Comparison of Mutual Funds

Asset Allocation

Position	Category/Sector	Target Weight
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares	Total Bond Market	7.69%
SWPPX Schwab S&P 500 Index Fund	Large Cap Blend Equities, S&P 500	7.69%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	Large Cap Growth Equities	7.69%
USNQX USAA Nasdaq 100 Index Fund	Nasdaq-100, Large Cap Growth Equities	7.69%
RYVYX Rydex NASDAQ-100 2x Strategy Fund	Leveraged Equities	7.69%
FXAIX Fidelity 500 Index Fund	S&P 500	7.69%
FSPGX Fidelity Large Cap Growth Index Fund	Large Cap Growth Equities	7.69%
VIGAX Vanguard Growth Index Fund Admiral Shares	Large Cap Growth Equities	7.69%
SWDSX Schwab Dividend Equity Fund™	Large Cap Value Equities	7.69%
VVIAX Vanguard Value Index Fund Admiral Shares	Large Cap Value Equities	7.69%
FDGFX Fidelity Dividend Growth Fund	Large Cap Blend Equities, Dividend	7.69%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	Foreign Large Cap Equities	7.69%
SWISX Schwab International Index Fund	Foreign Large Cap Equities	7.69%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Comparison of Mutual Funds, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Comparison of Mutual Funds	2.42%	-1.06%	10.89%	11.19%	27.69%	22.15%	13.04%	—
Portfolio components:
FDGFX Fidelity Dividend Growth Fund	2.23%	-2.45%	14.28%	15.02%	34.97%	25.84%	15.16%	13.99%
FSPGX Fidelity Large Cap Growth Index Fund	1.64%	-3.37%	2.98%	3.48%	20.59%	22.79%	14.07%	—
FXAIX Fidelity 500 Index Fund	1.76%	-1.31%	8.59%	8.94%	25.18%	21.06%	13.34%	15.44%
RYVYX Rydex NASDAQ-100 2x Strategy Fund	6.56%	-1.77%	30.64%	30.67%	70.56%	46.26%	22.45%	34.73%
SWDSX Schwab Dividend Equity Fund™	0.63%	1.00%	7.38%	4.19%	14.79%	14.73%	8.89%	9.28%
SWISX Schwab International Index Fund	3.03%	0.97%	8.95%	10.44%	21.50%	16.43%	8.36%	9.70%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	1.63%	-3.37%	2.97%	3.50%	20.58%	22.79%	14.07%	—
SWPPX Schwab S&P 500 Index Fund	1.76%	-1.30%	8.55%	8.92%	25.15%	21.04%	13.31%	15.41%
USNQX USAA Nasdaq 100 Index Fund	3.29%	-0.39%	16.78%	17.02%	36.47%	26.28%	16.43%	21.43%
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares	0.52%	0.55%	0.42%	0.97%	4.90%	4.05%	0.05%	1.54%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 19, 2017, Comparison of Mutual Funds's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Comparison of Mutual Funds closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.02%	-0.01%	-5.65%	11.10%	6.44%	-2.57%							10.89%
2025	2.91%	-1.18%	-5.20%	0.58%	6.90%	5.25%	1.73%	2.07%	4.08%	2.57%	-0.14%	0.02%	20.78%
2024	1.28%	4.84%	2.76%	-4.15%	5.40%	3.58%	0.77%	2.26%	2.24%	-1.64%	4.86%	-1.26%	22.51%
2023	7.76%	-2.38%	5.31%	1.38%	1.48%	6.10%	3.33%	-2.02%	-4.80%	-2.39%	9.76%	5.22%	31.40%
2022	-6.15%	-3.45%	2.65%	-9.66%	-0.13%	-8.20%	9.32%	-4.72%	-9.87%	6.29%	6.85%	-5.93%	-22.74%
2021	-0.61%	1.79%	2.95%	5.27%	0.49%	3.14%	2.11%	3.01%	-4.85%	6.61%	-0.76%	3.10%	24.05%

Benchmark Metrics

Comparison of Mutual Funds has an annualized alpha of 1.77%, beta of 1.00, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since December 19, 2017.

