Vanguard Roth IRA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Roth IRA, 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 Nov 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Nov 13, 2024, the Vanguard Roth IRA returned 22.62% Year-To-Date and 12.63% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Vanguard Roth IRA | 22.62% | 2.26% | 11.42% | 34.11% | 13.76% | 12.63% |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 26.15% | 3.56% | 14.94% | 38.29% | 15.32% | 12.88% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 7.10% | -4.70% | 0.57% | 17.44% | 5.61% | 4.94% |
AMZN Amazon.com, Inc. | 37.50% | 10.64% | 11.67% | 46.51% | 19.02% | 29.06% |
Monthly Returns
The table below presents the monthly returns of Vanguard Roth IRA, 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 | 0.52% | 5.57% | 3.07% | -3.80% | 4.25% | 2.72% | 1.65% | 1.74% | 2.33% | -1.60% | 22.62% | ||
| 2023 | 8.52% | -3.32% | 3.23% | 1.29% | 0.66% | 6.41% | 3.55% | -2.09% | -4.72% | -2.25% | 9.21% | 5.15% | 27.42% |
| 2022 | -5.63% | -2.25% | 2.62% | -9.56% | -0.06% | -8.59% | 9.46% | -4.02% | -9.57% | 5.67% | 6.33% | -5.40% | -21.02% |
| 2021 | -0.38% | 2.46% | 2.83% | 5.16% | 0.40% | 2.18% | 0.63% | 2.72% | -4.30% | 5.46% | -1.72% | 3.15% | 19.74% |
| 2020 | -0.12% | -7.67% | -12.76% | 13.14% | 4.66% | 3.61% | 6.03% | 6.70% | -3.67% | -2.28% | 11.76% | 4.65% | 22.93% |
| 2019 | 8.85% | 2.41% | 1.84% | 4.03% | -6.34% | 6.70% | 0.44% | -2.31% | 1.63% | 2.43% | 2.97% | 3.15% | 28.07% |
| 2018 | 6.86% | -3.30% | -1.91% | 1.10% | 1.85% | 0.40% | 3.25% | 2.94% | 0.13% | -8.64% | 2.14% | -8.41% | -4.68% |
| 2017 | 3.01% | 3.10% | 1.11% | 1.58% | 2.01% | 0.52% | 2.24% | 0.20% | 1.96% | 3.14% | 2.84% | 1.11% | 25.30% |
| 2016 | -6.25% | -0.98% | 7.33% | 1.84% | 1.81% | -0.12% | 4.23% | 0.46% | 1.16% | -2.38% | 2.19% | 1.80% | 10.99% |
| 2015 | -0.72% | 5.83% | -1.23% | 2.53% | 0.87% | -1.68% | 2.84% | -6.12% | -2.90% | 8.66% | 0.65% | -1.67% | 6.39% |
| 2014 | -4.04% | 4.61% | -0.08% | -0.41% | 2.15% | 2.47% | -2.02% | 3.78% | -2.99% | 1.41% | 2.45% | -1.47% | 5.58% |
| 2013 | 5.03% | 0.58% | 2.98% | 1.61% | 1.38% | -1.46% | 5.50% | -2.87% | 5.09% | 5.04% | 2.71% | 2.21% | 31.15% |
Expense Ratio
Vanguard Roth IRA has an expense ratio of 0.05%, 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 Vanguard Roth IRA is 62, 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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 3.03 | 4.03 | 1.56 | 4.46 | 19.58 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.43 | 2.03 | 1.25 | 1.23 | 8.03 |
AMZN Amazon.com, Inc. | 1.69 | 2.35 | 1.30 | 1.93 | 7.75 |
Dividends
Dividend yield
Vanguard Roth IRA provided a 1.54% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.54% | 1.73% | 1.84% | 1.53% | 1.46% | 1.92% | 2.13% | 1.81% | 2.00% | 2.02% | 2.00% | 1.83% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.96% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
AMZN Amazon.com, 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Roth IRA. 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 Vanguard Roth IRA was 32.57%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Vanguard Roth IRA drawdown is 0.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -26.91% | Nov 19, 2021 | 227 | Oct 14, 2022 | 317 | Jan 22, 2024 | 544 |
| -19.77% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -19.66% | May 3, 2011 | 107 | Oct 3, 2011 | 113 | Mar 15, 2012 | 220 |
| -15.01% | Dec 2, 2015 | 49 | Feb 11, 2016 | 73 | May 26, 2016 | 122 |
Volatility
Volatility Chart
The current Vanguard Roth IRA volatility is 3.72%, 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
| AMZN | VTIAX | VTSAX | |
|---|---|---|---|
| AMZN | 1.00 | 0.50 | 0.62 |
| VTIAX | 0.50 | 1.00 | 0.82 |
| VTSAX | 0.62 | 0.82 | 1.00 |