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3fund
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IYW 33.33%DGRO 33.33%IVV 33.33%EquityEquity
PositionCategory/SectorWeight
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

33.33%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

33.33%

IYW
iShares U.S. Technology ETF
Technology Equities

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3fund, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.94%
19.38%
3fund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
3fund5.71%-3.44%19.94%26.45%15.42%N/A
IYW
iShares U.S. Technology ETF
4.76%-5.91%21.33%42.13%20.86%20.14%
DGRO
iShares Core Dividend Growth ETF
5.62%-1.36%18.07%13.66%11.14%N/A
IVV
iShares Core S&P 500 ETF
6.73%-3.01%20.28%24.46%13.51%12.59%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.93%4.60%2.86%
2023-4.83%-1.99%9.80%4.80%

Expense Ratio

The 3fund features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for IYW: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


3fund
Sharpe ratio
The chart of Sharpe ratio for 3fund, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.005.002.11
Sortino ratio
The chart of Sortino ratio for 3fund, currently valued at 3.01, compared to the broader market0.002.004.006.003.01
Omega ratio
The chart of Omega ratio for 3fund, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for 3fund, currently valued at 1.86, compared to the broader market0.002.004.006.008.001.87
Martin ratio
The chart of Martin ratio for 3fund, currently valued at 8.73, compared to the broader market0.0010.0020.0030.0040.0050.008.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IYW
iShares U.S. Technology ETF
2.202.961.361.7411.90
DGRO
iShares Core Dividend Growth ETF
1.362.001.241.184.25
IVV
iShares Core S&P 500 ETF
2.093.011.361.818.69

Sharpe Ratio

The current 3fund Sharpe ratio is 2.11. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.11

The Sharpe ratio of 3fund 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
2.11
1.92
3fund
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

3fund granted a 1.36% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
3fund1.36%1.43%1.50%1.15%1.48%1.64%1.85%1.53%1.80%1.97%1.31%0.95%
IYW
iShares U.S. Technology ETF
0.36%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
DGRO
iShares Core Dividend Growth ETF
2.35%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
IVV
iShares Core S&P 500 ETF
1.36%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%

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
-3.60%
-3.50%
3fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 3fund. 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 3fund was 32.99%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current 3fund drawdown is 3.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.99%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-27.42%Dec 28, 2021200Oct 12, 2022286Dec 1, 2023486
-19.58%Oct 4, 201856Dec 24, 201867Apr 2, 2019123
-12.7%Nov 4, 201568Feb 11, 201642Apr 13, 2016110
-12.54%May 28, 201563Aug 25, 201549Nov 3, 2015112

Volatility

Volatility Chart

The current 3fund volatility is 3.73%, 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
3.73%
3.58%
3fund
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IYWDGROIVV
IYW1.000.730.88
DGRO0.731.000.93
IVV0.880.931.00