Int'l Rebalance w/o RERGX

Asset Allocation

Position	Category/Sector	Target Weight
DODFX Dodge & Cox International Stock Fund	Foreign Large Cap Equities, Large Cap Value Equities, Actively Managed	28.10%
MGRAX MFS International Growth Fund	Foreign Large Cap Equities	25.60%
DAADX DFA Emerging Markets ex China Core Equity Portfolio	Emerging Markets Diversified	23.50%
FISMX Fidelity International Small Cap Fund	Foreign Small & Mid Cap Equities	22.80%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Int'l Rebalance w/o RERGX, 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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Int'l Rebalance w/o RERGX	3.24%	2.65%	12.87%	14.82%	25.80%	17.33%	—	—
Portfolio components:
DAADX DFA Emerging Markets ex China Core Equity Portfolio	4.75%	4.75%	32.00%	36.05%	54.16%	24.46%	—	—
DODFX Dodge & Cox International Stock Fund	2.97%	1.49%	11.48%	13.39%	28.75%	19.81%	10.83%	11.25%
FISMX Fidelity International Small Cap Fund	2.56%	0.18%	8.75%	10.42%	16.51%	13.58%	5.98%	9.03%
MGRAX MFS International Growth Fund	2.57%	1.83%	1.38%	2.05%	7.63%	11.04%	5.33%	9.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 11, 2021, Int'l Rebalance w/o RERGX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +11.5%, while the worst month was Sep 2022 at -9.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Int'l Rebalance w/o RERGX closed higher 55% of trading days. The best single day was Apr 8, 2026 with a return of +4.3%, while the worst single day was Apr 4, 2025 at -5.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.38%	5.30%	-9.35%	8.76%	4.89%	-1.65%							12.87%
2025	3.03%	1.43%	-0.10%	3.08%	5.21%	4.03%	-0.88%	2.55%	3.12%	0.96%	0.54%	2.40%	28.32%
2024	-1.65%	2.31%	2.97%	-1.86%	3.92%	-0.49%	2.62%	2.49%	2.50%	-4.83%	-1.00%	-2.48%	4.15%
2023	7.81%	-3.06%	2.50%	1.90%	-2.44%	4.66%	3.98%	-3.39%	-3.57%	-3.80%	8.39%	5.44%	18.72%
2022	-1.38%	-3.19%	0.48%	-5.51%	1.60%	-9.09%	3.58%	-3.27%	-9.38%	4.77%	11.54%	-2.38%	-13.30%
2021											-5.30%	4.70%	-0.85%

Benchmark Metrics

Int'l Rebalance w/o RERGX has an annualized alpha of 3.05%, beta of 0.64, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since November 11, 2021.

This portfolio participated in 79.50% of S&P 500 Index downside but only 77.96% of its upside - more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 3.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.05%

Beta: 0.64

R²: 0.61

Upside Capture: 77.96%

Downside Capture: 79.50%

See how alpha, beta & R² have trended over time →

Expense Ratio

Int'l Rebalance w/o RERGX has an expense ratio of 0.78%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

MGRAX

MFS International Growth Fund

FISMX

Fidelity International Small Cap Fund

DODFX

Dodge & Cox International Stock Fund

DAADX

DFA Emerging Markets ex China Core Equity Portfolio

Return for Risk

Risk / Return Rank

Int'l Rebalance w/o RERGX ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Int'l Rebalance w/o RERGX and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.76	1.86	-0.10
Sortino ratioReturn per unit of downside risk	2.41	2.53	-0.12
Omega ratioGain probability vs. loss probability	1.34	1.34	+0.01
Calmar ratioReturn relative to maximum drawdown	2.12	2.53	-0.41
Martin ratioReturn relative to average drawdown	8.21	11.37	-3.16

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DAADX DFA Emerging Markets ex China Core Equity Portfolio	88	2.73	3.37	1.54	4.03	15.33
DODFX Dodge & Cox International Stock Fund	59	1.99	2.71	1.37	2.49	9.40
FISMX Fidelity International Small Cap Fund	24	1.24	1.82	1.23	1.48	5.19
MGRAX MFS International Growth Fund	7	0.46	0.73	1.09	0.51	1.67

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Int'l Rebalance w/o RERGX Sharpe ratio is 1.76 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Int'l Rebalance w/o RERGX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Int'l Rebalance w/o RERGX provided a 3.82% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.82%	4.14%	3.39%	2.39%	2.18%	4.12%	1.52%	2.00%	3.20%	1.68%	1.90%	1.56%
Portfolio components:
DAADX DFA Emerging Markets ex China Core Equity Portfolio	1.90%	2.28%	2.64%	2.82%	3.02%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DODFX Dodge & Cox International Stock Fund	4.53%	5.05%	2.25%	2.29%	2.23%	2.49%	4.21%	3.93%	2.93%	1.93%	3.66%	2.30%
FISMX Fidelity International Small Cap Fund	3.29%	3.58%	2.64%	1.87%	0.70%	7.28%	0.83%	2.32%	6.14%	2.46%	2.70%	2.80%
MGRAX MFS International Growth Fund	5.28%	5.35%	5.99%	2.56%	2.69%	6.62%	0.56%	1.42%	3.82%	2.26%	1.01%	1.06%

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 Int'l Rebalance w/o RERGX. 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 Int'l Rebalance w/o RERGX was 26.00%, occurring on Sep 29, 2022. Recovery took 312 trading sessions.

The current Int'l Rebalance w/o RERGX drawdown is 2.40%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-26.00%Sep 2022	8mo 19d	1y 2mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-13.81%Apr 2025	6mo 10d	1mo 4d	7mo 14dSep 2024 - May 2025
2026 correction2026	-11.59%Mar 2026	28d	1mo 7d	2mo 5dMar 2026 - May 2026
2024 pullback2024	-7.32%Aug 2024	21d	14d	1mo 5dJul 2024 - Aug 2024
2021 pullback2021	-5.81%Nov 2021	15d	1mo 12d	1mo 27dNov 2021 - Jan 2022

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 4 assets, with an effective number of assets of 3.97, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.07	1.08	1.08

The portfolio has a diversification ratio of 1.08, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Int'l Rebalance w/o RERGX correlation to the S&P 500 Index

Int'l Rebalance w/o RERGX has a 0.77 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (All Time) Calculated using the full available price history since Nov 11, 2021	0.75

Benchmark Correlations

Correlation vs. S&P 500 Index. MGRAX has the highest benchmark correlation at 0.73, while DAADX has the lowest at 0.68.

0.68

0.69

0.71

0.73

Portfolio Correlations

Correlation vs. Int'l Rebalance w/o RERGX. DODFX has the highest portfolio correlation at 0.94, while DAADX has the lowest at 0.86.

0.86

0.93

0.94

0.94

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	DAADX	DODFX	FISMX	MGRAX
DAADX	1.00	0.73	0.74	0.73
DODFX	0.73	1.00	0.87	0.86
FISMX	0.74	0.87	1.00	0.86
MGRAX	0.73	0.86	0.86	1.00

The correlation results are calculated based on daily price changes starting from Nov 11, 2021

Diversification Analysis

Find what Int'l Rebalance w/o RERGX is missing

See which holdings overlap, where Int'l Rebalance w/o RERGX is concentrated, and which low-correlation assets could fill the gaps.

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