100% stocks portfolio

Asset Allocation

Position	Category/Sector	Target Weight
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF	Global Equities	67%
VCN.TO Vanguard FTSE Canada All Cap Index ETF	Canada Equities	33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 100% stocks portfolio, 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.

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Returns By Period

As of Jun 13, 2026, the 100% stocks portfolio returned 10.14% Year-To-Date and 12.32% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 100% stocks portfolio	0.52%	0.07%	10.14%	11.31%	28.34%	20.33%	10.70%	12.32%
Portfolio components:
VCN.TO Vanguard FTSE Canada All Cap Index ETF	0.54%	0.18%	8.65%	10.08%	30.36%	22.03%	11.69%	11.84%
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF	0.52%	0.02%	10.77%	11.79%	27.22%	19.41%	10.10%	12.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 9, 2014, 100% stocks portfolio's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 100% stocks portfolio closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -10.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.21%	2.23%	-6.12%	7.94%	4.04%	-0.98%							10.14%
2025	3.02%	-0.54%	-2.31%	0.87%	5.49%	4.41%	1.39%	3.50%	3.67%	1.69%	0.72%	2.23%	26.68%
2024	-0.15%	2.98%	3.33%	-2.48%	2.90%	0.89%	2.65%	3.06%	2.56%	-2.04%	4.50%	-3.68%	15.08%
2023	7.52%	-2.45%	1.44%	1.43%	-2.15%	6.10%	2.90%	-2.79%	-3.45%	-3.83%	8.58%	5.96%	19.74%
2022	-3.04%	-2.04%	3.73%	-7.80%	0.55%	-8.96%	6.50%	-3.62%	-8.84%	5.58%	6.57%	-3.92%	-15.89%
2021	-0.50%	4.69%	2.26%	4.85%	2.46%	0.93%	0.63%	1.56%	-4.33%	6.80%	-3.25%	2.85%	20.02%

Benchmark Metrics

100% stocks portfolio has an annualized alpha of 0.53%, beta of 0.73, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since July 09, 2014.

This portfolio participated in 91.30% of S&P 500 Index downside but only 82.05% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.53%

Beta: 0.73

R²: 0.66

Upside Capture: 82.05%

Downside Capture: 91.30%

See how alpha, beta & R² have trended over time →

Expense Ratio

100% stocks portfolio has an expense ratio of 0.17%, 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.

VXC.TO

Vanguard FTSE Global All Cap ex Canada Index ETF

VCN.TO

Vanguard FTSE Canada All Cap Index ETF

Return for Risk

Risk / Return Rank

100% stocks portfolio ranks 63 for risk / return — better than 63% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 100% stocks portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.15	1.86	+0.29
Sortino ratioReturn per unit of downside risk	2.93	2.53	+0.39
Omega ratioGain probability vs. loss probability	1.40	1.34	+0.06
Calmar ratioReturn relative to maximum drawdown	3.06	2.53	+0.53
Martin ratioReturn relative to average drawdown	13.32	11.37	+1.95

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VCN.TO Vanguard FTSE Canada All Cap Index ETF	76	2.23	2.93	1.40	3.20	13.83
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF	66	1.92	2.65	1.36	2.74	11.92

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current 100% stocks portfolio Sharpe ratio is 2.15 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 100% stocks portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

100% stocks portfolio provided a 1.48% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.48%	1.68%	1.87%	2.12%	2.26%	1.82%	1.88%	2.16%	2.24%	1.88%	2.02%	2.11%
Portfolio components:
VCN.TO Vanguard FTSE Canada All Cap Index ETF	2.00%	2.27%	2.71%	3.00%	3.17%	2.49%	2.72%	2.88%	2.83%	2.29%	2.36%	2.68%
VXC.TO Vanguard FTSE Global All Cap ex Canada Index ETF	1.23%	1.39%	1.45%	1.69%	1.82%	1.49%	1.46%	1.81%	1.95%	1.68%	1.86%	1.83%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 100% stocks portfolio. 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 100% stocks portfolio was 36.21%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.

The current 100% stocks portfolio drawdown is 1.87%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-36.21%Mar 2020	2mo 3d	5mo 12d	7mo 15dJan 2020 - Sep 2020
Bear market2022	-25.12%Oct 2022	10mo 29d	1y 4mo	2y 3moNov 2021 - Feb 2024
2016 bear market2016	-24.60%Jan 2016	1y 4mo	12mo 2d	2y 4moSep 2014 - Jan 2017
Rate-hike selloffLate 2018	-20.19%Dec 2018	10mo 29d	10mo 10d	1y 9moJan 2018 - Oct 2019
2025 selloff2025	-15.23%Apr 2025	1mo 17d	1mo 6d	2mo 23dFeb 2025 - May 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 1.79, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.06	1.05	1.04	1.04	1.05

The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

100% stocks portfolio correlation to the S&P 500 Index

100% stocks portfolio has a 0.79 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jul 9, 2014	0.71

Benchmark Correlations

Correlation vs. S&P 500 Index. VXC.TO has the highest benchmark correlation at 0.72, while VCN.TO has the lowest at 0.58.

VCN.TO

0.58

VXC.TO

0.72

Portfolio Correlations

Correlation vs. 100% stocks portfolio. VXC.TO has the highest portfolio correlation at 0.97, while VCN.TO has the lowest at 0.86.

VCN.TO

0.86

VXC.TO

0.97

Asset Correlations Table

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

	VCN.TO	VXC.TO
VCN.TO	1.00	0.73
VXC.TO	0.73	1.00

The correlation results are calculated based on daily price changes starting from Jul 9, 2014

Diversification Analysis

Find what 100% stocks portfolio is missing

See which holdings overlap, where 100% stocks portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification