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Four Fund Strategy
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VTIAX 25%VSMAX 25%VFIAX 25%VIMAX 25%EquityEquity
PositionCategory/SectorWeight
VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

25%

VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
Mid Cap Blend Equities

25%

VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities

25%

VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
Large Cap Blend Equities, Foreign Large Cap Equities

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Four Fund Strategy, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.39%
19.37%
Four Fund Strategy
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX

Returns By Period

As of Apr 24, 2024, the Four Fund Strategy returned 3.53% Year-To-Date and 8.85% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Four Fund Strategy3.53%-2.69%19.39%16.27%9.20%8.85%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.20%-1.71%15.85%8.66%5.32%4.22%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.89%-3.31%21.33%16.74%8.25%8.68%
VFIAX
Vanguard 500 Index Fund Admiral Shares
6.74%-3.05%20.26%24.44%13.48%12.59%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
3.26%-2.71%20.10%15.47%9.38%9.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.06%4.82%3.71%
2023-4.65%-4.05%9.20%6.73%

Expense Ratio

The Four Fund Strategy has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VSMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VIMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Four Fund Strategy
Sharpe ratio
The chart of Sharpe ratio for Four Fund Strategy, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.005.001.29
Sortino ratio
The chart of Sortino ratio for Four Fund Strategy, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Omega ratio
The chart of Omega ratio for Four Fund Strategy, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.22
Calmar ratio
The chart of Calmar ratio for Four Fund Strategy, currently valued at 0.89, compared to the broader market0.002.004.006.008.000.89
Martin ratio
The chart of Martin ratio for Four Fund Strategy, currently valued at 3.88, compared to the broader market0.0010.0020.0030.0040.0050.003.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.761.151.140.482.11
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.951.471.170.682.98
VFIAX
Vanguard 500 Index Fund Admiral Shares
2.073.001.361.808.67
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.171.731.200.693.35

Sharpe Ratio

The current Four Fund Strategy Sharpe ratio is 1.29. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.29

The Sharpe ratio of Four Fund Strategy lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.29
1.92
Four Fund Strategy
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Four Fund Strategy granted a 1.94% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Four Fund Strategy1.94%1.93%1.96%1.66%1.55%1.94%2.17%1.80%1.97%1.97%1.99%1.76%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.33%3.21%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%3.40%2.71%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.50%1.56%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%1.31%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.37%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.56%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.75%
-3.50%
Four Fund Strategy
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Four Fund Strategy. 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 Four Fund Strategy was 37.04%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Four Fund Strategy drawdown is 3.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.04%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-26.25%Nov 9, 2021235Oct 14, 2022344Feb 29, 2024579
-24.6%May 2, 2011108Oct 3, 2011238Sep 13, 2012346
-20%Aug 30, 201880Dec 24, 201889May 3, 2019169
-19.79%May 22, 2015183Feb 11, 2016134Aug 23, 2016317

Volatility

Volatility Chart

The current Four Fund Strategy volatility is 3.64%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.64%
3.58%
Four Fund Strategy
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VTIAXVSMAXVFIAXVIMAX
VTIAX1.000.770.820.81
VSMAX0.771.000.880.96
VFIAX0.820.881.000.94
VIMAX0.810.960.941.00