All Portfilio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
All Portfilio
Last updated Sep 20, 2024
Asset Allocation
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Portfilio, 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
All Portfilio
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| All Portfilio | 13.65% | 2.23% | 8.82% | 26.20% | 10.97% | N/A |
| Portfolio components: | ||||||
VNQ Vanguard Real Estate ETF | 13.46% | 6.17% | 17.54% | 31.33% | 4.89% | 7.25% |
FTEC Fidelity MSCI Information Technology Index ETF | 20.37% | -0.37% | 9.89% | 41.38% | 23.06% | 20.27% |
SWISX Schwab International Index Fund | 12.37% | 1.68% | 6.42% | 22.56% | 7.96% | 5.46% |
DFFVX DFA U.S. Targeted Value Portfolio | 8.94% | 3.64% | 7.12% | 25.34% | 14.07% | 9.27% |
SWPPX Schwab S&P 500 Index Fund | 20.98% | 1.77% | 9.89% | 33.85% | 15.66% | 13.13% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 15.62% | 2.18% | 8.53% | 28.02% | 11.47% | 9.30% |
DFIVX DFA International Value Portfolio | 13.58% | 2.39% | 7.05% | 19.08% | 9.82% | 5.40% |
DFCEX DFA Emerging Markets Core Equity Fund | 10.07% | 0.45% | 7.62% | 18.79% | 6.93% | 4.27% |
VFIFX Vanguard Target Retirement 2050 Fund | 14.89% | 1.75% | 8.19% | 26.42% | 10.67% | 8.87% |
DFISX DFA International Small Company Portfolio | 11.59% | 2.45% | 9.16% | 21.89% | 7.91% | 6.09% |
VDIGX Vanguard Dividend Growth Fund | 13.72% | 2.59% | 8.14% | 23.37% | 11.43% | 11.46% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 12.27% | 3.93% | 9.51% | 28.39% | 9.17% | 8.68% |
VGT Vanguard Information Technology ETF | 20.21% | -0.41% | 9.87% | 41.05% | 22.90% | 20.50% |
VOO | 20.99% | 1.86% | 9.93% | 33.86% | 15.68% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 11.41% | 1.64% | 6.25% | 21.91% | 7.99% | 5.60% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 5.91% | 1.57% | 6.80% | 14.40% | 8.93% | 4.66% |
VYMI | 12.84% | 2.39% | 8.73% | 21.09% | 8.61% | N/A |
VONV Vanguard Russell 1000 Value ETF | 15.56% | 2.93% | 8.08% | 24.93% | 10.37% | 8.88% |
VSS | 9.07% | 1.91% | 8.36% | 19.29% | 6.47% | N/A |
DLS WisdomTree International SmallCap Dividend | 10.36% | 1.81% | 8.36% | 21.95% | 5.37% | 4.84% |
VWO | 11.11% | 1.09% | 9.65% | 19.04% | 5.00% | N/A |
VIOO Vanguard S&P Small-Cap 600 ETF | 9.68% | 3.51% | 10.06% | 26.68% | 9.98% | 9.80% |
IJS iShares S&P SmallCap 600 Value ETF | 6.68% | 4.29% | 9.99% | 23.22% | 9.24% | 8.70% |
AADEX American Beacon Large Cap Value Fund | 16.40% | 2.99% | 7.89% | 26.92% | 12.16% | 9.32% |
Monthly Returns
The table below presents the monthly returns of All Portfilio, 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 | -1.17% | 3.48% | 3.09% | -3.78% | 4.35% | 0.56% | 4.01% | 1.51% | 13.65% | ||||
| 2023 | 7.86% | -2.69% | 0.94% | 0.71% | -1.61% | 5.84% | 3.95% | -3.14% | -4.31% | -3.45% | 8.71% | 6.57% | 19.72% |
| 2022 | -4.32% | -1.75% | 1.31% | -7.22% | 0.84% | -8.23% | 6.96% | -3.86% | -9.55% | 7.02% | 7.58% | -4.24% | -16.15% |
| 2021 | 0.64% | 4.22% | 3.29% | 3.65% | 1.88% | 0.87% | 0.05% | 2.12% | -3.52% | 4.33% | -2.56% | 4.17% | 20.47% |
| 2020 | -2.18% | -7.74% | -16.35% | 10.87% | 4.62% | 3.12% | 4.32% | 5.40% | -2.98% | -1.27% | 13.14% | 5.42% | 13.43% |
| 2019 | 8.41% | 2.93% | 0.47% | 3.40% | -6.27% | 6.26% | 0.19% | -2.51% | 2.60% | 2.50% | 2.49% | 3.44% | 25.72% |
| 2018 | 4.42% | -4.05% | -0.73% | 0.47% | 1.66% | -0.46% | 2.72% | 1.33% | -0.50% | -7.75% | 1.54% | -7.77% | -9.52% |
| 2017 | 2.24% | 2.54% | 0.97% | 1.38% | 1.09% | 1.06% | 2.30% | 0.03% | 2.89% | 1.80% | 2.01% | 1.25% | 21.39% |
| 2016 | 4.62% | 1.09% | 0.74% | -0.17% | 4.43% | 0.67% | 0.90% | -2.16% | 3.02% | 2.06% | 16.06% |
Expense Ratio
All Portfilio has an expense ratio of 0.15%, 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 All Portfilio is 39, 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.
