Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 50% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VTI/QQQ/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 Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 2, 2026, the VTI/QQQ/VXUS returned -2.37% Year-To-Date and 14.49% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -4.45% | -3.95% | -2.02% | 16.73% | 16.96% | 10.34% | 12.24% |
Portfolio VTI/QQQ/VXUS | 0.98% | -4.39% | -2.37% | -0.01% | 22.44% | 19.30% | 11.00% | 14.49% |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | 0.76% | -4.38% | -3.29% | -1.26% | 18.60% | 18.14% | 10.63% | 13.69% |
VXUS Vanguard Total International Stock ETF | 1.17% | -5.23% | 3.51% | 7.51% | 29.24% | 15.95% | 7.57% | 9.03% |
QQQ Invesco QQQ ETF | 1.24% | -3.79% | -4.76% | -2.89% | 24.21% | 22.83% | 13.16% | 18.99% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 2011, VTI/QQQ/VXUS's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VTI/QQQ/VXUS closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.28% | 0.12% | -5.59% | 0.98% | -2.37% | ||||||||
| 2025 | 2.84% | -1.38% | -5.05% | 0.61% | 6.85% | 5.30% | 1.69% | 2.29% | 4.01% | 2.86% | -0.26% | 0.28% | 21.35% |
| 2024 | 0.76% | 4.83% | 2.65% | -3.95% | 5.02% | 3.33% | 0.97% | 1.89% | 2.32% | -1.52% | 4.96% | -1.94% | 20.58% |
| 2023 | 8.39% | -2.15% | 4.84% | 1.07% | 1.87% | 6.15% | 3.77% | -2.29% | -4.61% | -2.61% | 9.61% | 5.35% | 32.18% |
| 2022 | -6.22% | -3.14% | 2.93% | -9.95% | -0.27% | -8.37% | 9.16% | -4.31% | -9.75% | 5.93% | 6.83% | -5.98% | -22.82% |
| 2021 | -0.04% | 1.99% | 2.73% | 4.85% | 0.46% | 3.05% | 1.50% | 3.00% | -4.64% | 6.27% | -0.95% | 2.93% | 22.80% |
Benchmark Metrics
VTI/QQQ/VXUS has an annualized alpha of 1.50%, beta of 1.02, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.
- This portfolio captured 106.68% of S&P 500 Index gains but only 98.77% of its losses — a favorable profile for investors.
- With beta of 1.02 and R² of 0.97, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.50%
- Beta
- 1.02
- R²
- 0.97
- Upside Capture
- 106.68%
- Downside Capture
- 98.77%
Expense Ratio
VTI/QQQ/VXUS 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.
Return for Risk
Risk / Return Rank
VTI/QQQ/VXUS ranks 51 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 | 1.18 | 0.92 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.41 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.41 | +0.48 |
Martin ratioReturn relative to average drawdown | 8.91 | 6.61 | +2.30 |
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 | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 59 | 0.98 | 1.52 | 1.23 | 1.54 | 7.30 |
VXUS Vanguard Total International Stock ETF | 85 | 1.71 | 2.33 | 1.35 | 2.63 | 10.05 |
QQQ Invesco QQQ ETF | 65 | 1.07 | 1.66 | 1.24 | 2.00 | 7.32 |
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Dividends
Dividend yield
VTI/QQQ/VXUS provided a 1.31% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.31% | 1.33% | 1.47% | 1.55% | 1.69% | 1.35% | 1.31% | 1.72% | 1.93% | 1.65% | 1.86% | 1.85% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.17% | 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 | 2.93% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
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 VTI/QQQ/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 VTI/QQQ/VXUS was 32.46%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current VTI/QQQ/VXUS drawdown is 5.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -28.66% | Dec 28, 2021 | 202 | Oct 14, 2022 | 295 | Dec 18, 2023 | 497 |
| -19.81% | Aug 30, 2018 | 80 | Dec 24, 2018 | 77 | Apr 16, 2019 | 157 |
| -19.51% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -18.78% | Feb 19, 2025 | 35 | Apr 8, 2025 | 41 | Jun 6, 2025 | 76 |
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 3 assets, with an effective number of assets of 2.63, 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 | VXUS | QQQ | VTI | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.81 | 0.90 | 0.99 | 0.98 |
| VXUS | 0.81 | 1.00 | 0.72 | 0.82 | 0.86 |
| QQQ | 0.90 | 0.72 | 1.00 | 0.90 | 0.94 |
| VTI | 0.99 | 0.82 | 0.90 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.86 | 0.94 | 0.98 | 1.00 |