Indexing Globally Vanguard + 12%EM+3%Bonds
low cost diversification with 12% EM, + 3% bonds. This is pure indexing with adding EM. If JWAC can beat this, it's amazing. 42.25% USA in VTI, 42.75% in DM International VXUS. as of 12/13/24 this is beating the 10 year Ginger Ale CRR by .18%. This is an incredible Portfolio to benchmark JWAC to as it is indexing and holding at the most pure level.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Indexing Globally Vanguard + 12%EM+3%Bonds, 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 Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Dec 19, 2024, the Indexing Globally Vanguard + 12%EM+3%Bonds returned 13.21% Year-To-Date and 8.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Indexing Globally Vanguard + 12%EM+3%Bonds | 13.90% | -1.17% | 4.85% | 14.90% | 8.28% | 8.05% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 24.89% | -1.09% | 10.03% | 25.20% | 14.10% | 12.52% |
VXUS Vanguard Total International Stock ETF | 4.99% | -1.68% | 0.14% | 6.27% | 4.38% | 4.99% |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.32% | -0.03% | 1.34% | 1.51% | -0.16% | 1.13% |
VWO Vanguard FTSE Emerging Markets ETF | 11.50% | 0.14% | 3.77% | 13.82% | 3.25% | 4.14% |
VGLT Vanguard Long-Term Treasury ETF | -5.58% | -1.39% | -2.94% | -5.21% | -5.26% | -0.43% |
VGSH Vanguard Short-Term Treasury ETF | 3.76% | 0.40% | 2.60% | 3.92% | 1.32% | 1.33% |
Monthly Returns
The table below presents the monthly returns of Indexing Globally Vanguard + 12%EM+3%Bonds, 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 | -0.70% | 3.87% | 3.02% | -2.79% | 4.02% | 1.22% | 2.14% | 2.09% | 2.89% | -2.62% | 2.58% | 13.90% | |
| 2023 | 7.74% | -3.72% | 2.76% | 1.23% | -1.71% | 5.33% | 3.89% | -3.44% | -3.88% | -3.00% | 8.48% | 4.94% | 18.96% |
| 2022 | -3.78% | -2.75% | 0.73% | -7.45% | 0.60% | -7.35% | 5.45% | -3.65% | -9.44% | 4.46% | 9.48% | -3.66% | -17.57% |
| 2021 | 0.30% | 2.43% | 2.20% | 3.56% | 1.70% | 1.11% | -0.40% | 2.10% | -3.81% | 4.21% | -2.74% | 3.30% | 14.50% |
| 2020 | -2.04% | -6.54% | -14.65% | 9.73% | 4.82% | 3.55% | 5.28% | 5.19% | -2.45% | -1.68% | 11.41% | 5.21% | 15.86% |
| 2019 | 8.06% | 2.15% | 1.28% | 3.08% | -5.73% | 6.12% | -0.47% | -2.05% | 1.98% | 2.82% | 2.07% | 3.87% | 24.95% |
| 2018 | 5.64% | -4.52% | -0.98% | 0.02% | 0.21% | -1.10% | 2.95% | -0.07% | -0.03% | -7.73% | 2.18% | -6.29% | -10.04% |
| 2017 | 3.23% | 2.41% | 1.65% | 1.54% | 1.84% | 0.77% | 2.88% | 0.71% | 1.72% | 2.07% | 1.51% | 1.84% | 24.53% |
| 2016 | -5.36% | -1.05% | 8.06% | 1.32% | -0.08% | 0.39% | 4.25% | 0.36% | 1.04% | -1.76% | 0.43% | 1.61% | 9.01% |
| 2015 | -0.94% | 5.36% | -1.35% | 3.18% | -0.33% | -2.23% | -0.23% | -6.91% | -3.16% | 6.64% | -0.59% | -2.23% | -3.51% |
| 2014 | -4.58% | 4.84% | 0.95% | 0.70% | 2.12% | 2.29% | -1.42% | 2.77% | -3.91% | 1.43% | 0.74% | -2.14% | 3.42% |
| 2013 | 3.29% | -0.19% | 1.98% | 2.47% | -1.09% | -2.79% | 4.46% | -2.54% | 5.75% | 3.90% | 1.07% | 1.76% | 19.18% |
Expense Ratio
Indexing Globally Vanguard + 12%EM+3%Bonds has an expense ratio of 0.05%, 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 Indexing Globally Vanguard + 12%EM+3%Bonds is 33, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.10 | 2.80 | 1.39 | 3.14 | 13.44 |
VXUS Vanguard Total International Stock ETF | 0.64 | 0.96 | 1.12 | 0.87 | 2.67 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.31 | 0.47 | 1.06 | 0.12 | 0.79 |
VWO Vanguard FTSE Emerging Markets ETF | 1.05 | 1.54 | 1.19 | 0.66 | 4.30 |
VGLT Vanguard Long-Term Treasury ETF | -0.47 | -0.56 | 0.94 | -0.14 | -1.01 |
VGSH Vanguard Short-Term Treasury ETF | 2.31 | 3.54 | 1.47 | 4.15 | 10.10 |
Dividends
Dividend yield
Indexing Globally Vanguard + 12%EM+3%Bonds provided a 2.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.33% | 2.51% | 2.58% | 2.19% | 1.81% | 2.52% | 2.63% | 2.22% | 2.42% | 2.49% | 2.59% | 2.27% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 0.93% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VXUS Vanguard Total International Stock ETF | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.34% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
VWO Vanguard FTSE Emerging Markets ETF | 3.17% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VGLT Vanguard Long-Term Treasury ETF | 3.91% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
VGSH Vanguard Short-Term Treasury ETF | 3.84% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
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 Indexing Globally Vanguard + 12%EM+3%Bonds. 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 Indexing Globally Vanguard + 12%EM+3%Bonds was 32.93%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Indexing Globally Vanguard + 12%EM+3%Bonds drawdown is 4.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.93% | Jan 21, 2020 | 44 | Mar 23, 2020 | 108 | Aug 25, 2020 | 152 |
| -26.72% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -23.55% | May 2, 2011 | 108 | Oct 3, 2011 | 306 | Dec 20, 2012 | 414 |
| -20.62% | May 18, 2015 | 187 | Feb 11, 2016 | 239 | Jan 24, 2017 | 426 |
| -19.84% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
Volatility
Volatility Chart
The current Indexing Globally Vanguard + 12%EM+3%Bonds volatility is 3.33%, 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
| VGSH | VWO | VGLT | VGIT | VTI | VXUS | |
|---|---|---|---|---|---|---|
| VGSH | 1.00 | -0.08 | 0.55 | 0.75 | -0.14 | -0.08 |
| VWO | -0.08 | 1.00 | -0.20 | -0.16 | 0.72 | 0.89 |
| VGLT | 0.55 | -0.20 | 1.00 | 0.85 | -0.26 | -0.23 |
| VGIT | 0.75 | -0.16 | 0.85 | 1.00 | -0.23 | -0.18 |
| VTI | -0.14 | 0.72 | -0.26 | -0.23 | 1.00 | 0.83 |
| VXUS | -0.08 | 0.89 | -0.23 | -0.18 | 0.83 | 1.00 |