ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international), 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 Sep 24, 2020, corresponding to the inception date of VCEB
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) | 12.02% | 1.19% | 7.30% | 22.84% | N/A | N/A |
| Portfolio components: | ||||||
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 3.20% | 0.50% | 3.21% | 9.23% | -0.21% | 2.13% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 20.08% | 1.07% | 9.15% | 35.02% | 15.66% | N/A |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 5.67% | 1.53% | 6.18% | 13.36% | N/A | N/A |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 10.49% | 0.42% | 5.85% | 20.08% | 6.97% | 4.99% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 13.11% | 5.83% | 17.15% | 30.85% | 4.80% | 7.27% |
Monthly Returns
The table below presents the monthly returns of ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.16% | 2.36% | 2.08% | -3.30% | 3.30% | 1.97% | 1.89% | 2.05% | 12.02% | ||||
| 2023 | 6.30% | -2.81% | 3.15% | 0.95% | -0.29% | 3.66% | 2.09% | -1.76% | -3.73% | -1.96% | 7.82% | 4.61% | 18.71% |
| 2022 | -4.42% | -2.84% | 0.41% | -6.86% | -0.06% | -5.61% | 6.05% | -4.18% | -7.49% | 3.13% | 6.41% | -3.84% | -18.73% |
| 2021 | -0.80% | 0.55% | 1.57% | 3.19% | 0.75% | 1.79% | 1.49% | 1.57% | -3.32% | 3.59% | -0.92% | 2.48% | 12.38% |
| 2020 | 2.01% | -1.66% | 7.53% | 2.89% | 10.99% |
Expense Ratio
ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 2.20 | 3.42 | 1.38 | 0.66 | 8.98 |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 2.34 | 3.11 | 1.42 | 2.05 | 14.04 |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 1.94 | 2.90 | 1.34 | 0.68 | 8.72 |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 1.48 | 2.08 | 1.26 | 1.02 | 8.77 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.42 | 2.05 | 1.26 | 0.76 | 5.73 |
Dividends
Dividend yield
ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) granted a 2.60% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) | 2.60% | 2.73% | 2.13% | 1.96% | 1.23% | 1.72% | 1.19% | 0.96% | 0.98% | 0.90% | 0.98% | 0.76% |
| Portfolio components: | ||||||||||||
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.65% | 4.39% | 1.48% | 3.70% | 1.08% | 3.38% | 3.00% | 2.23% | 1.90% | 1.64% | 1.54% | 0.87% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.80% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 4.10% | 3.70% | 2.84% | 1.69% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.45% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.64% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international). 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 ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) was 24.22%, occurring on Oct 14, 2022. Recovery took 352 trading sessions.
The current ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.22% | Dec 28, 2021 | 202 | Oct 14, 2022 | 352 | Mar 12, 2024 | 554 |
| -4.69% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -4.43% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -4.22% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -3.98% | Sep 7, 2021 | 20 | Oct 4, 2021 | 21 | Nov 2, 2021 | 41 |
Volatility
Volatility Chart
The current ESG Edited 60/40 Vanguard LifeStrategy Moderate with REIT (25% of stock international) volatility is 2.67%, 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.
Diversification
Asset Correlations Table
| VTABX | VCEB | VFWAX | VGSLX | VFTAX | |
|---|---|---|---|---|---|
| VTABX | 1.00 | 0.76 | 0.12 | 0.25 | 0.14 |
| VCEB | 0.76 | 1.00 | 0.29 | 0.36 | 0.31 |
| VFWAX | 0.12 | 0.29 | 1.00 | 0.59 | 0.77 |
| VGSLX | 0.25 | 0.36 | 0.59 | 1.00 | 0.66 |
| VFTAX | 0.14 | 0.31 | 0.77 | 0.66 | 1.00 |