ETF Goals

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ETF Goals

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	5%
BND Vanguard Total Bond Market ETF	Total Bond Market	5%
COWZ Pacer US Cash Cows 100 ETF	All Cap Equities	2%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	5%
FNDF Schwab Fundamental International Large Company Index ETF	Foreign Large Cap Equities	3%
JEPI JPMorgan Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	5%
QQQ Invesco QQQ	Large Cap Blend Equities	10%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	15%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	3%
USHY iShares Broad USD High Yield Corporate Bond ETF	High Yield Bonds	1%
VNQ Vanguard Real Estate ETF	REIT	5%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	25%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	10%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	3%
VYMI Vanguard International High Dividend Yield ETF	Foreign Large Cap Equities, Dividend	3%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF Goals, 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

ETF Goals

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
ETF Goals	9.80%	0.71%	8.40%	15.53%	N/A	N/A
Portfolio components:
VTI Vanguard Total Stock Market ETF	13.14%	-0.48%	10.85%	20.07%	13.36%	12.04%
VOO Vanguard S&P 500 ETF	14.04%	-1.30%	11.13%	20.75%	14.14%	12.62%
SPY SPDR S&P 500 ETF	13.99%	-1.30%	11.16%	20.65%	14.08%	12.54%
QQQ Invesco QQQ	12.23%	-4.60%	8.45%	22.52%	19.44%	17.83%
SCHD Schwab US Dividend Equity ETF	8.60%	4.84%	7.35%	12.13%	11.96%	11.22%
JEPI JPMorgan Equity Premium Income ETF	6.06%	-0.12%	4.24%	8.95%	N/A	N/A
VYM Vanguard High Dividend Yield ETF	10.89%	3.16%	9.56%	14.88%	9.95%	9.59%
DGRO iShares Core Dividend Growth ETF	11.25%	2.79%	9.42%	14.76%	11.24%	11.62%
COWZ Pacer US Cash Cows 100 ETF	8.87%	3.38%	9.00%	13.76%	16.17%	N/A
BND Vanguard Total Bond Market ETF	0.56%	0.85%	1.73%	4.40%	-0.05%	1.40%
AGG iShares Core U.S. Aggregate Bond ETF	0.53%	0.91%	1.74%	4.42%	-0.03%	1.45%
USHY iShares Broad USD High Yield Corporate Bond ETF	4.61%	1.66%	4.15%	11.60%	3.80%	N/A
VNQ Vanguard Real Estate ETF	1.73%	6.97%	5.82%	8.37%	3.80%	5.59%
FNDF Schwab Fundamental International Large Company Index ETF	5.76%	1.46%	7.25%	9.66%	8.43%	4.79%
VYMI Vanguard International High Dividend Yield ETF	7.03%	1.98%	8.17%	11.62%	7.28%	N/A

Monthly Returns

The table below presents the monthly returns of ETF Goals, 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	0.59%	3.34%	3.14%	-3.99%	3.88%	2.02%							9.80%
2023	5.67%	-2.66%	2.51%	0.99%	-0.75%	5.30%	3.16%	-1.68%	-4.18%	-2.52%	7.96%	5.09%	19.62%
2022	-4.26%	-2.41%	2.76%	-6.96%	0.85%	-7.41%	7.07%	-3.79%	-8.47%	7.12%	6.01%	-4.56%	-14.75%
2021	-0.59%	2.66%	4.76%	3.96%	1.22%	1.52%	1.85%	2.32%	-3.96%	5.33%	-1.12%	4.60%	24.54%
2020					3.20%	1.69%	4.89%	5.34%	-3.04%	-1.79%	10.64%	3.48%	26.42%

Expense Ratio

ETF Goals has an expense ratio of 0.10%, 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.

COWZ

Pacer US Cash Cows 100 ETF

JEPI

JPMorgan Equity Premium Income ETF

FNDF

Schwab Fundamental International Large Company Index ETF

VYMI

Vanguard International High Dividend Yield ETF

QQQ

Invesco QQQ

USHY

iShares Broad USD High Yield Corporate Bond ETF

VNQ

Vanguard Real Estate ETF

SPY

SPDR S&P 500 ETF

DGRO

iShares Core Dividend Growth ETF

SCHD

Schwab US Dividend Equity ETF

VYM

Vanguard High Dividend Yield ETF

AGG

iShares Core U.S. Aggregate Bond ETF

VTI

Vanguard Total Stock Market ETF

VOO

Vanguard S&P 500 ETF

BND

Vanguard Total Bond Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF Goals is 51, 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.

ETF Goals

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

ETF Goals

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	1.62	2.29	1.28	1.37	5.98
VOO Vanguard S&P 500 ETF	1.73	2.43	1.30	1.72	6.83
SPY SPDR S&P 500 ETF	1.73	2.42	1.30	1.70	6.79
QQQ Invesco QQQ	1.35	1.87	1.24	1.58	6.75
SCHD Schwab US Dividend Equity ETF	1.06	1.60	1.19	0.90	3.31
JEPI JPMorgan Equity Premium Income ETF	1.20	1.70	1.21	1.30	5.04
VYM Vanguard High Dividend Yield ETF	1.43	2.09	1.25	1.46	4.52
DGRO iShares Core Dividend Growth ETF	1.45	2.11	1.25	1.19	4.29
COWZ Pacer US Cash Cows 100 ETF	1.05	1.60	1.18	1.62	3.68
BND Vanguard Total Bond Market ETF	0.60	0.90	1.10	0.21	1.74
AGG iShares Core U.S. Aggregate Bond ETF	0.58	0.87	1.10	0.22	1.72
USHY iShares Broad USD High Yield Corporate Bond ETF	2.03	3.17	1.39	1.31	10.75
VNQ Vanguard Real Estate ETF	0.35	0.64	1.08	0.19	0.90
FNDF Schwab Fundamental International Large Company Index ETF	0.80	1.19	1.14	0.97	2.80
VYMI Vanguard International High Dividend Yield ETF	0.97	1.42	1.17	1.20	3.42

