Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 11.60% |
VDE Vanguard Energy ETF | Energy Equities | 8.88% |
VFH Vanguard Financials ETF | Financials Equities | 16.70% |
VGT Vanguard Information Technology ETF | Technology Equities | 8% |
VTV Vanguard Value ETF | Large Cap Value Equities | 36.32% |
VYMI Vanguard International High Dividend Yield ETF | Dividend, Foreign Large Cap Equities | 18.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in June 2025 Holdings, 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 Every year.
Loading graphics...
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
As of Apr 2, 2026, the June 2025 Holdings returned 4.00% Year-To-Date and 12.93% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio June 2025 Holdings | 0.30% | -1.53% | 4.00% | 7.37% | 20.11% | 17.52% | 12.57% | 12.93% |
| Portfolio components: | ||||||||
VTV Vanguard Value ETF | 0.16% | -3.03% | 3.71% | 6.74% | 16.12% | 14.94% | 10.95% | 11.89% |
VDE Vanguard Energy ETF | 0.76% | 6.05% | 34.23% | 36.66% | 32.62% | 15.51% | 23.51% | 11.00% |
VFH Vanguard Financials ETF | 0.40% | -2.96% | -8.83% | -5.93% | 2.17% | 18.18% | 9.42% | 12.40% |
VYMI Vanguard International High Dividend Yield ETF | -0.11% | -0.87% | 6.26% | 13.90% | 33.42% | 20.17% | 12.59% | 10.36% |
VB Vanguard Small-Cap ETF | 0.47% | -3.05% | 2.99% | 3.93% | 18.72% | 13.45% | 5.57% | 10.71% |
VGT Vanguard Information Technology ETF | 0.85% | -1.42% | -5.36% | -5.79% | 29.79% | 23.50% | 15.02% | 21.67% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 3, 2016, June 2025 Holdings's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -19.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, June 2025 Holdings closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.14% | 2.94% | -3.25% | 0.27% | 4.00% | ||||||||
| 2025 | 3.89% | 0.32% | -2.31% | -2.65% | 4.39% | 4.13% | 0.85% | 3.71% | 1.77% | -0.01% | 1.73% | 1.54% | 18.45% |
| 2024 | 0.19% | 3.63% | 4.92% | -3.77% | 3.62% | -0.09% | 4.32% | 2.02% | 1.06% | -0.72% | 6.53% | -5.40% | 16.79% |
| 2023 | 6.00% | -2.93% | -1.59% | 1.67% | -3.24% | 6.54% | 4.53% | -2.59% | -2.99% | -3.27% | 7.73% | 5.50% | 15.24% |
| 2022 | -0.05% | -0.46% | 2.70% | -6.27% | 3.80% | -10.05% | 6.59% | -2.12% | -8.62% | 11.96% | 5.97% | -4.05% | -2.96% |
| 2021 | 0.16% | 7.34% | 4.65% | 3.60% | 3.12% | -0.01% | -0.66% | 2.17% | -1.97% | 6.04% | -3.74% | 4.74% | 27.84% |
Benchmark Metrics
June 2025 Holdings has an annualized alpha of 1.47%, beta of 0.93, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.58%) than losses (93.10%) — typical of diversified or defensive assets.
- With beta of 0.93 and R² of 0.87, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.47%
- Beta
- 0.93
- R²
- 0.87
- Upside Capture
- 96.58%
- Downside Capture
- 93.10%
Expense Ratio
June 2025 Holdings has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
June 2025 Holdings ranks 49 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.88 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.37 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.39 | +0.24 |
Martin ratioReturn relative to average drawdown | 8.30 | 6.43 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VTV Vanguard Value ETF | 56 | 1.09 | 1.57 | 1.23 | 1.48 | 6.62 |
VDE Vanguard Energy ETF | 60 | 1.30 | 1.70 | 1.25 | 1.74 | 4.96 |
VFH Vanguard Financials ETF | 14 | 0.11 | 0.28 | 1.04 | 0.22 | 0.63 |
VYMI Vanguard International High Dividend Yield ETF | 90 | 2.11 | 2.79 | 1.44 | 3.04 | 12.35 |
VB Vanguard Small-Cap ETF | 46 | 0.86 | 1.35 | 1.18 | 1.44 | 6.15 |
VGT Vanguard Information Technology ETF | 58 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
Loading graphics...
Dividends
Dividend yield
June 2025 Holdings provided a 2.06% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.06% | 2.15% | 2.51% | 2.62% | 2.75% | 2.45% | 2.52% | 2.60% | 2.76% | 2.18% | 2.09% | 1.84% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
VDE Vanguard Energy ETF | 2.34% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
VFH Vanguard Financials ETF | 1.60% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.61% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
VB Vanguard Small-Cap ETF | 1.32% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the June 2025 Holdings. 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 June 2025 Holdings was 40.10%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current June 2025 Holdings drawdown is 3.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.1% | Jan 21, 2020 | 44 | Mar 23, 2020 | 179 | Dec 4, 2020 | 223 |
| -19.8% | Jan 29, 2018 | 229 | Dec 24, 2018 | 137 | Jul 12, 2019 | 366 |
| -18.17% | Mar 30, 2022 | 125 | Sep 27, 2022 | 197 | Jul 12, 2023 | 322 |
| -15.54% | Feb 19, 2025 | 35 | Apr 8, 2025 | 45 | Jun 12, 2025 | 80 |
| -10.12% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.51, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VDE | VGT | VYMI | VFH | VB | VTV | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.47 | 0.90 | 0.73 | 0.75 | 0.85 | 0.84 | 0.88 |
| VDE | 0.47 | 1.00 | 0.30 | 0.55 | 0.55 | 0.57 | 0.63 | 0.70 |
| VGT | 0.90 | 0.30 | 1.00 | 0.59 | 0.54 | 0.72 | 0.61 | 0.69 |
| VYMI | 0.73 | 0.55 | 0.59 | 1.00 | 0.67 | 0.72 | 0.75 | 0.84 |
| VFH | 0.75 | 0.55 | 0.54 | 0.67 | 1.00 | 0.80 | 0.87 | 0.89 |
| VB | 0.85 | 0.57 | 0.72 | 0.72 | 0.80 | 1.00 | 0.84 | 0.91 |
| VTV | 0.84 | 0.63 | 0.61 | 0.75 | 0.87 | 0.84 | 1.00 | 0.95 |
| Portfolio | 0.88 | 0.70 | 0.69 | 0.84 | 0.89 | 0.91 | 0.95 | 1.00 |