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 Mar 3, 2009, corresponding to the inception date of VGISX
Returns By Period
As of Sep 17, 2024, the 401k returned 15.12% Year-To-Date and 10.22% 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 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| 401k | 15.12% | 2.98% | 9.65% | 25.33% | 10.77% | 10.22% |
| Portfolio components: | ||||||
TRBCX T. Rowe Price Blue Chip Growth Fund | 24.81% | 0.34% | 10.66% | 36.95% | 14.14% | 14.25% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 13.85% | 2.55% | 9.02% | 19.66% | 11.05% | 10.16% |
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | 15.05% | 8.17% | 19.49% | 25.48% | 4.93% | 6.81% |
GTSAX Invesco Small Cap Growth Fund | 12.57% | 2.43% | 6.23% | 20.99% | 7.46% | 6.99% |
VISVX Vanguard Small Cap Value Index Fund | 10.50% | 2.65% | 8.25% | 22.28% | 10.70% | 8.77% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 17.87% | 1.68% | 9.68% | 27.54% | 14.45% | 12.31% |
IWP iShares Russell Midcap Growth ETF | 9.98% | 2.13% | 3.11% | 22.71% | 10.34% | 10.55% |
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 | -0.71% | 5.25% | 3.43% | -5.05% | 3.67% | 1.64% | 3.44% | 2.46% | 15.12% | ||||
| 2023 | 7.92% | -2.42% | 0.27% | 0.27% | -1.15% | 6.72% | 3.49% | -2.70% | -5.01% | -4.04% | 9.66% | 7.18% | 20.48% |
| 2022 | -8.17% | -1.85% | 1.96% | -8.99% | -1.59% | -8.76% | 9.97% | -3.93% | -9.47% | 7.54% | 5.44% | -5.57% | -23.09% |
| 2021 | -0.02% | 3.88% | 1.97% | 5.54% | -0.06% | 2.75% | 1.25% | 2.81% | -4.45% | 6.12% | -3.22% | 3.02% | 20.78% |
| 2020 | 0.01% | -7.95% | -16.01% | 12.95% | 6.46% | 2.07% | 5.66% | 5.07% | -2.58% | -0.53% | 13.42% | 5.13% | 21.74% |
| 2019 | 10.16% | 3.78% | 0.68% | 3.35% | -5.58% | 6.10% | 1.13% | -1.89% | 0.93% | 1.91% | 3.36% | 1.99% | 28.21% |
| 2018 | 4.60% | -3.93% | -0.18% | 0.66% | 3.31% | 0.46% | 2.30% | 3.42% | -0.76% | -8.09% | 2.63% | -9.06% | -5.61% |
| 2017 | 1.92% | 3.12% | 0.17% | 1.44% | 0.96% | 1.09% | 2.03% | 0.29% | 2.55% | 2.16% | 3.19% | 0.67% | 21.38% |
| 2016 | -6.24% | 0.03% | 7.56% | 0.56% | 1.95% | 0.41% | 4.28% | -0.17% | 0.11% | -3.28% | 4.09% | 1.66% | 10.76% |
| 2015 | -0.98% | 4.97% | -0.10% | -0.57% | 1.22% | -1.56% | 1.98% | -5.76% | -2.67% | 6.99% | 0.49% | -3.55% | -0.20% |
| 2014 | -1.89% | 5.43% | -0.54% | -0.61% | 2.35% | 2.90% | -2.56% | 4.24% | -3.28% | 3.95% | 2.05% | -0.01% | 12.21% |
| 2013 | 5.32% | 1.21% | 3.47% | 1.76% | 1.40% | -1.21% | 5.20% | -2.92% | 5.04% | 3.72% | 1.90% | 2.47% | 30.63% |
Expense Ratio
401k features an expense ratio of 0.54%, falling within the medium range. 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 32, 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 | |
|---|---|---|---|---|---|
