Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard #1, 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.
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Vanguard #1 | -0.10% | -2.78% | 3.31% | 6.73% | 25.74% | 15.86% | 8.61% | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
VONV Vanguard Russell 1000 Value ETF | 0.25% | -2.65% | 2.89% | 6.63% | 15.96% | 14.36% | 9.34% | 10.59% |
VIOO Vanguard S&P Small-Cap 600 ETF | 0.43% | -2.71% | 4.49% | 5.59% | 19.65% | 10.79% | 4.29% | 10.06% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 0.30% | -2.49% | 4.91% | 7.32% | 22.22% | 10.40% | 5.03% | 9.69% |
AVDE Avantis International Equity ETF | -0.52% | -2.40% | 4.22% | 9.40% | 32.64% | 17.80% | 10.09% | — |
VYMI Vanguard International High Dividend Yield ETF | -0.11% | -0.87% | 6.26% | 13.90% | 33.42% | 20.17% | 12.59% | 10.36% |
AVDV Avantis International Small Cap Value ETF | -0.97% | -4.17% | 7.34% | 14.94% | 49.48% | 23.93% | 13.58% | — |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | -0.89% | -3.51% | 2.34% | 4.98% | 30.37% | 13.86% | 5.51% | 7.76% |
AVEM Avantis Emerging Markets Equity ETF | -0.75% | -2.89% | 4.81% | 7.99% | 36.50% | 18.50% | 7.00% | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, Vanguard #1's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Vanguard #1 closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.45% | 3.42% | -5.95% | 0.72% | 3.31% | ||||||||
| 2025 | 2.63% | -1.24% | -2.29% | -0.98% | 5.30% | 4.53% | 0.86% | 5.06% | 2.43% | 0.69% | 1.85% | 1.29% | 21.69% |
| 2024 | -2.05% | 3.18% | 3.72% | -3.61% | 4.52% | -0.80% | 5.50% | 0.95% | 1.86% | -2.62% | 5.04% | -4.62% | 10.88% |
| 2023 | 8.39% | -2.84% | -0.91% | 0.41% | -2.93% | 6.41% | 4.81% | -3.67% | -4.17% | -4.13% | 8.25% | 7.64% | 16.99% |
| 2022 | -3.70% | -0.93% | 1.01% | -6.72% | 1.66% | -8.90% | 6.56% | -3.84% | -9.77% | 8.15% | 7.99% | -4.14% | -13.83% |
| 2021 | 1.75% | 5.72% | 4.00% | 3.21% | 2.60% | -0.13% | -0.93% | 1.94% | -3.08% | 3.66% | -3.21% | 4.68% | 21.63% |
Benchmark Metrics
Vanguard #1 has an annualized alpha of -0.06%, beta of 0.91, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio participated in 98.80% of S&P 500 Index downside but only 93.41% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.91 and R² of 0.85, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.06%
- Beta
- 0.91
- R²
- 0.85
- Upside Capture
- 93.41%
- Downside Capture
- 98.80%
Expense Ratio
Vanguard #1 has an expense ratio of 0.13%, 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.
Return for Risk
Risk / Return Rank
Vanguard #1 ranks 69 for risk / return — better than 69% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 0.88 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.37 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.39 | +0.72 |
Martin ratioReturn relative to average drawdown | 9.53 | 6.43 | +3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VONV Vanguard Russell 1000 Value ETF | 53 | 1.02 | 1.47 | 1.22 | 1.41 | 6.55 |
VIOO Vanguard S&P Small-Cap 600 ETF | 46 | 0.87 | 1.36 | 1.18 | 1.47 | 5.81 |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 50 | 0.95 | 1.46 | 1.19 | 1.55 | 5.76 |
AVDE Avantis International Equity ETF | 87 | 1.92 | 2.57 | 1.39 | 2.87 | 11.22 |
VYMI Vanguard International High Dividend Yield ETF | 90 | 2.11 | 2.79 | 1.44 | 3.04 | 12.35 |
AVDV Avantis International Small Cap Value ETF | 95 | 2.69 | 3.38 | 1.55 | 3.76 | 15.42 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 85 | 1.86 | 2.48 | 1.38 | 2.66 | 10.27 |
AVEM Avantis Emerging Markets Equity ETF | 84 | 1.83 | 2.42 | 1.36 | 2.80 | 10.66 |
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Dividends
Dividend yield
Vanguard #1 provided a 2.09% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.09% | 2.10% | 2.48% | 2.44% | 2.33% | 2.00% | 1.74% | 1.72% | 1.69% | 1.43% | 1.39% | 1.26% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VONV Vanguard Russell 1000 Value ETF | 1.81% | 1.82% | 1.97% | 2.10% | 2.22% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.30% | 1.36% | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 1.06% | 1.26% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.75% | 1.69% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% |
AVDE Avantis International Equity ETF | 2.67% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.61% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.97% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.31% | 3.39% | 3.44% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% |
AVEM Avantis Emerging Markets Equity ETF | 2.41% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard #1. 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 Vanguard #1 was 39.07%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Vanguard #1 drawdown is 5.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.07% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -24.39% | Nov 9, 2021 | 225 | Sep 30, 2022 | 352 | Feb 27, 2024 | 577 |
| -16.88% | Dec 5, 2024 | 84 | Apr 8, 2025 | 41 | Jun 6, 2025 | 125 |
| -8.93% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -7.36% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 8.16, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | AVEM | VIOV | VIOO | VOO | AVDV | VONV | VYMI | VSS | AVDE | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.69 | 0.73 | 0.78 | 1.00 | 0.71 | 0.85 | 0.72 | 0.77 | 0.77 | 0.87 |
| AVEM | 0.69 | 1.00 | 0.56 | 0.60 | 0.69 | 0.76 | 0.62 | 0.81 | 0.86 | 0.78 | 0.77 |
| VIOV | 0.73 | 0.56 | 1.00 | 0.98 | 0.73 | 0.70 | 0.88 | 0.71 | 0.70 | 0.72 | 0.92 |
| VIOO | 0.78 | 0.60 | 0.98 | 1.00 | 0.78 | 0.71 | 0.88 | 0.71 | 0.73 | 0.74 | 0.94 |
| VOO | 1.00 | 0.69 | 0.73 | 0.78 | 1.00 | 0.71 | 0.85 | 0.72 | 0.77 | 0.77 | 0.87 |
| AVDV | 0.71 | 0.76 | 0.70 | 0.71 | 0.71 | 1.00 | 0.75 | 0.92 | 0.93 | 0.96 | 0.86 |
| VONV | 0.85 | 0.62 | 0.88 | 0.88 | 0.85 | 0.75 | 1.00 | 0.78 | 0.75 | 0.79 | 0.93 |
| VYMI | 0.72 | 0.81 | 0.71 | 0.71 | 0.72 | 0.92 | 0.78 | 1.00 | 0.91 | 0.95 | 0.88 |
| VSS | 0.77 | 0.86 | 0.70 | 0.73 | 0.77 | 0.93 | 0.75 | 0.91 | 1.00 | 0.94 | 0.89 |
| AVDE | 0.77 | 0.78 | 0.72 | 0.74 | 0.77 | 0.96 | 0.79 | 0.95 | 0.94 | 1.00 | 0.90 |
| Portfolio | 0.87 | 0.77 | 0.92 | 0.94 | 0.87 | 0.86 | 0.93 | 0.88 | 0.89 | 0.90 | 1.00 |