401k
Asset Allocation
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 Jun 25, 2019, corresponding to the inception date of VCMDX
Returns By Period
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 | -0.50% | 2.37% | 2.65% | -3.02% | 2.89% | 0.70% | 2.75% | 1.64% | 10.85% | ||||
| 2023 | 6.05% | -2.77% | 1.11% | 0.23% | -1.50% | 4.36% | 2.84% | -2.07% | -3.28% | -2.46% | 6.58% | 4.94% | 14.14% |
| 2022 | -3.29% | -1.08% | 1.14% | -5.00% | 0.13% | -6.54% | 6.08% | -3.02% | -7.77% | 4.25% | 5.45% | -3.33% | -13.25% |
| 2021 | 0.50% | 2.53% | 1.73% | 3.64% | 1.18% | 1.18% | 0.83% | 1.54% | -2.41% | 3.56% | -1.80% | 3.11% | 16.53% |
| 2020 | -0.61% | -4.86% | -11.15% | 7.96% | 3.77% | 2.41% | 4.08% | 3.20% | -2.06% | -0.78% | 8.53% | 3.89% | 13.45% |
| 2019 | 0.81% | 0.51% | -0.81% | 1.08% | 1.44% | 1.55% | 2.19% | 6.94% |
Expense Ratio
401k has an expense ratio of 0.21%, 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 401k is 45, 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.
Dividends
Dividend yield
401k granted a 2.72% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 401k | 2.72% | 2.90% | 3.59% | 4.43% | 2.22% | 2.64% | 2.78% | 2.21% | 2.40% | 2.14% | 2.23% | 1.85% |
| Portfolio components: | ||||||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.38% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.17% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 2.51% | 2.97% | 3.38% | 4.77% | 3.06% | 2.85% | 2.43% | 1.82% | 2.36% | 2.45% | 1.88% | 1.85% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.56% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.60% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% | 3.70% | 2.61% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 3.05% | 2.41% | 1.46% | 1.45% | 1.78% | 2.24% | 2.01% | 1.53% | 1.49% | 1.30% | 1.25% | 1.39% |
VFIUX Vanguard Intermediate-Term Treasury Fund Admiral Shares | 3.91% | 3.56% | 2.07% | 1.19% | 4.96% | 2.41% | 2.44% | 1.85% | 2.87% | 2.46% | 1.96% | 1.97% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.23% | 4.31% | 8.45% | 5.13% | 1.38% | 2.29% | 3.12% | 2.41% | 3.49% | 0.88% | 2.37% | 2.18% |
VWNAX Vanguard Windsor II Fund Admiral Shares | 4.68% | 5.19% | 7.36% | 7.92% | 7.39% | 10.15% | 11.48% | 8.47% | 8.17% | 8.05% | 9.42% | 4.25% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% | 1.01% | 0.65% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.39% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.38% | 2.50% | 14.21% | 30.56% | 0.50% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 3.66% | 3.97% | 3.94% | 2.57% | 3.95% | 3.40% | 4.76% | 4.26% | 4.84% | 3.94% | 3.62% | 4.34% |
