Baseline
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Baseline, 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 year.
The earliest data available for this chart is Jul 26, 2017, corresponding to the inception date of EMXC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 4.01% | 1.13% | 9.82% | 22.80% | 12.93% | 11.26% |
| Baseline | 5.96% | 2.27% | 4.33% | 13.13% | 8.42% | N/A |
| Portfolio components: | ||||||
PIMIX PIMCO Income Fund Institutional Class | 1.57% | 1.38% | 2.58% | 7.87% | 3.04% | 4.42% |
FTBFX Fidelity Total Bond Fund | 0.89% | 0.68% | -0.32% | 5.64% | 0.14% | 1.99% |
FTKFX Fidelity Total Bond K6 Fund | 0.72% | 0.61% | -0.54% | 5.19% | -0.16% | N/A |
DODFX Dodge & Cox International Stock Fund | 9.06% | 5.77% | 5.30% | 15.34% | 8.10% | 4.93% |
FISMX Fidelity International Small Cap Fund | 4.45% | 3.33% | -2.12% | 5.06% | 5.21% | 5.62% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 7.87% | 3.63% | -0.43% | 4.64% | 2.47% | 3.14% |
MGRVX MFS International Growth Fund Class R4 | 8.14% | 4.82% | 0.84% | 10.34% | 5.15% | 6.16% |
JANEX Janus Henderson Enterprise Fund | 5.52% | 1.62% | 2.83% | 10.07% | 0.67% | 5.27% |
FCPGX Fidelity Small Cap Growth Fund | 4.21% | -0.77% | 8.25% | 19.57% | 4.10% | 6.60% |
QCOM QUALCOMM Incorporated | 14.06% | 4.75% | 4.76% | 17.54% | 17.54% | 12.63% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 4.82% | -0.87% | 14.28% | 22.09% | 10.01% | 9.54% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 4.63% | 1.67% | 10.99% | 24.94% | 14.65% | 13.28% |
EMXC iShares MSCI Emerging Markets ex China ETF | 3.43% | 0.90% | -3.02% | 4.91% | 5.47% | N/A |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 6.50% | 3.91% | 2.86% | 11.32% | 5.95% | 5.18% |
O Realty Income Corporation | 5.26% | 1.23% | -5.44% | 11.77% | -2.32% | 5.76% |
VUSXX Vanguard Treasury Money Market Fund | 0.37% | 0.37% | 2.44% | 5.19% | 2.48% | 1.73% |
Monthly Returns
The table below presents the monthly returns of Baseline, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.66% | 5.96% | |||||||||||
| 2024 | 0.32% | 3.55% | 3.36% | -2.61% | 7.54% | -0.42% | -0.19% | 0.64% | 0.76% | -2.44% | 1.91% | -3.47% | 8.79% |
| 2023 | 9.15% | -3.24% | 1.92% | -1.50% | -1.35% | 4.18% | 4.28% | -4.51% | -3.29% | -2.72% | 9.20% | 6.01% | 18.18% |
| 2022 | -3.75% | -1.91% | -1.96% | -6.00% | 0.70% | -6.35% | 6.26% | -3.55% | -7.84% | 3.80% | 5.87% | -4.89% | -19.01% |
| 2021 | 0.30% | -1.13% | 0.40% | 3.06% | 0.12% | 1.78% | 1.15% | 0.91% | -5.01% | 3.00% | 4.23% | 0.78% | 9.69% |
| 2020 | -1.08% | -5.22% | -11.54% | 8.73% | 3.68% | 4.62% | 6.07% | 5.70% | -1.53% | 0.17% | 11.75% | 3.30% | 24.89% |
| 2019 | 2.12% | 3.31% | 2.17% | 11.55% | -8.18% | 6.62% | -0.79% | 0.59% | 0.23% | 2.57% | 2.46% | 2.91% | 27.35% |
