Value/Small cap/Growth ETFs
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Mar 15, 2017, corresponding to the inception date of FITFX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
| Value/Small cap/Growth ETFs | 1.07% | 5.98% | -2.36% | 10.08% | 14.73% | N/A |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | 1.22% | 3.07% | -4.91% | 9.18% | 13.76% | 9.90% |
IWD iShares Russell 1000 Value ETF | 1.88% | 3.73% | -4.89% | 9.08% | 12.70% | 8.36% |
QQQ Invesco QQQ | 1.65% | 9.84% | 3.01% | 13.57% | 18.07% | 17.69% |
VUG Vanguard Growth ETF | 0.62% | 9.70% | 1.92% | 15.99% | 17.11% | 15.27% |
IWM iShares Russell 2000 ETF | -6.78% | 5.42% | -14.26% | 1.32% | 9.52% | 6.59% |
VB Vanguard Small-Cap ETF | -4.54% | 5.87% | -11.35% | 4.76% | 11.55% | 8.05% |
FITFX Fidelity Flex International Index Fund | 14.22% | 4.75% | 12.25% | 12.25% | 10.30% | N/A |
PSOPX JPMorgan Small Cap Value Fund | -7.76% | 3.30% | -15.21% | -1.86% | 12.64% | 5.78% |
Monthly Returns
The table below presents the monthly returns of Value/Small cap/Growth 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 | 3.24% | -1.48% | -4.90% | -0.92% | 5.46% | 1.07% | |||||||
| 2024 | 0.08% | 4.68% | 3.31% | -4.43% | 4.56% | 1.93% | 3.03% | 1.55% | 1.80% | -1.36% | 6.23% | -3.92% | 18.21% |
| 2023 | 7.83% | -2.23% | 2.24% | 0.71% | 0.69% | 6.57% | 4.04% | -2.61% | -4.67% | -3.23% | 9.27% | 6.23% | 26.37% |
| 2022 | -5.59% | -2.08% | 2.77% | -8.72% | 0.50% | -8.56% | 8.56% | -3.56% | -9.35% | 8.14% | 5.90% | -5.56% | -18.20% |
| 2021 | 0.38% | 3.74% | 3.54% | 4.22% | 1.02% | 1.74% | 0.60% | 2.73% | -4.16% | 5.85% | -1.82% | 3.80% | 23.39% |
| 2020 | -0.78% | -7.91% | -14.38% | 12.71% | 5.21% | 2.98% | 5.27% | 7.05% | -3.79% | -1.54% | 12.93% | 5.09% | 21.01% |
| 2019 | 8.76% | 3.37% | 1.13% | 3.99% | -6.98% | 6.97% | 1.13% | -2.67% | 2.17% | 2.67% | 3.43% | 3.10% | 29.52% |
| 2018 | 5.32% | -3.60% | -1.86% | 0.57% | 2.99% | 0.42% | 2.98% | 3.07% | -0.26% | -7.77% | 1.56% | -9.08% | -6.57% |
| 2017 | -0.36% | 1.27% | 1.07% | 0.69% | 2.28% | 0.08% | 2.39% | 2.24% | 2.51% | 0.91% | 13.81% |
Expense Ratio
Value/Small cap/Growth ETFs has an expense ratio of 0.15%, 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 Value/Small cap/Growth ETFs is 28, 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTV Vanguard Value ETF | 0.58 | 0.88 | 1.12 | 0.60 | 2.15 |
IWD iShares Russell 1000 Value ETF | 0.55 | 0.87 | 1.12 | 0.57 | 2.04 |
QQQ Invesco QQQ | 0.53 | 0.99 | 1.14 | 0.66 | 2.15 |
VUG Vanguard Growth ETF | 0.64 | 1.14 | 1.16 | 0.78 | 2.64 |
IWM iShares Russell 2000 ETF | 0.05 | 0.31 | 1.04 | 0.08 | 0.23 |
VB Vanguard Small-Cap ETF | 0.21 | 0.49 | 1.06 | 0.20 | 0.62 |
FITFX Fidelity Flex International Index Fund | 0.77 | 1.21 | 1.17 | 0.97 | 3.04 |
PSOPX JPMorgan Small Cap Value Fund | -0.08 | 0.08 | 1.01 | -0.06 | -0.15 |
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Dividends
Dividend yield
Value/Small cap/Growth ETFs provided a 1.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.73% | 1.56% | 2.05% | 2.04% | 1.38% | 2.01% | 2.56% | 1.79% | 1.50% | 1.79% | 1.68% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.30% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
IWD iShares Russell 1000 Value ETF | 1.87% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VUG Vanguard Growth ETF | 0.47% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
IWM iShares Russell 2000 ETF | 1.20% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
VB Vanguard Small-Cap ETF | 1.48% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
FITFX Fidelity Flex International Index Fund | 2.43% | 2.77% | 2.67% | 2.60% | 2.25% | 1.50% | 3.35% | 1.92% | 1.70% | 0.00% | 0.00% | 0.00% |
PSOPX JPMorgan Small Cap Value Fund | 7.43% | 6.88% | 1.59% | 9.50% | 16.48% | 0.74% | 6.38% | 16.22% | 6.38% | 0.73% | 5.58% | 5.44% |
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 Value/Small cap/Growth 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 Value/Small cap/Growth ETFs was 34.71%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Value/Small cap/Growth ETFs drawdown is 3.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -25.09% | Nov 9, 2021 | 225 | Sep 30, 2022 | 302 | Dec 13, 2023 | 527 |
| -20.43% | Aug 30, 2018 | 80 | Dec 24, 2018 | 85 | Apr 29, 2019 | 165 |
| -18.39% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -9.82% | Jan 29, 2018 | 9 | Feb 8, 2018 | 110 | Jul 18, 2018 | 119 |
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 8 assets, with an effective number of assets of 6.67, 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 | FITFX | QQQ | VUG | PSOPX | VTV | IWM | IWD | VB | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.76 | 0.91 | 0.94 | 0.75 | 0.85 | 0.82 | 0.87 | 0.86 | 0.98 |
| FITFX | 0.76 | 1.00 | 0.68 | 0.70 | 0.66 | 0.71 | 0.71 | 0.74 | 0.73 | 0.81 |
| QQQ | 0.91 | 0.68 | 1.00 | 0.98 | 0.58 | 0.62 | 0.69 | 0.65 | 0.72 | 0.88 |
| VUG | 0.94 | 0.70 | 0.98 | 1.00 | 0.61 | 0.65 | 0.72 | 0.69 | 0.76 | 0.90 |
| PSOPX | 0.75 | 0.66 | 0.58 | 0.61 | 1.00 | 0.83 | 0.95 | 0.87 | 0.94 | 0.84 |
| VTV | 0.85 | 0.71 | 0.62 | 0.65 | 0.83 | 1.00 | 0.81 | 0.98 | 0.84 | 0.87 |
| IWM | 0.82 | 0.71 | 0.69 | 0.72 | 0.95 | 0.81 | 1.00 | 0.85 | 0.98 | 0.90 |
| IWD | 0.87 | 0.74 | 0.65 | 0.69 | 0.87 | 0.98 | 0.85 | 1.00 | 0.89 | 0.90 |
| VB | 0.86 | 0.73 | 0.72 | 0.76 | 0.94 | 0.84 | 0.98 | 0.89 | 1.00 | 0.93 |
| Portfolio | 0.98 | 0.81 | 0.88 | 0.90 | 0.84 | 0.87 | 0.90 | 0.90 | 0.93 | 1.00 |