Portfolio Builder
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 25% |
VGT Vanguard Information Technology ETF | Technology Equities | 50% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio Builder, 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 Sep 21, 2024, the Portfolio Builder returned 17.07% Year-To-Date and 15.35% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Portfolio Builder | 17.07% | 1.08% | 8.55% | 33.38% | 17.11% | 15.35% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 19.79% | -0.76% | 9.48% | 40.56% | 22.81% | 20.50% |
VB Vanguard Small-Cap ETF | 11.47% | 2.96% | 5.85% | 26.76% | 10.19% | 9.43% |
VYM Vanguard High Dividend Yield ETF | 16.16% | 2.71% | 8.29% | 24.77% | 10.93% | 10.06% |
Monthly Returns
The table below presents the monthly returns of Portfolio Builder, 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 | 0.54% | 4.50% | 3.18% | -5.38% | 5.77% | 3.62% | 2.23% | 1.13% | 17.07% | ||||
| 2023 | 7.98% | -1.17% | 3.95% | -0.13% | 2.44% | 6.64% | 3.67% | -2.62% | -5.50% | -3.00% | 10.55% | 6.38% | 31.74% |
| 2022 | -6.01% | -2.30% | 2.68% | -9.02% | 0.11% | -9.00% | 10.47% | -4.13% | -10.28% | 9.25% | 5.35% | -6.27% | -19.89% |
| 2021 | 0.01% | 3.45% | 2.63% | 4.20% | 0.12% | 3.73% | 1.45% | 2.78% | -4.49% | 6.57% | -0.03% | 3.75% | 26.48% |
| 2020 | 0.77% | -8.17% | -13.59% | 13.31% | 6.59% | 4.05% | 4.89% | 7.41% | -3.78% | -2.06% | 13.31% | 5.63% | 27.68% |
| 2019 | 8.45% | 5.82% | 1.96% | 4.79% | -7.83% | 7.81% | 2.24% | -2.61% | 1.97% | 2.56% | 4.45% | 3.29% | 36.87% |
| 2018 | 5.48% | -2.08% | -2.02% | 0.11% | 5.21% | -0.21% | 2.79% | 5.86% | -0.16% | -7.87% | 0.72% | -9.11% | -2.55% |
| 2017 | 2.52% | 3.96% | 1.03% | 1.36% | 2.04% | -0.51% | 2.76% | 1.30% | 2.20% | 4.53% | 2.05% | 0.52% | 26.41% |
| 2016 | -5.53% | -0.16% | 8.22% | -1.71% | 3.44% | -0.52% | 5.62% | 1.28% | 1.26% | -1.61% | 3.42% | 1.88% | 15.92% |
| 2015 | -3.01% | 6.83% | -1.31% | 0.55% | 1.84% | -2.85% | 1.33% | -5.77% | -2.18% | 8.76% | 1.09% | -2.68% | 1.66% |
| 2014 | -2.68% | 4.61% | 0.47% | -0.53% | 2.43% | 3.30% | -1.41% | 4.33% | -2.28% | 2.70% | 3.51% | -0.63% | 14.28% |
| 2013 | 4.11% | 1.10% | 3.41% | 1.09% | 3.19% | -1.89% | 5.54% | -2.00% | 4.01% | 3.81% | 3.03% | 3.39% | 32.52% |
Expense Ratio
Portfolio Builder 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 Portfolio Builder is 40, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.83 | 2.39 | 1.32 | 2.51 | 9.01 |
VB Vanguard Small-Cap ETF | 1.34 | 1.92 | 1.23 | 1.00 | 7.26 |
VYM Vanguard High Dividend Yield ETF | 2.10 | 2.94 | 1.37 | 2.33 | 12.05 |
Dividends
Dividend yield
Portfolio Builder granted a 1.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio Builder | 1.31% | 1.49% | 1.60% | 1.32% | 1.49% | 1.66% | 1.91% | 1.53% | 1.76% | 1.82% | 1.61% | 1.56% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VB Vanguard Small-Cap ETF | 1.10% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VYM Vanguard High Dividend Yield ETF | 2.86% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
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 Portfolio Builder. 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 Portfolio Builder was 55.23%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.
The current Portfolio Builder drawdown is 1.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.23% | Nov 1, 2007 | 339 | Mar 9, 2009 | 469 | Jan 14, 2011 | 808 |
| -34.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -26.6% | Dec 28, 2021 | 200 | Oct 12, 2022 | 292 | Dec 11, 2023 | 492 |
| -21.33% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
| -18.72% | May 2, 2011 | 108 | Oct 3, 2011 | 83 | Feb 1, 2012 | 191 |
Volatility
Volatility Chart
The current Portfolio Builder volatility is 5.63%, 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 | VB | |
|---|---|---|---|
| VGT | 1.00 | 0.72 | 0.80 |
| VYM | 0.72 | 1.00 | 0.85 |
| VB | 0.80 | 0.85 | 1.00 |