Mutual Funds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TRLGX T. Rowe Price Large-Cap Growth Fund | Large Cap Growth Equities | 34% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 66% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 15, 2025, the Mutual Funds returned 0.73% Year-To-Date and 12.25% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| Mutual Funds | 0.73% | 10.07% | -2.40% | 13.03% | 16.06% | 12.25% |
| Portfolio components: | ||||||
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.92% | 12.13% | -5.18% | 11.39% | 13.26% | 10.99% |
VOO Vanguard S&P 500 ETF | 0.59% | 9.01% | -0.97% | 13.78% | 17.33% | 12.75% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.70% | -1.72% | -6.39% | -0.06% | 6.68% | 0.73% | |||||||
| 2024 | 2.38% | 5.62% | 2.91% | -4.08% | 5.18% | 4.54% | 0.30% | 2.36% | 2.01% | -0.63% | 6.10% | -3.52% | 25.05% |
| 2023 | 6.95% | -2.31% | 5.05% | 1.99% | 2.04% | 6.32% | 3.33% | -1.16% | -4.84% | -1.36% | 9.32% | 3.66% | 31.93% |
| 2022 | -7.04% | -3.31% | 2.89% | -10.56% | -0.75% | -8.11% | 10.17% | -4.35% | -9.13% | 7.06% | 4.71% | -7.52% | -25.12% |
| 2021 | -0.36% | 2.68% | 3.08% | 5.94% | -0.10% | 3.76% | 2.41% | 2.75% | -4.78% | 6.56% | -0.72% | 2.55% | 25.88% |
| 2020 | 0.75% | -7.43% | -11.69% | 13.71% | 5.52% | 2.62% | 6.32% | 7.72% | -4.10% | -2.27% | 10.70% | 3.81% | 25.10% |
| 2019 | 8.83% | 3.02% | 1.64% | 3.80% | -6.24% | 6.67% | 1.53% | -1.79% | 1.08% | 2.27% | 4.11% | 1.45% | 28.80% |
| 2018 | 7.16% | -2.92% | -2.80% | 0.92% | 2.77% | 0.89% | 3.10% | 3.47% | 0.56% | -7.13% | 2.11% | -10.73% | -3.91% |
| 2017 | 2.99% | 3.77% | 0.60% | 2.02% | 2.19% | 0.51% | 2.86% | 0.82% | 1.68% | 3.20% | 2.81% | -2.01% | 23.51% |
| 2016 | -6.60% | -0.56% | 6.31% | 0.44% | 1.93% | -0.76% | 4.77% | -0.05% | 0.52% | -1.46% | 3.21% | 1.03% | 8.51% |
| 2015 | -2.07% | 5.97% | -1.24% | 0.72% | 1.49% | -1.73% | 3.17% | -6.02% | -2.97% | 8.51% | 0.43% | -2.76% | 2.65% |
| 2014 | -2.65% | 5.06% | -1.06% | -0.57% | 3.03% | 2.04% | -1.21% | 3.72% | -1.48% | 2.83% | 2.49% | -3.00% | 9.16% |
Expense Ratio
Mutual Funds has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mutual Funds is 34, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.48 | 0.85 | 1.12 | 0.48 | 1.45 |
VOO Vanguard S&P 500 ETF | 0.72 | 1.15 | 1.17 | 0.77 | 2.94 |
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Dividends
Dividend yield
Mutual Funds provided a 0.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.85% | 0.82% | 0.96% | 1.12% | 0.82% | 1.02% | 1.38% | 1.46% | 1.26% | 1.41% | 1.40% | 1.25% |
| Portfolio components: | ||||||||||||
TRLGX T. Rowe Price Large-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.41% | 0.28% | 0.24% | 0.24% | 0.03% | 0.07% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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.
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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 33.21%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Mutual Funds drawdown is 4.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -29.51% | Nov 17, 2021 | 229 | Oct 14, 2022 | 320 | Jan 25, 2024 | 549 |
| -21.28% | Oct 2, 2018 | 58 | Dec 24, 2018 | 122 | Jun 20, 2019 | 180 |
| -20.16% | Dec 12, 2024 | 79 | Apr 8, 2025 | — | — | — |
| -18.96% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.81, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TRLGX | VOO | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.91 | 1.00 | 0.98 |
| TRLGX | 0.91 | 1.00 | 0.90 | 0.97 |
| VOO | 1.00 | 0.90 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.97 | 0.98 | 1.00 |