| 2018 | 3.76% | -2.80% | -3.21% | -1.42% | 3.43% | -0.97% | 4.16% | 2.40% | 0.55% | -6.96% | -0.71% | -4.35% | -6.59% |
| 2017 | -0.21% | 0.30% | 0.82% | 0.71% | 6.85% | -0.44% | 8.11% |
Expense Ratio
Baseline features an expense ratio of 0.31%, falling within the medium range. 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 Baseline is 15, meaning it’s performing worse than 85% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Dividends
Dividend yield
Baseline provided a 2.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.77% | 2.89% | 2.69% | 2.22% | 1.51% | 1.67% | 2.39% | 2.64% | 2.04% | 1.95% | 2.56% | 2.67% |
| Portfolio components: | ||||||||||||
PIMIX PIMCO Income Fund Institutional Class | 6.21% | 6.27% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% |
FTBFX Fidelity Total Bond Fund | 4.76% | 4.78% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% |
FTKFX Fidelity Total Bond K6 Fund | 4.74% | 4.75% | 4.24% | 3.33% | 2.27% | 2.53% | 3.07% | 2.94% | 0.74% | 0.00% | 0.00% | 0.00% |
DODFX Dodge & Cox International Stock Fund | 2.07% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% |
FISMX Fidelity International Small Cap Fund | 2.53% | 2.64% | 1.87% | 0.70% | 2.57% | 0.83% | 1.83% | 1.91% | 0.98% | 1.46% | 5.45% | 18.12% |
RERGX American Funds EuroPacific Growth Fund Class R-6 | 1.49% | 1.61% | 2.01% | 1.47% | 1.83% | 0.41% | 1.39% | 1.78% | 1.19% | 1.64% | 2.13% | 1.74% |
MGRVX MFS International Growth Fund Class R4 | 1.44% | 1.56% | 1.37% | 1.12% | 0.98% | 0.73% | 1.01% | 1.27% | 0.96% | 1.22% | 1.09% | 4.04% |
JANEX Janus Henderson Enterprise Fund | 1.03% | 1.09% | 0.00% | 0.00% | 0.33% | 0.30% | 0.11% | 0.17% | 0.09% | 0.09% | 0.28% | 0.03% |
FCPGX Fidelity Small Cap Growth Fund | 0.91% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.32% | 8.37% |
QCOM QUALCOMM Incorporated | 1.91% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 1.05% | 1.10% | 1.28% | 1.16% | 1.14% | 1.08% | 1.31% | 1.67% | 1.27% | 1.45% | 1.37% | 1.34% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.18% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% |
EMXC iShares MSCI Emerging Markets ex China ETF | 2.60% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.12% | 3.33% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% |
O Realty Income Corporation | 5.64% | 5.38% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
VUSXX Vanguard Treasury Money Market Fund | 5.04% | 5.12% | 4.94% | 1.50% | 0.02% | 0.47% | 2.12% | 1.62% | 0.79% | 0.03% | 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 Baseline. 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 Baseline was 26.22%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.
