Int'l Rebalance w/o RERGX
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.
The earliest data available for this chart is Nov 17, 2021, corresponding to the inception date of DAADX
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
Int'l Rebalance w/o RERGX | 9.12% | 15.10% | 2.46% | 7.43% | N/A | N/A |
Portfolio components: | ||||||
DODFX Dodge & Cox International Stock Fund | 13.19% | 15.95% | 6.09% | 11.57% | 15.02% | 5.02% |
MGRAX MFS International Growth Fund | 9.32% | 15.26% | -0.20% | 8.91% | 7.71% | 5.63% |
FISMX Fidelity International Small Cap Fund | 10.92% | 15.13% | 6.68% | 7.14% | 10.85% | 5.55% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.23% | 13.92% | -3.18% | 0.77% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 3.03% | 1.43% | -0.06% | 3.08% | 1.36% | 9.12% | |||||||
2024 | -1.65% | 2.31% | 2.97% | -1.86% | 3.92% | -0.50% | 2.62% | 2.49% | 2.50% | -4.83% | -1.00% | -3.56% | 2.98% |
2023 | 7.81% | -3.06% | 2.50% | 1.90% | -2.44% | 4.66% | 3.98% | -3.39% | -3.57% | -3.80% | 8.39% | 5.07% | 18.30% |
2022 | -1.38% | -3.20% | 0.48% | -5.51% | 1.60% | -9.09% | 3.58% | -3.27% | -9.38% | 4.77% | 11.54% | -2.82% | -13.69% |
2021 | -5.23% | 2.10% | -3.23% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Int'l Rebalance w/o RERGX 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 | |
---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 0.74 | 1.13 | 1.15 | 0.85 | 2.46 |
MGRAX MFS International Growth Fund | 0.58 | 0.93 | 1.13 | 0.56 | 1.55 |
FISMX Fidelity International Small Cap Fund | 0.53 | 0.80 | 1.11 | 0.58 | 1.45 |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 0.05 | 0.17 | 1.02 | 0.04 | 0.11 |
Dividends
Dividend yield
Int'l Rebalance w/o RERGX provided a 2.03% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.03% | 2.19% | 2.04% | 1.71% | 1.54% | 1.51% | 1.76% | 1.51% | 0.94% | 1.22% | 2.15% | 5.72% |
Portfolio components: | ||||||||||||
DODFX Dodge & Cox International Stock Fund | 1.99% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% |
MGRAX MFS International Growth Fund | 1.20% | 1.32% | 1.19% | 0.86% | 0.73% | 0.56% | 0.94% | 0.98% | 0.69% | 1.01% | 1.00% | 3.58% |
FISMX Fidelity International Small Cap Fund | 2.38% | 2.64% | 1.87% | 0.70% | 2.57% | 0.83% | 1.83% | 1.91% | 0.98% | 1.46% | 5.45% | 18.12% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.63% | 2.64% | 2.82% | 3.02% | 0.30% | 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 26.58%, occurring on Sep 29, 2022. Recovery took 350 trading sessions.
The current Int'l Rebalance w/o RERGX drawdown is 1.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.58% | Nov 18, 2021 | 217 | Sep 29, 2022 | 350 | Feb 22, 2024 | 567 |
-14.73% | Sep 30, 2024 | 131 | Apr 8, 2025 | — | — | — |
-7.32% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
-4.19% | Apr 10, 2024 | 8 | Apr 19, 2024 | 11 | May 6, 2024 | 19 |
-3.03% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
Volatility
Volatility Chart
The current Int'l Rebalance w/o RERGX volatility is 4.87%, 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
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
^GSPC | DAADX | DODFX | FISMX | MGRAX | Portfolio | |
---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.70 | 0.71 | 0.70 | 0.74 | 0.76 |
DAADX | 0.70 | 1.00 | 0.75 | 0.77 | 0.76 | 0.87 |
DODFX | 0.71 | 0.75 | 1.00 | 0.89 | 0.87 | 0.95 |
FISMX | 0.70 | 0.77 | 0.89 | 1.00 | 0.88 | 0.95 |
MGRAX | 0.74 | 0.76 | 0.87 | 0.88 | 1.00 | 0.95 |
Portfolio | 0.76 | 0.87 | 0.95 | 0.95 | 0.95 | 1.00 |