portfolio1-oi
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 33.33% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in portfolio1-oi, 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.
The earliest data available for this chart is Apr 27, 2006, corresponding to the inception date of VIG
Returns By Period
As of May 9, 2025, the portfolio1-oi returned -3.19% Year-To-Date and 12.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| portfolio1-oi | -3.19% | 14.13% | -4.02% | 11.57% | 15.50% | 12.88% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | -3.33% | 13.74% | -4.58% | 10.62% | 15.86% | 12.38% |
VUG Vanguard Growth ETF | -5.35% | 17.75% | -4.30% | 13.74% | 16.72% | 14.66% |
VIG Vanguard Dividend Appreciation ETF | -1.11% | 10.94% | -3.59% | 9.58% | 13.26% | 11.20% |
Monthly Returns
The table below presents the monthly returns of portfolio1-oi, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.64% | -1.26% | -6.01% | -0.08% | 1.72% | -3.19% | |||||||
| 2024 | 1.66% | 5.23% | 2.49% | -4.12% | 4.90% | 3.95% | 1.10% | 2.68% | 1.97% | -1.06% | 6.06% | -1.90% | 24.91% |
| 2023 | 6.52% | -2.22% | 4.52% | 1.65% | 0.94% | 6.67% | 2.99% | -1.53% | -4.91% | -1.81% | 9.42% | 4.36% | 28.82% |
| 2022 | -6.66% | -3.41% | 3.52% | -8.94% | -0.78% | -7.65% | 9.69% | -4.21% | -9.30% | 7.40% | 5.66% | -5.88% | -20.73% |
| 2021 | -1.66% | 1.73% | 4.14% | 5.42% | 0.31% | 2.73% | 2.94% | 2.79% | -5.00% | 7.40% | -0.46% | 4.18% | 26.71% |
| 2020 | 1.23% | -7.74% | -10.77% | 12.55% | 5.19% | 2.35% | 6.13% | 7.77% | -3.21% | -2.60% | 10.44% | 3.48% | 24.45% |
| 2019 | 7.82% | 3.83% | 2.07% | 4.14% | -5.76% | 6.79% | 2.02% | -0.55% | 1.22% | 1.59% | 3.37% | 2.71% | 32.65% |
| 2018 | 5.84% | -3.58% | -2.11% | -0.10% | 2.86% | 0.69% | 3.65% | 3.56% | 0.90% | -7.42% | 2.23% | -8.68% | -3.25% |
| 2017 | 2.35% | 4.23% | 0.45% | 1.66% | 1.93% | 0.17% | 1.78% | 0.36% | 1.81% | 2.44% | 3.34% | 1.18% | 23.89% |
| 2016 | -4.43% | 0.24% | 6.76% | -0.24% | 1.71% | 0.65% | 3.60% | -0.06% | -0.12% | -2.10% | 2.62% | 1.50% | 10.14% |
| 2015 | -2.60% | 5.83% | -2.59% | 1.18% | 1.25% | -2.06% | 2.54% | -6.10% | -2.40% | 8.07% | 0.27% | -1.68% | 0.86% |
| 2014 | -3.85% | 5.02% | 0.01% | 0.60% | 2.48% | 1.99% | -2.09% | 4.08% | -1.41% | 2.68% | 3.01% | -0.38% | 12.42% |
Expense Ratio
portfolio1-oi has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of portfolio1-oi is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.55 | 0.90 | 1.13 | 0.57 | 2.23 |
VUG Vanguard Growth ETF | 0.56 | 0.91 | 1.13 | 0.59 | 2.01 |
VIG Vanguard Dividend Appreciation ETF | 0.61 | 1.02 | 1.14 | 0.69 | 2.85 |
Dividends
Dividend yield
portfolio1-oi provided a 1.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.24% | 1.16% | 1.30% | 1.44% | 1.08% | 1.29% | 1.55% | 1.87% | 1.59% | 1.85% | 1.97% | 1.66% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.37% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
VUG Vanguard Growth ETF | 0.50% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VIG Vanguard Dividend Appreciation ETF | 1.84% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
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 portfolio1-oi. 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 portfolio1-oi was 50.79%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.
The current portfolio1-oi drawdown is 7.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.79% | Oct 10, 2007 | 355 | Mar 9, 2009 | 538 | Apr 26, 2011 | 893 |
| -32.43% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -26.59% | Dec 30, 2021 | 198 | Oct 12, 2022 | 294 | Dec 13, 2023 | 492 |
| -19.39% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -18.85% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current portfolio1-oi volatility is 11.19%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VIG | VUG | IVV | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.94 | 0.95 | 0.99 | 0.99 |
| VIG | 0.94 | 1.00 | 0.86 | 0.94 | 0.95 |
| VUG | 0.95 | 0.86 | 1.00 | 0.95 | 0.97 |
| IVV | 0.99 | 0.94 | 0.95 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.95 | 0.97 | 0.99 | 1.00 |