Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 25% |
VXF Vanguard Extended Market ETF | Mid Cap Blend Equities | 25% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 25% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 25% |
Find the right asset allocation for 2 US (VOO/VXF) 2 ex-US
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2 US (VOO/VXF) 2 ex-US, 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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Returns By Period
As of Jun 13, 2026, the 2 US (VOO/VXF) 2 ex-US returned 12.28% Year-To-Date and 12.09% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.17% | 8.56% | 8.85% | 22.93% | 19.37% | 11.84% | 13.61% |
Portfolio 2 US (VOO/VXF) 2 ex-US | 0.52% | 1.32% | 12.28% | 12.78% | 26.80% | 19.08% | 8.74% | 12.09% |
| Portfolio components: | ||||||||
VEA Vanguard FTSE Developed Markets ETF | 0.34% | 1.30% | 14.73% | 16.65% | 29.82% | 19.03% | 9.51% | 10.72% |
VOO Vanguard S&P 500 ETF | 0.55% | -0.07% | 9.08% | 9.44% | 24.36% | 20.95% | 13.43% | 15.50% |
VWO Vanguard FTSE Emerging Markets ETF | 0.76% | -0.65% | 10.77% | 12.57% | 24.61% | 16.61% | 5.03% | 9.00% |
VXF Vanguard Extended Market ETF | 0.44% | 4.74% | 14.37% | 12.25% | 28.02% | 18.67% | 6.16% | 12.32% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2010, 2 US (VOO/VXF) 2 ex-US's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 2 US (VOO/VXF) 2 ex-US closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.71% | 2.37% | -6.37% | 9.20% | 3.95% | -0.49% | 12.28% | ||||||
| 2025 | 3.21% | -1.02% | -2.99% | 0.58% | 5.63% | 4.87% | 1.05% | 3.51% | 3.44% | 1.69% | -0.11% | 0.93% | 22.49% |
| 2024 | -1.37% | 4.35% | 3.08% | -3.23% | 3.81% | 0.95% | 2.93% | 1.56% | 3.03% | -2.03% | 4.15% | -3.61% | 13.96% |
| 2023 | 8.62% | -3.57% | 1.46% | 0.42% | -1.44% | 6.03% | 4.55% | -3.91% | -3.97% | -3.77% | 9.05% | 6.01% | 19.70% |
| 2022 | -4.72% | -2.38% | 0.48% | -8.00% | 0.06% | -7.62% | 5.99% | -3.13% | -9.77% | 4.96% | 8.85% | -4.15% | -19.38% |
| 2021 | 1.02% | 3.00% | 1.56% | 3.54% | 1.30% | 1.51% | -1.01% | 2.12% | -3.84% | 4.25% | -3.32% | 2.75% | 13.26% |
Benchmark Metrics
2 US (VOO/VXF) 2 ex-US has an annualized alpha of -1.88%, beta of 0.98, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.
- This portfolio participated in 102.01% of S&P 500 Index downside but only 91.27% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.98 and R2 of 0.90, 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
- -1.88%
- Beta
- 0.98
- R²
- 0.90
- Upside Capture
- 91.27%
- Downside Capture
- 102.01%
Expense Ratio
2 US (VOO/VXF) 2 ex-US has an expense ratio of 0.05%, 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
2 US (VOO/VXF) 2 ex-US 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2 US (VOO/VXF) 2 ex-US and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.84 | 1.86 | -0.02 |
| Sortino ratioReturn per unit of downside risk | 2.54 | 2.53 | +0.01 |
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.53 | +0.17 |
| Martin ratioReturn relative to average drawdown | 11.03 | 11.37 | -0.34 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 62 | 1.81 | 2.50 | 1.33 | 2.58 | 9.92 |
VOO Vanguard S&P 500 ETF | 70 | 1.99 | 2.70 | 1.36 | 2.75 | 12.42 |
VWO Vanguard FTSE Emerging Markets ETF | 50 | 1.49 | 2.10 | 1.28 | 2.21 | 7.80 |
VXF Vanguard Extended Market ETF | 56 | 1.58 | 2.22 | 1.27 | 2.76 | 9.71 |
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Dividends
Dividend yield
2 US (VOO/VXF) 2 ex-US provided a 1.78% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 2.07% | 2.22% | 2.35% | 2.47% | 2.04% | 1.64% | 2.37% | 2.49% | 2.03% | 2.25% | 2.41% |
| Portfolio components: | ||||||||||||
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VXF Vanguard Extended Market ETF | 1.02% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
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 2 US (VOO/VXF) 2 ex-US. 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 2 US (VOO/VXF) 2 ex-US was 35.44%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current 2 US (VOO/VXF) 2 ex-US drawdown is 1.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.44%Mar 2020 | 2mo 2d | 5mo 5d | 7mo 7dJan 2020 - Aug 2020 |
Bear market2022 | -28.98%Oct 2022 | 11mo 9d | 1y 7mo | 2y 6moNov 2021 - May 2024 |
2011 bear market2011 | -25.73%Oct 2011 | 5mo 4d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
2016 bear market2016 | -22.93%Feb 2016 | 9mo 18d | 11mo 5d | 1y 8moApr 2015 - Jan 2017 |
Rate-hike selloffLate 2018 | -20.69%Dec 2018 | 10mo 29d | 10mo 18d | 1y 9moJan 2018 - Nov 2019 |
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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.08 | 1.10 | 1.09 | 1.08 | 1.07 |
The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2 US (VOO/VXF) 2 ex-US correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VWO has the lowest at 0.71.
Asset Correlations Table
Find what 2 US (VOO/VXF) 2 ex-US is missing
See which holdings overlap, where 2 US (VOO/VXF) 2 ex-US is concentrated, and which low-correlation assets could fill the gaps.
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