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ETF Goals
Performance
Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Asset Allocation


BND 5%AGG 5%USHY 1%VOO 25%SCHD 15%VTI 10%QQQ 10%JEPI 5%DGRO 5%SPY 3%VYM 3%FNDF 3%VYMI 3%COWZ 2%VNQ 5%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
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%

S&P 500

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


40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
63.65%
68.47%
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-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%
ETF Goals1.93%-4.31%14.86%15.15%N/AN/A
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.38%11.62%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%13.18%12.27%
SPY
SPDR S&P 500 ETF
4.50%-5.00%18.41%21.87%13.11%12.19%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%18.03%17.83%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
JEPI
JPMorgan Equity Premium Income ETF
2.56%-2.91%9.39%8.80%N/AN/A
VYM
Vanguard High Dividend Yield ETF
4.44%-2.64%16.34%11.81%9.16%9.57%
DGRO
iShares Core Dividend Growth ETF
4.07%-2.81%16.07%12.28%10.82%N/A
COWZ
Pacer US Cash Cows 100 ETF
6.55%-3.41%14.42%19.74%15.59%N/A
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.05%1.21%
AGG
iShares Core U.S. Aggregate Bond ETF
-3.04%-2.20%5.52%-0.55%-0.06%1.25%
USHY
iShares Broad USD High Yield Corporate Bond ETF
0.11%-1.68%9.24%8.57%3.35%N/A
VNQ
Vanguard Real Estate ETF
-9.83%-6.59%11.41%-0.01%2.17%5.01%
FNDF
Schwab Fundamental International Large Company Index ETF
1.84%-2.94%15.06%10.87%7.13%4.67%
VYMI
Vanguard International High Dividend Yield ETF
1.45%-2.24%13.94%10.35%5.71%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.59%3.34%3.14%
2023-4.18%-2.52%7.96%5.09%

Expense Ratio

The ETF Goals features an expense ratio of 0.10%, falling within the medium range. 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%0.49%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.09%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%
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.


ETF Goals
Sharpe ratio
The chart of Sharpe ratio for ETF Goals, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.43
Sortino ratio
The chart of Sortino ratio for ETF Goals, currently valued at 2.13, compared to the broader market-2.000.002.004.006.002.13
Omega ratio
The chart of Omega ratio for ETF Goals, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for ETF Goals, currently valued at 1.23, compared to the broader market0.002.004.006.008.001.23
Martin ratio
The chart of Martin ratio for ETF Goals, currently valued at 5.21, compared to the broader market0.0010.0020.0030.0040.005.21
^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
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
SPY
SPDR S&P 500 ETF
1.822.651.321.567.54
QQQ
Invesco QQQ
1.902.671.321.389.67
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
JEPI
JPMorgan Equity Premium Income ETF
1.231.751.221.355.47
VYM
Vanguard High Dividend Yield ETF
1.011.521.181.123.33
DGRO
iShares Core Dividend Growth ETF
1.191.761.211.023.70
COWZ
Pacer US Cash Cows 100 ETF
1.342.011.221.656.45
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
AGG
iShares Core U.S. Aggregate Bond ETF
-0.04-0.001.00-0.01-0.09
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.482.281.270.988.17
VNQ
Vanguard Real Estate ETF
-0.050.061.01-0.03-0.15
FNDF
Schwab Fundamental International Large Company Index ETF
0.871.311.161.103.26
VYMI
Vanguard International High Dividend Yield ETF
0.831.241.151.073.09

Sharpe Ratio

The current ETF Goals Sharpe ratio is 1.43. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.43

The Sharpe ratio of ETF Goals 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
1.43
1.66
ETF Goals
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF Goals granted a 2.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF Goals2.63%2.62%2.80%2.07%2.28%2.18%2.41%2.00%2.13%2.06%1.86%1.73%
VTI
Vanguard Total Stock Market ETF
1.44%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
1.41%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
1.36%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
0.64%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
7.69%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
2.95%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
2.39%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
1.87%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
3.36%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
3.40%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
6.81%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
4.37%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
3.35%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
5.01%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.94%
-5.46%
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 4.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.85%Jan 5, 2022194Oct 12, 2022295Dec 14, 2023489
-7.82%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.59%Jun 9, 202014Jun 26, 202017Jul 22, 202031
-4.94%Apr 1, 202415Apr 19, 2024
-4.38%Sep 3, 202119Sep 30, 202115Oct 21, 202134

Volatility

Volatility Chart

The current ETF Goals volatility is 2.77%, 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
2.77%
3.15%
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.

BNDAGGQQQVNQUSHYVYMIFNDFCOWZJEPISCHDVYMDGROVOOSPYVTI
BND1.000.990.190.250.460.100.080.030.160.060.050.110.140.140.15
AGG0.991.000.200.250.470.110.100.050.170.080.060.120.160.160.16
QQQ0.190.201.000.550.670.580.590.550.660.570.550.690.910.910.90
VNQ0.250.250.551.000.630.600.600.640.720.710.720.750.710.710.72
USHY0.460.470.670.631.000.630.630.600.600.610.610.670.730.730.74
VYMI0.100.110.580.600.631.000.970.750.630.750.770.760.740.740.75
FNDF0.080.100.590.600.630.971.000.770.630.770.780.770.750.750.76
COWZ0.030.050.550.640.600.750.771.000.690.880.890.860.770.770.79
JEPI0.160.170.660.720.600.630.630.691.000.790.810.870.820.820.80
SCHD0.060.080.570.710.610.750.770.880.791.000.970.950.810.810.81
VYM0.050.060.550.720.610.770.780.890.810.971.000.960.810.810.81
DGRO0.110.120.690.750.670.760.770.860.870.950.961.000.900.900.90
VOO0.140.160.910.710.730.740.750.770.820.810.810.901.001.000.99
SPY0.140.160.910.710.730.740.750.770.820.810.810.901.001.000.99
VTI0.150.160.900.720.740.750.760.790.800.810.810.900.990.991.00