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Vanguard IRA

Last updated Sep 21, 2023

Asset Allocation


GLD 6.72%AAPL 22.53%SPUS 16.83%VZ 11.95%MSFT 10.5%KO 9.58%GOOGL 8.35%FTXL 6.91%IBUY 6.13%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold6.72%
AAPL
Apple Inc.
Technology22.53%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Large Cap Growth Equities16.83%
VZ
Verizon Communications Inc.
Communication Services11.95%
MSFT
Microsoft Corporation
Technology10.5%
KO
The Coca-Cola Company
Consumer Defensive9.58%
GOOGL
Alphabet Inc.
Communication Services8.35%
FTXL
First Trust Nasdaq Semiconductor ETF
Technology Equities6.91%
IBUY
Amplify Online Retail ETF
Consumer Discretionary Equities6.13%
T
AT&T Inc.
Communication Services0.5%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.80%
10.86%
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.97%N/A
Vanguard IRA-0.20%8.24%20.57%16.56%14.50%N/A
VZ
Verizon Communications Inc.
1.20%-6.97%-10.37%-9.05%-10.22%N/A
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%28.69%N/A
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%22.70%N/A
T
AT&T Inc.
9.05%-13.05%-11.56%1.97%-8.45%N/A
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-0.14%13.55%23.45%23.84%14.09%N/A
GLD
SPDR Gold Trust
1.85%-3.44%5.72%15.12%7.04%N/A
FTXL
First Trust Nasdaq Semiconductor ETF
-2.67%5.84%26.30%27.39%14.97%N/A
IBUY
Amplify Online Retail ETF
-2.41%7.25%15.31%6.41%-2.93%N/A
KO
The Coca-Cola Company
-1.93%-0.95%-5.98%1.40%5.42%N/A
GOOGL
Alphabet Inc.
3.61%26.65%51.58%34.71%19.98%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

GLDVZTKOIBUYFTXLGOOGLAAPLMSFTSPUS
GLD1.000.090.070.110.130.110.120.110.100.12
VZ0.091.000.650.470.140.180.220.230.210.31
T0.070.651.000.500.270.260.270.250.210.35
KO0.110.470.501.000.210.290.350.360.370.47
IBUY0.130.140.270.211.000.690.590.590.590.71
FTXL0.110.180.260.290.691.000.630.660.660.80
GOOGL0.120.220.270.350.590.631.000.680.770.80
AAPL0.110.230.250.360.590.660.681.000.750.83
MSFT0.100.210.210.370.590.660.770.751.000.85
SPUS0.120.310.350.470.710.800.800.830.851.00

Sharpe Ratio

The current Vanguard IRA Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.72

The Sharpe ratio of Vanguard IRA lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.72
0.74
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Dividend yield

Vanguard IRA granted a 1.69% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Vanguard IRA1.69%1.67%1.35%1.44%1.38%1.73%1.70%1.90%2.02%1.99%2.09%2.04%
VZ
Verizon Communications Inc.
7.77%6.86%5.38%4.88%4.77%5.32%5.79%5.89%6.93%6.94%6.69%7.71%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
T
AT&T Inc.
7.14%7.69%12.60%11.85%9.34%13.60%10.56%10.09%13.04%14.08%14.10%15.38%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.99%1.22%0.94%1.07%0.00%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
0.75%0.89%0.25%0.49%0.94%0.73%0.49%0.12%0.00%0.00%0.00%0.00%
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KO
The Coca-Cola Company
3.11%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
GOOGL
Alphabet Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Vanguard IRA features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.65%
0.00%2.15%
0.60%
0.00%2.15%
0.49%
0.00%2.15%
0.40%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VZ
Verizon Communications Inc.
-0.57
AAPL
Apple Inc.
0.51
MSFT
Microsoft Corporation
1.05
T
AT&T Inc.
-0.04
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
1.09
GLD
SPDR Gold Trust
1.05
FTXL
First Trust Nasdaq Semiconductor ETF
0.75
IBUY
Amplify Online Retail ETF
0.04
KO
The Coca-Cola Company
0.03
GOOGL
Alphabet Inc.
0.87

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.68%
-8.22%
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard IRA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard IRA is 27.61%, recorded on Mar 23, 2020. It took 52 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.61%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-27.38%Dec 28, 2021202Oct 14, 2022
-11.43%Sep 3, 202014Sep 23, 202049Dec 2, 202063
-7.2%Feb 16, 202115Mar 8, 202121Apr 7, 202136
-6.46%Sep 7, 202120Oct 4, 202118Oct 28, 202138

Volatility Chart

The current Vanguard IRA volatility is 4.49%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
4.49%
3.47%
Vanguard IRA
Benchmark (^GSPC)
Portfolio components