Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Total World VTI+VXUS, 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 Jun 4, 2013, corresponding to the inception date of VTABX
Returns By Period
As of Apr 4, 2026, the Total World VTI+VXUS returned -0.62% Year-To-Date and 8.12% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Total World VTI+VXUS | -0.09% | -2.03% | -0.62% | 1.04% | 21.01% | 11.76% | 5.89% | 8.12% |
| Portfolio components: | ||||||||
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 0.19% | -1.23% | -0.47% | 0.48% | 3.73% | 3.80% | 0.43% | 1.98% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | -0.16% | -1.39% | -0.61% | -0.24% | 1.45% | 3.72% | 0.12% | 1.77% |
VTI Vanguard Total Stock Market ETF | 0.16% | -3.34% | -3.13% | -1.30% | 31.84% | 18.10% | 10.66% | 13.75% |
VXUS Vanguard Total International Stock ETF | -0.68% | -1.47% | 2.81% | 5.79% | 39.16% | 15.41% | 7.43% | 9.01% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 5, 2013, Total World VTI+VXUS's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +7.5%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Total World VTI+VXUS closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.9%, while the worst single day was Mar 16, 2020 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.97% | 1.77% | -4.69% | 0.47% | -0.62% | ||||||||
| 2025 | 2.08% | 0.41% | -2.06% | 0.89% | 3.27% | 3.29% | 0.56% | 2.22% | 2.34% | 1.47% | 0.38% | 0.48% | 16.31% |
| 2024 | -0.07% | 2.13% | 2.36% | -2.92% | 3.12% | 1.25% | 2.30% | 1.76% | 1.93% | -2.09% | 2.90% | -2.30% | 10.60% |
| 2023 | 5.79% | -2.82% | 2.80% | 1.07% | -0.97% | 3.30% | 2.26% | -1.88% | -3.42% | -2.13% | 6.97% | 4.53% | 15.88% |
| 2022 | -3.60% | -1.99% | -0.13% | -6.17% | 0.32% | -5.51% | 5.39% | -3.78% | -7.20% | 3.57% | 6.29% | -3.32% | -15.95% |
| 2021 | -0.31% | 0.97% | 1.37% | 2.71% | 1.05% | 1.06% | 0.95% | 1.23% | -2.89% | 2.83% | -1.31% | 2.09% | 10.07% |
Benchmark Metrics
Total World VTI+VXUS has an annualized alpha of 1.03%, beta of 0.54, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.
- This portfolio participated in 65.62% of S&P 500 Index downside but only 58.75% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.54 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.03%
- Beta
- 0.54
- R²
- 0.90
- Upside Capture
- 58.75%
- Downside Capture
- 65.62%
Expense Ratio
Total World VTI+VXUS has an expense ratio of 0.06%, 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.
Return for Risk
Risk / Return Rank
Total World VTI+VXUS ranks 60 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.88 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.37 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.39 | +0.65 |
Martin ratioReturn relative to average drawdown | 8.55 | 6.43 | +2.11 |
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 | |
|---|---|---|---|---|---|---|
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 38 | 1.00 | 1.45 | 1.18 | 1.39 | 4.50 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 20 | 0.73 | 1.02 | 1.13 | 0.79 | 3.13 |
VTI Vanguard Total Stock Market ETF | 52 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
VXUS Vanguard Total International Stock ETF | 78 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
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Dividends
Dividend yield
Total World VTI+VXUS provided a 2.71% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.71% | 2.83% | 2.87% | 2.74% | 2.06% | 2.58% | 1.90% | 2.71% | 2.66% | 2.28% | 2.42% | 2.40% |
| Portfolio components: | ||||||||||||
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 3.77% | 4.01% | 3.80% | 3.09% | 1.99% | 3.39% | 2.94% | 2.73% | 2.87% | 2.73% | 3.06% | 3.09% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.22% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
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 Total World VTI+VXUS. 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 Total World VTI+VXUS was 22.22%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current Total World VTI+VXUS drawdown is 4.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.22% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -21.47% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -11.05% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -10.47% | Apr 27, 2015 | 202 | Feb 11, 2016 | 104 | Jul 12, 2016 | 306 |
| -9.5% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
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 3.70, 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 | VTABX | VBILX | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.02 | -0.10 | 0.80 | 0.99 | 0.93 |
| VTABX | -0.02 | 1.00 | 0.71 | -0.00 | -0.02 | 0.13 |
| VBILX | -0.10 | 0.71 | 1.00 | -0.04 | -0.10 | 0.09 |
| VXUS | 0.80 | -0.00 | -0.04 | 1.00 | 0.80 | 0.92 |
| VTI | 0.99 | -0.02 | -0.10 | 0.80 | 1.00 | 0.94 |
| Portfolio | 0.93 | 0.13 | 0.09 | 0.92 | 0.94 | 1.00 |