Int'l Rebalance w/o RERGX
Asset Allocation
Performance
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Int'l Rebalance w/o RERGX | 13.26% | 5.27% | 2.66% | 11.78% | N/A | N/A |
| Portfolio components: | ||||||
DODFX Dodge & Cox International Stock Fund | 11.90% | 4.80% | 2.92% | 11.76% | 7.73% | 4.17% |
MGRAX MFS International Growth Fund | 9.58% | 4.60% | -1.16% | 4.77% | 7.94% | 6.04% |
FISMX Fidelity International Small Cap Fund | 13.58% | 6.94% | 3.05% | 13.84% | 6.90% | 6.54% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 18.31% | 4.30% | 6.26% | 16.75% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.44% | 4.66% | 3.98% | -3.39% | -3.57% | -3.80% | 8.39% |
Dividend yield
Int'l Rebalance w/o RERGX granted a 1.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Int'l Rebalance w/o RERGX | 1.28% | 2.18% | 4.12% | 1.52% | 2.00% | 3.20% | 1.90% | 1.90% | 2.16% | 5.72% | 1.53% | 1.84% |
| Portfolio components: | ||||||||||||
DODFX Dodge & Cox International Stock Fund | 1.99% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% | 1.61% | 2.16% |
MGRAX MFS International Growth Fund | 0.00% | 2.69% | 6.62% | 0.56% | 1.42% | 3.82% | 2.26% | 1.01% | 1.06% | 3.58% | 1.61% | 2.20% |
FISMX Fidelity International Small Cap Fund | 0.62% | 0.70% | 7.28% | 0.83% | 2.32% | 6.14% | 3.44% | 2.70% | 5.45% | 18.12% | 2.92% | 2.94% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.46% | 3.02% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Int'l Rebalance w/o RERGX has a high expense ratio of 0.78%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 0.79 | ||||
MGRAX MFS International Growth Fund | 0.55 | ||||
FISMX Fidelity International Small Cap Fund | 1.34 | ||||
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 1.59 |
Asset Correlations Table
| DAADX | MGRAX | DODFX | FISMX | |
|---|---|---|---|---|
| DAADX | 1.00 | 0.76 | 0.79 | 0.79 |
| MGRAX | 0.76 | 1.00 | 0.86 | 0.90 |
| DODFX | 0.79 | 0.86 | 1.00 | 0.89 |
| FISMX | 0.79 | 0.90 | 0.89 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26% | Jan 13, 2022 | 179 | Sep 29, 2022 | — | — | — |
| -5.23% | Nov 18, 2021 | 8 | Nov 30, 2021 | 24 | Jan 4, 2022 | 32 |
| -0.87% | Jan 5, 2022 | 2 | Jan 6, 2022 | 3 | Jan 11, 2022 | 5 |
Volatility Chart
The current Int'l Rebalance w/o RERGX volatility is 2.85%, 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.