The current Baseline drawdown is 1.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.22% | Jan 21, 2020 | 44 | Mar 23, 2020 | 90 | Jul 30, 2020 | 134 |
| -24.97% | Nov 19, 2021 | 229 | Oct 14, 2022 | 353 | Mar 7, 2024 | 582 |
| -15.67% | Sep 14, 2018 | 70 | Dec 24, 2018 | 78 | Apr 17, 2019 | 148 |
| -9.77% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
| -9.48% | May 6, 2019 | 17 | May 29, 2019 | 110 | Nov 1, 2019 | 127 |
Volatility
Volatility Chart
The current Baseline volatility is 2.58%, 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
| VUSXX | FTBFX | FTKFX | O | PIMIX | QCOM | EMXC | FCPGX | DODFX | VIEIX | VFIAX | FISMX | JANEX | MGRVX | RERGX | VTIAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VUSXX | 1.00 | 0.18 | 0.18 | -0.00 | 0.30 | 0.02 | -0.04 | 0.00 | -0.06 | -0.01 | -0.01 | -0.00 | -0.00 | -0.03 | -0.02 | -0.03 |
| FTBFX | 0.18 | 1.00 | 0.96 | 0.22 | 0.70 | 0.03 | 0.08 | 0.07 | 0.02 | 0.06 | 0.04 | 0.12 | 0.06 | 0.14 | 0.10 | 0.09 |
| FTKFX | 0.18 | 0.96 | 1.00 | 0.22 | 0.70 | 0.02 | 0.08 | 0.07 | 0.03 | 0.06 | 0.05 | 0.12 | 0.06 | 0.13 | 0.10 | 0.09 |
| O | -0.00 | 0.22 | 0.22 | 1.00 | 0.28 | 0.20 | 0.25 | 0.32 | 0.30 | 0.37 | 0.38 | 0.29 | 0.40 | 0.31 | 0.27 | 0.32 |
| PIMIX | 0.30 | 0.70 | 0.70 | 0.28 | 1.00 | 0.23 | 0.37 | 0.31 | 0.34 | 0.33 | 0.31 | 0.42 | 0.32 | 0.39 | 0.38 | 0.39 |
| QCOM | 0.02 | 0.03 | 0.02 | 0.20 | 0.23 | 1.00 | 0.53 | 0.60 | 0.51 | 0.61 | 0.67 | 0.52 | 0.63 | 0.54 | 0.57 | 0.58 |
| EMXC | -0.04 | 0.08 | 0.08 | 0.25 | 0.37 | 0.53 | 1.00 | 0.59 | 0.78 | 0.63 | 0.67 | 0.76 | 0.64 | 0.75 | 0.80 | 0.84 |
| FCPGX | 0.00 | 0.07 | 0.07 | 0.32 | 0.31 | 0.60 | 0.59 | 1.00 | 0.66 | 0.95 | 0.83 | 0.66 | 0.89 | 0.68 | 0.73 | 0.72 |
| DODFX | -0.06 | 0.02 | 0.03 | 0.30 | 0.34 | 0.51 | 0.78 | 0.66 | 1.00 | 0.71 | 0.73 | 0.87 | 0.73 | 0.85 | 0.87 | 0.93 |
| VIEIX | -0.01 | 0.06 | 0.06 | 0.37 | 0.33 | 0.61 | 0.63 | 0.95 | 0.71 | 1.00 | 0.86 | 0.70 | 0.92 | 0.70 | 0.75 | 0.76 |
| VFIAX | -0.01 | 0.04 | 0.05 | 0.38 | 0.31 | 0.67 | 0.67 | 0.83 | 0.73 | 0.86 | 1.00 | 0.70 | 0.90 | 0.75 | 0.77 | 0.80 |
| FISMX | -0.00 | 0.12 | 0.12 | 0.29 | 0.42 | 0.52 | 0.76 | 0.66 | 0.87 | 0.70 | 0.70 | 1.00 | 0.71 | 0.85 | 0.87 | 0.92 |
| JANEX | -0.00 | 0.06 | 0.06 | 0.40 | 0.32 | 0.63 | 0.64 | 0.89 | 0.73 | 0.92 | 0.90 | 0.71 | 1.00 | 0.75 | 0.77 | 0.79 |
| MGRVX | -0.03 | 0.14 | 0.13 | 0.31 | 0.39 | 0.54 | 0.75 | 0.68 | 0.85 | 0.70 | 0.75 | 0.85 | 0.75 | 1.00 | 0.90 | 0.92 |
| RERGX | -0.02 | 0.10 | 0.10 | 0.27 | 0.38 | 0.57 | 0.80 | 0.73 | 0.87 | 0.75 | 0.77 | 0.87 | 0.77 | 0.90 | 1.00 | 0.94 |
| VTIAX | -0.03 | 0.09 | 0.09 | 0.32 | 0.39 | 0.58 | 0.84 | 0.72 | 0.93 | 0.76 | 0.80 | 0.92 | 0.79 | 0.92 | 0.94 | 1.00 |