Vanguard IRA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 22.53% |
FTXL First Trust Nasdaq Semiconductor ETF | Technology Equities | 6.91% |
GLD SPDR Gold Trust | Precious Metals, Gold | 6.72% |
GOOGL Alphabet Inc. | Communication Services | 8.35% |
IBUY Amplify Online Retail ETF | Consumer Discretionary Equities | 6.13% |
KO The Coca-Cola Company | Consumer Defensive | 9.58% |
MSFT Microsoft Corporation | Technology | 10.50% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | Large Cap Growth Equities | 16.83% |
T AT&T Inc. | Communication Services | 0.50% |
VZ Verizon Communications Inc. | Communication Services | 11.95% |
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 Quarterly
The earliest data available for this chart is Dec 18, 2019, corresponding to the inception date of SPUS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Vanguard IRA | 20.19% | -1.42% | 9.34% | 26.63% | N/A | N/A |
| Portfolio components: | ||||||
VZ Verizon Communications Inc. | 16.39% | -4.75% | 4.88% | 22.30% | -1.86% | 2.83% |
AAPL Apple Inc | 17.50% | -2.56% | 18.93% | 20.69% | 28.54% | 24.42% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
T AT&T Inc. | 41.11% | 4.89% | 32.28% | 51.49% | 0.75% | 4.14% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 26.63% | 1.43% | 12.23% | 33.25% | N/A | N/A |
GLD SPDR Gold Trust | 24.30% | -3.04% | 7.58% | 30.48% | 11.49% | 7.59% |
FTXL First Trust Nasdaq Semiconductor ETF | 9.64% | -8.43% | -3.68% | 25.47% | 18.43% | N/A |
IBUY Amplify Online Retail ETF | 22.21% | 5.94% | 16.15% | 42.06% | 7.00% | N/A |
KO The Coca-Cola Company | 9.34% | -10.44% | 1.26% | 13.75% | 6.93% | 7.33% |
GOOGL Alphabet Inc. | 28.37% | 8.44% | 3.95% | 34.20% | 21.96% | 20.55% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.24% | 1.61% | 2.21% | -1.97% | 6.68% | 5.20% | 0.62% | 1.86% | 3.09% | -2.76% | 20.19% | ||
| 2023 | 8.28% | -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 | -4.02% | -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 | -0.57% | -0.02% | 1.95% | 4.99% | -0.97% | 4.40% | 3.83% | 2.51% | -5.36% | 6.58% | 1.12% | 4.40% | 24.68% |
| 2020 | 3.16% | -7.65% | -7.87% | 13.24% | 5.93% | 5.75% | 8.80% | 9.94% | -5.41% | -1.90% | 8.58% | 5.18% | 41.15% |
| 2019 | 2.17% | 2.17% |
Expense Ratio
Vanguard IRA has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vanguard IRA is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VZ Verizon Communications Inc. | 1.08 | 1.57 | 1.22 | 0.72 | 5.43 |
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.17 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
T AT&T Inc. | 2.64 | 3.65 | 1.46 | 1.64 | 15.29 |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 2.35 | 3.10 | 1.43 | 3.13 | 12.57 |
GLD SPDR Gold Trust | 2.14 | 2.86 | 1.37 | 4.10 | 13.62 |
FTXL First Trust Nasdaq Semiconductor ETF | 0.90 | 1.35 | 1.17 | 1.21 | 3.16 |
IBUY Amplify Online Retail ETF | 2.14 | 2.92 | 1.36 | 0.74 | 9.52 |
KO The Coca-Cola Company | 1.13 | 1.65 | 1.21 | 1.07 | 4.50 |
GOOGL Alphabet Inc. | 1.35 | 1.89 | 1.25 | 1.62 | 4.06 |
Dividends
Dividend yield
Vanguard IRA provided a 1.44% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.44% | 1.54% | 1.61% | 1.25% | 1.30% | 1.22% | 1.48% | 1.41% | 1.55% | 1.57% | 1.49% | 1.54% |
| Portfolio components: | ||||||||||||
VZ Verizon Communications Inc. | 6.50% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
T AT&T Inc. | 4.98% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.69% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 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 | 0.53% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.70% | 0.47% | 0.12% | 0.00% | 0.00% | 0.00% |
IBUY Amplify Online Retail ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 3.04% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
GOOGL Alphabet Inc. | 0.22% | 0.00% | 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.
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 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -27.38% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -11.43% | Sep 3, 2020 | 14 | Sep 23, 2020 | 49 | Dec 2, 2020 | 63 |
| -9.14% | Jul 17, 2024 | 14 | Aug 5, 2024 | 37 | Sep 26, 2024 | 51 |
| -7.2% | Feb 16, 2021 | 15 | Mar 8, 2021 | 21 | Apr 7, 2021 | 36 |
Volatility
Volatility Chart
The current Vanguard IRA volatility is 3.10%, 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.
Diversification
Asset Correlations Table
| GLD | VZ | T | KO | IBUY | FTXL | GOOGL | AAPL | MSFT | SPUS | |
|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.10 | 0.07 | 0.11 | 0.15 | 0.12 | 0.13 | 0.10 | 0.10 | 0.13 |
| VZ | 0.10 | 1.00 | 0.68 | 0.45 | 0.14 | 0.12 | 0.16 | 0.17 | 0.15 | 0.24 |
| T | 0.07 | 0.68 | 1.00 | 0.47 | 0.24 | 0.18 | 0.20 | 0.19 | 0.13 | 0.26 |
| KO | 0.11 | 0.45 | 0.47 | 1.00 | 0.20 | 0.21 | 0.29 | 0.31 | 0.31 | 0.39 |
| IBUY | 0.15 | 0.14 | 0.24 | 0.20 | 1.00 | 0.66 | 0.55 | 0.55 | 0.55 | 0.70 |
| FTXL | 0.12 | 0.12 | 0.18 | 0.21 | 0.66 | 1.00 | 0.58 | 0.62 | 0.63 | 0.80 |
| GOOGL | 0.13 | 0.16 | 0.20 | 0.29 | 0.55 | 0.58 | 1.00 | 0.63 | 0.74 | 0.76 |
| AAPL | 0.10 | 0.17 | 0.19 | 0.31 | 0.55 | 0.62 | 0.63 | 1.00 | 0.70 | 0.79 |
| MSFT | 0.10 | 0.15 | 0.13 | 0.31 | 0.55 | 0.63 | 0.74 | 0.70 | 1.00 | 0.83 |
| SPUS | 0.13 | 0.24 | 0.26 | 0.39 | 0.70 | 0.80 | 0.76 | 0.79 | 0.83 | 1.00 |