Passive #1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Passive #1, 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 Every 3 months.
The earliest data available for this chart is Sep 27, 2011, corresponding to the inception date of VSIAX
Returns By Period
As of May 9, 2025, the Passive #1 returned -1.50% Year-To-Date and 10.39% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Passive #1 | -1.50% | 14.57% | -4.10% | 9.34% | 14.56% | 10.39% |
| Portfolio components: | ||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | -3.31% | 13.75% | -4.56% | 10.62% | 15.85% | 12.37% |
VIGAX Vanguard Growth Index Fund Admiral Shares | -5.39% | 17.99% | -4.36% | 13.69% | 16.69% | 14.64% |
VVIAX Vanguard Value Index Fund Admiral Shares | -0.03% | 9.42% | -4.20% | 7.88% | 14.39% | 9.79% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | -3.55% | 14.19% | -5.08% | 10.07% | 15.31% | 11.72% |
IWF iShares Russell 1000 Growth ETF | -6.40% | 17.18% | -5.30% | 12.55% | 17.10% | 15.22% |
IWD iShares Russell 1000 Value ETF | 0.41% | 10.95% | -3.86% | 7.74% | 13.34% | 8.25% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | -0.11% | 14.80% | -3.58% | 9.48% | 13.13% | 9.02% |
FSMDX Fidelity Mid Cap Index Fund | -1.54% | 15.85% | -6.08% | 6.65% | 12.24% | 7.82% |
VB Vanguard Small-Cap ETF | -6.55% | 15.43% | -10.30% | 2.76% | 12.26% | 7.93% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | -5.75% | 13.96% | -10.91% | 1.78% | 15.52% | 7.72% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | -6.67% | 15.45% | -13.15% | -1.18% | 11.11% | 8.09% |
FSPSX Fidelity International Index Fund | 13.04% | 16.65% | 8.10% | 11.14% | 11.87% | 5.62% |
Monthly Returns
The table below presents the monthly returns of Passive #1, 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 | 3.61% | -1.61% | -4.80% | -0.57% | 2.07% | -1.50% | |||||||
| 2024 | 0.22% | 4.97% | 3.61% | -4.48% | 4.40% | 1.38% | 3.08% | 2.07% | 1.92% | -1.29% | 6.60% | -4.32% | 18.96% |
| 2023 | 7.42% | -2.39% | 1.54% | 0.75% | -0.81% | 6.99% | 3.64% | -2.50% | -4.72% | -3.28% | 9.24% | 6.10% | 22.84% |
| 2022 | -5.92% | -1.97% | 2.67% | -8.37% | 0.24% | -8.80% | 9.13% | -3.81% | -9.35% | 8.27% | 6.21% | -5.33% | -17.83% |
| 2021 | -0.27% | 3.77% | 3.41% | 4.78% | 0.89% | 1.70% | 1.33% | 2.64% | -4.20% | 6.10% | -2.15% | 4.00% | 23.76% |
| 2020 | -0.59% | -8.26% | -15.38% | 12.64% | 5.62% | 2.20% | 5.26% | 5.94% | -3.16% | -1.52% | 13.04% | 4.66% | 18.05% |
| 2019 | 8.86% | 3.59% | 1.09% | 3.81% | -6.32% | 6.82% | 1.13% | -2.33% | 1.95% | 2.05% | 3.41% | 2.65% | 29.19% |
| 2018 | 4.89% | -3.94% | -1.31% | 0.41% | 2.38% | 0.49% | 3.08% | 2.88% | -0.01% | -7.78% | 1.91% | -9.12% | -6.96% |
| 2017 | 2.10% | 3.21% | 0.36% | 1.18% | 1.07% | 0.85% | 1.90% | -0.11% | 2.60% | 1.99% | 2.85% | 0.92% | 20.57% |
| 2016 | -5.93% | -0.05% | 7.26% | 0.85% | 1.59% | -0.08% | 4.16% | 0.27% | 0.29% | -2.47% | 4.27% | 1.87% | 12.02% |
| 2015 | -2.20% | 5.79% | -0.68% | 0.43% | 1.24% | -1.75% | 1.47% | -5.95% | -3.26% | 7.40% | 0.42% | -2.48% | -0.31% |
| 2014 | -3.13% | 5.05% | 0.30% | -0.04% | 2.09% | 2.65% | -2.34% | 3.91% | -2.64% | 2.62% | 2.21% | -0.18% | 10.61% |
Expense Ratio
Passive #1 has an expense ratio of 0.08%, 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 Passive #1 is 35, 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 | |
|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 0.55 | 0.90 | 1.13 | 0.57 | 2.23 |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.55 | 0.91 | 1.13 | 0.58 | 2.00 |
VVIAX Vanguard Value Index Fund Admiral Shares | 0.51 | 0.86 | 1.12 | 0.58 | 2.16 |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 0.52 | 0.85 | 1.12 | 0.52 | 2.01 |
IWF iShares Russell 1000 Growth ETF | 0.51 | 0.85 | 1.12 | 0.53 | 1.77 |
IWD iShares Russell 1000 Value ETF | 0.48 | 0.81 | 1.11 | 0.52 | 1.87 |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 0.52 | 0.85 | 1.12 | 0.50 | 1.84 |
FSMDX Fidelity Mid Cap Index Fund | 0.34 | 0.61 | 1.08 | 0.29 | 0.99 |
