Phase 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Phase 1, 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 Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Nov 13, 2024, the Phase 1 returned 18.03% Year-To-Date and 9.57% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Phase 1 | 17.76% | 0.85% | 8.86% | 27.89% | 11.17% | 9.54% |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | 21.21% | 0.33% | 10.23% | 30.33% | 11.68% | 10.67% |
VUG Vanguard Growth ETF | 31.93% | 4.20% | 16.57% | 39.73% | 19.31% | 15.83% |
VO Vanguard Mid-Cap ETF | 20.67% | 2.89% | 12.31% | 32.44% | 11.67% | 10.31% |
VOE Vanguard Mid-Cap Value ETF | 20.06% | 1.57% | 11.24% | 31.00% | 10.63% | 9.38% |
VXUS Vanguard Total International Stock ETF | 6.31% | -5.47% | -1.23% | 13.51% | 5.34% | 4.87% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.17% | -5.13% | -1.49% | 11.12% | 4.47% | 4.54% |
VBR Vanguard Small-Cap Value ETF | 18.67% | 4.08% | 11.19% | 32.02% | 11.78% | 9.52% |
Monthly Returns
The table below presents the monthly returns of Phase 1, 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 | -1.17% | 4.08% | 4.22% | -4.20% | 4.00% | -0.20% | 4.51% | 1.86% | 2.23% | -1.76% | 17.76% | ||
| 2023 | 7.98% | -2.90% | -0.52% | 0.54% | -2.57% | 7.23% | 4.17% | -3.28% | -4.44% | -3.77% | 8.94% | 6.69% | 18.00% |
| 2022 | -4.68% | -1.13% | 2.00% | -7.11% | 1.02% | -9.31% | 7.95% | -3.47% | -9.77% | 8.17% | 7.37% | -4.61% | -14.78% |
| 2021 | 0.18% | 5.28% | 4.01% | 4.28% | 1.82% | 0.26% | 0.21% | 2.42% | -3.72% | 4.96% | -2.71% | 4.43% | 23.08% |
| 2020 | -1.88% | -8.71% | -18.76% | 12.07% | 5.24% | 2.45% | 4.83% | 4.94% | -2.69% | -0.37% | 13.84% | 5.19% | 12.30% |
| 2019 | 9.25% | 3.25% | 0.30% | 3.57% | -6.61% | 6.70% | 0.36% | -3.15% | 2.90% | 2.06% | 2.65% | 3.20% | 26.26% |
| 2018 | 4.24% | -4.43% | -0.53% | 0.32% | 1.70% | -0.05% | 2.74% | 1.26% | -0.52% | -8.20% | 2.03% | -8.92% | -10.79% |
| 2017 | 2.39% | 2.65% | 0.58% | 1.15% | 0.57% | 1.15% | 2.06% | -0.33% | 2.83% | 1.55% | 2.53% | 1.41% | 20.12% |
| 2016 | -6.21% | 0.29% | 7.94% | 1.41% | 1.00% | -0.18% | 4.37% | 0.39% | 0.71% | -2.44% | 4.27% | 1.88% | 13.53% |
| 2015 | -2.07% | 5.77% | -0.29% | 0.96% | 0.81% | -2.02% | 0.23% | -5.64% | -3.30% | 6.71% | 0.32% | -2.82% | -2.00% |
| 2014 | -3.29% | 5.40% | 0.60% | 0.07% | 1.97% | 2.84% | -2.71% | 3.66% | -3.94% | 2.54% | 1.44% | -0.27% | 8.14% |
| 2013 | 5.34% | 0.81% | 3.59% | 1.72% | 1.00% | -1.98% | 5.70% | -2.84% | 5.16% | 3.98% | 2.03% | 2.54% | 30.15% |
Expense Ratio
Phase 1 has an expense ratio of 0.06%, 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 Phase 1 is 51, 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 | |
|---|---|---|---|---|---|
VTV Vanguard Value ETF | 3.18 | 4.47 | 1.59 | 6.42 | 20.69 |
VUG Vanguard Growth ETF | 2.53 | 3.26 | 1.46 | 3.28 | 12.97 |
VO Vanguard Mid-Cap ETF | 2.90 | 4.02 | 1.51 | 2.29 | 17.94 |
VOE Vanguard Mid-Cap Value ETF | 2.91 | 4.08 | 1.52 | 3.70 | 18.25 |
VXUS Vanguard Total International Stock ETF | 1.26 | 1.82 | 1.22 | 1.36 | 7.18 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 1.10 | 1.60 | 1.20 | 0.79 | 6.19 |
VBR Vanguard Small-Cap Value ETF | 2.20 | 3.13 | 1.39 | 4.19 | 12.80 |
Dividends
Dividend yield
Phase 1 provided a 2.04% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.04% | 2.19% | 2.10% | 1.87% | 1.81% | 2.17% | 2.43% | 1.97% | 2.07% | 2.12% | 2.03% | 1.91% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VO Vanguard Mid-Cap ETF | 1.80% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
VOE Vanguard Mid-Cap Value ETF | 2.06% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% | 1.67% | 1.53% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.94% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
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 Phase 1. 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 Phase 1 was 38.72%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Phase 1 drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.72% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -24.85% | May 2, 2011 | 108 | Oct 3, 2011 | 239 | Sep 13, 2012 | 347 |
| -23.98% | Nov 17, 2021 | 219 | Sep 30, 2022 | 341 | Feb 9, 2024 | 560 |
| -20.34% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
| -19.11% | May 22, 2015 | 183 | Feb 11, 2016 | 126 | Aug 11, 2016 | 309 |
Volatility
Volatility Chart
The current Phase 1 volatility is 3.50%, 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
| VUG | VSS | VXUS | VBR | VTV | VOE | VO | |
|---|---|---|---|---|---|---|---|
| VUG | 1.00 | 0.74 | 0.76 | 0.73 | 0.75 | 0.75 | 0.87 |
| VSS | 0.74 | 1.00 | 0.95 | 0.75 | 0.76 | 0.77 | 0.80 |
| VXUS | 0.76 | 0.95 | 1.00 | 0.76 | 0.79 | 0.79 | 0.81 |
| VBR | 0.73 | 0.75 | 0.76 | 1.00 | 0.89 | 0.95 | 0.92 |
| VTV | 0.75 | 0.76 | 0.79 | 0.89 | 1.00 | 0.95 | 0.90 |
| VOE | 0.75 | 0.77 | 0.79 | 0.95 | 0.95 | 1.00 | 0.95 |
| VO | 0.87 | 0.80 | 0.81 | 0.92 | 0.90 | 0.95 | 1.00 |