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Int'l Rebalance w/o RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.38%5.30%-9.35%0.92%1.52%
20253.03%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%
20237.81%-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
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.


Int'l Rebalance w/o RERGX Risk / Return Rank: 6868
Overall Rank
Int'l Rebalance w/o RERGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
Int'l Rebalance w/o RERGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
Int'l Rebalance w/o RERGX Omega Ratio Rank: 7878
Omega Ratio Rank
Int'l Rebalance w/o RERGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
Int'l Rebalance w/o RERGX Martin Ratio Rank: 5050
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.88

+0.83

Sortino ratio

Return per unit of downside risk

2.23

1.37

+0.86

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

2.08

1.39

+0.69

Martin ratio

Return relative to average drawdown

8.04

6.43

+1.60


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DODFX
Dodge & Cox International Stock Fund
831.842.361.372.459.06
MGRAX
MFS International Growth Fund
250.811.161.160.973.73
FISMX
Fidelity International Small Cap Fund
601.391.841.281.776.29
DAADX
DFA Emerging Markets ex China Core Equity Portfolio
922.372.981.452.9411.66

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.

Int'l Rebalance w/o RERGX Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.71
  • All Time: 0.55

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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 4.17% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio4.17%4.14%3.39%2.39%2.18%4.12%1.52%2.00%3.20%1.68%1.90%1.56%
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, 2022179Sep 29, 2022312Dec 27, 2023491
-13.81%Sep 30, 2024131Apr 8, 202523May 12, 2025154
-11.59%Mar 2, 202621Mar 30, 2026
-7.32%Jul 15, 202416Aug 5, 202410Aug 19, 202426
-5.81%Nov 15, 202111Nov 30, 202129Jan 11, 202240

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

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

BenchmarkDAADXDODFXFISMXMGRAXPortfolio
Benchmark1.000.680.700.690.720.75
DAADX0.681.000.730.740.740.86
DODFX0.700.731.000.880.860.94
FISMX0.690.740.881.000.870.94
MGRAX0.720.740.860.871.000.94
Portfolio0.750.860.940.940.941.00
The correlation results are calculated based on daily price changes starting from Nov 12, 2021