Apex Indexed Domestic Growth 80/20
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Apex Indexed Domestic Growth 80/20, 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 Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Nov 15, 2024, the Apex Indexed Domestic Growth 80/20 returned 20.56% Year-To-Date and 11.07% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Apex Indexed Domestic Growth 80/20 | 20.56% | 1.89% | 11.09% | 28.98% | 12.63% | 11.07% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
VTV Vanguard Value ETF | 20.35% | 0.16% | 9.55% | 28.81% | 11.51% | 10.56% |
VOT Vanguard Mid-Cap Growth ETF | 18.84% | 3.87% | 11.52% | 31.04% | 11.87% | 10.82% |
VOE Vanguard Mid-Cap Value ETF | 19.20% | 0.84% | 10.73% | 29.58% | 10.46% | 9.26% |
VBK Vanguard Small-Cap Growth ETF | 18.38% | 4.83% | 11.99% | 33.34% | 8.93% | 9.51% |
VBR Vanguard Small-Cap Value ETF | 17.61% | 3.03% | 10.86% | 30.17% | 11.57% | 9.46% |
BND Vanguard Total Bond Market ETF | 1.52% | -1.85% | 2.51% | 7.09% | -0.27% | 1.40% |
Monthly Returns
The table below presents the monthly returns of Apex Indexed Domestic Growth 80/20, 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 | 0.68% | 4.09% | 3.02% | -3.98% | 3.86% | 2.52% | 2.38% | 1.88% | 2.01% | -1.09% | 20.56% | ||
| 2023 | 6.68% | -2.26% | 2.94% | 0.86% | 0.56% | 5.56% | 2.92% | -1.81% | -4.23% | -2.57% | 8.41% | 5.26% | 23.66% |
| 2022 | -5.44% | -1.91% | 2.24% | -8.30% | -0.23% | -6.89% | 8.28% | -3.62% | -8.27% | 6.03% | 4.70% | -5.00% | -18.45% |
| 2021 | -0.48% | 2.24% | 2.46% | 4.58% | 0.21% | 2.49% | 1.62% | 2.37% | -3.85% | 5.64% | -1.30% | 2.83% | 20.09% |
| 2020 | 0.54% | -6.06% | -11.39% | 11.25% | 4.92% | 1.77% | 5.04% | 5.09% | -2.47% | -1.38% | 9.90% | 3.67% | 20.26% |
| 2019 | 7.35% | 2.80% | 1.46% | 3.16% | -4.77% | 5.88% | 1.16% | -1.20% | 1.16% | 1.93% | 3.22% | 2.08% | 26.47% |
| 2018 | 4.15% | -3.11% | -1.25% | 0.16% | 2.39% | 0.67% | 2.50% | 3.11% | 0.07% | -6.24% | 1.74% | -6.87% | -3.35% |
| 2017 | 1.86% | 3.04% | -0.01% | 1.15% | 0.98% | 0.79% | 1.70% | 0.27% | 1.69% | 1.83% | 2.56% | 1.04% | 18.21% |
| 2016 | -4.91% | 0.44% | 5.79% | 0.53% | 1.35% | 0.30% | 3.54% | 0.28% | 0.19% | -2.08% | 3.25% | 1.33% | 10.05% |
| 2015 | -1.40% | 4.48% | -0.40% | 0.02% | 1.09% | -1.54% | 1.56% | -4.73% | -2.48% | 6.00% | 0.37% | -1.85% | 0.65% |
| 2014 | -1.90% | 3.97% | 0.33% | 0.06% | 2.09% | 2.11% | -1.44% | 3.54% | -1.83% | 2.38% | 2.26% | 0.10% | 12.07% |
| 2013 | 4.50% | 0.88% | 3.28% | 1.46% | 1.87% | -1.50% | 4.68% | -2.28% | 3.31% | 3.60% | 2.24% | 1.85% | 26.39% |
Expense Ratio
Apex Indexed Domestic Growth 80/20 has an expense ratio of 0.04%, 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 risk-adjusted rank of Apex Indexed Domestic Growth 80/20 is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
VTV Vanguard Value ETF | 2.89 | 4.05 | 1.53 | 5.78 | 18.59 |
VOT Vanguard Mid-Cap Growth ETF | 2.15 | 2.91 | 1.37 | 1.30 | 12.50 |
VOE Vanguard Mid-Cap Value ETF | 2.56 | 3.56 | 1.45 | 3.18 | 15.63 |
VBK Vanguard Small-Cap Growth ETF | 1.82 | 2.52 | 1.31 | 1.14 | 9.29 |
VBR Vanguard Small-Cap Value ETF | 1.85 | 2.63 | 1.33 | 3.41 | 10.42 |
BND Vanguard Total Bond Market ETF | 1.14 | 1.66 | 1.20 | 0.43 | 3.87 |
Dividends
Dividend yield
Apex Indexed Domestic Growth 80/20 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% | 1.68% | 1.62% | 1.29% | 1.52% | 1.73% | 2.03% | 1.69% | 1.76% | 1.88% | 1.75% | 1.72% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VOT Vanguard Mid-Cap Growth ETF | 0.68% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
VOE Vanguard Mid-Cap Value ETF | 2.07% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% | 1.67% | 1.53% |
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
VBR Vanguard Small-Cap Value ETF | 1.91% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 Apex Indexed Domestic Growth 80/20. 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 Apex Indexed Domestic Growth 80/20 was 28.93%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Apex Indexed Domestic Growth 80/20 drawdown is 1.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -23.53% | Nov 9, 2021 | 235 | Oct 14, 2022 | 296 | Dec 19, 2023 | 531 |
| -16.92% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -16.03% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
| -12.67% | May 22, 2015 | 183 | Feb 11, 2016 | 80 | Jun 7, 2016 | 263 |
Volatility
Volatility Chart
The current Apex Indexed Domestic Growth 80/20 volatility is 3.38%, 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
| BND | SCHG | VTV | VOT | VBK | VBR | VOE | |
|---|---|---|---|---|---|---|---|
| BND | 1.00 | -0.10 | -0.18 | -0.09 | -0.09 | -0.16 | -0.15 |
| SCHG | -0.10 | 1.00 | 0.77 | 0.92 | 0.87 | 0.76 | 0.77 |
| VTV | -0.18 | 0.77 | 1.00 | 0.80 | 0.79 | 0.89 | 0.95 |
| VOT | -0.09 | 0.92 | 0.80 | 1.00 | 0.95 | 0.84 | 0.85 |
| VBK | -0.09 | 0.87 | 0.79 | 0.95 | 1.00 | 0.89 | 0.85 |
| VBR | -0.16 | 0.76 | 0.89 | 0.84 | 0.89 | 1.00 | 0.95 |
| VOE | -0.15 | 0.77 | 0.95 | 0.85 | 0.85 | 0.95 | 1.00 |