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Jack Bogle 2 fund Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIV 35%VTI 65%BondBondEquityEquity
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market

35%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

65%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jack Bogle 2 fund 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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.06%
19.37%
Jack Bogle 2 fund Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 24, 2024, the Jack Bogle 2 fund Portfolio returned 2.95% Year-To-Date and 8.59% 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%
Jack Bogle 2 fund Portfolio2.95%-2.69%15.06%14.98%8.66%8.59%
VTI
Vanguard Total Stock Market ETF
6.01%-3.06%20.57%24.07%12.72%11.99%
BIV
Vanguard Intermediate-Term Bond ETF
-2.80%-2.03%5.09%-0.84%0.39%1.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.74%2.89%2.46%
2023-4.02%-2.25%7.74%4.74%

Expense Ratio

The Jack Bogle 2 fund Portfolio has an expense ratio of 0.03% 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 BIV: 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%
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%

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.


Jack Bogle 2 fund Portfolio
Sharpe ratio
The chart of Sharpe ratio for Jack Bogle 2 fund Portfolio, currently valued at 1.71, compared to the broader market-1.000.001.002.003.004.005.001.71
Sortino ratio
The chart of Sortino ratio for Jack Bogle 2 fund Portfolio, currently valued at 2.55, compared to the broader market0.002.004.006.002.55
Omega ratio
The chart of Omega ratio for Jack Bogle 2 fund Portfolio, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Jack Bogle 2 fund Portfolio, currently valued at 1.08, compared to the broader market0.002.004.006.008.001.08
Martin ratio
The chart of Martin ratio for Jack Bogle 2 fund Portfolio, currently valued at 5.84, compared to the broader market0.0010.0020.0030.0040.0050.005.84
^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
VTI
Vanguard Total Stock Market ETF
1.982.851.341.547.69
BIV
Vanguard Intermediate-Term Bond ETF
-0.05-0.021.00-0.02-0.11

Sharpe Ratio

The current Jack Bogle 2 fund Portfolio Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.71

The Sharpe ratio of Jack Bogle 2 fund Portfolio 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
1.71
1.92
Jack Bogle 2 fund Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Jack Bogle 2 fund Portfolio granted a 2.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Jack Bogle 2 fund Portfolio2.11%2.02%1.93%1.99%1.96%2.12%2.33%2.05%2.08%2.35%2.53%2.61%
VTI
Vanguard Total Stock Market ETF
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BIV
Vanguard Intermediate-Term Bond ETF
3.41%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.07%
-3.50%
Jack Bogle 2 fund Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Jack Bogle 2 fund 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 Jack Bogle 2 fund Portfolio was 38.15%, occurring on Mar 9, 2009. Recovery took 404 trading sessions.

The current Jack Bogle 2 fund Portfolio drawdown is 3.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.15%Oct 10, 2007355Mar 9, 2009404Oct 13, 2010759
-23.76%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-22.07%Dec 28, 2021202Oct 14, 2022329Feb 7, 2024531
-12.53%Sep 21, 201865Dec 24, 201855Mar 15, 2019120
-11.56%Jul 8, 201161Oct 3, 201173Jan 18, 2012134

Volatility

Volatility Chart

The current Jack Bogle 2 fund Portfolio volatility is 2.57%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.57%
3.58%
Jack Bogle 2 fund 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.

BIVVTI
BIV1.00-0.20
VTI-0.201.00