Int'l Rebalance w/o RERGX
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Nov 17, 2021, corresponding to the inception date of DAADX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Int'l Rebalance w/o RERGX | 9.44% | -4.41% | 7.64% | 25.20% | N/A | N/A |
| Portfolio components: | ||||||
DODFX Dodge & Cox International Stock Fund | 10.58% | -4.08% | 8.68% | 24.59% | 8.48% | 5.03% |
MGRAX MFS International Growth Fund | 14.99% | -3.44% | 13.74% | 30.54% | 8.25% | 8.12% |
FISMX Fidelity International Small Cap Fund | 2.77% | -5.90% | 2.03% | 19.94% | 6.51% | 7.73% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 8.59% | -4.44% | 5.32% | 25.07% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Int'l Rebalance w/o RERGX, 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 | -1.65% | 2.31% | 2.97% | -1.86% | 3.92% | -0.50% | 2.62% | 2.49% | 2.50% | 9.44% | |||
| 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 | -5.23% | 4.70% | -0.77% |
Expense Ratio
Int'l Rebalance w/o RERGX features an expense ratio of 0.78%, 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 Int'l Rebalance w/o RERGX is 27, 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 | |
|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 2.02 | 2.85 | 1.35 | 2.39 | 9.76 |
MGRAX MFS International Growth Fund | 2.68 | 3.81 | 1.47 | 2.03 | 15.01 |
FISMX Fidelity International Small Cap Fund | 1.83 | 2.64 | 1.33 | 1.35 | 10.33 |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.20 | 2.86 | 1.41 | 2.28 | 12.29 |
Dividends
Dividend yield
Int'l Rebalance w/o RERGX provided a 1.83% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Int'l Rebalance w/o RERGX | 1.83% | 2.04% | 1.71% | 2.62% | 1.51% | 1.87% | 2.47% | 1.50% | 1.90% | 2.15% | 5.72% | 1.53% |
| Portfolio components: | ||||||||||||
DODFX Dodge & Cox International Stock Fund | 2.07% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% | 1.61% |
MGRAX MFS International Growth Fund | 1.04% | 1.19% | 0.86% | 0.73% | 0.56% | 0.94% | 0.98% | 0.69% | 1.01% | 1.00% | 3.58% | 1.61% |
FISMX Fidelity International Small Cap Fund | 1.82% | 1.87% | 0.70% | 7.28% | 0.83% | 2.32% | 6.14% | 3.44% | 2.70% | 5.45% | 18.12% | 2.92% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.43% | 2.82% | 3.02% | 0.30% | 0.00% | 0.00% | 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.
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 4.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26% | Jan 13, 2022 | 179 | Sep 29, 2022 | 312 | Dec 27, 2023 | 491 |
| -7.32% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
| -5.23% | Nov 18, 2021 | 8 | Nov 30, 2021 | 24 | Jan 4, 2022 | 32 |
| -4.52% | Sep 30, 2024 | 20 | Oct 25, 2024 | — | — | — |
| -4.19% | Apr 10, 2024 | 8 | Apr 19, 2024 | 11 | May 6, 2024 | 19 |
Volatility
Volatility Chart
The current Int'l Rebalance w/o RERGX volatility is 2.18%, 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
| DAADX | DODFX | MGRAX | FISMX | |
|---|---|---|---|---|
| DAADX | 1.00 | 0.77 | 0.77 | 0.79 |
| DODFX | 0.77 | 1.00 | 0.87 | 0.89 |
| MGRAX | 0.77 | 0.87 | 1.00 | 0.90 |
| FISMX | 0.79 | 0.89 | 0.90 | 1.00 |