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One Fund Strategy
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VFIAX 100%EquityEquity
PositionCategory/SectorWeight
VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in One Fund Strategy, 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


200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2024FebruaryMarchApril
475.33%
267.60%
One Fund Strategy
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 13, 2000, corresponding to the inception date of VFIAX

Returns By Period

As of Apr 20, 2024, the One Fund Strategy returned 4.57% Year-To-Date and 12.25% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
One Fund Strategy4.57%-5.03%18.47%22.00%12.95%12.27%
VFIAX
Vanguard 500 Index Fund Admiral Shares
4.57%-5.03%18.47%22.00%12.95%12.27%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.68%5.34%3.21%
2023-4.77%-2.11%9.13%4.54%

Expense Ratio

The One Fund Strategy has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


One Fund Strategy
Sharpe ratio
The chart of Sharpe ratio for One Fund Strategy, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for One Fund Strategy, currently valued at 2.65, compared to the broader market-2.000.002.004.006.002.65
Omega ratio
The chart of Omega ratio for One Fund Strategy, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for One Fund Strategy, currently valued at 1.57, compared to the broader market0.002.004.006.008.001.57
Martin ratio
The chart of Martin ratio for One Fund Strategy, currently valued at 7.62, compared to the broader market0.0010.0020.0030.0040.007.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.822.651.321.577.62

Sharpe Ratio

The current One Fund Strategy Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.82

The Sharpe ratio of One Fund Strategy lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.82
1.66
One Fund Strategy
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

One Fund Strategy granted a 1.40% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
One Fund Strategy1.40%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.40%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.40%
-5.46%
One Fund Strategy
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the One Fund Strategy. 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 One Fund Strategy was 55.20%, occurring on Mar 9, 2009. Recovery took 774 trading sessions.

The current One Fund Strategy drawdown is 5.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.2%Oct 10, 2007354Mar 9, 2009774Apr 2, 20121128
-42.63%Nov 16, 2000471Oct 9, 2002801Dec 14, 20051272
-33.83%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.53%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.38%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility

Volatility Chart

The current One Fund Strategy volatility is 3.15%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.15%
3.15%
One Fund Strategy
Benchmark (^GSPC)
Portfolio components