Compare
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FSELX Fidelity Select Semiconductors Portfolio | Technology Equities | 25% |
TMFC Motley Fool 100 Index ETF | Large Cap Growth Equities | 25% |
TMFX Motley Fool Next Index ETF | Mid Cap Growth Equities | 25% |
VGT Vanguard Information Technology ETF | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Compare, 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 Dec 31, 2021, corresponding to the inception date of TMFX
Returns By Period
| 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% |
| Compare | 31.43% | 1.96% | 13.86% | 40.49% | N/A | N/A |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 28.88% | 2.08% | 16.07% | 37.56% | 22.70% | 20.89% |
FSELX Fidelity Select Semiconductors Portfolio | 42.68% | -3.51% | 6.92% | 46.01% | 23.63% | 18.55% |
TMFC Motley Fool 100 Index ETF | 33.95% | 4.36% | 18.30% | 40.95% | 20.57% | N/A |
TMFX Motley Fool Next Index ETF | 18.65% | 5.11% | 13.50% | 34.79% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Compare, 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 | 1.66% | 8.00% | 2.72% | -4.65% | 7.19% | 5.37% | -0.93% | 1.41% | 2.01% | -0.46% | 31.43% | ||
| 2023 | 12.14% | 0.75% | 6.80% | -2.44% | 8.47% | 7.37% | 3.77% | -2.93% | -6.44% | -5.17% | 12.69% | 5.57% | 45.77% |
| 2022 | -10.23% | -2.80% | 2.91% | -14.43% | -0.59% | -10.92% | 14.40% | -5.36% | -11.19% | 5.70% | 8.21% | -8.81% | -31.77% |
Expense Ratio
Compare features an expense ratio of 0.44%, 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 Compare is 34, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.95 | 2.51 | 1.35 | 2.69 | 9.68 |
FSELX Fidelity Select Semiconductors Portfolio | 1.44 | 1.96 | 1.25 | 2.13 | 6.08 |
TMFC Motley Fool 100 Index ETF | 2.82 | 3.70 | 1.52 | 3.87 | 16.52 |
TMFX Motley Fool Next Index ETF | 2.37 | 3.29 | 1.40 | 1.59 | 14.61 |
Dividends
Dividend yield
Compare provided a 0.23% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.23% | 0.29% | 0.39% | 0.23% | 0.44% | 0.59% | 0.67% | 0.51% | 0.50% | 4.40% | 1.15% | 0.42% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
FSELX Fidelity Select Semiconductors Portfolio | 0.07% | 0.10% | 0.18% | 0.04% | 0.51% | 0.76% | 0.76% | 1.04% | 0.71% | 16.31% | 3.48% | 0.61% |
TMFC Motley Fool 100 Index ETF | 0.10% | 0.26% | 0.27% | 0.23% | 0.42% | 0.50% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMFX Motley Fool Next Index ETF | 0.14% | 0.17% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Compare. 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 Compare was 37.13%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current Compare drawdown is 0.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.13% | Jan 4, 2022 | 197 | Oct 14, 2022 | 296 | Dec 19, 2023 | 493 |
| -14.05% | Jul 17, 2024 | 16 | Aug 7, 2024 | 46 | Oct 11, 2024 | 62 |
| -9.6% | Mar 8, 2024 | 30 | Apr 19, 2024 | 18 | May 15, 2024 | 48 |
| -5.73% | Dec 20, 2023 | 10 | Jan 4, 2024 | 10 | Jan 19, 2024 | 20 |
| -3.87% | Oct 30, 2024 | 2 | Oct 31, 2024 | 4 | Nov 6, 2024 | 6 |
Volatility
Volatility Chart
The current Compare volatility is 5.41%, 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
| TMFX | FSELX | TMFC | VGT | |
|---|---|---|---|---|
| TMFX | 1.00 | 0.73 | 0.81 | 0.81 |
| FSELX | 0.73 | 1.00 | 0.83 | 0.90 |
| TMFC | 0.81 | 0.83 | 1.00 | 0.96 |
| VGT | 0.81 | 0.90 | 0.96 | 1.00 |