Apex US Indexed 70/30
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Apex US Indexed 70/30, 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 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Nov 15, 2024, the Apex US Indexed 70/30 returned 19.61% Year-To-Date and 10.65% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Apex US Indexed 70/30 | 19.61% | 1.86% | 10.75% | 27.26% | 12.17% | 10.65% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
VTV Vanguard Value ETF | 20.35% | 0.16% | 9.55% | 28.81% | 11.51% | 10.56% |
VOE Vanguard Mid-Cap Value ETF | 19.20% | 0.84% | 10.73% | 29.58% | 10.46% | 9.26% |
VBR Vanguard Small-Cap Value ETF | 17.61% | 3.03% | 10.86% | 30.17% | 11.57% | 9.46% |
VOT Vanguard Mid-Cap Growth ETF | 18.84% | 3.87% | 11.52% | 31.04% | 11.87% | 10.82% |
VBK Vanguard Small-Cap Growth ETF | 18.38% | 4.83% | 11.99% | 33.34% | 8.93% | 9.51% |
BND Vanguard Total Bond Market ETF | 1.52% | -1.85% | 2.51% | 7.09% | -0.27% | 1.40% |
BIV Vanguard Intermediate-Term Bond ETF | 1.51% | -2.24% | 2.56% | 7.14% | 0.06% | 1.83% |
BSV Vanguard Short-Term Bond ETF | 3.07% | -0.74% | 2.76% | 5.63% | 1.21% | 1.56% |
Monthly Returns
The table below presents the monthly returns of Apex US Indexed 70/30, 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 | 0.91% | 3.77% | 2.41% | -3.65% | 3.89% | 3.11% | 1.68% | 1.74% | 2.00% | -1.14% | 19.61% | ||
| 2023 | 6.75% | -2.05% | 3.95% | 0.87% | 1.51% | 4.82% | 2.55% | -1.41% | -4.08% | -2.13% | 8.19% | 4.76% | 25.49% |
| 2022 | -5.61% | -2.12% | 1.77% | -8.43% | -0.59% | -6.09% | 8.21% | -3.77% | -7.86% | 4.47% | 4.27% | -4.96% | -20.17% |
| 2021 | -0.52% | 1.26% | 1.59% | 4.54% | -0.20% | 3.00% | 1.84% | 2.24% | -3.66% | 5.26% | -0.72% | 1.96% | 17.54% |
| 2020 | 1.24% | -4.81% | -9.36% | 10.38% | 4.78% | 2.09% | 4.93% | 5.12% | -2.42% | -1.47% | 8.38% | 3.28% | 22.42% |
| 2019 | 6.66% | 2.46% | 1.73% | 2.91% | -3.97% | 5.27% | 1.13% | -0.53% | 0.66% | 1.90% | 2.92% | 1.86% | 25.08% |
| 2018 | 3.81% | -2.66% | -1.15% | 0.10% | 2.45% | 0.69% | 2.05% | 3.10% | 0.06% | -5.75% | 1.35% | -5.63% | -2.12% |
| 2017 | 1.94% | 2.82% | 0.15% | 1.33% | 1.19% | 0.50% | 1.68% | 0.51% | 1.19% | 1.74% | 2.18% | 0.90% | 17.35% |
| 2016 | -4.29% | 0.46% | 5.10% | 0.28% | 1.24% | 0.27% | 3.33% | 0.17% | 0.28% | -1.98% | 2.17% | 1.00% | 7.99% |
| 2015 | -0.72% | 3.89% | -0.30% | -0.10% | 0.97% | -1.39% | 1.68% | -4.19% | -2.10% | 5.40% | 0.24% | -1.72% | 1.27% |
| 2014 | -1.39% | 3.60% | -0.02% | 0.13% | 2.16% | 1.82% | -1.17% | 3.26% | -1.61% | 2.22% | 2.15% | 0.01% | 11.54% |
| 2013 | 3.70% | 0.75% | 2.84% | 1.40% | 1.46% | -1.62% | 4.16% | -1.90% | 3.14% | 3.31% | 1.95% | 1.55% | 22.58% |
Expense Ratio
Apex US Indexed 70/30 has an expense ratio of 0.04%, 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 risk-adjusted rank of Apex US Indexed 70/30 is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