This portfolio captured 106.20% of S&P 500 Index gains but only 99.08% of its losses - a favorable profile for investors.
With beta of 1.00 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.77%

Beta: 1.00

R²: 0.98

Upside Capture: 106.20%

Downside Capture: 99.08%

See how alpha, beta & R² have trended over time →

Expense Ratio

Comparison of Mutual Funds has an expense ratio of 0.31%, 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.

Top 10 holdings

RYVYX

Rydex NASDAQ-100 2x Strategy Fund

SWDSX

Schwab Dividend Equity Fund™

FDGFX

Fidelity Dividend Growth Fund

USNQX

USAA Nasdaq 100 Index Fund

VTIAX

Vanguard Total International Stock Index Fund Admiral Shares

SWISX

Schwab International Index Fund

VIGAX

Vanguard Growth Index Fund Admiral Shares

VVIAX

Vanguard Value Index Fund Admiral Shares

VBTLX

Vanguard Total Bond Market Index Fund Admiral Shares

SWLGX

Schwab U.S. Large-Cap Growth Index Fund

Return for Risk

Risk / Return Rank

Comparison of Mutual Funds ranks 52 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for Comparison of Mutual Funds and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.96	1.86	+0.09
Sortino ratioReturn per unit of downside risk	2.65	2.53	+0.11
Omega ratioGain probability vs. loss probability	1.35	1.34	+0.02
Calmar ratioReturn relative to maximum drawdown	2.86	2.53	+0.33
Martin ratioReturn relative to average drawdown	12.50	11.37	+1.13

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FDGFX Fidelity Dividend Growth Fund	81	2.38	3.15	1.42	3.34	14.65
FSPGX Fidelity Large Cap Growth Index Fund	21	1.23	1.71	1.22	1.22	4.03
FXAIX Fidelity 500 Index Fund	65	1.97	2.67	1.36	2.74	12.46
RYVYX Rydex NASDAQ-100 2x Strategy Fund	53	1.95	2.41	1.32	2.65	9.01
SWDSX Schwab Dividend Equity Fund™	39	1.54	2.13	1.28	2.32	7.85
SWISX Schwab International Index Fund	30	1.33	1.92	1.24	1.83	6.82
SWLGX Schwab U.S. Large-Cap Growth Index Fund	20	1.23	1.71	1.22	1.22	4.03
SWPPX Schwab S&P 500 Index Fund	64	1.96	2.66	1.36	2.74	12.42
USNQX USAA Nasdaq 100 Index Fund	64	2.04	2.67	1.36	2.92	10.87
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares	25	1.25	1.89	1.22	1.70	4.93

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.

The current Comparison of Mutual Funds Sharpe ratio is 1.96 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Comparison of Mutual Funds 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

Comparison of Mutual Funds provided a 2.50% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.50%	2.83%	3.27%	1.94%	3.01%	3.63%	2.30%	2.77%	4.30%	4.40%	1.77%	5.02%
Portfolio components:
FDGFX Fidelity Dividend Growth Fund	8.35%	9.35%	9.81%	3.48%	11.46%	7.81%	1.89%	4.84%	22.93%	15.35%	1.58%	8.44%
FSPGX Fidelity Large Cap Growth Index Fund	0.33%	0.34%	0.37%	0.73%	0.86%	2.22%	1.76%	1.04%	1.32%	0.22%	0.00%	0.00%
FXAIX Fidelity 500 Index Fund	1.06%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
RYVYX Rydex NASDAQ-100 2x Strategy Fund	5.48%	7.16%	11.52%	0.00%	0.00%	1.23%	8.91%	5.19%	0.00%	14.19%	1.63%	21.29%
SWDSX Schwab Dividend Equity Fund™	1.15%	1.22%	2.59%	2.25%	6.83%	16.25%	2.09%	6.86%	11.63%	10.24%	1.68%	14.46%
SWISX Schwab International Index Fund	3.26%	3.55%	3.29%	3.31%	2.73%	3.34%	1.88%	3.09%	3.15%	2.71%	3.19%	2.71%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	0.44%	0.46%	0.52%	0.67%	0.93%	1.76%	0.67%	0.96%	1.03%	0.00%	0.00%	0.00%
SWPPX Schwab S&P 500 Index Fund	1.02%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%
USNQX USAA Nasdaq 100 Index Fund	2.58%	3.01%	2.19%	2.60%	4.13%	4.48%	1.53%	0.88%	0.69%	1.97%	0.50%	2.73%
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares	3.98%	3.87%	3.69%	3.10%	2.59%	1.96%	2.39%	2.74%	2.57%	2.56%	2.53%	2.82%