VMMSX Vanguard Emerging Markets Select Stock Fund | 2.80% | 3.05% | 3.71% | 6.80% | 1.04% | 2.04% | 2.53% | 1.54% | 1.44% | 1.87% | 1.39% | 1.32% |
VMNFX Vanguard Market Neutral Fund Investor Shares | 4.72% | 5.09% | 0.75% | 0.16% | 0.81% | 3.16% | 0.94% | 1.07% | 0.38% | 0.02% | 0.00% | 0.03% |
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 24.55%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current 401k drawdown is 0.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -18.95% | Nov 10, 2021 | 234 | Oct 14, 2022 | 340 | Feb 23, 2024 | 574 |
| -5.43% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -4.48% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -4.24% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
Volatility
Volatility Chart
The current 401k volatility is 2.74%, 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
| VMNFX | VCMDX | VBIRX | VFIUX | VBTLX | VAIPX | VMMSX | VGSNX | VIGAX | VSIAX | VTMGX | VSGAX | VINIX | VWNAX | VIMAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VMNFX | 1.00 | 0.07 | -0.16 | -0.17 | -0.18 | -0.12 | -0.04 | -0.07 | -0.07 | 0.07 | 0.01 | -0.11 | -0.00 | 0.05 | -0.02 |
| VCMDX | 0.07 | 1.00 | 0.06 | 0.03 | 0.03 | 0.22 | 0.38 | 0.17 | 0.22 | 0.30 | 0.37 | 0.25 | 0.27 | 0.32 | 0.29 |
| VBIRX | -0.16 | 0.06 | 1.00 | 0.88 | 0.83 | 0.66 | -0.00 | 0.17 | 0.05 | -0.01 | 0.07 | 0.07 | 0.02 | -0.01 | 0.05 |
| VFIUX | -0.17 | 0.03 | 0.88 | 1.00 | 0.93 | 0.76 | -0.06 | 0.16 | 0.02 | -0.08 | 0.02 | 0.01 | -0.03 | -0.07 | -0.01 |
| VBTLX | -0.18 | 0.03 | 0.83 | 0.93 | 1.00 | 0.77 | -0.01 | 0.18 | 0.07 | -0.05 | 0.04 | 0.06 | 0.02 | -0.04 | 0.04 |
| VAIPX | -0.12 | 0.22 | 0.66 | 0.76 | 0.77 | 1.00 | 0.05 | 0.20 | 0.12 | 0.04 | 0.13 | 0.11 | 0.09 | 0.05 | 0.10 |
| VMMSX | -0.04 | 0.38 | -0.00 | -0.06 | -0.01 | 0.05 | 1.00 | 0.46 | 0.64 | 0.63 | 0.81 | 0.67 | 0.69 | 0.71 | 0.69 |
| VGSNX | -0.07 | 0.17 | 0.17 | 0.16 | 0.18 | 0.20 | 0.46 | 1.00 | 0.58 | 0.72 | 0.62 | 0.67 | 0.68 | 0.69 | 0.76 |
| VIGAX | -0.07 | 0.22 | 0.05 | 0.02 | 0.07 | 0.12 | 0.64 | 0.58 | 1.00 | 0.64 | 0.73 | 0.83 | 0.94 | 0.82 | 0.83 |
| VSIAX | 0.07 | 0.30 | -0.01 | -0.08 | -0.05 | 0.04 | 0.63 | 0.72 | 0.64 | 1.00 | 0.77 | 0.84 | 0.80 | 0.90 | 0.90 |
| VTMGX | 0.01 | 0.37 | 0.07 | 0.02 | 0.04 | 0.13 | 0.81 | 0.62 | 0.73 | 0.77 | 1.00 | 0.76 | 0.82 | 0.85 | 0.82 |
| VSGAX | -0.11 | 0.25 | 0.07 | 0.01 | 0.06 | 0.11 | 0.67 | 0.67 | 0.83 | 0.84 | 0.76 | 1.00 | 0.85 | 0.84 | 0.93 |
| VINIX | -0.00 | 0.27 | 0.02 | -0.03 | 0.02 | 0.09 | 0.69 | 0.68 | 0.94 | 0.80 | 0.82 | 0.85 | 1.00 | 0.95 | 0.92 |
| VWNAX | 0.05 | 0.32 | -0.01 | -0.07 | -0.04 | 0.05 | 0.71 | 0.69 | 0.82 | 0.90 | 0.85 | 0.84 | 0.95 | 1.00 | 0.94 |
| VIMAX | -0.02 | 0.29 | 0.05 | -0.01 | 0.04 | 0.10 | 0.69 | 0.76 | 0.83 | 0.90 | 0.82 | 0.93 | 0.92 | 0.94 | 1.00 |