No-Brainer Portfolio
Features an equal allocation across bonds, European stocks, U.S. small cap stocks, and the S&P 500, aiming for simplicity and effectiveness.
VSMAX VFIAX VBTLX VEUSX
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in No-Brainer Portfolio, 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 Nov 12, 2001, corresponding to the inception date of VBTLX
Returns By Period
As of Aug 27, 2024, the No-Brainer Portfolio returned 10.90% Year-To-Date and 7.50% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| No-Brainer Portfolio | 10.90% | 2.40% | 8.60% | 19.35% | 9.41% | 7.50% |
| Portfolio components: | ||||||
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 9.90% | 0.37% | 7.17% | 19.98% | 10.52% | 8.81% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 18.79% | 3.01% | 11.34% | 28.51% | 15.81% | 12.90% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.27% | 2.72% | 5.69% | 8.54% | 0.04% | 1.62% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 11.63% | 3.63% | 9.93% | 20.45% | 9.50% | 5.28% |
Monthly Returns
The table below presents the monthly returns of No-Brainer Portfolio, 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 | -0.62% | 2.99% | 3.08% | -3.88% | 4.27% | -0.02% | 3.31% | 10.90% | |||||
| 2023 | 7.19% | -2.22% | 1.24% | 1.26% | -1.96% | 4.82% | 2.74% | -2.51% | -4.30% | -3.13% | 8.11% | 5.98% | 17.45% |
| 2022 | -4.77% | -1.99% | 0.43% | -6.64% | 0.70% | -7.29% | 6.80% | -4.18% | -8.17% | 6.18% | 6.95% | -3.48% | -15.85% |
| 2021 | -0.31% | 2.54% | 1.96% | 3.79% | 1.40% | 0.71% | 1.05% | 1.64% | -3.52% | 4.14% | -2.41% | 3.36% | 14.97% |
| 2020 | -0.68% | -5.71% | -12.55% | 9.07% | 4.77% | 2.24% | 3.86% | 3.75% | -2.54% | -1.68% | 11.17% | 4.39% | 14.65% |
| 2019 | 6.88% | 2.83% | 0.88% | 2.89% | -4.40% | 5.36% | 0.05% | -1.13% | 1.28% | 1.92% | 2.31% | 2.35% | 22.86% |
| 2018 | 3.25% | -3.76% | -0.30% | 0.53% | 1.35% | 0.11% | 2.23% | 1.38% | -0.35% | -6.39% | 0.97% | -5.61% | -6.89% |
| 2017 | 1.68% | 1.91% | 1.01% | 1.70% | 1.47% | 0.49% | 1.65% | 0.08% | 2.28% | 1.11% | 1.54% | 0.87% | 16.97% |
| 2016 | -4.24% | -0.32% | 5.57% | 1.34% | 0.80% | -0.48% | 3.32% | 0.34% | 0.23% | -2.53% | 1.82% | 2.21% | 7.99% |
| 2015 | -0.60% | 4.08% | -0.66% | 0.78% | 0.75% | -1.77% | 1.28% | -4.82% | -2.48% | 5.08% | 0.16% | -2.17% | -0.78% |
| 2014 | -2.00% | 4.28% | -0.13% | 0.43% | 1.34% | 1.77% | -2.67% | 2.68% | -2.83% | 1.42% | 1.63% | -0.80% | 4.97% |
| 2013 | 3.99% | 0.03% | 2.24% | 1.83% | 1.06% | -2.06% | 4.84% | -2.01% | 4.22% | 3.20% | 1.65% | 1.80% | 22.57% |
Expense Ratio
No-Brainer Portfolio has an expense ratio of 0.06%, 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 No-Brainer Portfolio is 37, 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 | |
|---|---|---|---|---|---|
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.20 | 1.76 | 1.21 | 0.88 | 4.46 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 2.42 | 3.28 | 1.44 | 2.59 | 11.47 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.39 | 2.03 | 1.24 | 0.49 | 4.60 |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 1.72 | 2.46 | 1.29 | 1.42 | 7.05 |
Dividends
Dividend yield
No-Brainer Portfolio granted a 2.27% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No-Brainer Portfolio | 2.27% | 2.30% | 2.26% | 1.90% | 1.79% | 2.31% | 2.61% | 2.10% | 2.39% | 2.30% | 2.62% | 2.13% |
| Portfolio components: | ||||||||||||
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.43% | 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 | 1.28% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.37% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
VEUSX Vanguard European Stock Index Fund Admiral Shares | 2.99% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% | 4.62% | 2.78% |
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 No-Brainer Portfolio. 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 No-Brainer Portfolio was 46.73%, occurring on Mar 9, 2009. Recovery took 477 trading sessions.
The current No-Brainer Portfolio drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.73% | Nov 1, 2007 | 339 | Mar 9, 2009 | 477 | Jan 27, 2011 | 816 |
| -28.22% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -24.31% | Nov 9, 2021 | 222 | Sep 27, 2022 | 358 | Mar 1, 2024 | 580 |
| -24.12% | Apr 17, 2002 | 123 | Oct 9, 2002 | 249 | Oct 6, 2003 | 372 |
| -18.42% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
Volatility
Volatility Chart
The current No-Brainer Portfolio volatility is 4.18%, 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
| VBTLX | VEUSX | VSMAX | VFIAX | |
|---|---|---|---|---|
| VBTLX | 1.00 | -0.14 | -0.21 | -0.22 |
| VEUSX | -0.14 | 1.00 | 0.69 | 0.73 |
| VSMAX | -0.21 | 0.69 | 1.00 | 0.89 |
| VFIAX | -0.22 | 0.73 | 0.89 | 1.00 |