VTV Vanguard Value ETF | 2.89 | 4.05 | 1.53 | 5.78 | 18.59 |
VOE Vanguard Mid-Cap Value ETF | 2.56 | 3.56 | 1.45 | 3.18 | 15.63 |
VBR Vanguard Small-Cap Value ETF | 1.85 | 2.63 | 1.33 | 3.41 | 10.42 |
VOT Vanguard Mid-Cap Growth ETF | 2.15 | 2.91 | 1.37 | 1.30 | 12.50 |
VBK Vanguard Small-Cap Growth ETF | 1.82 | 2.52 | 1.31 | 1.14 | 9.29 |
BND Vanguard Total Bond Market ETF | 1.14 | 1.66 | 1.20 | 0.43 | 3.87 |
BIV Vanguard Intermediate-Term Bond ETF | 1.11 | 1.64 | 1.19 | 0.44 | 3.68 |
BSV Vanguard Short-Term Bond ETF | 2.10 | 3.22 | 1.40 | 1.22 | 9.08 |
Dividends
Dividend yield
Apex US Indexed 70/30 provided a 1.73% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.64% | 1.50% | 1.26% | 1.43% | 1.68% | 1.96% | 1.65% | 1.67% | 1.82% | 1.78% | 1.77% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VOE Vanguard Mid-Cap Value ETF | 2.07% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% | 1.67% | 1.53% |
VBR Vanguard Small-Cap Value ETF | 1.91% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VOT Vanguard Mid-Cap Growth ETF | 0.68% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BIV Vanguard Intermediate-Term Bond ETF | 3.69% | 3.10% | 2.41% | 3.42% | 2.96% | 2.75% | 2.87% | 2.69% | 2.38% | 3.02% | 3.96% | 4.21% |
BSV Vanguard Short-Term Bond ETF | 3.27% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
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 Apex US Indexed 70/30. 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 Apex US Indexed 70/30 was 25.05%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
The current Apex US Indexed 70/30 drawdown is 1.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.05% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -24.21% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -14.36% | Jul 8, 2011 | 61 | Oct 3, 2011 | 83 | Feb 1, 2012 | 144 |
| -14.11% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -10.82% | Jul 21, 2015 | 143 | Feb 11, 2016 | 79 | Jun 6, 2016 | 222 |
Volatility
Volatility Chart
The current Apex US Indexed 70/30 volatility is 3.16%, 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
| BSV | BND | BIV | SCHG | VOT | VBK | VTV | VBR | VOE | |
|---|---|---|---|---|---|---|---|---|---|
| BSV | 1.00 | 0.80 | 0.83 | -0.10 | -0.09 | -0.09 | -0.16 | -0.14 | -0.13 |
| BND | 0.80 | 1.00 | 0.94 | -0.10 | -0.09 | -0.09 | -0.18 | -0.16 | -0.15 |
| BIV | 0.83 | 0.94 | 1.00 | -0.12 | -0.11 | -0.11 | -0.19 | -0.18 | -0.17 |
| SCHG | -0.10 | -0.10 | -0.12 | 1.00 | 0.92 | 0.87 | 0.77 | 0.76 | 0.77 |
| VOT | -0.09 | -0.09 | -0.11 | 0.92 | 1.00 | 0.95 | 0.80 | 0.84 | 0.85 |
| VBK | -0.09 | -0.09 | -0.11 | 0.87 | 0.95 | 1.00 | 0.79 | 0.89 | 0.85 |
| VTV | -0.16 | -0.18 | -0.19 | 0.77 | 0.80 | 0.79 | 1.00 | 0.89 | 0.95 |
| VBR | -0.14 | -0.16 | -0.18 | 0.76 | 0.84 | 0.89 | 0.89 | 1.00 | 0.95 |
| VOE | -0.13 | -0.15 | -0.17 | 0.77 | 0.85 | 0.85 | 0.95 | 0.95 | 1.00 |