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Int'l Rebalance w/o RERGX

Last updated Dec 8, 2023

Asset Allocation


DODFX 28.1%MGRAX 25.6%FISMX 22.8%DAADX 23.5%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
DODFX
Dodge & Cox International Stock Fund
Foreign Large Cap Equities, Large Cap Value Equities28.1%
MGRAX
MFS International Growth Fund
Foreign Large Cap Equities25.6%
FISMX
Fidelity International Small Cap Fund
Foreign Small & Mid Cap Equities22.8%
DAADX
DFA Emerging Markets ex China Core Equity Portfolio
Emerging Markets Diversified23.5%

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


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.65%
6.66%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Int'l Rebalance w/o RERGX13.26%5.27%2.66%11.78%N/AN/A
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/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.44%4.66%3.98%-3.39%-3.57%-3.80%8.39%

Sharpe Ratio

The current Int'l Rebalance w/o RERGX Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.10

The Sharpe ratio of Int'l Rebalance w/o RERGX lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.10
1.20
Int'l Rebalance w/o RERGX
Benchmark (^GSPC)
Portfolio components

Dividend yield

Int'l Rebalance w/o RERGX granted a 1.28% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Int'l Rebalance w/o RERGX1.28%2.18%4.12%1.52%2.00%3.20%1.90%1.90%2.16%5.72%1.53%1.84%
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.


1.06%
0.00%2.15%
1.01%
0.00%2.15%
0.62%
0.00%2.15%
0.43%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

DAADXMGRAXDODFXFISMX
DAADX1.000.760.790.79
MGRAX0.761.000.860.90
DODFX0.790.861.000.89
FISMX0.790.900.891.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-4.21%
-4.40%
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 26.00%, occurring on Sep 29, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26%Jan 13, 2022179Sep 29, 2022
-5.23%Nov 18, 20218Nov 30, 202124Jan 4, 202232
-0.87%Jan 5, 20222Jan 6, 20223Jan 11, 20225

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.85%
2.98%
Int'l Rebalance w/o RERGX
Benchmark (^GSPC)
Portfolio components
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