Stocks

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Stocks

Currency in USD · Last updated May 20, 2025

Asset Allocation

Position	Category/Sector	Target Weight
EDIV SPDR S&P Emerging Markets Dividend ETF	Emerging Markets Equities, Dividend	7.69%
EEM iShares MSCI Emerging Markets ETF	Asia Pacific Equities	7.69%
FLAX Franklin FTSE Asia ex Japan ETF	Asia Pacific Equities	7.69%
FXAIX Fidelity 500 Index Fund	Large Cap Blend Equities	7.69%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	7.69%
ISCV iShares Morningstar Small Cap Value ETF	Small Cap Value Equities	7.69%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	7.69%
VBK Vanguard Small-Cap Growth ETF	Small Cap Blend Equities	7.69%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	7.69%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	7.69%
VFIAX Vanguard 500 Index Fund Admiral Shares	Large Cap Blend Equities	7.69%
VSEQX Vanguard Strategic Equity Fund	Mid Cap Blend Equities	7.69%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	7.69%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLAX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.39%	12.89%	1.19%	12.45%	14.95%	10.86%
Stocks	7.36%	10.72%	5.07%	9.47%	11.75%	N/A
Portfolio components:
VFIAX Vanguard 500 Index Fund Admiral Shares	1.90%	13.03%	1.86%	13.92%	16.67%	12.81%
FXAIX Fidelity 500 Index Fund	2.20%	13.03%	2.16%	14.29%	16.77%	12.69%
VSEQX Vanguard Strategic Equity Fund	-0.33%	13.59%	-12.25%	-1.93%	7.37%	1.80%
ISCV iShares Morningstar Small Cap Value ETF	-3.57%	11.58%	-6.83%	2.79%	15.81%	5.85%
VBK Vanguard Small-Cap Growth ETF	-3.39%	14.22%	-4.05%	6.39%	8.21%	7.93%
VEA Vanguard FTSE Developed Markets ETF	15.42%	8.26%	13.49%	10.96%	11.84%	5.81%
VEU Vanguard FTSE All-World ex-US ETF	13.74%	8.86%	12.21%	11.06%	11.08%	5.44%
SCHF Schwab International Equity ETF	15.46%	8.32%	13.41%	12.02%	13.60%	6.95%
IEFA iShares Core MSCI EAFE ETF	16.42%	8.57%	14.99%	11.50%	11.80%	5.83%
VWO Vanguard FTSE Emerging Markets ETF	8.94%	10.69%	7.99%	10.21%	8.48%	3.87%
FLAX Franklin FTSE Asia ex Japan ETF	9.23%	10.68%	7.73%	9.24%	6.88%	N/A
EDIV SPDR S&P Emerging Markets Dividend ETF	8.98%	8.44%	8.25%	10.08%	14.18%	4.93%
EEM iShares MSCI Emerging Markets ETF	10.86%	10.59%	8.52%	8.40%	6.56%	3.07%

*Annualized

Monthly Returns

The table below presents the monthly returns of Stocks, 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	2.96%	-0.34%	-1.87%	0.59%	5.99%								7.36%
2024	-1.79%	4.05%	3.37%	-2.97%	3.86%	0.66%	2.91%	1.76%	3.10%	-2.90%	2.84%	-4.18%	10.70%
2023	8.72%	-3.81%	1.51%	0.63%	-1.91%	5.94%	4.81%	-4.07%	-3.71%	-3.77%	8.43%	5.87%	18.72%
2022	-3.40%	-2.35%	0.06%	-6.95%	0.67%	-7.40%	5.09%	-3.43%	-9.93%	4.41%	10.28%	-4.13%	-17.39%
2021	1.10%	3.42%	2.06%	3.03%	1.81%	0.49%	-1.61%	2.08%	-3.30%	3.34%	-3.37%	2.10%	11.39%
2020	-3.42%	-6.82%	-16.84%	9.98%	4.86%	3.61%	4.83%	4.31%	-2.19%	-0.74%	12.41%	5.97%	13.07%
2019	9.17%	2.01%	0.62%	2.90%	-6.29%	6.32%	-0.88%	-3.10%	2.08%	2.90%	1.94%	4.07%	22.95%
2018		4.40%	-0.39%	-0.40%	0.31%	-1.68%	2.82%	-0.19%	-0.21%	-8.61%	2.46%	-7.05%	-8.95%

Expense Ratio

Stocks has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EEM

iShares MSCI Emerging Markets ETF

EDIV

SPDR S&P Emerging Markets Dividend ETF

FLAX

Franklin FTSE Asia ex Japan ETF

VSEQX

Vanguard Strategic Equity Fund

VWO

Vanguard FTSE Emerging Markets ETF

VBK

Vanguard Small-Cap Growth ETF

VEU

Vanguard FTSE All-World ex-US ETF

IEFA

iShares Core MSCI EAFE ETF

ISCV

iShares Morningstar Small Cap Value ETF

SCHF

Schwab International Equity ETF

VEA

Vanguard FTSE Developed Markets ETF

VFIAX

Vanguard 500 Index Fund Admiral Shares

FXAIX

Fidelity 500 Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Stocks is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VFIAX Vanguard 500 Index Fund Admiral Shares	0.71	1.11	1.16	0.74	2.84
FXAIX Fidelity 500 Index Fund	0.73	1.13	1.17	0.77	2.95
VSEQX Vanguard Strategic Equity Fund	-0.08	0.04	1.01	-0.07	-0.21
ISCV iShares Morningstar Small Cap Value ETF	0.12	0.29	1.04	0.08	0.23
VBK Vanguard Small-Cap Growth ETF	0.26	0.49	1.06	0.20	0.61
VEA Vanguard FTSE Developed Markets ETF	0.64	1.00	1.13	0.80	2.41
VEU Vanguard FTSE All-World ex-US ETF	0.66	1.05	1.14	0.82	2.56
SCHF Schwab International Equity ETF	0.71	1.08	1.15	0.88	2.65
IEFA iShares Core MSCI EAFE ETF	0.66	1.03	1.14	0.82	2.40
VWO Vanguard FTSE Emerging Markets ETF	0.55	0.99	1.13	0.59	1.94
FLAX Franklin FTSE Asia ex Japan ETF	0.46	0.87	1.11	0.37	1.41
EDIV SPDR S&P Emerging Markets Dividend ETF	0.73	1.24	1.17	0.84	2.24
EEM iShares MSCI Emerging Markets ETF	0.44	0.81	1.10	0.34	1.49

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Stocks Sharpe ratios as of May 20, 2025 (values are recalculated daily):

1-Year: 0.55
5-Year: 0.71
All Time: 0.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.06, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Stocks provided a 3.10% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.10%	3.26%	2.86%	3.37%	3.82%	1.83%	2.62%	3.21%	2.47%	2.43%	3.26%	2.83%
Portfolio components:
VFIAX Vanguard 500 Index Fund Admiral Shares	1.27%	1.24%	1.45%	1.68%	1.24%	1.53%	1.87%	2.05%	1.78%	2.02%	2.10%	1.85%
FXAIX Fidelity 500 Index Fund	1.54%	1.25%	1.45%	1.69%	1.22%	1.60%	1.95%	2.07%	1.81%	2.01%	2.56%	2.63%
VSEQX Vanguard Strategic Equity Fund	11.40%	11.36%	6.11%	11.77%	21.36%	1.77%	2.92%	10.34%	8.40%	3.13%	12.28%	5.82%
ISCV iShares Morningstar Small Cap Value ETF	2.09%	2.01%	2.21%	2.12%	1.95%	2.01%	2.36%	2.48%	1.74%	2.49%	2.60%	2.40%
VBK Vanguard Small-Cap Growth ETF	0.55%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%	1.01%
VEA Vanguard FTSE Developed Markets ETF	2.84%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
VEU Vanguard FTSE All-World ex-US ETF	2.82%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%	3.52%
SCHF Schwab International Equity ETF	2.83%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%	2.90%
IEFA iShares Core MSCI EAFE ETF	2.98%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%	3.10%
VWO Vanguard FTSE Emerging Markets ETF	2.96%	3.20%	3.52%	4.11%	2.63%	1.91%	3.24%	2.88%	2.30%	2.52%	3.26%	2.86%
FLAX Franklin FTSE Asia ex Japan ETF	2.86%	3.12%	2.20%	2.86%	2.39%	1.58%	2.23%	2.35%	0.00%	0.00%	0.00%	0.00%
EDIV SPDR S&P Emerging Markets Dividend ETF	3.93%	3.94%	4.26%	4.94%	3.84%	3.52%	3.83%	3.41%	2.99%	4.93%	5.33%	4.84%
EEM iShares MSCI Emerging Markets ETF	2.19%	2.43%	2.63%	2.50%	1.99%	1.45%	2.76%	2.24%	1.89%	1.89%	2.49%	2.23%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Stocks. 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 Stocks was 35.99%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.99%	Jan 21, 2020	44	Mar 23, 2020	161	Nov 9, 2020	205
-28.09%	Nov 15, 2021	231	Oct 14, 2022	364	Mar 28, 2024	595
-18.56%	Feb 27, 2018	209	Dec 24, 2018	217	Nov 4, 2019	426
-15.52%	Feb 19, 2025	35	Apr 8, 2025	23	May 12, 2025	58
-8.03%	Jul 17, 2024	14	Aug 5, 2024	14	Aug 23, 2024	28

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	EDIV	ISCV	FLAX	VBK	VWO	EEM	VSEQX	FXAIX	VFIAX	IEFA	SCHF	VEA	VEU	Portfolio
^GSPC	1.00	0.58	0.76	0.62	0.86	0.67	0.68	0.87	1.00	1.00	0.79	0.80	0.81	0.80	0.89
EDIV	0.58	1.00	0.51	0.76	0.53	0.84	0.84	0.55	0.58	0.58	0.71	0.72	0.72	0.79	0.78
ISCV	0.76	0.51	1.00	0.52	0.81	0.57	0.58	0.92	0.76	0.76	0.72	0.73	0.73	0.71	0.82
FLAX	0.62	0.76	0.52	1.00	0.60	0.92	0.93	0.58	0.62	0.62	0.71	0.73	0.73	0.82	0.82
VBK	0.86	0.53	0.81	0.60	1.00	0.64	0.65	0.92	0.86	0.86	0.73	0.74	0.75	0.75	0.86
VWO	0.67	0.84	0.57	0.92	0.64	1.00	0.99	0.63	0.67	0.67	0.77	0.78	0.79	0.88	0.87
EEM	0.68	0.84	0.58	0.93	0.65	0.99	1.00	0.64	0.68	0.68	0.78	0.80	0.80	0.89	0.88
VSEQX	0.87	0.55	0.92	0.58	0.92	0.63	0.64	1.00	0.87	0.87	0.77	0.78	0.79	0.77	0.89
FXAIX	1.00	0.58	0.76	0.62	0.86	0.67	0.68	0.87	1.00	1.00	0.79	0.80	0.81	0.80	0.89
VFIAX	1.00	0.58	0.76	0.62	0.86	0.67	0.68	0.87	1.00	1.00	0.79	0.80	0.81	0.80	0.89
IEFA	0.79	0.71	0.72	0.71	0.73	0.77	0.78	0.77	0.79	0.79	1.00	0.99	0.99	0.97	0.92
SCHF	0.80	0.72	0.73	0.73	0.74	0.78	0.80	0.78	0.80	0.80	0.99	1.00	0.99	0.98	0.93
VEA	0.81	0.72	0.73	0.73	0.75	0.79	0.80	0.79	0.81	0.81	0.99	0.99	1.00	0.98	0.94
VEU	0.80	0.79	0.71	0.82	0.75	0.88	0.89	0.77	0.80	0.80	0.97	0.98	0.98	1.00	0.96
Portfolio	0.89	0.78	0.82	0.82	0.86	0.87	0.88	0.89	0.89	0.89	0.92	0.93	0.94	0.96	1.00

The correlation results are calculated based on daily price changes starting from Feb 9, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Stocks

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community