Roth, 401k, Trust no bonds
Roth, 401k, Trust; no bonds shown here
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth, 401k, Trust no bonds, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 17, 2024, the Roth, 401k, Trust no bonds returned 16.55% Year-To-Date and 13.16% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| Roth, 401k, Trust no bonds | 16.55% | 2.21% | 9.63% | 24.95% | 14.95% | 13.16% |
| Portfolio components: | ||||||
MGK Vanguard Mega Cap Growth ETF | 21.15% | 0.25% | 10.36% | 33.23% | 19.26% | 15.94% |
VGT Vanguard Information Technology ETF | 17.36% | -1.19% | 9.66% | 33.73% | 22.14% | 20.12% |
VOOG Vanguard S&P 500 Growth ETF | 24.29% | 0.48% | 11.77% | 32.42% | 16.55% | 14.54% |
VOT Vanguard Mid-Cap Growth ETF | 8.25% | 1.60% | 3.45% | 18.92% | 10.24% | 10.03% |
VTI Vanguard Total Stock Market ETF | 17.92% | 1.68% | 9.70% | 27.57% | 14.45% | 12.32% |
VCR Vanguard Consumer Discretionary ETF | 8.14% | 4.33% | 6.85% | 15.25% | 13.73% | 12.90% |
VDC Vanguard Consumer Staples ETF | 17.27% | 3.91% | 10.71% | 19.20% | 10.08% | 9.29% |
HDV iShares Core High Dividend ETF | 17.85% | 2.39% | 11.27% | 18.58% | 8.42% | 8.32% |
VIG Vanguard Dividend Appreciation ETF | 16.56% | 3.06% | 10.64% | 24.47% | 12.48% | 11.84% |
VTV Vanguard Value ETF | 17.04% | 3.04% | 10.20% | 23.55% | 11.82% | 10.39% |
VUG Vanguard Growth ETF | 20.69% | 0.29% | 9.97% | 32.80% | 18.06% | 15.11% |
SCHD Schwab US Dividend Equity ETF | 12.58% | 2.67% | 8.87% | 18.65% | 12.67% | 11.42% |
Monthly Returns
The table below presents the monthly returns of Roth, 401k, Trust no bonds, 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 | 0.54% | 5.32% | 2.41% | -4.14% | 3.99% | 3.27% | 1.61% | 2.28% | 16.55% | ||||
| 2023 | 7.29% | -2.11% | 4.12% | 1.08% | 0.45% | 7.01% | 3.12% | -1.83% | -5.03% | -2.66% | 9.14% | 4.94% | 27.37% |
| 2022 | -6.63% | -3.05% | 3.17% | -8.28% | -1.78% | -7.73% | 10.38% | -3.90% | -9.13% | 6.78% | 5.13% | -6.44% | -21.42% |
| 2021 | -0.92% | 1.45% | 4.46% | 5.01% | -0.07% | 2.74% | 2.14% | 2.53% | -4.50% | 7.19% | -0.37% | 3.92% | 25.64% |
| 2020 | 1.02% | -7.67% | -11.71% | 13.91% | 5.48% | 2.85% | 6.74% | 8.28% | -3.24% | -2.38% | 11.20% | 3.79% | 28.22% |
| 2019 | 7.97% | 3.39% | 2.48% | 4.12% | -6.21% | 6.80% | 1.87% | -0.78% | 1.40% | 1.40% | 3.04% | 2.78% | 31.30% |
| 2018 | 5.82% | -3.91% | -2.09% | -0.21% | 2.58% | 1.49% | 3.12% | 3.74% | 0.63% | -6.86% | 1.97% | -8.69% | -3.43% |
| 2017 | 2.48% | 3.78% | 0.79% | 1.68% | 1.91% | -0.35% | 1.79% | 0.03% | 1.45% | 2.15% | 3.68% | 1.41% | 22.81% |
| 2016 | -4.36% | 0.26% | 6.70% | -0.50% | 1.52% | 0.76% | 3.60% | -0.24% | -0.04% | -1.96% | 2.17% | 1.49% | 9.38% |
| 2015 | -2.45% | 6.13% | -1.78% | 0.50% | 1.29% | -1.69% | 2.93% | -6.02% | -1.95% | 7.96% | 0.02% | -1.48% | 2.70% |
| 2014 | -4.12% | 5.14% | -0.17% | 0.33% | 2.49% | 1.92% | -1.98% | 4.25% | -1.45% | 2.72% | 3.73% | -0.31% | 12.83% |
| 2013 | 5.26% | 1.30% | 4.06% | 2.14% | 1.69% | -1.09% | 5.25% | -2.79% | 4.00% | 4.50% | 2.60% | 2.45% | 33.24% |
Expense Ratio
Roth, 401k, Trust no bonds has an expense ratio of 0.07%, 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 Roth, 401k, Trust no bonds is 43, 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 | |
|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 1.75 | 2.33 | 1.31 | 1.90 | 8.41 |
VGT Vanguard Information Technology ETF | 1.50 | 2.01 | 1.27 | 2.06 | 7.41 |
VOOG Vanguard S&P 500 Growth ETF | 1.82 | 2.43 | 1.33 | 1.46 | 9.05 |
VOT Vanguard Mid-Cap Growth ETF | 1.12 | 1.61 | 1.20 | 0.56 | 5.51 |
