Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | Emerging Markets Diversified | 23.50% |
DODFX Dodge & Cox International Stock Fund | Foreign Large Cap Equities, Large Cap Value Equities | 28.10% |
FISMX Fidelity International Small Cap Fund | Foreign Small & Mid Cap Equities | 22.80% |
MGRAX MFS International Growth Fund | Foreign Large Cap Equities | 25.60% |
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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The earliest data available for this chart is Nov 11, 2021, corresponding to the inception date of DAADX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Int'l Rebalance w/o RERGX | -0.72% | -3.18% | 1.52% | 4.18% | 26.08% | 14.40% | — | — |
| Portfolio components: | ||||||||
DODFX Dodge & Cox International Stock Fund | -0.48% | -2.91% | 1.52% | 5.71% | 30.49% | 16.77% | 10.32% | 10.19% |
MGRAX MFS International Growth Fund | -0.63% | -4.86% | -2.61% | -3.35% | 13.48% | 10.30% | 5.86% | 9.24% |
FISMX Fidelity International Small Cap Fund | -0.80% | -2.78% | 0.54% | 2.00% | 20.33% | 11.26% | 5.51% | 8.36% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | -1.05% | -2.16% | 6.93% | 13.01% | 41.25% | 18.76% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Nov 12, 2021, Int'l Rebalance w/o RERGX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 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 54% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, 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% | 0.92% | 1.52% | ||||||||
| 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 | -5.44% | 4.70% | -1.00% |
Benchmark Metrics
Int'l Rebalance w/o RERGX has an annualized alpha of 2.53%, beta of 0.62, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since November 12, 2021.
- This portfolio participated in 79.90% of S&P 500 Index downside but only 77.53% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.53% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.62 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
- 2.53%
- Beta
- 0.62
- R²
- 0.61
- Upside Capture
- 77.53%
- Downside Capture
- 79.90%
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.
Return for Risk
Risk / Return Rank
Int'l Rebalance w/o RERGX ranks 68 for risk / return — better than 68% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 0.88 | +0.83 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.37 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.39 | +0.69 |
Martin ratioReturn relative to average drawdown | 8.04 | 6.43 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 83 | 1.84 | 2.36 | 1.37 | 2.45 | 9.06 |
MGRAX MFS International Growth Fund | 25 | 0.81 | 1.16 | 1.16 | 0.97 | 3.73 |
FISMX Fidelity International Small Cap Fund | 60 | 1.39 | 1.84 | 1.28 | 1.77 | 6.29 |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 92 | 2.37 | 2.98 | 1.45 | 2.94 | 11.66 |
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Dividends
Dividend yield
Int'l Rebalance w/o RERGX provided a 4.17% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.17% | 4.14% | 3.39% | 2.39% | 2.18% | 4.12% | 1.52% | 2.00% | 3.20% | 1.68% | 1.90% | 1.56% |
| Portfolio components: | ||||||||||||
DODFX Dodge & Cox International Stock Fund | 4.98% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
MGRAX MFS International Growth Fund | 5.50% | 5.35% | 5.99% | 2.56% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% |
FISMX Fidelity International Small Cap Fund | 3.56% | 3.58% | 2.64% | 1.87% | 0.70% | 7.28% | 0.83% | 2.32% | 6.14% | 2.46% | 2.70% | 2.80% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.34% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 8.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26% | Jan 13, 2022 | 179 | Sep 29, 2022 | 312 | Dec 27, 2023 | 491 |
| -13.81% | Sep 30, 2024 | 131 | Apr 8, 2025 | 23 | May 12, 2025 | 154 |
| -11.59% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
| -7.32% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
| -5.81% | Nov 15, 2021 | 11 | Nov 30, 2021 | 29 | Jan 11, 2022 | 40 |
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. 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
| Benchmark | DAADX | DODFX | FISMX | MGRAX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.68 | 0.70 | 0.69 | 0.72 | 0.75 |
| DAADX | 0.68 | 1.00 | 0.73 | 0.74 | 0.74 | 0.86 |
| DODFX | 0.70 | 0.73 | 1.00 | 0.88 | 0.86 | 0.94 |
| FISMX | 0.69 | 0.74 | 0.88 | 1.00 | 0.87 | 0.94 |
| MGRAX | 0.72 | 0.74 | 0.86 | 0.87 | 1.00 | 0.94 |
| Portfolio | 0.75 | 0.86 | 0.94 | 0.94 | 0.94 | 1.00 |