All Portfilio
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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.
Portfolio components
All Portfilio
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
All Portfilio granted a 2.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All Portfilio | 2.09% | 2.37% | 2.75% | 6.76% | 2.13% | 2.65% | 3.11% | 2.41% | 2.27% | 2.69% | 2.39% | 2.02% |
| Portfolio components: | ||||||||||||
VNQ Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.52% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
SWISX Schwab International Index Fund | 2.95% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
DFFVX DFA U.S. Targeted Value Portfolio | 2.14% | 2.26% | 5.17% | 8.12% | 1.52% | 3.82% | 5.95% | 5.58% | 4.24% | 5.84% | 5.52% | 6.45% |
SWPPX Schwab S&P 500 Index Fund | 1.18% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 2.73% | 3.15% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% | 1.37% | 1.61% |
DFIVX DFA International Value Portfolio | 3.73% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
DFCEX DFA Emerging Markets Core Equity Fund | 3.00% | 3.53% | 3.78% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% | 2.04% | 2.03% |
VFIFX Vanguard Target Retirement 2050 Fund | 1.92% | 2.21% | 2.38% | 12.83% | 1.84% | 2.20% | 2.51% | 1.92% | 2.04% | 2.36% | 2.03% | 1.84% |
DFISX DFA International Small Company Portfolio | 2.60% | 3.01% | 3.51% | 6.17% | 1.71% | 4.54% | 7.74% | 5.52% | 5.28% | 4.47% | 5.99% | 5.26% |
VDIGX Vanguard Dividend Growth Fund | 3.07% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.84% | 5.16% | 2.86% | 5.69% | 3.41% | 2.28% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.33% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% | 6.98% | 5.79% |
VGT 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% |
VOO | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VEA Vanguard FTSE Developed Markets ETF | 2.86% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.15% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% | 2.33% |
VYMI | 4.35% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
VONV Vanguard Russell 1000 Value ETF | 1.43% | 2.10% | 2.22% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% | 2.10% | 1.92% |
VSS | 2.77% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
DLS WisdomTree International SmallCap Dividend | 3.60% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
VWO | 2.66% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.34% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
IJS iShares S&P SmallCap 600 Value ETF | 1.44% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
AADEX American Beacon Large Cap Value Fund | 4.54% | 5.28% | 11.80% | 11.20% | 14.65% | 9.93% | 10.39% | 10.73% | 2.97% | 11.85% | 9.21% | 1.54% |
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.
All Portfilio
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the All Portfilio. 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 All Portfilio was 35.43%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.43% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -24.81% | Nov 9, 2021 | 225 | Sep 30, 2022 | 342 | Feb 12, 2024 | 567 |
| -18.94% | Jan 29, 2018 | 229 | Dec 24, 2018 | 207 | Oct 21, 2019 | 436 |
| -7.39% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.11% | Jun 9, 2016 | 13 | Jun 27, 2016 | 10 | Jul 12, 2016 | 23 |
Volatility
Volatility Chart
The current All Portfilio volatility is 4.05%, 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.
