Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVDV Avantis International Small Cap Value ETF | Foreign Small & Mid Cap Equities | 25% |
GMOIX GMO International Equity Fund | Foreign Large Cap Equities | 25% |
IVLU iShares MSCI Intl Value Factor ETF | Foreign Large Cap Equities | 25% |
VYMI Vanguard International High Dividend Yield ETF | Dividend, Foreign Large Cap Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in OUS December 2025, 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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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio OUS December 2025 | -0.41% | -1.94% | 6.60% | 15.17% | 40.26% | 22.69% | 13.56% | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | -0.97% | -4.17% | 7.34% | 14.94% | 49.48% | 23.93% | 13.58% | — |
VYMI Vanguard International High Dividend Yield ETF | -0.11% | -0.87% | 6.26% | 13.90% | 33.42% | 20.17% | 12.59% | 10.36% |
GMOIX GMO International Equity Fund | 2.02% | -1.28% | 7.36% | 17.23% | 40.46% | 24.63% | 13.89% | 11.39% |
IVLU iShares MSCI Intl Value Factor ETF | -0.55% | -1.38% | 5.44% | 14.60% | 37.86% | 22.22% | 14.03% | 10.70% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, OUS December 2025's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -18.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, OUS December 2025 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.56% | 7.00% | -7.60% | 1.18% | 6.60% | ||||||||
| 2025 | 3.63% | 3.03% | 2.59% | 3.68% | 5.15% | 3.11% | 0.11% | 5.80% | 2.22% | 0.86% | 3.88% | 3.38% | 44.39% |
| 2024 | -0.86% | 2.05% | 4.65% | -1.76% | 5.32% | -3.09% | 3.58% | 2.42% | 1.75% | -4.69% | -0.16% | -0.49% | 8.52% |
| 2023 | 7.99% | -2.24% | 0.53% | 2.55% | -4.81% | 6.01% | 4.55% | -3.25% | -1.66% | -3.59% | 7.36% | 4.92% | 18.65% |
| 2022 | 0.30% | -1.95% | 0.06% | -5.48% | 2.96% | -9.66% | 3.13% | -4.43% | -9.09% | 5.90% | 12.24% | -0.86% | -8.65% |
| 2021 | -0.25% | 4.70% | 4.31% | 2.43% | 4.33% | -2.09% | -0.17% | 1.11% | -2.32% | 2.16% | -5.49% | 5.74% | 14.74% |
Benchmark Metrics
OUS December 2025 has an annualized alpha of 4.19%, beta of 0.74, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.99%) than losses (79.18%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.19%
- Beta
- 0.74
- R²
- 0.66
- Upside Capture
- 84.99%
- Downside Capture
- 79.18%
Expense Ratio
OUS December 2025 has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
OUS December 2025 ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 0.88 | +1.48 |
Sortino ratioReturn per unit of downside risk | 3.06 | 1.37 | +1.69 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.21 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.39 | +2.09 |
Martin ratioReturn relative to average drawdown | 13.60 | 6.43 | +7.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 95 | 2.69 | 3.38 | 1.55 | 3.76 | 15.42 |
VYMI Vanguard International High Dividend Yield ETF | 90 | 2.11 | 2.79 | 1.44 | 3.04 | 12.35 |
GMOIX GMO International Equity Fund | 93 | 2.27 | 2.96 | 1.44 | 3.50 | 13.56 |
IVLU iShares MSCI Intl Value Factor ETF | 90 | 2.11 | 2.80 | 1.42 | 3.19 | 12.14 |
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Dividends
Dividend yield
OUS December 2025 provided a 3.83% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.83% | 4.01% | 4.09% | 5.02% | 3.95% | 4.14% | 2.87% | 2.90% | 2.71% | 2.30% | 2.23% | 1.05% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 2.97% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.61% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
GMOIX GMO International Equity Fund | 5.23% | 5.62% | 2.77% | 7.54% | 4.32% | 6.40% | 4.56% | 3.49% | 3.74% | 3.11% | 4.00% | 3.26% |
IVLU iShares MSCI Intl Value Factor ETF | 3.52% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
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 OUS December 2025. 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 OUS December 2025 was 38.40%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.
The current OUS December 2025 drawdown is 6.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.4% | Jan 3, 2020 | 55 | Mar 23, 2020 | 187 | Dec 16, 2020 | 242 |
| -25.92% | Jan 18, 2022 | 175 | Sep 27, 2022 | 206 | Jul 25, 2023 | 381 |
| -13.93% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -11.61% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -9.55% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | AVDV | IVLU | GMOIX | VYMI | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.71 | 0.69 | 0.73 | 0.72 | 0.73 |
| AVDV | 0.71 | 1.00 | 0.91 | 0.90 | 0.92 | 0.96 |
| IVLU | 0.69 | 0.91 | 1.00 | 0.93 | 0.95 | 0.98 |
| GMOIX | 0.73 | 0.90 | 0.93 | 1.00 | 0.93 | 0.97 |
| VYMI | 0.72 | 0.92 | 0.95 | 0.93 | 1.00 | 0.98 |
| Portfolio | 0.73 | 0.96 | 0.98 | 0.97 | 0.98 | 1.00 |