Vanguard Sector
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Sector, 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 Sep 20, 2018, corresponding to the inception date of ESGV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Vanguard Sector | 16.57% | 1.12% | 6.87% | 27.21% | 16.83% | N/A |
Portfolio components: | ||||||
Vanguard Energy ETF | 7.45% | 0.12% | -2.95% | 2.04% | 13.31% | 2.87% |
Vanguard Financials ETF | 21.04% | 4.16% | 10.69% | 37.23% | 11.93% | 11.32% |
Vanguard Health Care ETF | 14.47% | 0.40% | 7.49% | 21.20% | 12.07% | 10.89% |
Vanguard Information Technology ETF | 19.79% | -0.76% | 9.48% | 40.56% | 22.81% | 20.50% |
Vanguard ESG U.S. Stock ETF | 19.39% | 1.50% | 9.10% | 34.74% | 15.50% | N/A |
Monthly Returns
The table below presents the monthly returns of Vanguard Sector, 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 | 1.37% | 4.21% | 4.35% | -4.30% | 3.79% | 2.36% | 2.47% | 1.88% | 16.57% | ||||
2023 | 5.52% | -2.93% | 0.79% | 1.67% | -1.49% | 6.25% | 4.34% | -1.27% | -3.03% | -3.30% | 8.01% | 4.67% | 19.98% |
2022 | -1.17% | -0.10% | 4.44% | -7.89% | 3.62% | -9.75% | 8.97% | -2.83% | -8.38% | 11.82% | 4.47% | -5.25% | -4.63% |
2021 | 0.90% | 7.29% | 3.20% | 4.31% | 1.96% | 3.16% | 0.07% | 2.54% | -1.92% | 7.46% | -2.60% | 3.91% | 34.17% |
2020 | -2.51% | -9.32% | -16.28% | 16.76% | 4.43% | 1.52% | 3.23% | 5.00% | -5.54% | -2.39% | 15.35% | 5.37% | 11.29% |
2019 | 8.75% | 3.51% | 1.13% | 3.27% | -7.32% | 7.63% | 0.91% | -3.78% | 2.12% | 2.08% | 4.40% | 3.87% | 28.71% |
2018 | -0.27% | -8.22% | 1.45% | -10.22% | -16.64% |
Expense Ratio
Vanguard Sector has an expense ratio of 0.10%, 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 Vanguard Sector is 50, 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 | |
---|---|---|---|---|---|
Vanguard Energy ETF | 0.03 | 0.17 | 1.02 | 0.04 | 0.08 |
Vanguard Financials ETF | 2.53 | 3.31 | 1.43 | 1.57 | 14.95 |
Vanguard Health Care ETF | 1.77 | 2.44 | 1.32 | 1.37 | 8.73 |
Vanguard Information Technology ETF | 1.83 | 2.39 | 1.32 | 2.51 | 9.01 |
Vanguard ESG U.S. Stock ETF | 2.31 | 3.08 | 1.41 | 1.93 | 13.51 |
Dividends
Dividend yield
Vanguard Sector granted a 1.56% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Vanguard Sector | 1.56% | 1.72% | 1.92% | 1.75% | 2.02% | 2.01% | 1.72% | 1.35% | 1.34% | 1.53% | 1.20% | 1.15% |
Portfolio components: | ||||||||||||
Vanguard Energy ETF | 3.08% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Vanguard Financials ETF | 1.72% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% | 1.82% |
Vanguard Health Care ETF | 1.25% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Vanguard ESG U.S. Stock ETF | 1.12% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Vanguard Sector. 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 Sector was 38.44%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current Vanguard Sector drawdown is 0.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-38.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 165 | Nov 13, 2020 | 188 |
-22.42% | Oct 4, 2018 | 56 | Dec 24, 2018 | 217 | Nov 4, 2019 | 273 |
-17.99% | Mar 30, 2022 | 128 | Sep 30, 2022 | 193 | Jul 11, 2023 | 321 |
-8.88% | Aug 1, 2023 | 63 | Oct 27, 2023 | 23 | Nov 30, 2023 | 86 |
-8.02% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
Volatility
Volatility Chart
The current Vanguard Sector volatility is 4.02%, 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
VDE | VHT | VGT | VFH | ESGV | |
---|---|---|---|---|---|
VDE | 1.00 | 0.36 | 0.33 | 0.63 | 0.45 |
VHT | 0.36 | 1.00 | 0.64 | 0.58 | 0.75 |
VGT | 0.33 | 0.64 | 1.00 | 0.57 | 0.93 |
VFH | 0.63 | 0.58 | 0.57 | 1.00 | 0.74 |
ESGV | 0.45 | 0.75 | 0.93 | 0.74 | 1.00 |