Vym+Vgt

Asset Allocation

Position	Category/Sector	Target Weight
VYM Vanguard High Dividend Yield ETF	Dividend	50%
VGT Vanguard Information Technology ETF	Technology Equities	50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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 Every 3 months.

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Returns By Period

As of Jun 17, 2026, the Vym+Vgt returned 19.82% Year-To-Date and 19.05% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.57%	1.39%	9.73%	10.46%	24.50%	19.43%	12.21%	13.75%
Portfolio Vym+Vgt	-1.38%	3.54%	19.82%	20.45%	38.33%	24.38%	16.91%	19.05%
Portfolio components:
VGT Vanguard Information Technology ETF	-2.42%	3.97%	25.16%	26.48%	49.33%	29.70%	20.27%	25.41%
VYM Vanguard High Dividend Yield ETF	-0.02%	2.99%	12.43%	12.46%	25.33%	17.73%	12.14%	11.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 16, 2006, Vym+Vgt's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Oct 2008 at -16.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Vym+Vgt closed higher 56% of trading days. The best single day was Oct 28, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.86%	0.36%	-3.82%	12.30%	9.83%	-1.20%							19.82%
2025	1.46%	-0.77%	-6.10%	-1.13%	7.10%	6.88%	2.36%	2.33%	4.57%	2.99%	-1.00%	-0.18%	19.27%
2024	1.40%	3.73%	3.43%	-4.69%	5.51%	3.89%	1.68%	1.77%	1.82%	-0.52%	6.15%	-2.24%	23.63%
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%	28.60%
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%	-15.89%
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%

Benchmark Metrics

Vym+Vgt has an annualized alpha of 4.36%, beta of 0.98, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since November 16, 2006.

This portfolio captured 114.56% of S&P 500 Index gains but only 95.27% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 4.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.98 and R2 of 0.95, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 4.36%

Beta: 0.98

R²: 0.95

Upside Capture: 114.56%

Downside Capture: 95.27%

See how alpha, beta & R² have trended over time →

Expense Ratio

Vym+Vgt has an expense ratio of 0.07%, 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.

VGT

Vanguard Information Technology ETF

VYM

Vanguard High Dividend Yield ETF

Return for Risk

Risk / Return Rank

Vym+Vgt ranks 75 for risk / return — better than 75% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Vym+Vgt and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.59	1.98	+0.60
Sortino ratioReturn per unit of downside risk	3.36	2.70	+0.65
Omega ratioGain probability vs. loss probability	1.45	1.36	+0.09
Calmar ratioReturn relative to maximum drawdown	4.56	2.71	+1.85
Martin ratioReturn relative to average drawdown	17.30	12.15	+5.15

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VGT Vanguard Information Technology ETF	63	2.23	2.78	1.37	3.02	9.33
VYM Vanguard High Dividend Yield ETF	79	2.45	3.48	1.44	3.80	14.18

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Vym+Vgt Sharpe ratio is 2.59 as of Jun 17, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.51, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Vym+Vgt compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Vym+Vgt provided a 1.26% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.26%	1.42%	1.67%	1.88%	1.96%	1.70%	2.00%	2.07%	2.34%	1.90%	2.11%	2.25%
Portfolio components:
VGT Vanguard Information Technology ETF	0.32%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VYM Vanguard High Dividend Yield ETF	2.19%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

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.

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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 3.84%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-54.49%Mar 2009	1y 4mo	2y 1mo	3y 5moNov 2007 - Apr 2011
COVID crash2020	-33.16%Mar 2020	1mo 2d	4mo 15d	5mo 17dFeb 2020 - Aug 2020
Bear market2022	-24.10%Oct 2022	9mo 18d	9mo 4d	1y 6moDec 2021 - Jul 2023
2025 selloff2025	-20.65%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-19.50%Dec 2018	2mo 21d	2mo 27d	5mo 18dOct 2018 - Mar 2019

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.11	1.09	1.08	1.07	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Vym+Vgt correlation to the S&P 500 Index

Vym+Vgt has a 0.93 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. VYM has the highest benchmark correlation at 0.89, while VGT has the lowest at 0.89.

VGT

0.89

VYM

0.89

Portfolio Correlations

Correlation vs. Vym+Vgt. VGT has the highest portfolio correlation at 0.95, while VYM has the lowest at 0.87.

VYM

0.87

VGT

0.95

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VYM	VGT
VYM	1.00	0.70
VGT	0.70	1.00

The correlation results are calculated based on daily price changes starting from Nov 16, 2006

Diversification Analysis

Find what Vym+Vgt is missing

See which holdings overlap, where Vym+Vgt is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification