.70% | 0.64% | 0.55% | 0.59% | 0.45% | 0.43% | 0.40% |
| Portfolio components: | ||||||||||||
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.28% | 0.24% | 0.24% | 0.03% | 0.07% | 0.04% |
VOO Vanguard S&P 500 ETF | 1.24% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Mutual Funds. 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 Mutual Funds was 39.33%, occurring on Jan 5, 2023. Recovery took 355 trading sessions.
The current Mutual Funds drawdown is 0.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.33% | Nov 17, 2021 | 285 | Jan 5, 2023 | 355 | Jun 5, 2024 | 640 |
| -32.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
| -23.91% | Oct 2, 2018 | 58 | Dec 24, 2018 | 145 | Jul 24, 2019 | 203 |
| -21.23% | Aug 6, 2015 | 131 | Feb 11, 2016 | 228 | Jan 6, 2017 | 359 |
| -19.58% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
Volatility
Volatility Chart
The current Mutual Funds volatility is 4.34%, 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
| TRLGX | VOO | |
|---|---|---|
| TRLGX | 1.00 | 0.90 |
| VOO | 0.90 | 1.00 |