Boglehead (10% VTI -> BND)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in Boglehead (10% VTI -> BND), 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
Returns
As of Sep 21, 2023, the Boglehead (10% VTI -> BND) returned 9.54% Year-To-Date and 7.15% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| Boglehead (10% VTI -> BND) | 0.62% | 6.04% | 9.54% | 12.43% | 6.01% | 7.17% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 0.40% | 12.10% | 15.20% | 16.72% | 9.51% | 11.42% |
BND Vanguard Total Bond Market ETF | 0.27% | -3.11% | 0.29% | -0.33% | 0.34% | 1.24% |
VEA Vanguard FTSE Developed Markets ETF | 1.65% | 5.08% | 9.62% | 21.13% | 3.67% | 4.27% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | VEA | VTI | |
|---|---|---|---|
| BND | 1.00 | -0.15 | -0.20 |
| VEA | -0.15 | 1.00 | 0.84 |
| VTI | -0.20 | 0.84 | 1.00 |
Dividend yield
Boglehead (10% VTI -> BND) granted a 2.47% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Boglehead (10% VTI -> BND) | 2.47% | 2.23% | 1.91% | 1.89% | 2.51% | 2.82% | 2.47% | 2.71% | 2.80% | 3.02% | 2.80% | 3.39% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.90% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
BND Vanguard Total Bond Market ETF | 3.00% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
VEA Vanguard FTSE Developed Markets ETF | 3.08% | 2.97% | 3.32% | 2.22% | 3.38% | 3.84% | 3.27% | 3.71% | 3.66% | 4.75% | 3.47% | 4.08% |
Expense Ratio
The Boglehead (10% VTI -> BND) 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.83 | ||||
BND Vanguard Total Bond Market ETF | -0.07 | ||||
VEA Vanguard FTSE Developed Markets ETF | 1.01 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Boglehead (10% VTI -> BND). A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Boglehead (10% VTI -> BND) is 42.04%, recorded on Mar 9, 2009. It took 469 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.04% | Nov 1, 2007 | 339 | Mar 9, 2009 | 469 | Jan 14, 2011 | 808 |
| -24.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -23.19% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -14.22% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -13.07% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
Volatility Chart
The current Boglehead (10% VTI -> BND) volatility is 2.39%, 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.