80/20 Old
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 80/20 Old, 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 May 29, 1996, corresponding to the inception date of VGTSX
Returns By Period
As of Nov 13, 2024, the 80/20 Old returned 14.75% Year-To-Date and 8.13% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| 80/20 Old | 14.46% | -0.66% | 6.56% | 22.23% | 9.03% | 8.10% |
| Portfolio components: | ||||||
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 25.95% | 2.72% | 13.47% | 35.03% | 15.01% | 12.76% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 6.28% | -5.53% | -1.00% | 13.84% | 5.24% | 4.79% |
VBMFX Vanguard Total Bond Market Index Fund | 1.27% | -1.25% | 2.34% | 6.55% | -0.38% | 1.25% |
Monthly Returns
The table below presents the monthly returns of 80/20 Old, 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 | -0.09% | 3.30% | 2.71% | -3.34% | 3.88% | 1.39% | 2.23% | 2.09% | 2.07% | -2.36% | 14.46% | ||
| 2023 | 6.63% | -2.97% | 2.61% | 1.15% | -1.10% | 4.62% | 2.95% | -2.49% | -3.88% | -2.71% | 8.11% | 4.90% | 18.31% |
| 2022 | -4.24% | -2.40% | 0.78% | -7.09% | 0.44% | -6.94% | 6.12% | -3.66% | -8.49% | 4.71% | 7.52% | -3.66% | -16.99% |
| 2021 | -0.35% | 1.98% | 1.95% | 3.55% | 1.25% | 1.22% | 0.66% | 1.89% | -3.44% | 4.04% | -2.06% | 3.04% | 14.29% |
| 2020 | -0.67% | -5.69% | -11.63% | 9.25% | 4.28% | 2.59% | 4.34% | 4.68% | -2.41% | -1.87% | 10.19% | 4.07% | 16.08% |
| 2019 | 6.75% | 2.25% | 1.29% | 2.80% | -4.55% | 5.41% | 0.13% | -1.17% | 1.54% | 2.13% | 2.16% | 2.73% | 23.17% |
| 2018 | 4.11% | -3.67% | -1.05% | 0.28% | 0.85% | -0.30% | 2.40% | 1.06% | 0.07% | -6.37% | 1.48% | -5.57% | -7.03% |
| 2017 | 2.21% | 2.39% | 0.94% | 1.36% | 1.58% | 0.61% | 2.07% | 0.44% | 1.65% | 1.68% | 1.67% | 1.23% | 19.34% |
| 2016 | -4.21% | -0.59% | 6.06% | 1.08% | 0.53% | 0.19% | 3.44% | 0.33% | 0.50% | -1.78% | 0.91% | 1.63% | 8.03% |
| 2015 | -0.82% | 4.26% | -0.92% | 1.75% | 0.26% | -1.89% | 0.68% | -5.28% | -2.43% | 5.79% | -0.21% | -1.74% | -1.02% |
| 2014 | -2.71% | 4.05% | 0.34% | 0.61% | 1.86% | 1.80% | -1.52% | 2.56% | -2.76% | 1.40% | 1.22% | -1.15% | 5.60% |
| 2013 | 3.58% | 0.34% | 2.19% | 2.10% | -0.18% | -2.12% | 4.13% | -2.02% | 4.29% | 3.27% | 1.36% | 1.54% | 19.83% |
Expense Ratio
80/20 Old has an expense ratio of 0.15%, which is considered low compared to other funds. 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 80/20 Old is 51, 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 | |
|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 3.01 | 4.02 | 1.56 | 4.44 | 19.48 |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 1.35 | 1.92 | 1.24 | 1.33 | 7.44 |
VBMFX Vanguard Total Bond Market Index Fund | 1.33 | 1.98 | 1.24 | 0.49 | 4.55 |
Dividends
Dividend yield
80/20 Old provided a 2.19% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.19% | 2.25% | 2.17% | 1.85% | 1.73% | 2.29% | 2.45% | 2.12% | 2.27% | 2.26% | 2.34% | 2.11% |
| Portfolio components: | ||||||||||||
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.17% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% | 1.64% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.91% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% | 2.63% |
VBMFX Vanguard Total Bond Market Index Fund | 3.48% | 3.00% | 2.42% | 1.81% | 2.14% | 2.64% | 2.67% | 2.43% | 2.38% | 2.38% | 2.43% | 2.43% |
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 80/20 Old. 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 80/20 Old was 48.25%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
The current 80/20 Old drawdown is 0.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.25% | Nov 1, 2007 | 338 | Mar 9, 2009 | 539 | Apr 27, 2011 | 877 |
| -37.27% | Mar 28, 2000 | 633 | Oct 9, 2002 | 539 | Dec 1, 2004 | 1172 |
| -27.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -24.53% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -17.69% | May 2, 2011 | 108 | Oct 3, 2011 | 115 | Mar 19, 2012 | 223 |
Volatility
Volatility Chart
The current 80/20 Old volatility is 2.56%, 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
| VBMFX | VGTSX | VTSMX | |
|---|---|---|---|
| VBMFX | 1.00 | -0.12 | -0.16 |
| VGTSX | -0.12 | 1.00 | 0.70 |
| VTSMX | -0.16 | 0.70 | 1.00 |