Value

The chart shows the growth of an initial investment of $10,000 in Value, 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 never rebalanced.

As of Apr 3, 2026, the Value returned 4.45% Year-To-Date and 12.35% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 25, 2008, Value's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, your investment would double in approximately 5.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +26.5%, while the worst month was Mar 2020 at -24.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Value closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -13.5%.

Value has an annualized alpha of 3.40%, beta of 1.03, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since February 25, 2008.

• This portfolio captured 133.12% of S&P 500 Index gains and 119.91% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.40% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.03 and R² of 0.60, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Value has an expense ratio of 0.39%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Value ranks 27 for risk / return — below 27% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Value Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.94
• 5-Year: 0.29
• 10-Year: 0.47
• All Time: 0.44

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Value compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Value provided a 1.12% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the Value. 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 Value was 55.97%, occurring on Mar 9, 2009. Recovery took 151 trading sessions.

The current Value drawdown is 7.05%.

The chart below shows the rolling one-month volatility.