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%. As of 1/10/25 it beats 10 year Ginger ale by .56% after I found some better emerging market ETFs. This is an incredible Portfolio to benchmark JWAC to as it is indexing and holding at the most pure level. However, one must remember it does not come close to beating JWAC simulation 10 year.
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 every 3 months.
The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 22, 2025, the Indexing Globally Vanguard + 12%EM+3%Bonds returned -4.13% Year-To-Date and 7.03% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Indexing Globally Vanguard + 12%EM+3%Bonds | -4.13% | -6.21% | -6.31% | 6.57% | 11.98% | 7.03% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -12.53% | -9.10% | -11.69% | 4.39% | 14.36% | 10.59% |
VXUS Vanguard Total International Stock ETF | 3.99% | -3.72% | -1.42% | 9.00% | 10.30% | 4.44% |
VGLT Vanguard Long-Term Treasury ETF | -0.10% | -4.39% | -3.83% | 1.88% | -9.38% | -1.00% |
EWX SPDR S&P Emerging Markets Small Cap ETF | -7.26% | -6.83% | -9.56% | 1.37% | 12.13% | 4.15% |
DFEVX DFA Emerging Markets Value Portfolio | -0.51% | -5.62% | -5.96% | 4.65% | 11.89% | 3.76% |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.42% | 0.59% | 2.52% | 6.30% | 1.18% | 1.47% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 2.94% | 0.27% | 1.87% | 7.20% | -1.03% | 1.16% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.64% | 0.13% | -2.20% | -4.62% | -4.13% | ||||||||
| 2024 | -0.67% | 3.86% | 2.88% | -2.71% | 3.99% | 1.18% | 2.06% | 2.06% | 2.65% | -2.67% | 2.73% | -2.83% | 12.87% |
| 2023 | 7.52% | -3.39% | 2.60% | 1.41% | -1.42% | 5.24% | 3.89% | -3.14% | -3.72% | -3.08% | 8.52% | 5.00% | 19.97% |
| 2022 | -3.90% | -2.47% | 1.15% | -7.41% | 0.55% | -7.71% | 5.67% | -3.53% | -9.38% | 4.75% | 9.26% | -3.60% | -16.98% |
| 2021 | -0.15% | 2.97% | 2.56% | 3.89% | 1.78% | 1.19% | -0.07% | 2.08% | -3.73% | 4.13% | -2.70% | 3.57% | 16.27% |
| 2020 | -2.17% | -6.75% | -15.07% | 10.12% | 4.71% | 3.62% | 4.99% | 5.17% | -2.54% | -1.89% | 11.92% | 5.27% | 15.16% |
| 2019 | 7.83% | 2.11% | 1.12% | 2.93% | -5.53% | 6.05% | -0.53% | -2.14% | 2.04% | 2.72% | 1.94% | 3.76% | 23.92% |
| 2018 | 5.45% | -4.43% | -1.01% | 0.22% | 0.16% | -1.17% | 2.86% | 0.11% | -0.11% | -7.80% | 2.13% | -6.22% | -10.12% |
| 2017 | 3.31% | 2.66% | 1.66% | 1.50% | 1.81% | 0.79% | 2.75% | 0.68% | 1.64% | 2.16% | 1.60% | 1.85% | 24.83% |
| 2016 | -5.40% | -0.92% | 7.98% | 1.41% | -0.29% | 0.37% | 4.33% | 0.48% | 1.02% | -1.69% | 0.45% | 1.63% | 9.19% |
| 2015 | -1.03% | 5.22% | -1.36% | 3.24% | -0.14% | -2.42% | -0.40% | -6.93% | -3.06% | 6.75% | -0.61% | -2.05% | -3.48% |
| 2014 | -4.36% | 4.91% | 0.87% | 0.60% | 2.21% | 2.28% | -1.54% | 2.60% | -3.90% | 1.07% | 0.71% | -2.02% | 3.04% |
Expense Ratio
Indexing Globally Vanguard + 12%EM+3%Bonds has an expense ratio of 0.11%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Indexing Globally Vanguard + 12%EM+3%Bonds is 54, 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 | 0.17 | 0.38 | 1.06 | 0.17 | 0.74 |
VXUS Vanguard Total International Stock ETF | 0.53 | 0.86 | 1.12 | 0.66 | 2.10 |
VGLT Vanguard Long-Term Treasury ETF | 0.13 | 0.27 | 1.03 | 0.04 | 0.26 |
EWX SPDR S&P Emerging Markets Small Cap ETF | 0.06 | 0.20 | 1.03 | 0.05 | 0.16 |
DFEVX DFA Emerging Markets Value Portfolio | 0.34 | 0.54 | 1.07 | 0.31 | 0.89 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.57 | 5.97 | 1.82 | 6.42 | 19.09 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 1.53 | 2.34 | 1.27 | 0.56 | 3.66 |
Dividends
Dividend yield
Indexing Globally Vanguard + 12%EM+3%Bonds provided a 2.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.59% | 2.55% | 2.50% | 2.53% | 2.26% | 1.85% | 2.44% | 2.63% | 2.23% | 2.38% | 2.44% | 2.57% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.48% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.19% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
VGLT Vanguard Long-Term Treasury ETF | 4.46% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 3.13% | 2.90% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% |
DFEVX DFA Emerging Markets Value Portfolio | 4.77% | 4.68% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.21% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.77% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% | 1.44% |
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 33.53%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current Indexing Globally Vanguard + 12%EM+3%Bonds drawdown is 8.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.53% | Jan 21, 2020 | 44 | Mar 23, 2020 | 109 | Aug 26, 2020 | 153 |
| -25.94% | Nov 9, 2021 | 235 | Oct 14, 2022 | 332 | Feb 12, 2024 | 567 |
| -23.85% | May 2, 2011 | 108 | Oct 3, 2011 | 313 | Jan 2, 2013 | 421 |
| -20.34% | May 22, 2015 | 183 | Feb 11, 2016 | 231 | Jan 11, 2017 | 414 |
| -19.73% | Jan 29, 2018 | 229 | Dec 24, 2018 | 227 | Nov 18, 2019 | 456 |
Volatility
Volatility Chart
The current Indexing Globally Vanguard + 12%EM+3%Bonds volatility is 11.37%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 2.71, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| SCHO | VGLT | SCHR | EWX | VTI | DFEVX | VXUS | |
|---|---|---|---|---|---|---|---|
| SCHO | 1.00 | 0.56 | 0.77 | -0.07 | -0.15 | -0.11 | -0.09 |
| VGLT | 0.56 | 1.00 | 0.86 | -0.19 | -0.25 | -0.23 | -0.23 |
| SCHR | 0.77 | 0.86 | 1.00 | -0.15 | -0.22 | -0.19 | -0.17 |
| EWX | -0.07 | -0.19 | -0.15 | 1.00 | 0.69 | 0.84 | 0.84 |
| VTI | -0.15 | -0.25 | -0.22 | 0.69 | 1.00 | 0.67 | 0.82 |
| DFEVX | -0.11 | -0.23 | -0.19 | 0.84 | 0.67 | 1.00 | 0.82 |
| VXUS | -0.09 | -0.23 | -0.17 | 0.84 | 0.82 | 0.82 | 1.00 |