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Rick Ferri Core Four Portfolio

The Rick Ferri Core Four is a permanent portfolio proposed by Rick Ferri, a Bogleheads author, and investment adviser. As the name implies, it consists of four low-cost funds. Rick suggests that investors first determine their bond allocation (e.g. 20% or 40%). With the remaining funds allocate 50% to US stock, 40% to international, and 10% to REIT.

Expense Ratio

Rank 19 of 53

0.04%
0.00%0.94%
Dividend Yield

Rank 14 of 53

1.79%
0.00%2.60%
10Y Annualized Return

Rank 19 of 53

10.54%
4.72%40.02%
Sharpe Ratio

Rank 22 of 53

2.94
1.083.46
Maximum Drawdown

Rank 40 of 53

-28.73%
-38.24%-8.85%

Rick Ferri Core Four PortfolioAsset Allocation


S&P 500

Rick Ferri Core Four PortfolioPerformance

The chart shows the growth of $10,000 invested in Rick Ferri Core Four Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $31,664 for a total return of roughly 216.64%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Rick Ferri Core Four Portfolio
Benchmark (S&P 500)
Portfolio components

Rick Ferri Core Four PortfolioReturns

As of Jun 12, 2021, the Rick Ferri Core Four Portfolio returned 11.34% Year-To-Date and 10.54% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Rick Ferri Core Four Portfolio3.03%10.96%11.48%30.89%12.94%10.60%
BND
Vanguard Total Bond Market ETF
1.25%-1.86%-1.47%-0.14%3.26%3.26%
VEA
Vanguard FTSE Developed Markets ETF
3.10%13.24%13.54%38.24%11.60%7.10%
VNQ
Vanguard Real Estate ETF
8.11%24.45%23.91%33.02%8.58%10.13%
VTI
Vanguard Total Stock Market ETF
2.84%13.13%13.96%41.29%17.80%14.94%

Rick Ferri Core Four PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Rick Ferri Core Four Portfolio Sharpe ratio is 2.94. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Rick Ferri Core Four Portfolio
Benchmark (S&P 500)
Portfolio components

Rick Ferri Core Four PortfolioDividends

Rick Ferri Core Four Portfolio granted a 0.62% dividend yield in the last twelve months, as of Jun 12, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

0.62%1.96%2.40%2.77%2.42%2.54%2.48%2.57%2.36%2.49%2.75%2.50%

Rick Ferri Core Four PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


Rick Ferri Core Four Portfolio
Benchmark (S&P 500)
Portfolio components

Rick Ferri Core Four PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Rick Ferri Core Four Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Rick Ferri Core Four Portfolio is 28.73%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.73%Feb 18, 202025Mar 23, 2020107Aug 24, 2020132
-16.89%May 2, 2011108Oct 3, 2011101Feb 28, 2012209
-14.37%Aug 30, 201880Dec 24, 201866Apr 1, 2019146
-12.77%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-12.03%Apr 15, 201056Jul 2, 201065Oct 5, 2010121
-8.68%Apr 3, 201242Jun 1, 201254Aug 17, 201296
-8.03%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-7.44%Jan 20, 201014Feb 8, 201022Mar 11, 201036
-7.26%May 22, 201323Jun 24, 201358Sep 16, 201381
-6.45%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Rick Ferri Core Four PortfolioVolatility Chart

Current Rick Ferri Core Four Portfolio volatility is 1.74%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


Rick Ferri Core Four Portfolio
Benchmark (S&P 500)
Portfolio components

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