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All Accounts AB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VWSUX 16%VCADX 5%MGK 11%FLCPX 11%SRPT 11%VCR 9%VIG 8%VDC 7%VUG 5%VTV 5%VOOG 3%SCHD 3%VGT 2%VOT 2%VTI 2%BondBondEquityEquity
PositionCategory/SectorTarget Weight
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
Large Cap Blend Equities
11%
MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities
11%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
3%
SRPT
Sarepta Therapeutics, Inc.
Healthcare
11%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
Municipal Bonds
5%
VCR
Vanguard Consumer Discretionary ETF
Consumer Discretionary Equities
9%
VDC
Vanguard Consumer Staples ETF
Consumer Staples Equities
7%
VGT
Vanguard Information Technology ETF
Technology Equities
2%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend
8%
VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities
3%
VOT
Vanguard Mid-Cap Growth ETF
Mid Cap Blend Equities
2%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
2%
VTV
Vanguard Value ETF
Large Cap Value Equities
5%
VUG
Vanguard Growth ETF
Large Cap Growth Equities
5%
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
Municipal Bonds
16%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All Accounts AB, 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 every 3 months.


200.00%220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2025FebruaryMarch
233.08%
208.40%
All Accounts AB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 9, 2016, corresponding to the inception date of FLCPX

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-2.88%-4.53%-0.18%9.77%17.66%10.76%
All Accounts AB-15.09%-12.11%-13.54%-8.95%8.76%N/A
VUG
Vanguard Growth ETF
-6.68%-7.01%-0.06%11.66%20.82%14.64%
MGK
Vanguard Mega Cap Growth ETF
-7.17%-7.39%-0.77%11.52%21.48%15.45%
VGT
Vanguard Information Technology ETF
-9.31%-8.31%-3.01%8.09%23.08%19.48%
VOOG
Vanguard S&P 500 Growth ETF
-5.76%-6.58%0.31%13.70%19.86%14.24%
VOT
Vanguard Mid-Cap Growth ETF
-1.13%-3.49%4.18%8.05%15.59%9.71%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
-2.58%-4.39%-3.69%6.16%12.49%N/A
VTI
Vanguard Total Stock Market ETF
-2.98%-4.50%0.35%10.28%19.00%12.05%
VTV
Vanguard Value ETF
2.92%-1.29%1.64%10.75%17.47%10.46%
VCR
Vanguard Consumer Discretionary ETF
-10.14%-7.19%-0.43%8.03%19.67%12.14%
VDC
Vanguard Consumer Staples ETF
1.91%-3.27%-0.54%8.76%12.50%8.17%
VIG
Vanguard Dividend Appreciation ETF
-0.13%-2.94%0.11%10.08%16.09%11.46%
SCHD
Schwab US Dividend Equity ETF
2.67%-0.74%1.88%9.81%17.53%11.45%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
-0.38%-1.06%-0.98%1.67%1.17%2.11%
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
0.65%0.13%1.25%3.67%1.90%1.54%
SRPT
Sarepta Therapeutics, Inc.
-40.06%-30.96%-41.52%-43.17%-5.07%18.36%
*Annualized

Monthly Returns

The table below presents the monthly returns of All Accounts AB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.36%-3.19%-15.09%
20247.50%5.89%1.74%-3.32%3.58%9.96%-3.29%-0.30%-1.18%-0.45%6.27%-4.13%23.24%
20232.37%-2.07%7.49%-3.91%0.89%1.09%-0.04%2.86%-3.32%-17.91%11.80%8.28%4.33%
2022-10.36%-0.58%2.68%-8.14%-0.83%-4.44%13.74%3.09%-5.32%4.72%5.83%-1.63%-3.58%
2021-22.82%-0.04%-2.05%2.14%1.55%2.78%-1.89%5.52%0.88%0.24%0.52%5.26%-10.78%
2020-4.08%-4.24%-12.05%15.30%15.77%3.98%0.71%1.65%-3.56%-2.69%6.95%10.91%27.79%
201916.79%3.05%-8.04%1.00%-4.04%18.56%-0.28%-20.48%-5.69%4.44%14.63%7.73%22.65%
20188.91%-3.49%4.74%1.14%10.18%18.01%-4.81%10.51%8.81%-12.09%-0.86%-11.43%27.91%
20174.34%2.47%-0.61%5.84%-3.12%2.56%4.52%1.23%4.14%3.78%5.75%0.77%36.19%
20166.00%9.91%-4.69%7.02%-1.03%7.61%0.51%27.27%-14.45%-2.36%-3.98%29.88%