TRBCX T. Rowe Price Blue Chip Growth Fund | 1.86 | 2.48 | 1.33 | 1.34 | 10.05 |
VEIRX Vanguard Equity Income Fund Admiral Shares | 1.72 | 2.41 | 1.30 | 1.88 | 7.76 |
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | 1.56 | 2.27 | 1.28 | 0.73 | 5.68 |
GTSAX Invesco Small Cap Growth Fund | 1.00 | 1.47 | 1.18 | 0.42 | 4.60 |
VISVX Vanguard Small Cap Value Index Fund | 1.23 | 1.81 | 1.21 | 1.32 | 6.11 |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.99 | 2.69 | 1.35 | 1.85 | 10.53 |
IWP iShares Russell Midcap Growth ETF | 1.33 | 1.88 | 1.23 | 0.72 | 6.32 |
Dividends
Dividend yield
401k granted a 2.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 401k | 2.16% | 2.54% | 3.43% | 9.29% | 3.20% | 3.77% | 4.68% | 3.37% | 3.13% | 2.54% | 5.38% | 2.55% |
| Portfolio components: | ||||||||||||
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.79% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 6.63% | 7.96% | 8.79% | 7.71% | 2.86% | 4.45% | 10.98% | 3.74% | 3.87% | 6.48% | 6.03% | 5.28% |
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | 1.70% | 1.96% | 0.82% | 3.17% | 0.54% | 7.66% | 3.45% | 2.97% | 2.58% | 3.01% | 2.92% | 2.55% |
GTSAX Invesco Small Cap Growth Fund | 0.00% | 0.00% | 3.60% | 38.91% | 13.85% | 8.96% | 9.76% | 9.23% | 9.35% | 0.00% | 18.24% | 5.51% |
VISVX Vanguard Small Cap Value Index Fund | 1.91% | 2.00% | 1.90% | 1.63% | 1.58% | 1.95% | 2.20% | 1.68% | 1.66% | 1.85% | 1.62% | 1.71% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.77% | 2.04% | 1.71% | 1.93% | 1.99% | 1.77% | 1.75% |
IWP iShares Russell Midcap Growth ETF | 0.49% | 0.54% | 0.77% | 0.30% | 0.38% | 0.59% | 1.02% | 0.78% | 1.46% | 0.98% | 1.03% | 0.80% |
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 37.04%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 110 | Aug 27, 2020 | 133 |
| -30.73% | Nov 17, 2021 | 229 | Oct 14, 2022 | 436 | Jul 12, 2024 | 665 |
| -22.48% | Jul 8, 2011 | 61 | Oct 3, 2011 | 101 | Feb 28, 2012 | 162 |
| -19.95% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
| -17.43% | Jun 24, 2015 | 161 | Feb 11, 2016 | 104 | Jul 12, 2016 | 265 |
Volatility
Volatility Chart
The current 401k volatility is 4.16%, 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
| VGISX | TRBCX | VEIRX | VISVX | GTSAX | IWP | VITSX | |
|---|---|---|---|---|---|---|---|
| VGISX | 1.00 | 0.61 | 0.71 | 0.71 | 0.63 | 0.66 | 0.71 |
| TRBCX | 0.61 | 1.00 | 0.74 | 0.73 | 0.85 | 0.90 | 0.92 |
| VEIRX | 0.71 | 0.74 | 1.00 | 0.88 | 0.77 | 0.79 | 0.91 |
| VISVX | 0.71 | 0.73 | 0.88 | 1.00 | 0.88 | 0.84 | 0.89 |
| GTSAX | 0.63 | 0.85 | 0.77 | 0.88 | 1.00 | 0.95 | 0.90 |
| IWP | 0.66 | 0.90 | 0.79 | 0.84 | 0.95 | 1.00 | 0.93 |
| VITSX | 0.71 | 0.92 | 0.91 | 0.89 | 0.90 | 0.93 | 1.00 |