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ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BKLC 11.11%PICK 11.11%SCHD 11.11%SCHG 11.11%SCHX 11.11%VB 11.11%VGT 11.11%VO 11.11%VOO 11.11%EquityEquity
PositionCategory/SectorWeight
BKLC
BNY Mellon US Large Cap Core Equity ETF
Large Cap Growth Equities
11.11%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
Materials
11.11%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
11.11%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
11.11%
SCHX
Schwab U.S. Large-Cap ETF
Large Cap Growth Equities
11.11%
VB
Vanguard Small-Cap ETF
Small Cap Growth Equities
11.11%
VGT
Vanguard Information Technology ETF
Technology Equities
11.11%
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities
11.11%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
11.11%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF, 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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
14.39%
15.83%
ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 9, 2020, corresponding to the inception date of BKLC

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
ETF18.57%1.15%14.39%38.84%N/AN/A
BKLC
BNY Mellon US Large Cap Core Equity ETF
23.81%1.84%16.74%42.65%N/AN/A
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
-3.21%-4.92%-2.30%13.14%13.63%6.31%
SCHD
Schwab US Dividend Equity ETF
13.75%0.01%11.61%29.24%12.61%11.48%
SCHG
Schwab U.S. Large-Cap Growth ETF
29.73%3.50%20.73%51.35%20.59%16.54%
SCHX
Schwab U.S. Large-Cap ETF
24.10%1.92%17.20%44.46%17.79%15.34%
VB
Vanguard Small-Cap ETF
13.13%0.80%12.55%37.41%10.51%9.26%
VGT
Vanguard Information Technology ETF
26.76%4.34%23.72%51.83%23.35%21.01%
VO
Vanguard Mid-Cap ETF
16.10%1.11%13.01%38.23%11.30%10.00%
VOO
Vanguard S&P 500 ETF
23.64%1.79%16.67%42.02%15.81%13.26%

Monthly Returns

The table below presents the monthly returns of ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.07%4.24%3.54%-3.89%4.51%1.90%1.89%1.37%3.07%18.57%
20238.06%-2.78%2.75%-0.05%0.06%7.20%4.08%-2.71%-4.60%-3.29%9.60%6.25%25.90%
2022-5.71%-0.69%3.72%-9.36%-0.02%-9.79%9.15%-3.65%-9.18%7.65%7.22%-5.60%-17.37%
2021-0.47%4.54%3.31%5.38%0.72%2.28%2.17%2.13%-5.09%6.45%-1.33%4.55%26.90%
20204.89%6.51%3.06%6.10%6.87%-3.32%-1.56%13.37%5.87%49.13%

Expense Ratio

ETF has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for PICK: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SCHX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BKLC: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ETF is 5555
Combined Rank
The Sharpe Ratio Rank of ETF is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of ETF is 5252Sortino Ratio Rank
The Omega Ratio Rank of ETF is 5555Omega Ratio Rank
The Calmar Ratio Rank of ETF is 5959Calmar Ratio Rank
The Martin Ratio Rank of ETF is 5656Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


ETF
Sharpe ratio
The chart of Sharpe ratio for ETF, currently valued at 3.08, compared to the broader market0.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ETF, currently valued at 4.08, compared to the broader market-2.000.002.004.006.004.08
Omega ratio
The chart of Omega ratio for ETF, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for ETF, currently valued at 3.46, compared to the broader market0.005.0010.003.46
Martin ratio
The chart of Martin ratio for ETF, currently valued at 19.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BKLC
BNY Mellon US Large Cap Core Equity ETF
3.694.881.684.3124.36
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
0.621.001.120.601.54
SCHD
Schwab US Dividend Equity ETF
2.713.911.482.5215.22
SCHG
Schwab U.S. Large-Cap Growth ETF
3.204.021.573.8817.26
SCHX
Schwab U.S. Large-Cap ETF
3.784.941.714.3524.68
VB
Vanguard Small-Cap ETF
2.213.051.381.6112.44
VGT
Vanguard Information Technology ETF
2.583.181.443.4912.68
VO
Vanguard Mid-Cap ETF
3.064.231.541.7319.19
VOO
Vanguard S&P 500 ETF
3.624.771.684.1423.93

Sharpe Ratio

The current ETF Sharpe ratio is 3.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.08
3.43
ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF provided a 1.78% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF1.78%1.86%2.32%1.86%1.70%2.02%2.13%1.75%1.81%3.50%1.86%1.73%
BKLC
BNY Mellon US Large Cap Core Equity ETF
1.22%1.35%1.64%1.10%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
3.71%4.19%6.93%5.89%2.27%5.50%4.76%2.41%1.15%15.73%2.88%3.38%
SCHD
Schwab US Dividend Equity ETF
3.48%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
SCHX
Schwab U.S. Large-Cap ETF
2.38%2.03%2.58%2.32%3.52%3.04%3.27%4.27%4.93%5.22%4.45%3.26%
VB
Vanguard Small-Cap ETF
1.38%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VGT
Vanguard Information Technology ETF
0.61%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VO
Vanguard Mid-Cap ETF
1.52%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.64%
-0.54%
ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF. 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 ETF was 24.67%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current ETF drawdown is 0.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.67%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-9%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-8.92%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-7.41%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-7.08%Oct 13, 202014Oct 30, 20206Nov 9, 202020

Volatility

Volatility Chart

The current ETF volatility is 2.67%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
2.67%
2.71%
ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

PICKSCHDVGTSCHGVBVOBKLCVOOSCHX
PICK1.000.620.480.470.650.650.570.600.60
SCHD0.621.000.560.560.830.840.740.790.78
VGT0.480.561.000.970.720.790.920.900.91
SCHG0.470.560.971.000.720.800.940.920.93
VB0.650.830.720.721.000.960.810.850.86
VO0.650.840.790.800.961.000.880.920.93
BKLC0.570.740.920.940.810.881.000.980.98
VOO0.600.790.900.920.850.920.981.000.99
SCHX0.600.780.910.930.860.930.980.991.00
The correlation results are calculated based on daily price changes starting from Apr 13, 2020