Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock), 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 Feb 7, 2019, corresponding to the inception date of VFTAX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) | 12.13% | 0.90% | 6.94% | 22.62% | 8.44% | N/A |
| Portfolio components: | ||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 4.54% | 1.12% | 5.79% | 11.12% | 0.44% | 1.83% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 3.20% | 0.50% | 3.21% | 9.23% | -0.21% | 2.13% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 20.08% | 1.07% | 9.15% | 35.02% | 15.66% | N/A |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 10.49% | 0.42% | 5.85% | 20.08% | 6.97% | 4.99% |
Monthly Returns
The table below presents the monthly returns of Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock), 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 | 0.49% | 2.55% | 1.99% | -3.20% | 3.28% | 2.29% | 1.57% | 1.86% | 12.13% | ||||
| 2023 | 5.90% | -2.43% | 3.31% | 0.99% | 0.11% | 3.51% | 2.07% | -1.60% | -3.62% | -1.87% | 7.46% | 4.37% | 19.03% |
| 2022 | -4.21% | -2.68% | 0.28% | -6.74% | -0.19% | -5.30% | 5.90% | -3.89% | -7.22% | 3.20% | 5.84% | -3.91% | -18.32% |
| 2021 | -0.67% | 0.59% | 1.51% | 3.18% | 0.60% | 1.66% | 1.54% | 1.64% | -3.20% | 3.62% | -0.69% | 2.15% | 12.39% |
| 2020 | 0.44% | -3.98% | -8.53% | 7.79% | 3.47% | 2.28% | 4.06% | 4.03% | -2.05% | -1.71% | 7.15% | 2.94% | 15.68% |
| 2019 | 1.74% | 1.74% | 2.40% | -3.13% | 4.53% | 0.92% | -0.23% | 0.97% | 1.72% | 1.98% | 2.08% | 15.53% |
Expense Ratio
Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) has an expense ratio of 0.11%, 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 Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) is 65, 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 | |
|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.66 | 2.42 | 1.29 | 0.59 | 6.78 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 2.20 | 3.42 | 1.38 | 0.66 | 8.98 |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 2.34 | 3.11 | 1.42 | 2.05 | 14.04 |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 1.48 | 2.08 | 1.26 | 1.02 | 8.77 |
Dividends
Dividend yield
Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) granted a 2.27% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) | 2.27% | 2.42% | 1.93% | 1.96% | 1.60% | 2.30% | 1.64% | 1.38% | 1.36% | 1.28% | 1.41% | 1.18% |
| Portfolio components: | ||||||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.38% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.65% | 4.39% | 1.48% | 3.70% | 1.08% | 3.38% | 3.00% | 2.23% | 1.90% | 1.64% | 1.54% | 0.87% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.80% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.45% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
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 Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock). 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 Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) was 23.30%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) drawdown is 0.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.3% | Dec 28, 2021 | 202 | Oct 14, 2022 | 345 | Mar 1, 2024 | 547 |
| -21.05% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -5.51% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -4.65% | Jul 17, 2024 | 16 | Aug 7, 2024 | 8 | Aug 19, 2024 | 24 |
| -4.13% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current Edited 60/40 Vanguard LifeStrategy Moderate (reduced int stock) volatility is 2.74%, 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
| VBTLX | VFWAX | VFTAX | VTABX | |
|---|---|---|---|---|
| VBTLX | 1.00 | 0.02 | 0.02 | 0.78 |
| VFWAX | 0.02 | 1.00 | 0.79 | 0.03 |
| VFTAX | 0.02 | 0.79 | 1.00 | 0.05 |
| VTABX | 0.78 | 0.03 | 0.05 | 1.00 |