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Vanguard IRA
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Vanguard IRA

Last updated Sep 21, 2024

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
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

60.00%70.00%80.00%90.00%100.00%110.00%120.00%AprilMayJuneJulyAugustSeptember
122.33%
78.70%
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

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%2.37%8.95%32.00%13.81%11.08%
Vanguard IRA20.59%2.19%15.14%35.61%N/AN/A
Portfolio components:
VZ
Verizon Communications Inc.		23.49%7.57%13.41%42.88%-0.71%3.85%
AAPL
Apple Inc		18.98%0.60%32.79%31.22%34.05%26.09%
MSFT
Microsoft Corporation		16.38%4.43%1.89%38.34%26.85%26.95%
T
AT&T Inc.		34.58%9.17%30.86%52.20%1.06%3.93%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		21.24%0.70%8.76%34.18%N/AN/A
GLD
SPDR Gold Trust		26.70%4.39%20.89%35.60%11.03%7.56%
FTXL
First Trust Nasdaq Semiconductor ETF		11.12%-4.50%0.01%36.74%21.30%N/A
IBUY
Amplify Online Retail ETF		9.66%4.23%1.74%34.85%4.43%N/A
KO
The Coca-Cola Company		24.34%3.35%20.17%28.22%9.11%8.84%
GOOGL
Alphabet Inc.		17.40%-1.09%8.77%25.91%21.64%18.59%

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
20241.24%1.61%2.21%-1.97%6.68%5.20%0.62%1.86%20.59%
20238.28%-2.33%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%
20203.16%-7.65%-7.87%13.24%5.93%5.75%8.80%9.94%-5.41%-1.90%8.58%5.18%41.15%
20192.17%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.

IBUY
Amplify Online Retail ETF
Expense ratio chart for IBUY: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
FTXL
First Trust Nasdaq Semiconductor ETF
Expense ratio chart for FTXL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Expense ratio chart for SPUS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Vanguard IRA is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Vanguard IRA is 7676
Vanguard IRA
The Sharpe Ratio Rank of Vanguard IRA is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of Vanguard IRA is 7878Sortino Ratio Rank
The Omega Ratio Rank of Vanguard IRA is 7878Omega Ratio Rank
The Calmar Ratio Rank of Vanguard IRA is 7474Calmar Ratio Rank
The Martin Ratio Rank of Vanguard IRA is 6969Martin 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.

Vanguard IRA
Sharpe ratio
The chart of Sharpe ratio for Vanguard IRA, currently valued at 2.60, compared to the broader market-1.000.001.002.003.004.005.002.60
Sortino ratio
The chart of Sortino ratio for Vanguard IRA, currently valued at 3.50, compared to the broader market-2.000.002.004.006.003.50
Omega ratio
The chart of Omega ratio for Vanguard IRA, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Vanguard IRA, currently valued at 2.88, compared to the broader market0.002.004.006.008.0010.002.88
Martin ratio
The chart of Martin ratio for Vanguard IRA, currently valued at 14.69, compared to the broader market0.0010.0020.0030.0040.0014.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
Verizon Communications Inc.		1.822.681.361.0110.93
AAPL
Apple Inc		1.382.051.261.854.36
MSFT
Microsoft Corporation		1.862.421.312.377.24
T
AT&T Inc.		2.253.211.391.2913.90
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF		2.062.761.372.7810.66
GLD
SPDR Gold Trust		2.413.341.422.7114.79
FTXL
First Trust Nasdaq Semiconductor ETF		1.081.561.201.444.39
IBUY
Amplify Online Retail ETF		1.281.881.220.445.83
KO
The Coca-Cola Company		1.942.671.361.5311.43
GOOGL
Alphabet Inc.		0.801.191.171.022.93

Sharpe Ratio

The current Vanguard IRA Sharpe ratio is 2.60. 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 1.91 to 2.59, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

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 Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.60
2.32
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Vanguard IRA granted a 1.34% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Vanguard IRA1.34%1.54%1.61%1.25%1.30%1.22%1.48%1.41%1.54%1.57%1.49%1.54%
Portfolio components:
VZ
Verizon Communications Inc.		6.00%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
AAPL
Apple Inc		0.43%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		0.69%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.		5.15%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		0.72%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		0.41%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.11%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		2.67%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.		0.24%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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.68%
-0.19%
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 0.68%.

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
-11.43%Sep 3, 202014Sep 23, 202049Dec 2, 202063
-9.14%Jul 17, 202414Aug 5, 2024———
-7.2%Feb 16, 202115Mar 8, 202121Apr 7, 202136

Volatility

Volatility Chart

The current Vanguard IRA volatility is 4.15%, 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%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.15%
4.31%
Vanguard IRA
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
GLDVZTKOIBUYFTXLGOOGLAAPLMSFTSPUS
GLD1.000.110.080.110.150.120.130.100.100.13
VZ0.111.000.680.450.140.140.170.170.160.25
T0.080.681.000.480.240.190.210.200.140.28
KO0.110.450.481.000.200.210.300.310.320.40
IBUY0.150.140.240.201.000.670.550.560.550.70
FTXL0.120.140.190.210.671.000.580.620.630.80
GOOGL0.130.170.210.300.550.581.000.640.750.77
AAPL0.100.170.200.310.560.620.641.000.710.79
MSFT0.100.160.140.320.550.630.750.711.000.84
SPUS0.130.250.280.400.700.800.770.790.841.00
The correlation results are calculated based on daily price changes starting from Dec 19, 2019