VTI+VIG+VUG+SOXX
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 10% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 20% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VTI+VIG+VUG+SOXX, 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
The earliest data available for this chart is Apr 27, 2006, corresponding to the inception date of VIG
Returns By Period
As of Nov 9, 2024, the VTI+VIG+VUG+SOXX returned 25.92% Year-To-Date and 14.59% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| VTI+VIG+VUG+SOXX | 25.62% | 2.76% | 14.62% | 37.67% | 16.92% | 14.56% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.35% | 3.70% | 15.68% | 38.42% | 15.39% | 12.92% |
VIG Vanguard Dividend Appreciation ETF | 20.77% | 1.66% | 13.25% | 30.09% | 13.08% | 11.99% |
VUG Vanguard Growth ETF | 31.76% | 4.96% | 18.97% | 42.26% | 19.54% | 15.82% |
SOXX iShares PHLX Semiconductor ETF | 18.02% | -4.20% | 2.59% | 37.69% | 24.78% | 24.14% |
Monthly Returns
The table below presents the monthly returns of VTI+VIG+VUG+SOXX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.41% | 5.87% | 2.87% | -4.36% | 5.24% | 3.75% | 0.92% | 2.02% | 1.77% | -1.35% | 25.62% | ||
| 2023 | 7.72% | -1.84% | 4.27% | 0.48% | 2.13% | 6.70% | 3.53% | -2.03% | -5.09% | -2.63% | 10.11% | 5.59% | 31.57% |
| 2022 | -7.13% | -2.83% | 2.99% | -9.69% | -0.07% | -8.82% | 10.28% | -4.51% | -9.68% | 7.12% | 6.69% | -6.34% | -22.14% |
| 2021 | -0.63% | 2.73% | 3.56% | 4.66% | 0.52% | 2.93% | 2.20% | 2.74% | -4.75% | 7.03% | 0.30% | 3.75% | 27.52% |
| 2020 | 0.39% | -7.43% | -12.08% | 13.01% | 5.56% | 2.97% | 6.10% | 7.39% | -2.99% | -2.00% | 11.84% | 4.19% | 26.70% |
| 2019 | 8.38% | 4.07% | 1.91% | 4.82% | -7.15% | 7.49% | 2.17% | -1.27% | 1.61% | 2.19% | 3.60% | 3.26% | 34.72% |
| 2018 | 5.85% | -3.24% | -2.00% | -0.54% | 3.66% | 0.18% | 3.51% | 3.47% | 0.30% | -7.99% | 2.28% | -8.68% | -4.30% |
| 2017 | 2.40% | 3.87% | 0.72% | 1.27% | 2.25% | -0.09% | 2.08% | 0.53% | 2.43% | 2.98% | 2.86% | 0.90% | 24.51% |
| 2016 | -5.28% | 0.32% | 7.12% | -0.36% | 2.39% | 0.36% | 4.51% | 0.54% | 0.48% | -2.14% | 3.81% | 1.78% | 13.79% |
| 2015 | -2.83% | 6.19% | -2.09% | 0.69% | 2.01% | -2.57% | 1.44% | -6.00% | -2.53% | 8.10% | 0.62% | -1.89% | 0.27% |
| 2014 | -3.30% | 5.21% | 0.51% | 0.05% | 2.52% | 2.69% | -2.41% | 4.37% | -1.71% | 2.54% | 3.21% | -0.16% | 13.93% |
| 2013 | 5.54% | 1.41% | 3.63% | 1.64% | 2.37% | -1.45% | 5.30% | -2.99% | 4.43% | 4.15% | 2.38% | 2.94% | 33.14% |
Expense Ratio
VTI+VIG+VUG+SOXX has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VTI+VIG+VUG+SOXX is 59, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 3.20 | 4.25 | 1.60 | 4.72 | 20.87 |
VIG Vanguard Dividend Appreciation ETF | 3.18 | 4.45 | 1.60 | 6.27 | 20.94 |
VUG Vanguard Growth ETF | 2.67 | 3.42 | 1.49 | 3.47 | 13.74 |
SOXX iShares PHLX Semiconductor ETF | 1.25 | 1.74 | 1.23 | 1.73 | 4.47 |
Dividends
Dividend yield
VTI+VIG+VUG+SOXX provided a 1.13% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.13% | 1.29% | 1.49% | 1.08% | 1.25% | 1.54% | 1.84% | 1.55% | 1.77% | 1.85% | 1.67% | 1.60% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VIG Vanguard Dividend Appreciation ETF | 1.68% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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 VTI+VIG+VUG+SOXX. 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 VTI+VIG+VUG+SOXX was 53.21%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.21% | Oct 10, 2007 | 355 | Mar 9, 2009 | 539 | Apr 27, 2011 | 894 |
| -33.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -28.51% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -20.05% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -19.66% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
Volatility
Volatility Chart
The current VTI+VIG+VUG+SOXX volatility is 4.41%, 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
Asset Correlations Table
| SOXX | VIG | VUG | VTI | |
|---|---|---|---|---|
| SOXX | 1.00 | 0.69 | 0.80 | 0.78 |
| VIG | 0.69 | 1.00 | 0.87 | 0.93 |
| VUG | 0.80 | 0.87 | 1.00 | 0.95 |
| VTI | 0.78 | 0.93 | 0.95 | 1.00 |