Sector ETF only

Asset Allocation

Position	Category/Sector	Target Weight
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	25%
VDE Vanguard Energy ETF	Energy Equities	4%
VFH Vanguard Financials ETF	Financials Equities	9%
VGT Vanguard Information Technology ETF	Technology Equities	20%
VHT Vanguard Health Care ETF	Health & Biotech Equities	15%
VIS Vanguard Industrials ETF	Industrials Equities	8%
VOX Vanguard Communication Services ETF	Technology Equities	4%
VPU Vanguard Utilities ETF	Utilities Equities	15%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sector ETF only, 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 29, 2004, corresponding to the inception date of VOX

Returns By Period

As of Apr 4, 2026, the Sector ETF only returned 2.43% Year-To-Date and 12.87% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Sector ETF only	0.37%	-1.28%	2.43%	3.52%	27.40%	15.17%	11.05%	12.87%
Portfolio components:
VGT Vanguard Information Technology ETF	0.85%	-0.78%	-5.36%	-5.50%	49.54%	23.50%	15.02%	21.67%
VFH Vanguard Financials ETF	0.40%	-1.40%	-8.83%	-6.63%	16.52%	18.18%	9.42%	12.40%
VHT Vanguard Health Care ETF	-0.52%	-2.86%	-4.78%	2.27%	13.47%	5.91%	5.14%	9.64%
VOX Vanguard Communication Services ETF	0.40%	-4.18%	-5.71%	-1.20%	36.90%	24.75%	7.68%	8.56%
VIS Vanguard Industrials ETF	-0.33%	-2.79%	6.29%	6.84%	42.69%	19.79%	12.13%	13.44%
VDC Vanguard Consumer Staples ETF	0.55%	-2.83%	7.09%	6.89%	9.15%	7.52%	7.37%	7.77%
VDE Vanguard Energy ETF	0.76%	5.89%	34.23%	35.74%	58.30%	15.51%	23.51%	11.00%
VPU Vanguard Utilities ETF	0.59%	-0.07%	8.87%	5.24%	27.22%	14.48%	10.71%	9.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 30, 2004, Sector ETF only's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +10.8%, while the worst month was Oct 2008 at -15.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Sector ETF only closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -10.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.01%	3.76%	-4.89%	0.76%									2.43%
2025	3.08%	0.66%	-3.54%	-0.79%	3.95%	3.12%	1.34%	1.73%	2.32%	1.31%	1.76%	-1.03%	14.55%
2024	0.70%	3.68%	3.85%	-3.04%	4.70%	0.73%	2.87%	3.32%	1.72%	-1.41%	5.80%	-4.96%	18.82%
2023	3.42%	-2.59%	3.21%	1.83%	-1.98%	5.01%	3.01%	-2.83%	-4.55%	-2.09%	7.33%	4.50%	14.34%
2022	-3.86%	-1.53%	3.87%	-5.55%	0.28%	-6.25%	7.05%	-2.71%	-9.03%	8.71%	5.73%	-4.17%	-8.87%
2021	-1.15%	1.82%	5.30%	3.82%	0.77%	1.47%	1.91%	2.52%	-4.38%	5.64%	-1.76%	6.33%	24.04%

Benchmark Metrics

Sector ETF only has an annualized alpha of 3.56%, beta of 0.84, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 30, 2004.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.70%) than losses (81.84%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.56% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 3.56%

Beta: 0.84

R²: 0.95

Upside Capture: 94.70%

Downside Capture: 81.84%

Expense Ratio

Sector ETF only has an expense ratio of 0.10%, 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.

