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Simple Path to Wealth Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 25%VTI 75%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market
25%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
75%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Simple Path to Wealth 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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
9.40%
10.74%
Simple Path to Wealth Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND

Returns By Period

As of Oct 4, 2024, the Simple Path to Wealth Portfolio returned 15.42% Year-To-Date and 10.14% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.50%3.09%10.74%33.68%14.10%11.26%
Simple Path to Wealth Portfolio15.42%2.47%9.40%28.97%11.56%10.14%
VTI
Vanguard Total Stock Market ETF
19.25%3.13%10.72%34.93%15.16%12.72%
BND
Vanguard Total Bond Market ETF
4.25%0.55%5.51%12.09%0.04%1.70%

Monthly Returns

The table below presents the monthly returns of Simple Path to Wealth Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.80%3.65%2.69%-3.86%3.98%2.53%2.01%1.96%1.85%15.42%
20236.02%-2.47%2.69%0.96%0.03%5.02%2.72%-1.62%-4.23%-2.36%8.18%4.87%20.74%
2022-5.06%-2.14%1.70%-7.83%0.03%-6.52%7.59%-3.50%-8.01%5.78%4.82%-4.68%-17.80%
2021-0.47%1.98%2.46%4.00%0.38%2.10%1.59%2.10%-3.62%5.02%-1.06%2.76%18.32%
20200.45%-5.55%-10.51%10.53%4.29%1.90%4.68%5.18%-2.78%-1.60%9.15%3.58%18.74%
20196.69%2.70%1.52%2.94%-4.45%5.58%1.10%-0.89%1.18%1.66%2.85%2.11%25.03%
20183.61%-3.11%-1.31%0.13%2.22%0.52%2.48%2.76%0.02%-5.77%1.65%-6.28%-3.63%
20171.44%2.93%0.03%1.00%0.94%0.72%1.51%0.32%1.72%1.62%2.26%1.02%16.62%
2016-3.98%0.22%5.44%0.59%1.30%0.71%3.14%0.08%0.17%-1.88%2.72%1.60%10.26%
2015-1.44%3.90%-0.74%0.38%0.85%-1.54%1.50%-4.64%-1.92%5.97%0.37%-1.65%0.59%
2014-1.99%3.73%0.34%0.25%1.84%1.99%-1.57%3.39%-1.72%2.24%2.07%-0.01%10.86%
20133.91%1.11%3.03%1.46%1.36%-1.48%4.40%-2.51%3.22%3.41%1.97%1.92%23.83%

Expense Ratio

Simple Path to Wealth Portfolio has an expense ratio of 0.03%, 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.


Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Simple Path to Wealth Portfolio is 74, 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.


The Risk-Adjusted Performance Rank of Simple Path to Wealth Portfolio is 7474
Simple Path to Wealth Portfolio
The Sharpe Ratio Rank of Simple Path to Wealth Portfolio is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of Simple Path to Wealth Portfolio is 8282Sortino Ratio Rank
The Omega Ratio Rank of Simple Path to Wealth Portfolio is 8383Omega Ratio Rank
The Calmar Ratio Rank of Simple Path to Wealth Portfolio is 4343Calmar Ratio Rank
The Martin Ratio Rank of Simple Path to Wealth Portfolio is 7777Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Simple Path to Wealth Portfolio
Sharpe ratio
The chart of Sharpe ratio for Simple Path to Wealth Portfolio, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for Simple Path to Wealth Portfolio, currently valued at 4.11, compared to the broader market-2.000.002.004.006.004.11
Omega ratio
The chart of Omega ratio for Simple Path to Wealth Portfolio, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for Simple Path to Wealth Portfolio, currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.0012.002.12
Martin ratio
The chart of Martin ratio for Simple Path to Wealth Portfolio, currently valued at 18.09, compared to the broader market0.0010.0020.0030.0040.0050.0018.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.71, compared to the broader market-2.000.002.004.006.003.72
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.96, compared to the broader market0.0010.0020.0030.0040.0050.0016.96

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.813.741.512.5516.99
BND
Vanguard Total Bond Market ETF
2.083.081.370.718.91

Sharpe Ratio

The current Simple Path to Wealth Portfolio Sharpe ratio is 2.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.20 to 2.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Simple Path to Wealth Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.97
2.79
Simple Path to Wealth Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Simple Path to Wealth Portfolio granted a 1.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Simple Path to Wealth Portfolio1.86%1.85%1.90%1.40%1.62%2.01%2.23%1.92%2.07%2.13%2.02%2.00%
VTI
Vanguard Total Stock Market ETF
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BND
Vanguard Total Bond Market ETF
3.44%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.91%
-1.09%
Simple Path to Wealth Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Simple Path to Wealth 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 Simple Path to Wealth Portfolio was 43.49%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.

The current Simple Path to Wealth Portfolio drawdown is 0.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.49%Oct 10, 2007355Mar 9, 2009467Jan 12, 2011822
-26.82%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-22.92%Dec 28, 2021202Oct 14, 2022320Jan 25, 2024522
-14.75%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-14.37%Jul 8, 201161Oct 3, 201178Jan 25, 2012139

Volatility

Volatility Chart

The current Simple Path to Wealth Portfolio volatility is 2.46%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.46%
3.33%
Simple Path to Wealth Portfolio
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.

BNDVTI
BND1.00-0.17
VTI-0.171.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007