developed market
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in developed market, 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 Jul 26, 2007, corresponding to the inception date of VEA
Returns By Period
As of Nov 13, 2024, the developed market returned 19.65% Year-To-Date and 10.67% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| developed market | 19.43% | 0.27% | 8.53% | 28.22% | 12.35% | 10.65% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.15% | 2.74% | 13.54% | 35.28% | 15.15% | 12.89% |
VEA Vanguard FTSE Developed Markets ETF | 4.41% | -5.70% | -2.90% | 12.40% | 5.70% | 5.31% |
Monthly Returns
The table below presents the monthly returns of developed market, 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 | 0.45% | 4.54% | 3.37% | -4.06% | 4.73% | 1.66% | 2.23% | 2.37% | 1.74% | -2.06% | 19.43% | ||
| 2023 | 7.55% | -2.73% | 2.69% | 1.54% | -0.83% | 6.06% | 3.51% | -2.53% | -4.50% | -2.87% | 9.23% | 5.38% | 23.62% |
| 2022 | -5.40% | -2.54% | 2.47% | -8.43% | 0.33% | -8.52% | 8.13% | -4.34% | -9.40% | 7.50% | 7.37% | -4.69% | -18.15% |
| 2021 | -0.45% | 2.93% | 3.38% | 4.45% | 1.37% | 1.46% | 1.37% | 2.40% | -4.14% | 5.64% | -2.40% | 3.95% | 21.36% |
| 2020 | -0.94% | -7.90% | -14.25% | 11.29% | 5.45% | 2.64% | 4.82% | 6.54% | -3.05% | -2.42% | 12.54% | 4.97% | 17.60% |
| 2019 | 8.22% | 3.20% | 1.17% | 3.60% | -6.08% | 6.71% | 0.38% | -2.02% | 2.18% | 2.44% | 3.05% | 3.03% | 28.22% |
| 2018 | 5.09% | -4.16% | -1.50% | 0.69% | 1.47% | 0.02% | 3.01% | 1.89% | 0.34% | -7.76% | 1.57% | -8.15% | -8.13% |
| 2017 | 2.40% | 2.89% | 0.95% | 1.41% | 1.74% | 0.85% | 2.18% | 0.11% | 2.46% | 2.05% | 2.38% | 1.31% | 22.78% |
| 2016 | -5.67% | -0.93% | 7.13% | 1.15% | 1.12% | -0.42% | 4.03% | 0.27% | 0.63% | -2.26% | 2.70% | 2.13% | 9.73% |
| 2015 | -1.70% | 5.87% | -1.17% | 1.59% | 0.89% | -2.05% | 1.63% | -6.43% | -3.26% | 7.56% | 0.19% | -2.13% | 0.18% |
| 2014 | -3.78% | 5.19% | 0.25% | 0.51% | 2.00% | 2.14% | -2.11% | 2.99% | -2.69% | 1.81% | 1.75% | -1.11% | 6.79% |
| 2013 | 4.94% | 0.56% | 3.15% | 2.69% | 0.78% | -1.84% | 5.58% | -2.60% | 5.10% | 3.95% | 2.10% | 2.49% | 29.99% |
Expense Ratio
developed market 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 rank of developed market is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.47 | 19.73 |
VEA Vanguard FTSE Developed Markets ETF | 1.18 | 1.70 | 1.21 | 1.56 | 6.25 |
Dividends
Dividend yield
developed market provided a 1.80% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.80% | 1.95% | 2.04% | 1.80% | 1.61% | 2.16% | 2.43% | 2.03% | 2.26% | 2.26% | 2.34% | 2.00% |
| Portfolio components: | ||||||||||||
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% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
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 developed market. 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 developed market was 56.72%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
The current developed market drawdown is 0.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.72% | Oct 10, 2007 | 355 | Mar 9, 2009 | 962 | Jan 2, 2013 | 1317 |
| -34.74% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.29% | Nov 9, 2021 | 233 | Oct 12, 2022 | 301 | Dec 22, 2023 | 534 |
| -19.15% | Sep 21, 2018 | 65 | Dec 24, 2018 | 86 | Apr 30, 2019 | 151 |
| -17.24% | May 22, 2015 | 183 | Feb 11, 2016 | 126 | Aug 11, 2016 | 309 |
Volatility
Volatility Chart
The current developed market 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
| VEA | VTI | |
|---|---|---|
| VEA | 1.00 | 0.84 |
| VTI | 0.84 | 1.00 |