Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brodie Roth IRA, 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 3 months.
Loading graphics...
The earliest data available for this chart is Oct 2, 2025, corresponding to the inception date of VEXC
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.26% | 4.84% | 2.86% | 6.22% | 33.47% | 19.26% | 10.96% | 12.89% |
Portfolio Brodie Roth IRA | -0.04% | 5.67% | 7.50% | 11.82% | — | — | — | — |
| Portfolio components: | ||||||||
SWPPX Schwab S&P 500 Index Fund | 0.78% | 4.64% | 2.91% | 6.53% | 34.71% | 20.90% | 12.49% | 14.83% |
VEA Vanguard FTSE Developed Markets ETF | -0.10% | 5.10% | 10.05% | 15.25% | 41.01% | 17.84% | 9.37% | 9.70% |
VEXC Vanguard Emerging Markets Ex-China ETF | -0.45% | 7.23% | 12.16% | 15.50% | — | — | — | — |
AVUV Avantis US Small Cap Value ETF | 0.50% | 7.46% | 13.76% | 19.92% | 48.34% | 17.78% | 11.19% | — |
AVDV Avantis International Small Cap Value ETF | 0.08% | 6.01% | 13.39% | 21.09% | 59.39% | 25.75% | 13.96% | — |
Monthly Returns
Based on dividend-adjusted daily data since Oct 3, 2025, Brodie Roth IRA's average daily return is +0.08%, while the average monthly return is +1.61%. At this rate, an investment would double in approximately 3.6 years.
Historically, 86% of months were positive and 14% were negative. The best month was Apr 2026 with a return of +7.5%, while the worst month was Mar 2026 at -6.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Brodie Roth IRA closed higher 58% of trading days. The best single day was Apr 8, 2026 with a return of +3.2%, while the worst single day was Oct 10, 2025 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.82% | 2.53% | -6.09% | 7.53% | 7.50% | ||||||||
| 2025 | 1.46% | 0.79% | 1.21% | 3.50% |
Benchmark Metrics
Brodie Roth IRA has an annualized alpha of 11.88%, beta of 1.00, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 03, 2025.
- This portfolio captured 126.41% of S&P 500 Index gains but only 45.12% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 11.88% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R² of 0.92, 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
- 11.88%
- Beta
- 1.00
- R²
- 0.92
- Upside Capture
- 126.41%
- Downside Capture
- 45.12%
Expense Ratio
Brodie Roth IRA has an expense ratio of 0.09%, 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
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 58 | 2.41 | 3.33 | 1.45 | 3.66 | 16.66 |
VEA Vanguard FTSE Developed Markets ETF | 74 | 2.84 | 3.78 | 1.52 | 3.58 | 14.41 |
VEXC Vanguard Emerging Markets Ex-China ETF | — | — | — | — | — | — |
AVUV Avantis US Small Cap Value ETF | 78 | 2.61 | 3.68 | 1.45 | 5.99 | 17.52 |
AVDV Avantis International Small Cap Value ETF | 90 | 4.05 | 5.17 | 1.75 | 4.60 | 19.72 |
Loading graphics...
Dividends
Dividend yield
Brodie Roth IRA provided a 1.35% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.35% | 1.38% | 1.50% | 1.49% | 1.59% | 1.28% | 1.39% | 1.33% | 1.66% | 1.15% | 1.57% | 1.88% |
| Portfolio components: | ||||||||||||
SWPPX Schwab S&P 500 Index Fund | 1.08% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
VEA Vanguard FTSE Developed Markets ETF | 2.73% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VEXC Vanguard Emerging Markets Ex-China ETF | 0.79% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.34% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.81% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Brodie Roth IRA. 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 Brodie Roth IRA was 9.63%, occurring on Mar 30, 2026. Recovery took 11 trading sessions.
The current Brodie Roth IRA drawdown is 0.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.63% | Feb 26, 2026 | 23 | Mar 30, 2026 | 11 | Apr 15, 2026 | 34 |
| -4.47% | Oct 28, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -3.14% | Oct 9, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -2.22% | Dec 12, 2025 | 4 | Dec 17, 2025 | 4 | Dec 23, 2025 | 8 |
| -1.74% | Jan 28, 2026 | 7 | Feb 5, 2026 | 1 | Feb 6, 2026 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 2.97, 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 | AVUV | AVDV | VEXC | SWPPX | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.66 | 0.66 | 0.78 | 1.00 | 0.80 | 0.95 |
| AVUV | 0.66 | 1.00 | 0.56 | 0.50 | 0.66 | 0.64 | 0.72 |
| AVDV | 0.66 | 0.56 | 1.00 | 0.73 | 0.66 | 0.89 | 0.80 |
| VEXC | 0.78 | 0.50 | 0.73 | 1.00 | 0.79 | 0.84 | 0.88 |
| SWPPX | 1.00 | 0.66 | 0.66 | 0.79 | 1.00 | 0.80 | 0.96 |
| VEA | 0.80 | 0.64 | 0.89 | 0.84 | 0.80 | 1.00 | 0.91 |
| Portfolio | 0.95 | 0.72 | 0.80 | 0.88 | 0.96 | 0.91 | 1.00 |