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Vanguard 3 Fund

Last updated Dec 6, 2023

Asset Allocation


VBTLX 20%VTSAX 60%VTIAX 20%BondBondEquityEquity
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market20%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities60%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
Large Cap Blend Equities, Foreign Large Cap Equities20%

Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard 3 Fund, 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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.06%
7.02%
Vanguard 3 Fund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX

Returns

As of Dec 6, 2023, the Vanguard 3 Fund returned 14.36% Year-To-Date and 7.96% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Vanguard 3 Fund14.36%4.66%5.06%12.17%9.30%7.96%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
19.95%5.30%7.23%15.29%12.30%11.20%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.03%3.44%0.61%1.88%0.87%1.47%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
9.50%3.63%1.13%8.10%5.60%3.80%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.64%4.94%2.91%-2.17%-4.04%-2.60%8.21%

Sharpe Ratio

The current Vanguard 3 Fund Sharpe ratio is 0.85. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.85

The Sharpe ratio of Vanguard 3 Fund 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 Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.85
0.88
Vanguard 3 Fund
Benchmark (^GSPC)
Portfolio components

Dividend yield

Vanguard 3 Fund granted a 2.09% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Vanguard 3 Fund2.09%2.12%1.75%1.75%2.21%2.41%2.08%2.25%2.23%2.26%2.11%2.50%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.46%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%2.13%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.10%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%3.14%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.95%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%3.40%2.71%2.98%

Expense Ratio

The Vanguard 3 Fund has an expense ratio of 0.06% 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.


0.11%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.91
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.32
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.53

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VBTLXVTIAXVTSAX
VBTLX1.00-0.16-0.21
VTIAX-0.161.000.82
VTSAX-0.210.821.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-6.02%
-4.78%
Vanguard 3 Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard 3 Fund. 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 Vanguard 3 Fund was 27.96%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.96%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-23.97%Nov 9, 2021235Oct 14, 2022
-16.86%May 2, 2011108Oct 3, 201198Feb 23, 2012206
-14.79%Sep 21, 201865Dec 24, 201868Apr 3, 2019133
-13.44%May 22, 2015183Feb 11, 2016104Jul 12, 2016287

Volatility Chart

The current Vanguard 3 Fund volatility is 2.65%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.65%
2.85%
Vanguard 3 Fund
Benchmark (^GSPC)
Portfolio components
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