Wealthfront
limited taxable
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of JMOM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.39% | 12.89% | 1.19% | 12.45% | 14.95% | 10.86% |
| Wealthfront | 9.35% | 10.30% | 8.33% | 12.45% | 12.42% | N/A |
| Portfolio components: | ||||||
VWO Vanguard FTSE Emerging Markets ETF | 8.94% | 10.69% | 7.99% | 10.21% | 8.48% | 3.87% |
VEA Vanguard FTSE Developed Markets ETF | 15.42% | 8.26% | 13.49% | 10.96% | 11.84% | 5.81% |
SCHP Schwab U.S. TIPS ETF | 3.27% | 0.50% | 2.71% | 5.41% | 1.50% | 2.43% |
BNDX Vanguard Total International Bond ETF | 1.00% | -0.05% | 1.45% | 5.21% | -0.01% | 2.02% |
XLK Technology Select Sector SPDR Fund | 1.05% | 21.62% | 2.57% | 11.50% | 20.19% | 19.78% |
JMOM JPMorgan U.S. Momentum Factor ETF | 5.83% | 13.98% | 4.09% | 17.87% | 17.01% | N/A |
MGC Vanguard Mega Cap ETF | 1.44% | 13.53% | 2.15% | 14.69% | 17.06% | 13.43% |
Monthly Returns
The table below presents the monthly returns of Wealthfront, 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 | 3.17% | 0.42% | -1.82% | 2.02% | 5.38% | 9.35% | |||||||
| 2024 | -0.25% | 3.97% | 2.92% | -2.85% | 3.85% | 1.24% | 1.67% | 2.20% | 2.79% | -2.82% | 2.11% | -2.70% | 12.44% |
| 2023 | 7.42% | -3.37% | 3.20% | 1.08% | -1.43% | 4.97% | 3.36% | -3.21% | -3.65% | -2.64% | 8.38% | 4.70% | 19.33% |
| 2022 | -4.19% | -2.79% | 0.48% | -7.32% | 0.66% | -7.31% | 5.59% | -4.06% | -9.20% | 4.60% | 9.81% | -3.59% | -17.56% |
| 2021 | 0.10% | 1.65% | 1.56% | 3.42% | 1.68% | 1.52% | -0.01% | 2.06% | -3.75% | 4.20% | -2.30% | 2.92% | 13.52% |
| 2020 | -1.51% | -6.36% | -13.36% | 8.88% | 5.17% | 3.65% | 4.98% | 5.24% | -1.93% | -2.20% | 11.07% | 4.90% | 17.09% |
| 2019 | 7.63% | 2.29% | 1.55% | 2.89% | -5.12% | 5.78% | -0.46% | -1.48% | 1.42% | 2.57% | 1.86% | 3.66% | 24.37% |
| 2018 | 5.61% | -3.83% | -1.34% | 0.43% | 0.06% | -1.46% | 2.53% | -0.06% | 0.15% | -7.60% | 1.37% | -5.54% | -9.91% |
| 2017 | 0.80% | 1.89% | 2.71% |
Expense Ratio
Wealthfront has an expense ratio of 0.08%, 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 Wealthfront is 56, 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 | |
|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 0.55 | 0.99 | 1.13 | 0.59 | 1.94 |
VEA Vanguard FTSE Developed Markets ETF | 0.64 | 1.00 | 1.13 | 0.80 | 2.41 |
SCHP Schwab U.S. TIPS ETF | 1.15 | 1.52 | 1.19 | 0.53 | 3.27 |
BNDX Vanguard Total International Bond ETF | 1.41 | 1.85 | 1.23 | 0.54 | 5.76 |
XLK Technology Select Sector SPDR Fund | 0.38 | 0.71 | 1.10 | 0.42 | 1.33 |
JMOM JPMorgan U.S. Momentum Factor ETF | 0.85 | 1.26 | 1.18 | 0.90 | 3.34 |
MGC Vanguard Mega Cap ETF | 0.73 | 1.13 | 1.17 | 0.76 | 2.84 |
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Dividends
Dividend yield
Wealthfront provided a 2.32% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.32% | 2.56% | 2.67% | 2.56% | 2.32% | 1.62% | 2.54% | 2.67% | 2.03% | 2.16% | 2.23% | 2.42% |
| Portfolio components: | ||||||||||||
VWO Vanguard FTSE Emerging Markets ETF | 2.96% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VEA Vanguard FTSE Developed Markets ETF | 2.84% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
SCHP Schwab U.S. TIPS ETF | 3.28% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% |
BNDX Vanguard Total International Bond ETF | 4.29% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
JMOM JPMorgan U.S. Momentum Factor ETF | 0.82% | 0.75% | 1.21% | 1.38% | 0.64% | 0.85% | 1.11% | 1.38% | 0.30% | 0.00% | 0.00% | 0.00% |
MGC Vanguard Mega Cap ETF | 1.14% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.82% | 2.14% | 2.11% | 1.81% |
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 Wealthfront. 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 Wealthfront was 31.27%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.27% | Jan 21, 2020 | 44 | Mar 23, 2020 | 99 | Aug 12, 2020 | 143 |
| -27.11% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -19.33% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
| -14% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
| -7.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
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 7 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
| ^GSPC | BNDX | SCHP | VWO | JMOM | VEA | XLK | MGC | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.06 | 0.67 | 0.87 | 0.81 | 0.91 | 0.99 | 0.91 |
| BNDX | 0.05 | 1.00 | 0.62 | 0.02 | 0.08 | 0.06 | 0.06 | 0.05 | 0.08 |
| SCHP | 0.06 | 0.62 | 1.00 | 0.05 | 0.10 | 0.10 | 0.05 | 0.06 | 0.10 |
| VWO | 0.67 | 0.02 | 0.05 | 1.00 | 0.58 | 0.79 | 0.62 | 0.66 | 0.86 |
| JMOM | 0.87 | 0.08 | 0.10 | 0.58 | 1.00 | 0.71 | 0.83 | 0.87 | 0.84 |
| VEA | 0.81 | 0.06 | 0.10 | 0.79 | 0.71 | 1.00 | 0.69 | 0.79 | 0.95 |
| XLK | 0.91 | 0.06 | 0.05 | 0.62 | 0.83 | 0.69 | 1.00 | 0.92 | 0.83 |
| MGC | 0.99 | 0.05 | 0.06 | 0.66 | 0.87 | 0.79 | 0.92 | 1.00 | 0.90 |
| Portfolio | 0.91 | 0.08 | 0.10 | 0.86 | 0.84 | 0.95 | 0.83 | 0.90 | 1.00 |