VTI Vanguard Total Stock Market ETF | 2.00 | 2.70 | 1.36 | 1.85 | 10.57 |
VCR Vanguard Consumer Discretionary ETF | 0.71 | 1.07 | 1.13 | 0.46 | 2.87 |
VDC Vanguard Consumer Staples ETF | 1.74 | 2.49 | 1.30 | 1.44 | 7.51 |
HDV iShares Core High Dividend ETF | 1.64 | 2.42 | 1.29 | 1.79 | 6.69 |
VIG Vanguard Dividend Appreciation ETF | 2.28 | 3.16 | 1.41 | 2.39 | 11.77 |
VTV Vanguard Value ETF | 2.14 | 2.97 | 1.37 | 2.30 | 10.01 |
VUG Vanguard Growth ETF | 1.77 | 2.35 | 1.32 | 1.64 | 8.83 |
SCHD Schwab US Dividend Equity ETF | 1.48 | 2.17 | 1.26 | 1.33 | 6.46 |
Dividends
Dividend yield
Roth, 401k, Trust no bonds granted a 1.33% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Roth, 401k, Trust no bonds | 1.33% | 1.47% | 1.51% | 1.21% | 1.57% | 1.58% | 1.84% | 1.64% | 1.85% | 1.86% | 1.59% | 1.54% |
| Portfolio components: | ||||||||||||
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
VGT Vanguard Information Technology ETF | 0.65% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VOOG Vanguard S&P 500 Growth ETF | 0.71% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
VOT Vanguard Mid-Cap Growth ETF | 0.70% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VCR Vanguard Consumer Discretionary ETF | 0.80% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
VDC Vanguard Consumer Staples ETF | 2.36% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
HDV iShares Core High Dividend ETF | 3.23% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% | 3.20% | 3.17% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VTV Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VUG Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 Roth, 401k, Trust no bonds. 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 Roth, 401k, Trust no bonds was 32.38%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.38% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -26.33% | Jan 4, 2022 | 197 | Oct 14, 2022 | 316 | Jan 19, 2024 | 513 |
| -19.07% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -12.03% | Nov 4, 2015 | 68 | Feb 11, 2016 | 34 | Apr 1, 2016 | 102 |
| -11.2% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current Roth, 401k, Trust no bonds volatility is 3.80%, 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
| VDC | HDV | VCR | VGT | SCHD | VTV | VOT | MGK | VUG | VOOG | VIG | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VDC | 1.00 | 0.76 | 0.57 | 0.50 | 0.77 | 0.72 | 0.57 | 0.58 | 0.58 | 0.61 | 0.78 | 0.66 |
| HDV | 0.76 | 1.00 | 0.60 | 0.56 | 0.91 | 0.89 | 0.64 | 0.60 | 0.61 | 0.65 | 0.82 | 0.76 |
| VCR | 0.57 | 0.60 | 1.00 | 0.80 | 0.73 | 0.75 | 0.86 | 0.86 | 0.87 | 0.85 | 0.80 | 0.89 |
| VGT | 0.50 | 0.56 | 0.80 | 1.00 | 0.68 | 0.69 | 0.87 | 0.95 | 0.95 | 0.94 | 0.78 | 0.89 |
| SCHD | 0.77 | 0.91 | 0.73 | 0.68 | 1.00 | 0.95 | 0.75 | 0.70 | 0.72 | 0.75 | 0.91 | 0.86 |
| VTV | 0.72 | 0.89 | 0.75 | 0.69 | 0.95 | 1.00 | 0.79 | 0.72 | 0.74 | 0.77 | 0.92 | 0.90 |
| VOT | 0.57 | 0.64 | 0.86 | 0.87 | 0.75 | 0.79 | 1.00 | 0.88 | 0.91 | 0.89 | 0.85 | 0.93 |
| MGK | 0.58 | 0.60 | 0.86 | 0.95 | 0.70 | 0.72 | 0.88 | 1.00 | 0.99 | 0.98 | 0.82 | 0.92 |
| VUG | 0.58 | 0.61 | 0.87 | 0.95 | 0.72 | 0.74 | 0.91 | 0.99 | 1.00 | 0.98 | 0.84 | 0.94 |
| VOOG | 0.61 | 0.65 | 0.85 | 0.94 | 0.75 | 0.77 | 0.89 | 0.98 | 0.98 | 1.00 | 0.86 | 0.94 |
| VIG | 0.78 | 0.82 | 0.80 | 0.78 | 0.91 | 0.92 | 0.85 | 0.82 | 0.84 | 0.86 | 1.00 | 0.93 |
| VTI | 0.66 | 0.76 | 0.89 | 0.89 | 0.86 | 0.90 | 0.93 | 0.92 | 0.94 | 0.94 | 0.93 | 1.00 |