JWAC Aggressive similation with older etfs
this is just to try to see how JWAC final would do, using older, less performing etfs.
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Aug 15, 2013, corresponding to the inception date of FNDC
Returns By Period
As of May 21, 2025, the JWAC Aggressive similation with older etfs returned 5.82% Year-To-Date and 7.95% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| JWAC Aggressive similation with older etfs | 5.82% | 9.64% | 3.69% | 9.09% | 15.18% | 7.95% |
| Portfolio components: | ||||||
DLS WisdomTree International SmallCap Dividend | 15.23% | 9.03% | 14.83% | 13.26% | 10.93% | 4.96% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | -7.80% | 13.58% | -9.28% | 1.49% | 21.21% | 9.05% |
DFSVX DFA U.S. Small Cap Value Portfolio I | -5.76% | 12.20% | -9.63% | -1.47% | 19.58% | 7.64% |
SCHG Schwab U.S. Large-Cap Growth ETF | -0.80% | 16.59% | 1.13% | 16.45% | 18.93% | 15.80% |
SCHX Schwab U.S. Large-Cap ETF | 1.55% | 12.89% | 0.93% | 14.85% | 17.58% | 14.11% |
IEMG iShares Core MSCI Emerging Markets ETF | 9.96% | 10.49% | 7.96% | 8.14% | 8.17% | 3.76% |
VGLT Vanguard Long-Term Treasury ETF | -0.35% | -1.88% | -2.82% | -0.92% | -8.93% | -0.41% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.20% | 10.19% | 1.85% | 4.36% | 12.88% | 5.01% |
DFEVX DFA Emerging Markets Value Portfolio | 8.54% | 9.39% | 6.43% | 4.54% | 12.79% | 4.87% |
DFIVX DFA International Value Portfolio | 18.50% | 8.85% | 16.15% | 14.45% | 18.42% | 6.20% |
SCHF Schwab International Equity ETF | 16.00% | 8.82% | 14.12% | 12.46% | 13.96% | 7.00% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.38% | 8.32% | 0.69% | 12.55% | 16.73% | 11.92% |
VGSH Vanguard Short-Term Treasury ETF | 1.93% | -0.02% | 2.49% | 5.48% | 1.14% | 1.48% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 2.81% | -0.37% | 2.71% | 5.65% | -1.07% | 1.26% |
FNDC Schwab Fundamental International Small Co. Index ETF | 16.55% | 8.45% | 15.86% | 13.91% | 11.58% | 5.70% |
IJR iShares Core S&P Small-Cap ETF | -6.32% | 11.74% | -9.86% | -0.36% | 12.88% | 7.79% |
Monthly Returns
The table below presents the monthly returns of JWAC Aggressive similation with older etfs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.85% | -0.29% | -1.86% | -0.44% | 5.62% | 5.82% | |||||||
| 2024 | -1.64% | 2.76% | 3.99% | -3.47% | 4.23% | -1.39% | 5.75% | 0.84% | 1.97% | -3.16% | 4.55% | -4.51% | 9.63% |
| 2023 | 7.61% | -2.21% | -1.17% | 0.66% | -3.61% | 6.05% | 4.59% | -3.01% | -3.35% | -4.01% | 7.58% | 7.70% | 16.70% |
| 2022 | -2.72% | -0.84% | 0.56% | -5.86% | 1.94% | -8.55% | 6.24% | -3.41% | -9.37% | 7.70% | 8.25% | -3.02% | -10.48% |
| 2021 | 2.61% | 5.15% | 5.10% | 2.76% | 3.02% | -0.69% | -0.43% | 1.84% | -2.49% | 3.15% | -3.64% | 4.83% | 22.84% |
| 2020 | -4.38% | -8.61% | -18.57% | 10.54% | 4.45% | 2.39% | 3.17% | 5.41% | -2.82% | -0.64% | 14.47% | 6.12% | 7.33% |
| 2019 | 8.58% | 2.59% | -0.87% | 3.03% | -7.22% | 6.19% | -0.84% | -3.87% | 4.13% | 2.59% | 2.28% | 4.00% | 21.43% |
| 2018 | 3.87% | -4.36% | -0.44% | 0.64% | 1.07% | -0.97% | 2.51% | 0.39% | -0.71% | -7.90% | 1.08% | -7.86% | -12.68% |
| 2017 | 2.13% | 1.82% | 0.98% | 1.44% | 0.30% | 1.45% | 2.36% | -0.60% | 3.87% | 1.32% | 1.75% | 1.62% | 20.01% |
| 2016 | -5.71% | -0.30% | 8.21% | 1.81% | 0.25% | -1.06% | 4.64% | 0.79% | 1.40% | -1.73% | 4.16% | 2.73% | 15.53% |
| 2015 | -2.11% | 5.80% | -0.26% | 2.27% | 0.58% | -1.69% | -1.02% | -5.58% | -3.29% | 6.34% | 0.50% | -2.34% | -1.45% |
| 2014 | -3.77% | 4.76% | 0.83% | -0.25% | 1.38% | 2.52% | -2.67% | 2.44% | -4.52% | 1.73% | -0.15% | -0.38% | 1.52% |
Expense Ratio
JWAC Aggressive similation with older etfs has an expense ratio of 0.27%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JWAC Aggressive similation with older etfs is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend yield
JWAC Aggressive similation with older etfs provided a 2.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.88% | 3.06% | 3.37% | 3.46% | 2.11% | 2.74% | 3.37% | 2.60% | 2.84% | 2.76% | 2.86% |
| Portfolio components: | ||||||||||||
DLS WisdomTree International SmallCap Dividend | 3.73% | 4.56% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.25% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.61% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
SCHX Schwab U.S. Large-Cap ETF | 1.21% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.91% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% | 2.30% |
VGLT Vanguard Long-Term Treasury ETF | 4.50% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.84% | 2.90% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% |
DFEVX DFA Emerging Markets Value Portfolio | 4.37% | 4.68% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% |
DFIVX DFA International Value Portfolio | 3.36% | 3.94% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% |
SCHF Schwab International Equity ETF | 2.81% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
SCHV Schwab U.S. Large-Cap Value ETF | 2.21% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 3.95% | 2.69% | 2.38% |
VGSH Vanguard Short-Term Treasury ETF | 4.18% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.81% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% | 1.44% |
FNDC Schwab Fundamental International Small Co. Index ETF | 3.08% | 3.59% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% |
IJR iShares Core S&P Small-Cap ETF | 2.19% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% |
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 JWAC Aggressive similation with older etfs. 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 JWAC Aggressive similation with older etfs was 37.95%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.95% | Jan 17, 2020 | 45 | Mar 23, 2020 | 171 | Nov 23, 2020 | 216 |
| -22.14% | Nov 9, 2021 | 225 | Sep 30, 2022 | 303 | Dec 14, 2023 | 528 |
| -21.14% | Jan 29, 2018 | 229 | Dec 24, 2018 | 253 | Dec 26, 2019 | 482 |
