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Vanguard IRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard IRA, 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.


60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
120.30%
77.49%
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 18, 2019, corresponding to the inception date of SPUS

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Vanguard IRA-3.11%13.42%-1.68%11.93%16.05%N/A
VZ
Verizon Communications Inc.
12.82%5.07%11.21%17.96%0.42%3.89%
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
T
AT&T Inc.
23.50%5.20%27.60%68.97%11.95%8.46%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-7.83%14.89%-8.42%5.98%16.15%N/A
GLD
SPDR Gold Trust
25.81%10.69%22.02%42.63%13.73%10.40%
FTXL
First Trust Nasdaq Semiconductor ETF
-11.17%24.24%-18.44%-11.63%15.15%N/A
IBUY
Amplify Online Retail ETF
0.57%23.35%-0.61%19.37%1.66%N/A
KO
The Coca-Cola Company
15.15%4.02%13.48%16.62%12.51%9.11%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
*Annualized

Monthly Returns

The table below presents the monthly returns of Vanguard IRA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.57%0.18%-3.96%-0.06%0.18%-3.11%
20241.24%1.61%2.21%-1.97%6.68%5.20%0.62%1.86%3.09%-2.76%3.38%0.36%23.30%
20238.28%-2.32%8.41%1.60%2.23%5.25%2.45%-2.19%-6.25%0.75%9.82%2.77%33.91%
2022-4.01%-2.09%1.71%-8.91%-0.92%-6.05%8.23%-5.29%-10.28%4.28%5.24%-6.39%-23.43%
2021-0.56%-0.02%1.95%5.00%-0.97%4.40%3.84%2.51%-5.36%6.58%1.12%4.40%24.70%
20203.17%-7.65%-7.87%13.24%5.93%5.75%8.80%9.94%-5.41%-1.90%8.58%5.18%41.16%
20192.17%2.17%

Expense Ratio

Vanguard IRA has an expense ratio of 0.19%, 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 Vanguard IRA is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Vanguard IRA is 5555
Overall Rank
The Sharpe Ratio Rank of Vanguard IRA is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of Vanguard IRA is 5656
Sortino Ratio Rank
The Omega Ratio Rank of Vanguard IRA is 5757
Omega Ratio Rank
The Calmar Ratio Rank of Vanguard IRA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of Vanguard IRA is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
Verizon Communications Inc.
0.811.171.170.823.34
AAPL
Apple Inc
0.270.631.090.280.95
MSFT
Microsoft Corporation
0.300.571.070.290.63
T
AT&T Inc.
3.023.671.543.6924.79
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.260.521.070.260.88
GLD
SPDR Gold Trust
2.453.201.415.1213.67
FTXL
First Trust Nasdaq Semiconductor ETF
-0.27-0.120.98-0.30-0.68
IBUY
Amplify Online Retail ETF
0.720.941.120.241.65
KO
The Coca-Cola Company
1.011.571.201.132.50
GOOGL
Alphabet Inc Class A
-0.28-0.150.98-0.26-0.58

The current Vanguard IRA Sharpe ratio is 0.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Vanguard IRA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.65
0.48
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Vanguard IRA provided a 1.42% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.42%1.47%1.54%1.62%1.26%1.31%1.22%1.50%1.42%1.55%1.58%1.50%
VZ
Verizon Communications Inc.
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
T
AT&T Inc.
4.04%4.87%6.62%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.77%0.71%0.87%1.21%0.93%1.04%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTXL
First Trust Nasdaq Semiconductor ETF
0.55%0.54%0.60%0.89%0.25%0.48%0.92%0.70%0.47%0.12%0.00%0.00%
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%0.00%0.00%
KO
The Coca-Cola Company
2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
GOOGL
Alphabet Inc Class A
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.87%
-7.82%
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard IRA. 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 Vanguard IRA was 27.61%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Vanguard IRA drawdown is 6.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.61%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-27.38%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-17.89%Feb 21, 202533Apr 8, 2025
-11.43%Sep 3, 202014Sep 23, 202049Dec 2, 202063
-9.14%Jul 17, 202414Aug 5, 202437Sep 26, 202451

Volatility

Volatility Chart

The current Vanguard IRA volatility is 10.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.59%
11.21%
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 7.48, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCGLDVZTKOIBUYFTXLGOOGLAAPLMSFTSPUSPortfolio
^GSPC1.000.120.300.360.440.730.780.720.720.770.950.91
GLD0.121.000.100.070.100.140.110.120.080.080.120.18
VZ0.300.101.000.680.460.120.100.120.170.120.200.31
T0.360.070.681.000.460.230.160.170.200.120.240.32
KO0.440.100.460.461.000.180.180.240.300.270.350.42
IBUY0.730.140.120.230.181.000.670.560.550.550.710.71
FTXL0.780.110.100.160.180.671.000.580.600.630.800.76
GOOGL0.720.120.120.170.240.560.581.000.620.730.760.78
AAPL0.720.080.170.200.300.550.600.621.000.690.770.87
MSFT0.770.080.120.120.270.550.630.730.691.000.830.83
SPUS0.950.120.200.240.350.710.800.760.770.831.000.94
Portfolio0.910.180.310.320.420.710.760.780.870.830.941.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2019