Expense Ratio

All Accounts AB has an expense ratio of 0.06%, 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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VCR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VCADX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VWSUX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VOT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VUG: 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 VTV: 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%
Expense ratio chart for FLCPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of All Accounts AB is 10, meaning it’s performing worse than 90% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of All Accounts AB is 1010
Overall Rank
The Sharpe Ratio Rank of All Accounts AB is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of All Accounts AB is 99
Sortino Ratio Rank
The Omega Ratio Rank of All Accounts AB is 99
Omega Ratio Rank
The Calmar Ratio Rank of All Accounts AB is 1111
Calmar Ratio Rank
The Martin Ratio Rank of All Accounts AB is 1111
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for All Accounts AB, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.430.66
The chart of Sortino ratio for All Accounts AB, currently valued at -0.49, compared to the broader market-4.00-2.000.002.004.00-0.490.96
The chart of Omega ratio for All Accounts AB, currently valued at 0.93, compared to the broader market0.600.801.001.201.401.600.931.13
The chart of Calmar ratio for All Accounts AB, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.90
The chart of Martin ratio for All Accounts AB, currently valued at -1.47, compared to the broader market0.005.0010.0015.0020.0025.00-1.473.12
All Accounts AB
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF
0.580.871.120.812.45
MGK
Vanguard Mega Cap Growth ETF
0.550.831.110.762.25
VGT
Vanguard Information Technology ETF
0.300.551.070.461.29
VOOG
Vanguard S&P 500 Growth ETF
0.660.971.130.962.91
VOT
Vanguard Mid-Cap Growth ETF
0.490.761.100.501.93
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.390.611.080.431.37
VTI
Vanguard Total Stock Market ETF
0.701.021.130.933.24
VTV
Vanguard Value ETF
0.931.381.161.413.80
VCR
Vanguard Consumer Discretionary ETF
0.380.651.080.381.25
VDC
Vanguard Consumer Staples ETF
0.791.181.141.193.27
VIG
Vanguard Dividend Appreciation ETF
0.841.231.151.294.07
SCHD
Schwab US Dividend Equity ETF
0.751.141.131.142.69
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
0.510.721.100.471.64
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
3.026.682.177.1424.39
SRPT
Sarepta Therapeutics, Inc.
-0.76-1.030.85-0.72-1.85

The current All Accounts AB Sharpe ratio is 0.18. 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 0.52 to 1.12, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of All Accounts AB 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 Ratio0.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-0.43
0.66
All Accounts AB
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All Accounts AB provided a 1.49% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.49%1.54%1.52%1.37%1.05%1.38%1.47%1.64%1.40%1.43%1.32%1.18%
VUG
Vanguard Growth ETF
0.38%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
MGK
Vanguard Mega Cap Growth ETF
0.37%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%
VGT
Vanguard Information Technology ETF
0.57%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
VOOG
Vanguard S&P 500 Growth ETF
0.59%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%
VOT
Vanguard Mid-Cap Growth ETF
0.52%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
1.34%1.30%1.62%1.94%1.50%1.79%1.74%2.10%1.34%0.76%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
0.98%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
VTV
Vanguard Value ETF
1.67%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%
VCR
Vanguard Consumer Discretionary ETF
0.87%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%
VDC
Vanguard Consumer Staples ETF
2.44%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
VIG
Vanguard Dividend Appreciation ETF
1.33%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
SCHD
Schwab US Dividend Equity ETF
3.74%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
2.92%2.86%2.57%2.36%2.10%2.27%2.52%2.71%2.68%2.78%2.87%3.08%
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
3.28%3.28%2.50%1.23%0.71%1.26%1.67%1.53%1.16%0.97%0.78%0.79%
SRPT
Sarepta Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%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.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-19.13%
-7.03%
All Accounts AB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All Accounts AB. 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 All Accounts AB was 34.95%, occurring on Jun 16, 2022. Recovery took 419 trading sessions.

The current All Accounts AB drawdown is 10.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.95%Dec 23, 2020373Jun 16, 2022419Feb 16, 2024792
-32.11%Jul 16, 2019171Mar 18, 202047May 26, 2020218
-28.91%Oct 1, 201859Dec 24, 2018129Jul 1, 2019188
-20.21%Nov 29, 202473Mar 18, 2025
-20.2%Sep 29, 201665Dec 30, 2016189Oct 2, 2017254

Volatility

Volatility Chart

The current All Accounts AB volatility is 11.54%, 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%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2025FebruaryMarch
11.54%
6.10%
All Accounts AB
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.

VCADXVWSUXSRPTVDCSCHDVTVVCRVGTMGKVOTVIGVUGVOOGFLCPXVTI
VCADX1.000.660.040.07-0.02-0.060.010.020.030.030.010.030.02-0.01-0.01
VWSUX0.661.000.030.040.01-0.000.040.030.040.050.030.040.030.020.02
SRPT0.040.031.000.180.280.300.340.350.350.410.310.370.350.360.38
VDC0.070.040.181.000.710.680.490.420.470.500.740.480.510.600.59
SCHD-0.020.010.280.711.000.940.670.610.610.700.890.630.660.800.81
VTV-0.06-0.000.300.680.941.000.690.630.630.740.910.660.690.850.86
VCR0.010.040.340.490.670.691.000.790.840.840.760.860.830.850.88
VGT0.020.030.350.420.610.630.791.000.960.870.760.960.950.890.89
MGK0.030.040.350.470.610.630.840.961.000.860.770.990.980.910.91
VOT0.030.050.410.500.700.740.840.870.861.000.820.890.880.890.92
VIG0.010.030.310.740.890.910.760.760.770.821.000.790.820.910.91
VUG0.030.040.370.480.630.660.860.960.990.890.791.000.980.930.93
VOOG0.020.030.350.510.660.690.830.950.980.880.820.981.000.940.93
FLCPX-0.010.020.360.600.800.850.850.890.910.890.910.930.941.000.98
VTI-0.010.020.380.590.810.860.880.890.910.920.910.930.930.981.00
The correlation results are calculated based on daily price changes starting from Feb 10, 2016
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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