ETF
ETF Portfolio (01/2024)
Asset Allocation
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
The earliest data available for this chart is Apr 9, 2020, corresponding to the inception date of BKLC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| ETF | 18.57% | 1.15% | 14.39% | 38.84% | N/A | N/A |
| Portfolio components: | ||||||
BKLC BNY Mellon US Large Cap Core Equity ETF | 23.81% | 1.84% | 16.74% | 42.65% | N/A | N/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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.07% | 4.24% | 3.54% | -3.89% | 4.51% | 1.90% | 1.89% | 1.37% | 3.07% | 18.57% | |||
| 2023 | 8.06% | -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% |
| 2020 | 4.89% | 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.
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.
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 | |
|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | 3.69 | 4.88 | 1.68 | 4.31 | 24.36 |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 0.62 | 1.00 | 1.12 | 0.60 | 1.54 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
SCHG Schwab U.S. Large-Cap Growth ETF | 3.20 | 4.02 | 1.57 | 3.88 | 17.26 |
SCHX Schwab U.S. Large-Cap ETF | 3.78 | 4.94 | 1.71 | 4.35 | 24.68 |
VB Vanguard Small-Cap ETF | 2.21 | 3.05 | 1.38 | 1.61 | 12.44 |
VGT Vanguard Information Technology ETF | 2.58 | 3.18 | 1.44 | 3.49 | 12.68 |
VO Vanguard Mid-Cap ETF | 3.06 | 4.23 | 1.54 | 1.73 | 19.19 |
VOO Vanguard S&P 500 ETF | 3.62 | 4.77 | 1.68 | 4.14 | 23.93 |
Dividends
Dividend yield
ETF provided a 1.78% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 1.78% | 1.86% | 2.32% | 1.86% | 1.70% | 2.02% | 2.13% | 1.75% | 1.81% | 3.50% | 1.86% | 1.73% |
| Portfolio components: | ||||||||||||
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.
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, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -9% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -8.92% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -7.41% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
| -7.08% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
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.
Diversification
Asset Correlations Table
| PICK | SCHD | VGT | SCHG | VB | VO | BKLC | VOO | SCHX | |
|---|---|---|---|---|---|---|---|---|---|
| PICK | 1.00 | 0.62 | 0.48 | 0.47 | 0.65 | 0.65 | 0.57 | 0.60 | 0.60 |
| SCHD | 0.62 | 1.00 | 0.56 | 0.56 | 0.83 | 0.84 | 0.74 | 0.79 | 0.78 |
| VGT | 0.48 | 0.56 | 1.00 | 0.97 | 0.72 | 0.79 | 0.92 | 0.90 | 0.91 |
| SCHG | 0.47 | 0.56 | 0.97 | 1.00 | 0.72 | 0.80 | 0.94 | 0.92 | 0.93 |
| VB | 0.65 | 0.83 | 0.72 | 0.72 | 1.00 | 0.96 | 0.81 | 0.85 | 0.86 |
| VO | 0.65 | 0.84 | 0.79 | 0.80 | 0.96 | 1.00 | 0.88 | 0.92 | 0.93 |
| BKLC | 0.57 | 0.74 | 0.92 | 0.94 | 0.81 | 0.88 | 1.00 | 0.98 | 0.98 |
| VOO | 0.60 | 0.79 | 0.90 | 0.92 | 0.85 | 0.92 | 0.98 | 1.00 | 0.99 |
| SCHX | 0.60 | 0.78 | 0.91 | 0.93 | 0.86 | 0.93 | 0.98 | 0.99 | 1.00 |