Sharpe Ratio

The current ETF Goals Sharpe ratio is 1.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of ETF Goals with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

ETF Goals

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

ETF Goals granted a 2.55% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
ETF Goals	2.55%	2.62%	2.80%	2.07%	2.28%	2.18%	2.41%	2.00%	2.13%	2.06%	1.86%	1.73%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.37%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%	1.74%
VOO Vanguard S&P 500 ETF	1.34%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%	1.84%
SPY SPDR S&P 500 ETF	1.27%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%	1.81%
QQQ Invesco QQQ	0.63%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%	1.01%
SCHD Schwab US Dividend Equity ETF	3.49%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%	2.47%
JEPI JPMorgan Equity Premium Income ETF	7.34%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.92%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%	2.81%
DGRO iShares Core Dividend Growth ETF	2.30%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%	0.97%	0.00%
COWZ Pacer US Cash Cows 100 ETF	2.04%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.95%	0.13%	0.00%	0.00%	0.00%
BND Vanguard Total Bond Market ETF	3.41%	3.09%	2.60%	1.97%	2.22%	2.72%	2.81%	2.54%	2.51%	2.57%	2.79%	2.78%
AGG iShares Core U.S. Aggregate Bond ETF	3.45%	3.13%	2.39%	1.77%	2.14%	2.70%	2.96%	2.32%	2.39%	2.45%	2.40%	2.32%
USHY iShares Broad USD High Yield Corporate Bond ETF	6.72%	6.63%	6.08%	5.07%	5.30%	5.92%	6.30%	0.72%	0.00%	0.00%	0.00%	0.00%
VNQ Vanguard Real Estate ETF	4.04%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%	4.32%
FNDF Schwab Fundamental International Large Company Index ETF	3.08%	3.41%	3.10%	3.54%	2.17%	3.20%	3.47%	2.32%	2.42%	2.08%	1.84%	0.48%
VYMI Vanguard International High Dividend Yield ETF	4.56%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

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

ETF Goals

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF Goals. 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 ETF Goals was 21.85%, occurring on Oct 12, 2022. Recovery took 295 trading sessions.

The current ETF Goals drawdown is 2.87%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-21.85%	Jan 5, 2022	194	Oct 12, 2022	295	Dec 14, 2023	489
-7.82%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47
-6.59%	Jun 9, 2020	14	Jun 26, 2020	17	Jul 22, 2020	31
-4.94%	Apr 1, 2024	15	Apr 19, 2024	18	May 15, 2024	33
-4.38%	Sep 3, 2021	19	Sep 30, 2021	15	Oct 21, 2021	34

Volatility

Volatility Chart

The current ETF Goals volatility is 2.57%, 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.

ETF Goals

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.

	BND	AGG	QQQ	VNQ	USHY	VYMI	FNDF	COWZ	JEPI	SCHD	VYM	VOO	SPY	DGRO	VTI
BND	1.00	0.99	0.20	0.27	0.48	0.12	0.11	0.05	0.18	0.08	0.07	0.16	0.16	0.13	0.16
AGG	0.99	1.00	0.21	0.28	0.49	0.14	0.13	0.06	0.19	0.09	0.08	0.17	0.17	0.14	0.17
QQQ	0.20	0.21	1.00	0.54	0.67	0.57	0.58	0.53	0.64	0.54	0.54	0.91	0.91	0.67	0.90
VNQ	0.27	0.28	0.54	1.00	0.63	0.60	0.60	0.64	0.72	0.71	0.71	0.70	0.70	0.75	0.71
USHY	0.48	0.49	0.67	0.63	1.00	0.63	0.63	0.59	0.60	0.61	0.60	0.73	0.73	0.67	0.74
VYMI	0.12	0.14	0.57	0.60	0.63	1.00	0.97	0.75	0.63	0.74	0.77	0.73	0.73	0.76	0.75
FNDF	0.11	0.13	0.58	0.60	0.63	0.97	1.00	0.76	0.63	0.76	0.78	0.74	0.74	0.76	0.76
COWZ	0.05	0.06	0.53	0.64	0.59	0.75	0.76	1.00	0.68	0.87	0.89	0.75	0.75	0.85	0.78
JEPI	0.18	0.19	0.64	0.72	0.60	0.63	0.63	0.68	1.00	0.79	0.81	0.81	0.81	0.87	0.79
SCHD	0.08	0.09	0.54	0.71	0.61	0.74	0.76	0.87	0.79	1.00	0.97	0.78	0.78	0.95	0.79
VYM	0.07	0.08	0.54	0.71	0.60	0.77	0.78	0.89	0.81	0.97	1.00	0.80	0.80	0.96	0.80
VOO	0.16	0.17	0.91	0.70	0.73	0.73	0.74	0.75	0.81	0.78	0.80	1.00	1.00	0.89	0.99
SPY	0.16	0.17	0.91	0.70	0.73	0.73	0.74	0.75	0.81	0.78	0.80	1.00	1.00	0.89	0.99
DGRO	0.13	0.14	0.67	0.75	0.67	0.76	0.76	0.85	0.87	0.95	0.96	0.89	0.89	1.00	0.89
VTI	0.16	0.17	0.90	0.71	0.74	0.75	0.76	0.78	0.79	0.79	0.80	0.99	0.99	0.89	1.00

The correlation results are calculated based on daily price changes starting from May 22, 2020