Lean VTI
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lean VTI, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.25% | -4.30% | -7.20% | 6.61% | 14.07% | 10.02% |
| Lean VTI | -10.95% | -7.96% | -12.43% | -1.71% | N/A | N/A |
| Portfolio components: | ||||||
VDC Vanguard Consumer Staples ETF | 3.81% | 1.41% | 1.35% | 14.72% | 10.53% | 8.30% |
XLV Health Care Select Sector SPDR Fund | 0.47% | -5.82% | -9.42% | 0.89% | 8.60% | 8.29% |
AVUV Avantis U.S. Small Cap Value ETF | -17.29% | -9.20% | -18.74% | -7.82% | 22.26% | N/A |
QQQM Invesco NASDAQ 100 ETF | -10.25% | -4.97% | -6.37% | 6.98% | N/A | N/A |
SMH VanEck Vectors Semiconductor ETF | -16.21% | -11.37% | -17.59% | -7.00% | 26.36% | 23.47% |
SCHD Schwab US Dividend Equity ETF | -6.08% | -8.23% | -10.07% | 4.34% | 13.47% | 10.37% |
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF | -13.54% | -9.57% | -10.88% | -5.70% | 6.42% | N/A |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 1.16% | 0.24% | 2.26% | 4.82% | 2.76% | 2.48% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 1.38% | -0.23% | 1.38% | 6.95% | 2.01% | 2.63% |
Monthly Returns
The table below presents the monthly returns of Lean VTI, 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 | 1.78% | -2.50% | -6.04% | -4.50% | -10.95% | ||||||||
| 2024 | 2.20% | 7.21% | 4.16% | -4.52% | 7.06% | 4.00% | -0.36% | 0.06% | 0.79% | -1.57% | 3.34% | -2.50% | 20.91% |
| 2023 | 8.23% | -0.99% | 3.59% | -1.94% | 4.80% | 5.36% | 4.27% | -2.63% | -5.02% | -3.77% | 10.05% | 7.55% | 32.00% |
| 2022 | -7.03% | -1.65% | 1.66% | -8.64% | 2.64% | -9.99% | 9.23% | -5.21% | -9.36% | 6.87% | 9.30% | -6.04% | -19.19% |
| 2021 | 2.20% | 3.83% | 2.91% | 1.61% | 1.91% | 2.42% | 0.51% | 2.61% | -3.90% | 5.02% | 2.76% | 3.68% | 28.44% |
| 2020 | -5.97% | 13.57% | 4.61% | 11.70% |
Expense Ratio
Lean VTI has an expense ratio of 0.28%, placing it in the medium range. 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 Lean VTI is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VDC Vanguard Consumer Staples ETF | 1.13 | 1.66 | 1.21 | 1.61 | 5.33 |
XLV Health Care Select Sector SPDR Fund | 0.05 | 0.16 | 1.02 | 0.05 | 0.13 |
AVUV Avantis U.S. Small Cap Value ETF | -0.36 | -0.36 | 0.95 | -0.31 | -1.03 |
QQQM Invesco NASDAQ 100 ETF | 0.21 | 0.47 | 1.06 | 0.23 | 0.86 |
SMH VanEck Vectors Semiconductor ETF | -0.18 | 0.04 | 1.00 | -0.21 | -0.56 |
SCHD Schwab US Dividend Equity ETF | 0.20 | 0.38 | 1.05 | 0.19 | 0.80 |
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF | -0.32 | -0.28 | 0.97 | -0.22 | -1.16 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 15.67 | 51.09 | 12.98 | 81.80 | 691.10 |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 2.31 | 3.26 | 1.50 | 3.80 | 12.03 |
Dividends
Dividend yield
Lean VTI provided a 1.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.77% | 1.66% | 1.66% | 1.57% | 1.05% | 1.21% | 1.52% | 1.57% | 1.28% | 1.09% | 1.49% | 0.96% |
| Portfolio components: | ||||||||||||
VDC Vanguard Consumer Staples ETF | 2.40% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
XLV Health Care Select Sector SPDR Fund | 1.70% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
AVUV Avantis U.S. Small Cap Value ETF | 2.00% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.66% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.53% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
ROBT First Trust Nasdaq Artificial Intelligence & Robotics ETF | 0.79% | 0.68% | 0.24% | 0.36% | 0.06% | 0.17% | 0.42% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.86% | 5.17% | 5.12% | 1.78% | 0.02% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 4.20% | 4.28% | 3.96% | 2.22% | 2.04% | 2.27% | 2.55% | 2.76% | 2.73% | 2.84% | 3.03% | 0.37% |
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 Lean VTI. 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 Lean VTI was 27.70%, occurring on Oct 14, 2022. Recovery took 196 trading sessions.
The current Lean VTI drawdown is 13.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.7% | Dec 28, 2021 | 202 | Oct 14, 2022 | 196 | Jul 28, 2023 | 398 |
| -22.68% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -13.79% | Jul 17, 2024 | 16 | Aug 7, 2024 | 65 | Nov 7, 2024 | 81 |
| -11.84% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -8.68% | Mar 8, 2024 | 30 | Apr 19, 2024 | 18 | May 15, 2024 | 48 |
Volatility
Volatility Chart
The current Lean VTI volatility is 15.08%, 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
| USFR | LMBS | VDC | XLV | SMH | AVUV | QQQM | SCHD | ROBT | |
|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.06 | -0.02 | 0.00 | -0.01 | -0.01 | 0.00 | -0.01 | -0.01 |
| LMBS | 0.06 | 1.00 | 0.13 | 0.14 | 0.03 | 0.03 | 0.07 | 0.07 | 0.11 |
| VDC | -0.02 | 0.13 | 1.00 | 0.64 | 0.26 | 0.46 | 0.41 | 0.70 | 0.38 |
| XLV | 0.00 | 0.14 | 0.64 | 1.00 | 0.38 | 0.44 | 0.50 | 0.67 | 0.49 |
| SMH | -0.01 | 0.03 | 0.26 | 0.38 | 1.00 | 0.54 | 0.87 | 0.48 | 0.79 |
| AVUV | -0.01 | 0.03 | 0.46 | 0.44 | 0.54 | 1.00 | 0.54 | 0.82 | 0.68 |
| QQQM | 0.00 | 0.07 | 0.41 | 0.50 | 0.87 | 0.54 | 1.00 | 0.54 | 0.84 |
| SCHD | -0.01 | 0.07 | 0.70 | 0.67 | 0.48 | 0.82 | 0.54 | 1.00 | 0.60 |
| ROBT | -0.01 | 0.11 | 0.38 | 0.49 | 0.79 | 0.68 | 0.84 | 0.60 | 1.00 |