FUNDAMENTALS
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 50% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOG
Returns By Period
As of May 16, 2025, the FUNDAMENTALS returned 1.85% Year-To-Date and 16.29% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| FUNDAMENTALS | 1.85% | 13.54% | 2.84% | 17.59% | 18.59% | 16.29% |
| Portfolio components: | ||||||
VOOG Vanguard S&P 500 Growth ETF | 1.98% | 13.70% | 3.27% | 19.85% | 17.88% | 14.78% |
QQQ Invesco QQQ | 1.72% | 13.38% | 2.39% | 15.35% | 19.20% | 17.74% |
Monthly Returns
The table below presents the monthly returns of FUNDAMENTALS, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.38% | -2.79% | -7.87% | 1.64% | 9.30% | 1.85% | |||||||
| 2024 | 2.31% | 6.24% | 1.76% | -4.11% | 6.43% | 6.63% | -1.47% | 1.59% | 2.75% | -0.79% | 5.74% | 0.61% | 30.67% |
| 2023 | 8.15% | -1.18% | 7.75% | 0.98% | 5.24% | 6.24% | 3.46% | -1.07% | -4.95% | -2.27% | 9.81% | 4.68% | 42.09% |
| 2022 | -8.57% | -4.46% | 4.61% | -13.11% | -1.46% | -8.57% | 12.67% | -5.28% | -10.25% | 4.27% | 5.26% | -8.30% | -31.04% |
| 2021 | -0.16% | -0.06% | 2.29% | 6.35% | -1.04% | 5.95% | 3.32% | 4.20% | -5.76% | 8.48% | 1.70% | 1.79% | 29.67% |
| 2020 | 2.65% | -6.49% | -8.66% | 14.61% | 6.24% | 5.21% | 7.25% | 10.20% | -5.19% | -3.00% | 10.54% | 4.37% | 40.84% |
| 2019 | 8.22% | 3.54% | 3.33% | 4.74% | -6.75% | 6.86% | 1.76% | -1.34% | 0.61% | 3.07% | 3.75% | 3.38% | 34.93% |
| 2018 | 8.00% | -1.71% | -3.51% | 0.36% | 5.01% | 0.84% | 3.11% | 5.34% | 0.22% | -8.36% | 0.55% | -8.56% | -0.15% |
| 2017 | 3.98% | 4.28% | 1.64% | 2.31% | 3.36% | -1.36% | 3.33% | 1.71% | 0.44% | 3.94% | 2.36% | 0.62% | 29.91% |
| 2016 | -6.02% | -1.16% | 6.83% | -2.27% | 3.51% | -1.28% | 5.87% | 0.37% | 1.32% | -1.80% | 0.86% | 1.27% | 7.03% |
| 2015 | -1.83% | 6.54% | -1.99% | 1.22% | 1.97% | -2.17% | 4.09% | -6.47% | -2.26% | 10.40% | 0.37% | -1.59% | 7.41% |
| 2014 | -2.50% | 5.27% | -1.74% | -0.05% | 3.93% | 2.58% | 0.04% | 4.64% | -0.89% | 2.71% | 3.74% | -1.56% | 16.94% |
Expense Ratio
FUNDAMENTALS has an expense ratio of 0.15%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FUNDAMENTALS is 51, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | 0.80 | 1.36 | 1.19 | 1.02 | 3.41 |
QQQ Invesco QQQ | 0.61 | 1.14 | 1.16 | 0.79 | 2.57 |
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Dividends
Dividend yield
FUNDAMENTALS provided a 0.56% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.56% | 0.52% | 0.87% | 0.87% | 0.48% | 0.72% | 1.00% | 1.13% | 1.08% | 1.26% | 1.27% | 1.35% |
| Portfolio components: | ||||||||||||
VOOG Vanguard S&P 500 Growth ETF | 0.55% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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 FUNDAMENTALS. 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 FUNDAMENTALS was 33.91%, occurring on Nov 3, 2022. Recovery took 304 trading sessions.
The current FUNDAMENTALS drawdown is 3.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.91% | Dec 28, 2021 | 216 | Nov 3, 2022 | 304 | Jan 23, 2024 | 520 |
| -29.64% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -22.47% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -21.74% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -15.72% | Jul 25, 2011 | 20 | Aug 19, 2011 | 108 | Jan 25, 2012 | 128 |
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 2.00, 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
| ^GSPC | QQQ | VOOG | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.90 | 0.95 | 0.93 |
| QQQ | 0.90 | 1.00 | 0.95 | 0.99 |
| VOOG | 0.95 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.93 | 0.99 | 0.98 | 1.00 |