VUG/VTV
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VUG Vanguard Growth ETF | Large Cap Growth Equities | 50% |
VTV Vanguard Value ETF | Large Cap Value Equities | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in VUG/VTV, 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
Returns
As of Sep 30, 2023, the VUG/VTV returned 13.89% Year-To-Date and 11.86% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 7.97% | 9.75% |
| VUG/VTV | -4.51% | 5.36% | 13.89% | 22.07% | 10.00% | 11.88% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | -5.74% | 9.48% | 28.37% | 28.13% | 11.93% | 13.50% |
VTV Vanguard Value ETF | -3.28% | 1.16% | 0.15% | 14.69% | 7.23% | 9.79% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.80% | 1.40% | 0.53% | 6.53% | 3.41% | -1.73% |
Dividend yield
VUG/VTV granted a 1.64% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VUG/VTV | 1.64% | 1.64% | 1.36% | 1.71% | 1.87% | 2.23% | 1.93% | 2.19% | 2.29% | 2.05% | 2.08% | 2.64% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.61% | 0.71% | 0.49% | 0.68% | 0.98% | 1.37% | 1.20% | 1.47% | 1.40% | 1.32% | 1.32% | 1.69% |
VTV Vanguard Value ETF | 2.67% | 2.56% | 2.24% | 2.73% | 2.76% | 3.09% | 2.66% | 2.91% | 3.18% | 2.78% | 2.84% | 3.60% |
Expense Ratio
The VUG/VTV has an expense ratio of 0.04% 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 1.02 | ||||
VTV Vanguard Value ETF | 0.81 |
Asset Correlations Table
| VTV | VUG | |
|---|---|---|
| VTV | 1.00 | 0.81 |
| VUG | 0.81 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the VUG/VTV. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the VUG/VTV is 54.74%, recorded on Mar 9, 2009. It took 760 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.74% | Oct 10, 2007 | 355 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1115 |
| -33.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.65% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -19.5% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -13.96% | Jul 21, 2015 | 143 | Feb 11, 2016 | 77 | Jun 2, 2016 | 220 |
Volatility Chart
The current VUG/VTV volatility is 3.10%, 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.