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A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VBTLX 5.7%VSMAX 25.9%VXUS 20.5%VFIAX 19.5%VTSAX 11.7%VIIIX 7.7%VIMAX 6.7%VNQ 2.3%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market

5.70%

VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

19.50%

VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
Large Cap Blend Equities

7.70%

VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
Mid Cap Blend Equities

6.70%

VNQ
Vanguard Real Estate ETF
REIT

2.30%

VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities

25.90%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

11.70%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

20.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in A, 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


180.00%200.00%220.00%240.00%260.00%280.00%300.00%320.00%NovemberDecember2024FebruaryMarchApril
234.81%
289.18%
A
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of Apr 20, 2024, the A returned 1.27% Year-To-Date and 8.58% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
A1.27%-4.74%16.64%14.25%8.72%8.61%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.42%-4.44%18.04%13.59%8.83%9.30%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
4.58%-5.03%18.47%22.03%12.99%12.30%
VFIAX
Vanguard 500 Index Fund Admiral Shares
4.57%-5.03%18.47%22.00%12.95%12.27%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
-0.60%-5.67%18.22%13.75%7.59%8.24%
VNQ
Vanguard Real Estate ETF
-9.83%-6.59%11.41%-0.01%2.13%5.01%
VXUS
Vanguard Total International Stock ETF
0.25%-3.58%14.24%6.76%4.72%3.98%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
3.74%-5.13%18.56%21.46%12.16%11.64%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-3.28%-2.12%5.37%-0.48%-0.02%1.20%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.67%4.49%3.42%
2023-4.65%-3.57%8.85%6.45%

Expense Ratio

The A has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


A
Sharpe ratio
The chart of Sharpe ratio for A, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.13
Sortino ratio
The chart of Sortino ratio for A, currently valued at 1.70, compared to the broader market-2.000.002.004.006.001.70
Omega ratio
The chart of Omega ratio for A, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for A, currently valued at 0.80, compared to the broader market0.002.004.006.008.000.80
Martin ratio
The chart of Martin ratio for A, currently valued at 3.57, compared to the broader market0.0010.0020.0030.0040.003.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
0.981.471.170.572.80
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.812.651.311.577.58
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.822.651.321.577.62
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.761.211.140.542.38
VNQ
Vanguard Real Estate ETF
-0.050.061.01-0.03-0.15
VXUS
Vanguard Total International Stock ETF
0.540.851.100.371.61
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.702.491.291.336.67
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.04-0.011.00-0.02-0.09

Sharpe Ratio

The current A Sharpe ratio is 1.13. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.13

The Sharpe ratio of A 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.13
1.66
A
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

A granted a 2.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
A2.16%2.12%2.16%1.96%1.76%2.11%2.30%1.93%2.14%2.12%2.10%1.90%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.59%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.86%2.98%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%1.90%1.51%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.40%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.54%1.56%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%1.31%
VNQ
Vanguard Real Estate ETF
4.37%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
VXUS
Vanguard Total International Stock ETF
3.43%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.43%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.37%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.66%
-5.46%
A
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the A. 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 A was 34.60%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current A drawdown is 5.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.6%Feb 20, 202023Mar 23, 2020111Aug 28, 2020134
-25.27%Nov 9, 2021235Oct 14, 2022335Feb 15, 2024570
-22.34%May 2, 2011108Oct 3, 2011115Mar 19, 2012223
-18.68%Aug 30, 201880Dec 24, 201881Apr 23, 2019161
-17.47%May 22, 2015183Feb 11, 2016117Jul 29, 2016300

Volatility

Volatility Chart

The current A volatility is 3.19%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.19%
3.15%
A
Benchmark (^GSPC)
Portfolio components

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.

VBTLXVNQVXUSVSMAXVIMAXVFIAXVIIIXVTSAX
VBTLX1.000.05-0.16-0.20-0.18-0.20-0.20-0.20
VNQ0.051.000.560.660.680.640.640.65
VXUS-0.160.561.000.780.810.830.830.83
VSMAX-0.200.660.781.000.960.880.890.92
VIMAX-0.180.680.810.961.000.940.940.96
VFIAX-0.200.640.830.880.941.001.000.99
VIIIX-0.200.640.830.890.941.001.000.99
VTSAX-0.200.650.830.920.960.990.991.00