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Int'l Rebalance w/o RERGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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.


0.00%10.00%20.00%30.00%December2025FebruaryMarchAprilMay
11.03%
20.80%
Int'l Rebalance w/o RERGX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 17, 2021, corresponding to the inception date of DAADX

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Int'l Rebalance w/o RERGX9.12%15.10%2.46%7.43%N/AN/A
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/AN/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.03%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%
20237.81%-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.


The Risk-Adjusted Performance Rank of Int'l Rebalance w/o RERGX is 3434
Overall Rank
The Sharpe Ratio Rank of Int'l Rebalance w/o RERGX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of Int'l Rebalance w/o RERGX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of Int'l Rebalance w/o RERGX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of Int'l Rebalance w/o RERGX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of Int'l Rebalance w/o RERGX is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DODFX
Dodge & Cox International Stock Fund
0.741.131.150.852.46
MGRAX
MFS International Growth Fund
0.580.931.130.561.55
FISMX
Fidelity International Small Cap Fund
0.530.801.110.581.45
DAADX
DFA Emerging Markets ex China Core Equity Portfolio
0.050.171.020.040.11

The current Int'l Rebalance w/o RERGX Sharpe ratio is 0.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Int'l Rebalance w/o RERGX with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.48
Int'l Rebalance w/o RERGX
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Int'l Rebalance w/o RERGX provided a 2.03% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.03%2.19%2.04%1.71%1.54%1.51%1.76%1.51%0.94%1.22%2.15%5.72%
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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.85%
-7.82%
Int'l Rebalance w/o RERGX
Benchmark (^GSPC)
Portfolio components

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, 2021217Sep 29, 2022350Feb 22, 2024567
-14.73%Sep 30, 2024131Apr 8, 2025
-7.32%Jul 15, 202416Aug 5, 202410Aug 19, 202426
-4.19%Apr 10, 20248Apr 19, 202411May 6, 202419
-3.03%Sep 3, 20244Sep 6, 20249Sep 19, 202413

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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.87%
11.21%
Int'l Rebalance w/o RERGX
Benchmark (^GSPC)
Portfolio components

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.

^GSPCDAADXDODFXFISMXMGRAXPortfolio
^GSPC1.000.700.710.700.740.76
DAADX0.701.000.750.770.760.87
DODFX0.710.751.000.890.870.95
FISMX0.700.770.891.000.880.95
MGRAX0.740.760.870.881.000.95
Portfolio0.760.870.950.950.951.00
The correlation results are calculated based on daily price changes starting from Nov 18, 2021