457b
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 457b, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
457b | 22.31% | 2.88% | 18.41% | 41.86% | N/A | N/A |
Portfolio components: | ||||||
Vanguard Institutional Index Fund Institutional Shares | 24.29% | 2.93% | 17.82% | 40.80% | 16.30% | 13.75% |
Vanguard Extended Market Index Fund Institutional Shares | 15.27% | 3.68% | 15.62% | 39.65% | 11.44% | 10.02% |
Fidelity Large Cap Growth Index Fund | 26.95% | 2.86% | 20.34% | 45.86% | 20.00% | N/A |
Fidelity Small Cap Index Fund | 13.57% | 2.27% | 16.50% | 37.45% | 9.75% | 9.20% |
Invesco NASDAQ 100 ETF | 21.37% | 2.64% | 18.46% | 40.53% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 457b, 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 | 0.96% | 5.83% | 2.36% | -4.75% | 5.40% | 4.33% | 1.04% | 1.38% | 2.23% | 22.31% | |||
2023 | 8.87% | -1.39% | 4.54% | 0.36% | 3.39% | 6.91% | 4.02% | -2.01% | -5.10% | -2.84% | 10.34% | 6.13% | 37.03% |
2022 | -8.01% | -2.98% | 3.38% | -11.19% | -1.25% | -8.52% | 11.09% | -4.07% | -9.84% | 6.71% | 4.79% | -7.28% | -26.26% |
2021 | 0.41% | 1.99% | 1.95% | 5.45% | -0.57% | 4.56% | 1.79% | 3.34% | -4.98% | 7.26% | -0.47% | 2.26% | 24.87% |
2020 | -7.64% | 12.34% | 5.21% | 9.17% |
Expense Ratio
457b has an expense ratio of 0.07%, 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 457b is 38, 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 | |
---|---|---|---|---|---|
Vanguard Institutional Index Fund Institutional Shares | 3.05 | 4.03 | 1.56 | 3.25 | 20.07 |
Vanguard Extended Market Index Fund Institutional Shares | 1.97 | 2.70 | 1.33 | 1.11 | 11.21 |
Fidelity Large Cap Growth Index Fund | 2.53 | 3.25 | 1.45 | 2.73 | 12.67 |
Fidelity Small Cap Index Fund | 1.60 | 2.31 | 1.27 | 1.09 | 9.03 |
Invesco NASDAQ 100 ETF | 2.13 | 2.79 | 1.38 | 2.70 | 10.00 |
Dividends
Dividend yield
457b granted a 1.18% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
457b | 1.18% | 1.42% | 1.58% | 2.39% | 1.53% | 1.42% | 1.66% | 1.25% | 1.06% | 1.17% | 1.04% | 0.85% |
Portfolio components: | ||||||||||||
Vanguard Institutional Index Fund Institutional Shares | 2.47% | 2.97% | 3.38% | 4.77% | 3.06% | 2.85% | 2.43% | 1.82% | 2.36% | 2.45% | 1.88% | 1.85% |
Vanguard Extended Market Index Fund Institutional Shares | 1.17% | 1.27% | 1.16% | 1.14% | 1.08% | 1.31% | 1.67% | 1.27% | 1.45% | 1.37% | 1.34% | 1.15% |
Fidelity Large Cap Growth Index Fund | 0.44% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.47% | 1.22% | 0.29% | 0.00% | 0.00% | 0.00% |
Fidelity Small Cap Index Fund | 1.08% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 5.39% | 3.67% | 2.27% | 4.53% | 4.80% | 2.82% |
Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 457b. 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 457b was 30.47%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.
The current 457b drawdown is 0.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.47% | Nov 22, 2021 | 226 | Oct 14, 2022 | 300 | Dec 26, 2023 | 526 |
-10.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 39 | Sep 30, 2024 | 53 |
-7.68% | Feb 16, 2021 | 13 | Mar 4, 2021 | 24 | Apr 8, 2021 | 37 |
-7.64% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
-6.45% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current 457b volatility is 2.94%, 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
FSSNX | QQQM | VIEIX | FSPGX | VINIX | |
---|---|---|---|---|---|
FSSNX | 1.00 | 0.68 | 0.97 | 0.70 | 0.80 |
QQQM | 0.68 | 1.00 | 0.77 | 0.99 | 0.92 |
VIEIX | 0.97 | 0.77 | 1.00 | 0.79 | 0.85 |
FSPGX | 0.70 | 0.99 | 0.79 | 1.00 | 0.94 |
VINIX | 0.80 | 0.92 | 0.85 | 0.94 | 1.00 |