VB Vanguard Small-Cap ETF | 0.12 | 0.31 | 1.04 | 0.09 | 0.29 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 0.08 | 0.27 | 1.04 | 0.07 | 0.23 |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | -0.05 | 0.09 | 1.01 | -0.05 | -0.15 |
FSPSX Fidelity International Index Fund | 0.67 | 1.02 | 1.14 | 0.82 | 2.38 |
Dividends
Dividend yield
Passive #1 provided a 1.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.48% | 1.49% | 1.60% | 1.69% | 1.37% | 1.45% | 1.80% | 2.00% | 1.65% | 1.87% | 1.96% | 1.98% |
| Portfolio components: | ||||||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.33% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.49% | 0.46% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.32% | 2.30% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.29% | 1.20% | 1.49% | 1.54% | 1.18% | 1.38% | 1.66% | 1.96% | 1.69% | 1.89% | 1.91% | 1.73% |
IWF iShares Russell 1000 Growth ETF | 0.48% | 0.46% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% |
IWD iShares Russell 1000 Value ETF | 1.89% | 1.88% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.57% | 1.48% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% |
FSMDX Fidelity Mid Cap Index Fund | 1.19% | 1.17% | 1.39% | 1.59% | 1.10% | 1.37% | 1.42% | 1.85% | 1.32% | 1.35% | 2.29% | 3.82% |
VB Vanguard Small-Cap ETF | 1.51% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.27% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.22% | 1.03% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% |
FSPSX Fidelity International Index Fund | 2.56% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Passive #1. 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 Passive #1 was 36.11%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
The current Passive #1 drawdown is 6.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.11% | Feb 20, 2020 | 23 | Mar 23, 2020 | 110 | Aug 27, 2020 | 133 |
| -25.07% | Nov 9, 2021 | 225 | Sep 30, 2022 | 310 | Dec 26, 2023 | 535 |
| -20.17% | Sep 21, 2018 | 65 | Dec 24, 2018 | 84 | Apr 26, 2019 | 149 |
| -18.19% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -16.93% | Jun 24, 2015 | 161 | Feb 11, 2016 | 106 | Jul 14, 2016 | 267 |
Volatility
Volatility Chart
The current Passive #1 volatility is 10.40%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 10.99, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | FSPSX | VIOG | VIGAX | IWF | VSIAX | VVIAX | IWD | VB | VFIAX | VIMAX | FSMDX | VRTTX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.76 | 0.80 | 0.94 | 0.95 | 0.83 | 0.90 | 0.91 | 0.87 | 1.00 | 0.93 | 0.92 | 0.99 | 0.98 |
| FSPSX | 0.76 | 1.00 | 0.66 | 0.70 | 0.70 | 0.71 | 0.74 | 0.75 | 0.72 | 0.76 | 0.75 | 0.76 | 0.76 | 0.81 |
| VIOG | 0.80 | 0.66 | 1.00 | 0.74 | 0.74 | 0.91 | 0.78 | 0.82 | 0.94 | 0.80 | 0.88 | 0.89 | 0.84 | 0.87 |
| VIGAX | 0.94 | 0.70 | 0.74 | 1.00 | 0.99 | 0.72 | 0.74 | 0.76 | 0.80 | 0.95 | 0.86 | 0.85 | 0.94 | 0.91 |
| IWF | 0.95 | 0.70 | 0.74 | 0.99 | 1.00 | 0.72 | 0.75 | 0.76 | 0.80 | 0.95 | 0.86 | 0.85 | 0.94 | 0.91 |
| VSIAX | 0.83 | 0.71 | 0.91 | 0.72 | 0.72 | 1.00 | 0.89 | 0.92 | 0.97 | 0.84 | 0.92 | 0.94 | 0.87 | 0.91 |
| VVIAX | 0.90 | 0.74 | 0.78 | 0.74 | 0.75 | 0.89 | 1.00 | 0.99 | 0.86 | 0.90 | 0.90 | 0.90 | 0.90 | 0.91 |
| IWD | 0.91 | 0.75 | 0.82 | 0.76 | 0.76 | 0.92 | 0.99 | 1.00 | 0.90 | 0.91 | 0.92 | 0.93 | 0.91 | 0.93 |
| VB | 0.87 | 0.72 | 0.94 | 0.80 | 0.80 | 0.97 | 0.86 | 0.90 | 1.00 | 0.87 | 0.95 | 0.97 | 0.91 | 0.94 |
| VFIAX | 1.00 | 0.76 | 0.80 | 0.95 | 0.95 | 0.84 | 0.90 | 0.91 | 0.87 | 1.00 | 0.93 | 0.92 | 0.99 | 0.98 |
| VIMAX | 0.93 | 0.75 | 0.88 | 0.86 | 0.86 | 0.92 | 0.90 | 0.92 | 0.95 | 0.93 | 1.00 | 0.99 | 0.96 | 0.97 |
| FSMDX | 0.92 | 0.76 | 0.89 | 0.85 | 0.85 | 0.94 | 0.90 | 0.93 | 0.97 | 0.92 | 0.99 | 1.00 | 0.95 | 0.97 |
| VRTTX | 0.99 | 0.76 | 0.84 | 0.94 | 0.94 | 0.87 | 0.90 | 0.91 | 0.91 | 0.99 | 0.96 | 0.95 | 1.00 | 0.99 |
| Portfolio | 0.98 | 0.81 | 0.87 | 0.91 | 0.91 | 0.91 | 0.91 | 0.93 | 0.94 | 0.98 | 0.97 | 0.97 | 0.99 | 1.00 |