All Portfilio
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.
| VNQ | EWX | DFCEX | FTEC | VGT | VWO | VDIGX | IJS | DFFVX | VIOO | SWSSX | DFIVX | DFISX | DLS | VYMI | VONV | AADEX | SWISX | SWPPX | VSS | VOO | VEA | SWEGX | VFIFX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VNQ | 1.00 | 0.42 | 0.40 | 0.46 | 0.47 | 0.41 | 0.64 | 0.59 | 0.54 | 0.60 | 0.60 | 0.46 | 0.49 | 0.52 | 0.50 | 0.64 | 0.56 | 0.51 | 0.60 | 0.52 | 0.60 | 0.53 | 0.62 | 0.60 |
| EWX | 0.42 | 1.00 | 0.85 | 0.61 | 0.61 | 0.91 | 0.56 | 0.55 | 0.57 | 0.58 | 0.61 | 0.71 | 0.74 | 0.74 | 0.79 | 0.62 | 0.63 | 0.74 | 0.66 | 0.85 | 0.66 | 0.77 | 0.71 | 0.76 |
| DFCEX | 0.40 | 0.85 | 1.00 | 0.62 | 0.62 | 0.91 | 0.56 | 0.55 | 0.58 | 0.57 | 0.59 | 0.74 | 0.76 | 0.73 | 0.78 | 0.62 | 0.64 | 0.75 | 0.67 | 0.82 | 0.67 | 0.77 | 0.72 | 0.78 |
| FTEC | 0.46 | 0.61 | 0.62 | 1.00 | 1.00 | 0.64 | 0.67 | 0.57 | 0.58 | 0.64 | 0.69 | 0.58 | 0.64 | 0.65 | 0.61 | 0.66 | 0.65 | 0.68 | 0.89 | 0.69 | 0.89 | 0.70 | 0.79 | 0.85 |
| VGT | 0.47 | 0.61 | 0.62 | 1.00 | 1.00 | 0.64 | 0.68 | 0.57 | 0.58 | 0.64 | 0.69 | 0.58 | 0.64 | 0.65 | 0.61 | 0.66 | 0.65 | 0.68 | 0.89 | 0.69 | 0.89 | 0.70 | 0.80 | 0.85 |
| VWO | 0.41 | 0.91 | 0.91 | 0.64 | 0.64 | 1.00 | 0.56 | 0.56 | 0.58 | 0.58 | 0.61 | 0.73 | 0.74 | 0.75 | 0.82 | 0.63 | 0.64 | 0.77 | 0.68 | 0.84 | 0.68 | 0.80 | 0.73 | 0.79 |
| VDIGX | 0.64 | 0.56 | 0.56 | 0.67 | 0.68 | 0.56 | 1.00 | 0.69 | 0.69 | 0.71 | 0.71 | 0.67 | 0.66 | 0.69 | 0.70 | 0.88 | 0.84 | 0.73 | 0.86 | 0.69 | 0.86 | 0.74 | 0.83 | 0.83 |
| IJS | 0.59 | 0.55 | 0.55 | 0.57 | 0.57 | 0.56 | 0.69 | 1.00 | 0.97 | 0.98 | 0.93 | 0.72 | 0.66 | 0.67 | 0.69 | 0.86 | 0.87 | 0.67 | 0.73 | 0.68 | 0.74 | 0.69 | 0.84 | 0.77 |
| DFFVX | 0.54 | 0.57 | 0.58 | 0.58 | 0.58 | 0.58 | 0.69 | 0.97 | 1.00 | 0.96 | 0.92 | 0.76 | 0.69 | 0.69 | 0.72 | 0.88 | 0.90 | 0.69 | 0.75 | 0.70 | 0.75 | 0.72 | 0.86 | 0.79 |
| VIOO | 0.60 | 0.58 | 0.57 | 0.64 | 0.64 | 0.58 | 0.71 | 0.98 | 0.96 | 1.00 | 0.97 | 0.71 | 0.68 | 0.69 | 0.70 | 0.86 | 0.87 | 0.69 | 0.78 | 0.71 | 0.78 | 0.72 | 0.87 | 0.81 |
| SWSSX | 0.60 | 0.61 | 0.59 | 0.69 | 0.69 | 0.61 | 0.71 | 0.93 | 0.92 | 0.97 | 1.00 | 0.71 | 0.69 | 0.71 | 0.70 | 0.85 | 0.85 | 0.72 | 0.81 | 0.73 | 0.81 | 0.74 | 0.89 | 0.84 |
