Etrade auto
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Etrade auto, 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 Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Jul 25, 2024, the Etrade auto returned 11.46% Year-To-Date and 14.52% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Etrade auto | 11.07% | -0.46% | 8.20% | 17.86% | 16.05% | 14.51% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.28% |
VYM Vanguard High Dividend Yield ETF | 10.89% | 3.16% | 9.56% | 14.88% | 9.95% | 9.64% |
SFLNX Schwab Fundamental US Large Company Index Fund | 10.67% | 1.55% | 9.19% | 16.92% | 13.62% | 11.16% |
DGRO iShares Core Dividend Growth ETF | 11.25% | 2.79% | 9.42% | 14.76% | 11.24% | 11.67% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
XLV Health Care Select Sector SPDR Fund | 10.17% | 2.06% | 7.88% | 12.42% | 12.06% | 10.99% |
XLK Technology Select Sector SPDR Fund | 11.34% | -5.60% | 6.22% | 22.60% | 22.16% | 19.93% |
Monthly Returns
The table below presents the monthly returns of Etrade auto, 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 | 1.70% | 3.76% | 2.83% | -4.72% | 4.20% | 3.59% | 11.07% | ||||||
| 2023 | 5.24% | -1.99% | 4.70% | 0.95% | 1.06% | 5.75% | 3.11% | -1.69% | -4.53% | -2.08% | 8.89% | 5.03% | 26.28% |
| 2022 | -4.90% | -2.80% | 3.64% | -7.73% | 1.13% | -7.69% | 8.26% | -4.50% | -8.80% | 9.05% | 6.03% | -5.45% | -14.93% |
| 2021 | 0.13% | 1.97% | 4.76% | 4.18% | 1.07% | 2.71% | 2.54% | 2.87% | -4.81% | 6.29% | 0.11% | 5.22% | 30.04% |
| 2020 | 0.12% | -7.96% | -10.00% | 12.89% | 4.95% | 2.44% | 5.22% | 7.25% | -3.90% | -2.83% | 11.68% | 4.27% | 23.51% |
| 2019 | 6.84% | 3.98% | 2.33% | 3.53% | -6.85% | 7.62% | 1.56% | -1.68% | 2.11% | 3.13% | 4.12% | 3.44% | 33.63% |
| 2018 | 6.09% | -3.11% | -3.03% | 0.30% | 3.35% | 0.46% | 3.85% | 4.13% | 0.74% | -6.78% | 1.99% | -8.79% | -1.93% |
| 2017 | 2.18% | 4.40% | 0.73% | 1.27% | 2.04% | -0.05% | 2.55% | 1.26% | 1.60% | 3.17% | 2.75% | 0.89% | 25.24% |
| 2016 | -4.60% | -0.16% | 6.69% | -0.91% | 2.73% | 0.25% | 4.81% | -0.12% | 0.72% | -2.12% | 2.52% | 1.85% | 11.77% |
| 2015 | -2.50% | 6.05% | -1.91% | 1.23% | 1.80% | -2.66% | 2.29% | -6.15% | -2.28% | 9.16% | 0.29% | -1.15% | 3.29% |
| 2014 | 1.78% | -0.15% | 3.97% | -0.70% | 2.62% | 3.63% | -1.22% | 10.23% |
Expense Ratio
Etrade auto has an expense ratio of 0.14%, 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 Etrade auto is 59, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
VYM Vanguard High Dividend Yield ETF | 1.43 | 2.09 | 1.25 | 1.46 | 4.52 |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.56 | 2.23 | 1.27 | 1.65 | 5.37 |
DGRO iShares Core Dividend Growth ETF | 1.45 | 2.11 | 1.25 | 1.19 | 4.29 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
XLV Health Care Select Sector SPDR Fund | 1.11 | 1.59 | 1.20 | 0.99 | 3.68 |
XLK Technology Select Sector SPDR Fund | 1.11 | 1.55 | 1.20 | 1.88 | 5.32 |
Dividends
Dividend yield
Etrade auto granted a 1.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Etrade auto | 1.62% | 1.70% | 1.79% | 1.89% | 2.32% | 2.35% | 3.12% | 1.93% | 2.72% | 2.53% | 2.13% | 1.56% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VYM Vanguard High Dividend Yield ETF | 2.92% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.68% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% | 4.28% | 1.51% |
DGRO iShares Core Dividend Growth ETF | 2.30% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
XLV Health Care Select Sector SPDR Fund | 1.50% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLK Technology Select Sector SPDR Fund | 0.71% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Etrade auto. 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 Etrade auto was 31.89%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Etrade auto drawdown is 3.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -22.73% | Dec 30, 2021 | 198 | Oct 12, 2022 | 190 | Jul 18, 2023 | 388 |
| -19.26% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -12.45% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
| -11.68% | Nov 4, 2015 | 68 | Feb 11, 2016 | 37 | Apr 6, 2016 | 105 |
Volatility
Volatility Chart
The current Etrade auto volatility is 3.23%, 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
| XLV | XLK | QQQ | SCHD | VYM | SFLNX | DGRO | |
|---|---|---|---|---|---|---|---|
| XLV | 1.00 | 0.60 | 0.64 | 0.69 | 0.71 | 0.69 | 0.76 |
| XLK | 0.60 | 1.00 | 0.96 | 0.67 | 0.66 | 0.74 | 0.75 |
| QQQ | 0.64 | 0.96 | 1.00 | 0.66 | 0.66 | 0.74 | 0.74 |
| SCHD | 0.69 | 0.67 | 0.66 | 1.00 | 0.97 | 0.93 | 0.95 |
| VYM | 0.71 | 0.66 | 0.66 | 0.97 | 1.00 | 0.95 | 0.96 |
| SFLNX | 0.69 | 0.74 | 0.74 | 0.93 | 0.95 | 1.00 | 0.95 |
| DGRO | 0.76 | 0.75 | 0.74 | 0.95 | 0.96 | 0.95 | 1.00 |