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Total Stock Market Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VTI 100%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

100%

S&P 500

Expense Ratio

The Total Stock Market 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.


0.50%1.00%1.50%2.00%0.03%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Total Stock Market 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


200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
569.05%
310.04%
Total Stock Market Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 31, 2001, corresponding to the inception date of VTI

Returns By Period

As of Mar 19, 2024, the Total Stock Market Portfolio returned 7.50% Year-To-Date and 12.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.96%2.87%15.63%31.48%12.80%10.71%
Total Stock Market Portfolio7.50%2.63%16.28%32.72%13.85%12.06%
VTI
Vanguard Total Stock Market ETF
7.50%2.63%16.28%32.72%13.85%12.06%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.12%5.30%
2023-1.93%-4.80%-2.65%9.42%5.29%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.54
Total Stock Market Portfolio
2.54
VTI
Vanguard Total Stock Market ETF
2.54

Sharpe Ratio

The current Total Stock Market Portfolio Sharpe ratio is 2.54. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.54

The Sharpe ratio of Total Stock Market 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.54
2.54
Total Stock Market Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Total Stock Market Portfolio granted a 1.34% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Total Stock Market Portfolio1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.60%
-0.50%
Total Stock Market Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Total Stock Market 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 Total Stock Market Portfolio was 55.45%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current Total Stock Market Portfolio drawdown is 0.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.45%Oct 10, 2007355Mar 9, 2009760Mar 13, 20121115
-37.01%Jun 6, 2001336Oct 9, 2002522Nov 4, 2004858
-35%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.36%Jan 4, 2022195Oct 12, 2022298Dec 19, 2023493
-20.05%Sep 21, 201865Dec 24, 201881Apr 23, 2019146

Volatility

Volatility Chart

The current Total Stock Market Portfolio volatility is 3.25%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.25%
3.37%
Total Stock Market Portfolio
Benchmark (^GSPC)
Portfolio components
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