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 Comparison of Mutual Funds. 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 Comparison of Mutual Funds was 32.89%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Comparison of Mutual Funds drawdown is 3.23%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.89%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020
Bear market2022	-28.82%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018	-19.33%Dec 2018	3mo 26d	3mo 15d	7mo 11dAug 2018 - Apr 2019
2025 selloff2025	-18.42%Apr 2025	1mo 17d	1mo 29d	3mo 16dFeb 2025 - Jun 2025
2018 correction2018	-10.06%Feb 2018	10d	5mo 17d	5mo 27dJan 2018 - Jul 2018

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 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.10	1.10	1.09	1.08

The portfolio has a diversification ratio of 1.08, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Comparison of Mutual Funds correlation to the S&P 500 Index

Comparison of Mutual Funds has a 0.99 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017	0.99

Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while VBTLX has the lowest at 0.01.

0.01

0.78

0.80

0.84

0.84

0.91

0.91

0.92

0.94

0.94

0.94

0.99

1.00

Portfolio Correlations

Correlation vs. Comparison of Mutual Funds. FXAIX has the highest portfolio correlation at 0.99, while VBTLX has the lowest at 0.04.

0.04

0.79

0.79

0.81

0.83

0.90

0.94

0.95

0.96

0.96

0.96

0.98

0.99

Asset Correlations Table

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

	VBTLX	VVIAX	SWISX	SWDSX	VTIAX	FDGFX	USNQX	RYVYX	VIGAX	SWLGX	FSPGX	SWPPX	FXAIX
VBTLX	1.00	-0.03	0.06	-0.03	0.04	-0.03	0.02	0.03	0.03	0.03	0.03	0.01	0.01
VVIAX	-0.03	1.00	0.75	0.97	0.74	0.86	0.62	0.62	0.64	0.65	0.65	0.83	0.84
SWISX	0.06	0.75	1.00	0.74	0.96	0.78	0.67	0.67	0.69	0.69	0.69	0.78	0.78
SWDSX	-0.03	0.97	0.74	1.00	0.73	0.85	0.63	0.63	0.65	0.66	0.66	0.84	0.84
VTIAX	0.04	0.74	0.96	0.73	1.00	0.80	0.71	0.71	0.72	0.72	0.72	0.79	0.80
FDGFX	-0.03	0.86	0.78	0.85	0.80	1.00	0.77	0.78	0.80	0.81	0.81	0.91	0.92
USNQX	0.02	0.62	0.67	0.63	0.71	0.77	1.00	0.99	0.97	0.97	0.97	0.91	0.91
RYVYX	0.03	0.62	0.67	0.63	0.71	0.78	0.99	1.00	0.98	0.97	0.97	0.91	0.92
VIGAX	0.03	0.64	0.69	0.65	0.72	0.80	0.97	0.98	1.00	0.99	1.00	0.94	0.94
SWLGX	0.03	0.65	0.69	0.66	0.72	0.81	0.97	0.97	0.99	1.00	1.00	0.94	0.94
FSPGX	0.03	0.65	0.69	0.66	0.72	0.81	0.97	0.97	1.00	1.00	1.00	0.94	0.94
SWPPX	0.01	0.83	0.78	0.84	0.79	0.91	0.91	0.91	0.94	0.94	0.94	1.00	1.00
FXAIX	0.01	0.84	0.78	0.84	0.80	0.92	0.91	0.92	0.94	0.94	0.94	1.00	1.00

The correlation results are calculated based on daily price changes starting from Dec 19, 2017

Diversification Analysis

Find what Comparison of Mutual Funds is missing

See which holdings overlap, where Comparison of Mutual Funds is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification