401k
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
PGR The Progressive Corporation | Financial Services | 10% |
VIGIX Vanguard Growth Index Fund Institutional Shares | Large Cap Growth Equities | 20% |
VTIVX Vanguard Target Retirement 2045 Fund | Target Retirement Date, Diversified Portfolio | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 401k, 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 Oct 27, 2003, corresponding to the inception date of VTIVX
Returns By Period
As of Nov 15, 2024, the 401k returned 22.63% Year-To-Date and 12.26% 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% |
| 401k | 22.63% | 1.08% | 10.38% | 29.86% | 14.02% | 12.26% |
| Portfolio components: | ||||||
VTIVX Vanguard Target Retirement 2045 Fund | 14.97% | -0.10% | 6.68% | 22.61% | 9.69% | 8.72% |
PGR The Progressive Corporation | 62.70% | 2.34% | 24.50% | 64.36% | 31.75% | 28.55% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 31.08% | 4.49% | 16.16% | 38.82% | 19.13% | 15.78% |
Monthly Returns
The table below presents the monthly returns of 401k, 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 | 1.68% | 4.59% | 3.20% | -3.08% | 4.14% | 2.17% | 1.52% | 3.71% | 1.99% | -2.07% | 22.63% | ||
| 2023 | 7.41% | -1.84% | 3.40% | 0.59% | -0.30% | 5.26% | 2.39% | -1.47% | -3.48% | -0.87% | 8.42% | 3.97% | 25.22% |
| 2022 | -4.36% | -2.91% | 2.42% | -8.29% | 0.90% | -7.16% | 7.02% | -3.03% | -8.74% | 5.56% | 6.64% | -4.63% | -16.92% |
| 2021 | -1.14% | 1.68% | 3.04% | 4.60% | 0.49% | 2.00% | 0.78% | 2.33% | -4.26% | 5.26% | -1.69% | 3.92% | 17.90% |
| 2020 | 1.41% | -6.93% | -11.09% | 10.69% | 4.77% | 3.28% | 6.08% | 6.32% | -2.82% | -2.32% | 9.44% | 5.23% | 23.92% |
| 2019 | 8.22% | 3.80% | 1.35% | 4.00% | -4.81% | 5.56% | 0.68% | -1.91% | 1.51% | 1.19% | 2.95% | 2.68% | 27.58% |
| 2018 | 4.31% | -2.54% | -0.76% | 0.26% | 1.76% | -0.47% | 2.54% | 2.96% | 0.75% | -6.94% | 0.73% | -7.21% | -5.22% |
| 2017 | 2.98% | 3.39% | 0.97% | 1.61% | 2.42% | 0.78% | 2.81% | 0.36% | 1.97% | 1.94% | 2.78% | 1.68% | 26.37% |
| 2016 | -4.78% | -0.10% | 7.21% | -0.06% | 1.16% | -0.11% | 3.34% | 0.21% | 0.23% | -1.84% | 1.79% | 2.14% | 9.09% |
| 2015 | -1.73% | 5.31% | -0.74% | 0.93% | 0.86% | -1.51% | 2.11% | -5.51% | -2.31% | 7.14% | -0.77% | -1.50% | 1.66% |
| 2014 | -3.70% | 4.78% | -0.11% | 0.38% | 2.38% | 2.09% | -2.27% | 3.75% | -2.22% | 2.26% | 1.99% | -0.97% | 8.28% |
| 2013 | 4.70% | 1.43% | 2.99% | 1.79% | 0.72% | -1.78% | 4.58% | -2.31% | 4.84% | 2.97% | 2.43% | 1.82% | 26.70% |
Expense Ratio
401k has an expense ratio of 0.06%, 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 401k is 85, placing it in the top 15% 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 | |
|---|---|---|---|---|---|
VTIVX Vanguard Target Retirement 2045 Fund | 2.31 | 3.20 | 1.42 | 2.75 | 15.05 |
PGR The Progressive Corporation | 3.05 | 4.05 | 1.54 | 8.80 | 23.39 |
VIGIX Vanguard Growth Index Fund Institutional Shares | 2.29 | 2.96 | 1.42 | 2.99 | 11.81 |
Dividends
Dividend yield
401k provided a 1.53% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.53% | 1.74% | 1.66% | 2.27% | 1.52% | 2.14% | 2.12% | 1.68% | 1.92% | 2.00% | 2.23% | 1.66% |
| Portfolio components: | ||||||||||||
VTIVX Vanguard Target Retirement 2045 Fund | 1.98% | 2.28% | 2.13% | 2.22% | 1.60% | 2.23% | 2.39% | 1.90% | 1.99% | 2.17% | 2.05% | 1.88% |
PGR The Progressive Corporation | 0.45% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% | 1.22% | 1.20% |
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 401k. 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 401k was 51.09%, occurring on Mar 9, 2009. Recovery took 522 trading sessions.
The current 401k drawdown is 1.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.09% | Oct 10, 2007 | 355 | Mar 9, 2009 | 522 | Apr 1, 2011 | 877 |
| -30.07% | Feb 18, 2020 | 25 | Mar 23, 2020 | 82 | Jul 20, 2020 | 107 |
| -23.65% | Dec 28, 2021 | 202 | Oct 14, 2022 | 284 | Dec 1, 2023 | 486 |
| -19.41% | May 2, 2011 | 108 | Oct 3, 2011 | 101 | Feb 28, 2012 | 209 |
| -17.6% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
Volatility
Volatility Chart
The current 401k volatility is 3.09%, 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
| PGR | VIGIX | VTIVX | |
|---|---|---|---|
| PGR | 1.00 | 0.48 | 0.51 |
| VIGIX | 0.48 | 1.00 | 0.93 |
| VTIVX | 0.51 | 0.93 | 1.00 |