VFH

Vanguard Financials ETF

VHT

Vanguard Health Care ETF

VOX

Vanguard Communication Services ETF

VIS

Vanguard Industrials ETF

VDC

Vanguard Consumer Staples ETF

VDE

Vanguard Energy ETF

VPU

Vanguard Utilities ETF

VGT

Vanguard Information Technology ETF

Return for Risk

Risk / Return Rank

Sector ETF only ranks 44 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.16	0.88	+0.28
Sortino ratio Return per unit of downside risk	1.70	1.37	+0.34
Omega ratio Gain probability vs. loss probability	1.26	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	1.64	1.39	+0.25
Martin ratio Return relative to average drawdown	8.03	6.43	+1.60
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
VGT Vanguard Information Technology ETF	57	1.10	1.67	1.23	1.88	5.72
VFH Vanguard Financials ETF	13	0.11	0.28	1.04	0.22	0.63
VHT Vanguard Health Care ETF	20	0.35	0.60	1.08	0.67	1.55
VOX Vanguard Communication Services ETF	58	1.14	1.76	1.24	1.71	6.23
VIS Vanguard Industrials ETF	69	1.32	1.92	1.26	2.24	8.63
VDC Vanguard Consumer Staples ETF	19	0.35	0.61	1.07	0.51	1.24
VDE Vanguard Energy ETF	59	1.30	1.70	1.25	1.74	4.96
VPU Vanguard Utilities ETF	61	1.27	1.73	1.23	2.25	5.36

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Sector ETF only Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.16
5-Year: 0.80
10-Year: 0.81
All Time: 0.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Sector ETF only compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Sector ETF only provided a 1.62% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.62%	1.68%	1.81%	1.99%	1.93%	1.70%	1.98%	2.04%	2.25%	2.04%	2.05%	2.23%
Portfolio components:
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VFH Vanguard Financials ETF	1.60%	1.55%	1.75%	2.08%	2.31%	1.87%	2.21%	2.17%	2.30%	1.53%	1.63%	2.00%
VHT Vanguard Health Care ETF	1.72%	1.61%	1.53%	1.36%	1.33%	1.14%	1.21%	1.89%	1.38%	1.31%	1.45%	1.22%
VOX Vanguard Communication Services ETF	1.04%	0.95%	1.05%	1.03%	0.88%	0.93%	0.73%	0.90%	2.77%	3.83%	2.67%	3.55%
VIS Vanguard Industrials ETF	0.96%	1.01%	1.23%	1.36%	1.52%	1.11%	1.38%	1.68%	1.90%	1.60%	1.81%	1.94%
VDC Vanguard Consumer Staples ETF	2.14%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%
VDE Vanguard Energy ETF	2.34%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%
VPU Vanguard Utilities ETF	2.54%	2.73%	3.02%	3.49%	2.98%	2.70%	3.17%	2.83%	3.23%	3.18%	3.19%	3.63%

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 Sector ETF only. 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 Sector ETF only was 48.02%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.

The current Sector ETF only drawdown is 4.17%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-48.02%	Nov 1, 2007	339	Mar 9, 2009	488	Feb 11, 2011	827
-33.04%	Feb 20, 2020	23	Mar 23, 2020	110	Aug 27, 2020	133
-17.62%	Jan 5, 2022	194	Oct 12, 2022	187	Jul 13, 2023	381
-15.93%	Sep 24, 2018	64	Dec 24, 2018	56	Mar 18, 2019	120
-15.52%	Jul 8, 2011	22	Aug 8, 2011	117	Jan 25, 2012	139

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 8 assets, with an effective number of assets of 6.05, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	VPU	VDE	VDC	VOX	VHT	VGT	VFH	VIS	Portfolio
Benchmark	1.00	0.53	0.60	0.70	0.78	0.77	0.88	0.82	0.87	0.96
VPU	0.53	1.00	0.39	0.61	0.44	0.48	0.38	0.43	0.49	0.66
VDE	0.60	0.39	1.00	0.40	0.44	0.42	0.44	0.55	0.61	0.59
VDC	0.70	0.61	0.40	1.00	0.56	0.65	0.52	0.59	0.63	0.80
VOX	0.78	0.44	0.44	0.56	1.00	0.60	0.70	0.64	0.67	0.76
VHT	0.77	0.48	0.42	0.65	0.60	1.00	0.63	0.62	0.67	0.81
VGT	0.88	0.38	0.44	0.52	0.70	0.63	1.00	0.64	0.73	0.83
VFH	0.82	0.43	0.55	0.59	0.64	0.62	0.64	1.00	0.80	0.80
VIS	0.87	0.49	0.61	0.63	0.67	0.67	0.73	0.80	1.00	0.86
Portfolio	0.96	0.66	0.59	0.80	0.76	0.81	0.83	0.80	0.86	1.00

The correlation results are calculated based on daily price changes starting from Sep 30, 2004

Sector ETF only

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table