| -19.19% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
| -14.49% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
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 16 assets, with an effective number of assets of 9.02, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | VGSH | SCHR | VGLT | DFEVX | EWX | SCHG | IEMG | RWJ | DLS | IJR | DFSVX | DFIVX | FNDC | SCHV | SCHF | SCHX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.14 | -0.16 | -0.18 | 0.64 | 0.66 | 0.94 | 0.69 | 0.73 | 0.74 | 0.80 | 0.77 | 0.73 | 0.76 | 0.89 | 0.80 | 0.99 | 0.87 |
| VGSH | -0.14 | 1.00 | 0.80 | 0.59 | -0.10 | -0.04 | -0.12 | -0.07 | -0.14 | -0.04 | -0.13 | -0.17 | -0.09 | -0.05 | -0.15 | -0.06 | -0.13 | -0.12 |
| SCHR | -0.16 | 0.80 | 1.00 | 0.85 | -0.13 | -0.08 | -0.13 | -0.10 | -0.18 | -0.08 | -0.17 | -0.22 | -0.14 | -0.08 | -0.18 | -0.09 | -0.16 | -0.16 |
| VGLT | -0.18 | 0.59 | 0.85 | 1.00 | -0.17 | -0.12 | -0.14 | -0.13 | -0.21 | -0.13 | -0.19 | -0.24 | -0.20 | -0.14 | -0.20 | -0.14 | -0.18 | -0.20 |
| DFEVX | 0.64 | -0.10 | -0.13 | -0.17 | 1.00 | 0.83 | 0.58 | 0.88 | 0.54 | 0.71 | 0.56 | 0.58 | 0.75 | 0.74 | 0.62 | 0.75 | 0.64 | 0.73 |
| EWX | 0.66 | -0.04 | -0.08 | -0.12 | 0.83 | 1.00 | 0.62 | 0.90 | 0.55 | 0.74 | 0.58 | 0.58 | 0.71 | 0.75 | 0.63 | 0.76 | 0.66 | 0.74 |
| SCHG | 0.94 | -0.12 | -0.13 | -0.14 | 0.58 | 0.62 | 1.00 | 0.66 | 0.62 | 0.67 | 0.70 | 0.65 | 0.63 | 0.68 | 0.73 | 0.72 | 0.94 | 0.75 |
| IEMG | 0.69 | -0.07 | -0.10 | -0.13 | 0.88 | 0.90 | 0.66 | 1.00 | 0.56 | 0.76 | 0.59 | 0.59 | 0.75 | 0.78 | 0.64 | 0.81 | 0.69 | 0.76 |
| RWJ | 0.73 | -0.14 | -0.18 | -0.21 | 0.54 | 0.55 | 0.62 | 0.56 | 1.00 | 0.65 | 0.96 | 0.95 | 0.69 | 0.67 | 0.79 | 0.67 | 0.74 | 0.89 |
| DLS | 0.74 | -0.04 | -0.08 | -0.13 | 0.71 | 0.74 | 0.67 | 0.76 | 0.65 | 1.00 | 0.68 | 0.68 | 0.88 | 0.96 | 0.73 | 0.93 | 0.75 | 0.88 |
| IJR | 0.80 | -0.13 | -0.17 | -0.19 | 0.56 | 0.58 | 0.70 | 0.59 | 0.96 | 0.68 | 1.00 | 0.97 | 0.70 | 0.70 | 0.84 | 0.71 | 0.81 | 0.92 |
| DFSVX | 0.77 | -0.17 | -0.22 | -0.24 | 0.58 | 0.58 | 0.65 | 0.59 | 0.95 | 0.68 | 0.97 | 1.00 | 0.73 | 0.70 | 0.84 | 0.71 | 0.77 | 0.92 |
| DFIVX | 0.73 | -0.09 | -0.14 | -0.20 | 0.75 | 0.71 | 0.63 | 0.75 | 0.69 | 0.88 | 0.70 | 0.73 | 1.00 | 0.90 | 0.76 | 0.93 | 0.73 | 0.89 |
| FNDC | 0.76 | -0.05 | -0.08 | -0.14 | 0.74 | 0.75 | 0.68 | 0.78 | 0.67 | 0.96 | 0.70 | 0.70 | 0.90 | 1.00 | 0.75 | 0.94 | 0.76 | 0.89 |
| SCHV | 0.89 | -0.15 | -0.18 | -0.20 | 0.62 | 0.63 | 0.73 | 0.64 | 0.79 | 0.73 | 0.84 | 0.84 | 0.76 | 0.75 | 1.00 | 0.79 | 0.89 | 0.91 |
| SCHF | 0.80 | -0.06 | -0.09 | -0.14 | 0.75 | 0.76 | 0.72 | 0.81 | 0.67 | 0.93 | 0.71 | 0.71 | 0.93 | 0.94 | 0.79 | 1.00 | 0.81 | 0.90 |
| SCHX | 0.99 | -0.13 | -0.16 | -0.18 | 0.64 | 0.66 | 0.94 | 0.69 | 0.74 | 0.75 | 0.81 | 0.77 | 0.73 | 0.76 | 0.89 | 0.81 | 1.00 | 0.88 |
| Portfolio | 0.87 | -0.12 | -0.16 | -0.20 | 0.73 | 0.74 | 0.75 | 0.76 | 0.89 | 0.88 | 0.92 | 0.92 | 0.89 | 0.89 | 0.91 | 0.90 | 0.88 | 1.00 |