Index funds 60%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 11.11% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 11.11% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 11.11% |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 11.11% |
VNQ Vanguard Real Estate ETF | REIT | 11.11% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 11.11% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 11.11% |
VTV Vanguard Value ETF | Large Cap Value Equities | 11.11% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Index funds 60%, 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 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Index funds 60% | 20.50% | 1.62% | 11.91% | 30.08% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.77% | 13.41% |
VTI Vanguard Total Stock Market ETF | 26.15% | 2.74% | 13.54% | 35.28% | 15.15% | 12.89% |
VBR Vanguard Small-Cap Value ETF | 18.67% | 4.08% | 11.19% | 32.02% | 11.78% | 9.52% |
VYM Vanguard High Dividend Yield ETF | 20.60% | 0.68% | 10.40% | 30.06% | 11.06% | 10.09% |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
QQQM Invesco NASDAQ 100 ETF | 25.73% | 2.97% | 13.49% | 33.97% | N/A | N/A |
VTV Vanguard Value ETF | 21.21% | 0.33% | 10.23% | 30.33% | 11.68% | 10.67% |
VNQ Vanguard Real Estate ETF | 10.24% | -0.79% | 13.68% | 24.63% | 4.31% | 6.08% |
JEPI JPMorgan Equity Premium Income ETF | 15.89% | 1.17% | 8.81% | 19.32% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Index funds 60%, 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 | 0.07% | 3.57% | 3.64% | -4.62% | 3.90% | 1.44% | 3.98% | 2.40% | 1.92% | -1.02% | 20.50% | ||
| 2023 | 5.82% | -2.85% | 0.98% | 0.78% | -1.52% | 6.08% | 3.52% | -2.03% | -4.49% | -2.85% | 8.23% | 6.00% | 18.00% |
| 2022 | -4.51% | -1.91% | 3.49% | -6.50% | 0.62% | -7.85% | 7.54% | -3.63% | -9.03% | 8.71% | 5.81% | -4.80% | -13.23% |
| 2021 | -0.31% | 3.87% | 5.48% | 4.31% | 1.52% | 1.23% | 1.61% | 2.47% | -4.24% | 5.86% | -1.59% | 5.61% | 28.44% |
| 2020 | -5.76% | 11.81% | 3.97% | 9.56% |
Expense Ratio
Index funds 60% has an expense ratio of 0.10%, 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 Index funds 60% is 77, placing it in the top 23% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.08 | 4.09 | 1.58 | 4.46 | 20.36 |
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.47 | 19.73 |
VBR Vanguard Small-Cap Value ETF | 2.20 | 3.13 | 1.39 | 4.19 | 12.80 |
VYM Vanguard High Dividend Yield ETF | 3.05 | 4.33 | 1.56 | 6.29 | 20.03 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
QQQM Invesco NASDAQ 100 ETF | 2.13 | 2.81 | 1.38 | 2.72 | 9.92 |
VTV Vanguard Value ETF | 3.18 | 4.47 | 1.59 | 6.42 | 20.69 |
VNQ Vanguard Real Estate ETF | 1.85 | 2.65 | 1.33 | 1.17 | 7.06 |
JEPI JPMorgan Equity Premium Income ETF | 2.89 | 4.02 | 1.58 | 5.23 | 20.45 |
Dividends
Dividend yield
Index funds 60% provided a 2.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.70% | 3.01% | 3.41% | 2.38% | 2.60% | 1.96% | 2.26% | 1.92% | 2.08% | 2.09% | 1.85% | 1.92% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VYM Vanguard High Dividend Yield ETF | 2.75% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
QQQM Invesco NASDAQ 100 ETF | 0.64% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Index funds 60%. 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 Index funds 60% was 21.30%, occurring on Oct 12, 2022. Recovery took 295 trading sessions.
The current Index funds 60% drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.3% | Jan 5, 2022 | 194 | Oct 12, 2022 | 295 | Dec 14, 2023 | 489 |
| -6.11% | Oct 14, 2020 | 11 | Oct 28, 2020 | 6 | Nov 5, 2020 | 17 |
| -5.76% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -5.55% | Apr 1, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -4.81% | Sep 3, 2021 | 19 | Sep 30, 2021 | 14 | Oct 20, 2021 | 33 |
Volatility
Volatility Chart
The current Index funds 60% volatility is 3.25%, 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
| QQQM | VNQ | JEPI | VBR | SCHD | VYM | VOO | VTV | VTI | |
|---|---|---|---|---|---|---|---|---|---|
| QQQM | 1.00 | 0.52 | 0.64 | 0.60 | 0.55 | 0.56 | 0.92 | 0.58 | 0.91 |
| VNQ | 0.52 | 1.00 | 0.71 | 0.71 | 0.70 | 0.69 | 0.67 | 0.71 | 0.69 |
| JEPI | 0.64 | 0.71 | 1.00 | 0.70 | 0.81 | 0.83 | 0.81 | 0.85 | 0.80 |
| VBR | 0.60 | 0.71 | 0.70 | 1.00 | 0.87 | 0.88 | 0.79 | 0.89 | 0.83 |
| SCHD | 0.55 | 0.70 | 0.81 | 0.87 | 1.00 | 0.96 | 0.78 | 0.95 | 0.79 |
| VYM | 0.56 | 0.69 | 0.83 | 0.88 | 0.96 | 1.00 | 0.80 | 0.99 | 0.81 |
| VOO | 0.92 | 0.67 | 0.81 | 0.79 | 0.78 | 0.80 | 1.00 | 0.82 | 0.99 |
| VTV | 0.58 | 0.71 | 0.85 | 0.89 | 0.95 | 0.99 | 0.82 | 1.00 | 0.83 |
| VTI | 0.91 | 0.69 | 0.80 | 0.83 | 0.79 | 0.81 | 0.99 | 0.83 | 1.00 |