| DFIVX | 0.46 | 0.71 | 0.74 | 0.58 | 0.58 | 0.73 | 0.67 | 0.72 | 0.76 | 0.71 | 0.71 | 1.00 | 0.91 | 0.89 | 0.95 | 0.79 | 0.82 | 0.93 | 0.72 | 0.87 | 0.73 | 0.93 | 0.83 | 0.84 |
| DFISX | 0.49 | 0.74 | 0.76 | 0.64 | 0.64 | 0.74 | 0.66 | 0.66 | 0.69 | 0.68 | 0.69 | 0.91 | 1.00 | 0.95 | 0.89 | 0.73 | 0.75 | 0.93 | 0.73 | 0.94 | 0.74 | 0.93 | 0.83 | 0.86 |
| DLS | 0.52 | 0.74 | 0.73 | 0.65 | 0.65 | 0.75 | 0.69 | 0.67 | 0.69 | 0.69 | 0.71 | 0.89 | 0.95 | 1.00 | 0.90 | 0.75 | 0.76 | 0.92 | 0.75 | 0.94 | 0.75 | 0.94 | 0.83 | 0.86 |
| VYMI | 0.50 | 0.79 | 0.78 | 0.61 | 0.61 | 0.82 | 0.70 | 0.69 | 0.72 | 0.70 | 0.70 | 0.95 | 0.89 | 0.90 | 1.00 | 0.79 | 0.81 | 0.94 | 0.74 | 0.91 | 0.75 | 0.95 | 0.85 | 0.86 |
| VONV | 0.64 | 0.62 | 0.62 | 0.66 | 0.66 | 0.63 | 0.88 | 0.86 | 0.88 | 0.86 | 0.85 | 0.79 | 0.73 | 0.75 | 0.79 | 1.00 | 0.97 | 0.77 | 0.87 | 0.76 | 0.88 | 0.79 | 0.91 | 0.88 |
| AADEX | 0.56 | 0.63 | 0.64 | 0.65 | 0.65 | 0.64 | 0.84 | 0.87 | 0.90 | 0.87 | 0.85 | 0.82 | 0.75 | 0.76 | 0.81 | 0.97 | 1.00 | 0.79 | 0.86 | 0.76 | 0.86 | 0.81 | 0.91 | 0.87 |
| SWISX | 0.51 | 0.74 | 0.75 | 0.68 | 0.68 | 0.77 | 0.73 | 0.67 | 0.69 | 0.69 | 0.72 | 0.93 | 0.93 | 0.92 | 0.94 | 0.77 | 0.79 | 1.00 | 0.79 | 0.92 | 0.79 | 0.98 | 0.87 | 0.90 |
| SWPPX | 0.60 | 0.66 | 0.67 | 0.89 | 0.89 | 0.68 | 0.86 | 0.73 | 0.75 | 0.78 | 0.81 | 0.72 | 0.73 | 0.75 | 0.74 | 0.87 | 0.86 | 0.79 | 1.00 | 0.77 | 0.99 | 0.80 | 0.93 | 0.95 |
| VSS | 0.52 | 0.85 | 0.82 | 0.69 | 0.69 | 0.84 | 0.69 | 0.68 | 0.70 | 0.71 | 0.73 | 0.87 | 0.94 | 0.94 | 0.91 | 0.76 | 0.76 | 0.92 | 0.77 | 1.00 | 0.78 | 0.95 | 0.85 | 0.89 |
| VOO | 0.60 | 0.66 | 0.67 | 0.89 | 0.89 | 0.68 | 0.86 | 0.74 | 0.75 | 0.78 | 0.81 | 0.73 | 0.74 | 0.75 | 0.75 | 0.88 | 0.86 | 0.79 | 0.99 | 0.78 | 1.00 | 0.81 | 0.93 | 0.95 |
| VEA | 0.53 | 0.77 | 0.77 | 0.70 | 0.70 | 0.80 | 0.74 | 0.69 | 0.72 | 0.72 | 0.74 | 0.93 | 0.93 | 0.94 | 0.95 | 0.79 | 0.81 | 0.98 | 0.80 | 0.95 | 0.81 | 1.00 | 0.88 | 0.91 |
| SWEGX | 0.62 | 0.71 | 0.72 | 0.79 | 0.80 | 0.73 | 0.83 | 0.84 | 0.86 | 0.87 | 0.89 | 0.83 | 0.83 | 0.83 | 0.85 | 0.91 | 0.91 | 0.87 | 0.93 | 0.85 | 0.93 | 0.88 | 1.00 | 0.96 |
| VFIFX | 0.60 | 0.76 | 0.78 | 0.85 | 0.85 | 0.79 | 0.83 | 0.77 | 0.79 | 0.81 | 0.84 | 0.84 | 0.86 | 0.86 | 0.86 | 0.88 | 0.87 | 0.90 | 0.95 | 0.89 | 0.95 | 0.91 | 0.96 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 3, 2016