Vym+Vgt
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGT Vanguard Information Technology ETF | Technology Equities | 50% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vym+Vgt, 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 16, 2006, corresponding to the inception date of VYM
Returns By Period
As of Nov 13, 2024, the Vym+Vgt returned 25.14% Year-To-Date and 15.76% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Vym+Vgt | 24.93% | 1.38% | 13.43% | 34.02% | 17.33% | 15.73% |
| Portfolio components: | ||||||
VYM Vanguard High Dividend Yield ETF | 20.60% | 0.68% | 10.40% | 30.06% | 11.06% | 10.09% |
VGT Vanguard Information Technology ETF | 28.88% | 2.08% | 16.07% | 37.56% | 22.70% | 20.89% |
Monthly Returns
The table below presents the monthly returns of Vym+Vgt, 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 | 1.40% | 3.73% | 3.43% | -4.69% | 5.51% | 3.89% | 1.68% | 1.77% | 1.82% | -0.52% | 24.93% | ||
| 2023 | 6.03% | -1.44% | 4.81% | 0.49% | 1.63% | 5.87% | 3.44% | -2.29% | -4.94% | -2.24% | 9.82% | 5.27% | 28.61% |
| 2022 | -4.17% | -2.85% | 3.01% | -8.02% | 1.03% | -8.61% | 8.96% | -4.11% | -9.87% | 9.83% | 5.83% | -5.66% | -15.90% |
| 2021 | -0.64% | 3.03% | 3.96% | 3.86% | 0.85% | 3.07% | 1.96% | 2.81% | -4.50% | 6.57% | 0.46% | 4.55% | 28.73% |
| 2020 | 0.65% | -8.46% | -11.59% | 12.23% | 5.39% | 3.27% | 4.51% | 7.23% | -3.78% | -3.02% | 12.39% | 4.54% | 22.27% |
| 2019 | 7.05% | 5.57% | 2.33% | 4.61% | -7.62% | 7.72% | 2.13% | -2.15% | 2.60% | 2.41% | 4.00% | 3.49% | 36.03% |
| 2018 | 5.83% | -2.28% | -2.80% | 0.05% | 4.33% | -0.45% | 3.36% | 5.00% | 0.29% | -6.44% | 1.09% | -8.51% | -1.61% |
| 2017 | 2.13% | 4.27% | 1.00% | 1.13% | 2.41% | -0.76% | 2.87% | 1.48% | 1.87% | 4.57% | 2.05% | 0.78% | 26.45% |
| 2016 | -4.34% | -0.22% | 7.75% | -1.98% | 3.32% | -0.06% | 4.96% | 1.05% | 1.08% | -0.91% | 2.37% | 2.14% | 15.62% |
| 2015 | -3.20% | 6.61% | -2.15% | 1.49% | 1.43% | -3.30% | 1.66% | -5.73% | -1.45% | 9.44% | 0.71% | -1.91% | 2.65% |
| 2014 | -3.17% | 4.24% | 1.13% | 0.61% | 2.50% | 2.57% | -0.57% | 4.01% | -1.25% | 2.19% | 4.01% | -1.22% | 15.77% |
| 2013 | 3.93% | 1.31% | 3.15% | 1.77% | 2.46% | -1.66% | 4.96% | -2.16% | 3.14% | 4.20% | 2.93% | 3.26% | 30.65% |
Expense Ratio
Vym+Vgt has an expense ratio of 0.08%, 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 Vym+Vgt is 55, 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 | |
|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 3.05 | 4.33 | 1.56 | 6.29 | 20.03 |
VGT Vanguard Information Technology ETF | 1.95 | 2.51 | 1.35 | 2.69 | 9.68 |
Dividends
Dividend yield
Vym+Vgt provided a 1.68% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.68% | 1.88% | 1.96% | 1.70% | 2.00% | 2.07% | 2.34% | 1.90% | 2.11% | 2.25% | 1.95% | 1.93% |
| Portfolio components: | ||||||||||||
VYM Vanguard High Dividend Yield ETF | 2.75% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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 Vym+Vgt. 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 Vym+Vgt was 54.49%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
The current Vym+Vgt drawdown is 0.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.49% | Nov 1, 2007 | 339 | Mar 9, 2009 | 539 | Apr 27, 2011 | 878 |
| -33.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -24.11% | Dec 28, 2021 | 200 | Oct 12, 2022 | 187 | Jul 13, 2023 | 387 |
| -19.5% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -15.73% | May 2, 2011 | 78 | Aug 19, 2011 | 103 | Jan 18, 2012 | 181 |
Volatility
Volatility Chart
The current Vym+Vgt volatility is 4.23%, 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
| VGT | VYM | |
|---|---|---|
| VGT | 1.00 | 0.72 |
| VYM | 0.72 | 1.00 |