[Core] Global Port
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VCIT Vanguard Intermediate-Term Corporate Bond ETF | Corporate Bonds | 18.13% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 13.86% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 8.01% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [Core] Global Port, 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 Nov 23, 2009, corresponding to the inception date of VCIT
Returns By Period
As of Sep 14, 2024, the [Core] Global Port returned 13.72% Year-To-Date and 9.09% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| [Core] Global Port | 13.72% | 1.41% | 8.39% | 22.19% | 10.52% | 9.09% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.69% | 1.48% | 9.48% | 27.32% | 14.42% | 12.30% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 6.16% | 1.98% | 7.54% | 13.36% | 1.78% | 3.18% |
VEA Vanguard FTSE Developed Markets ETF | 9.36% | 1.53% | 5.30% | 16.87% | 7.65% | 5.38% |
VWO Vanguard FTSE Emerging Markets ETF | 8.69% | -0.60% | 7.06% | 13.48% | 4.46% | 2.99% |
Monthly Returns
The table below presents the monthly returns of [Core] Global Port, 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 | 0.22% | 3.59% | 2.86% | -3.42% | 4.03% | 1.91% | 2.12% | 2.06% | 13.72% | ||||
| 2023 | 6.84% | -3.04% | 2.77% | 1.11% | -0.73% | 5.06% | 3.18% | -2.32% | -4.09% | -2.62% | 8.51% | 4.97% | 20.37% |
| 2022 | -4.58% | -2.42% | 1.17% | -7.78% | 0.37% | -6.98% | 6.98% | -3.78% | -8.57% | 5.39% | 6.83% | -4.16% | -17.65% |
| 2021 | -0.21% | 2.06% | 2.28% | 3.78% | 1.00% | 1.67% | 0.87% | 2.01% | -3.61% | 4.48% | -1.82% | 3.08% | 16.43% |
| 2020 | -0.50% | -5.92% | -13.02% | 10.39% | 4.78% | 2.71% | 4.86% | 5.20% | -2.61% | -1.58% | 10.08% | 4.22% | 17.36% |
| 2019 | 7.44% | 2.48% | 1.54% | 3.01% | -4.87% | 5.89% | 0.47% | -1.30% | 1.48% | 2.15% | 2.51% | 2.84% | 25.71% |
| 2018 | 4.27% | -3.70% | -1.21% | 0.03% | 1.36% | -0.17% | 2.77% | 1.58% | 0.02% | -6.41% | 1.60% | -6.20% | -6.47% |
| 2017 | 2.15% | 2.71% | 0.70% | 1.28% | 1.35% | 0.71% | 2.13% | 0.48% | 1.69% | 1.78% | 1.87% | 1.31% | 19.73% |
| 2016 | -4.56% | -0.24% | 6.63% | 0.97% | 0.75% | 0.74% | 3.56% | 0.21% | 0.54% | -1.78% | 1.61% | 1.60% | 10.06% |
| 2015 | -1.00% | 4.43% | -0.97% | 1.51% | 0.32% | -1.85% | 0.75% | -5.61% | -2.16% | 6.17% | 0.07% | -1.97% | -0.81% |
| 2014 | -2.94% | 4.20% | 0.61% | 0.52% | 2.01% | 2.00% | -1.46% | 3.10% | -2.65% | 1.98% | 1.54% | -0.93% | 7.99% |
| 2013 | 3.68% | 0.58% | 2.56% | 2.18% | 0.08% | -2.18% | 4.42% | -2.55% | 4.29% | 3.57% | 1.63% | 1.82% | 21.68% |
Expense Ratio
[Core] Global Port has an expense ratio of 0.04%, 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 [Core] Global Port is 55, 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 | 2.06 | 2.77 | 1.37 | 1.91 | 9.79 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 2.04 | 3.06 | 1.36 | 0.75 | 8.78 |
VEA Vanguard FTSE Developed Markets ETF | 1.37 | 1.94 | 1.24 | 1.09 | 6.54 |
VWO Vanguard FTSE Emerging Markets ETF | 1.01 | 1.47 | 1.18 | 0.49 | 4.97 |
Dividends
Dividend yield
[Core] Global Port granted a 2.23% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| [Core] Global Port | 2.23% | 2.26% | 2.28% | 1.90% | 1.79% | 2.36% | 2.57% | 2.18% | 2.37% | 2.46% | 2.40% | 2.35% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.06% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.23% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VWO Vanguard FTSE Emerging Markets ETF | 3.15% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
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 [Core] Global Port. 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 [Core] Global Port was 30.16%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current [Core] Global Port drawdown is 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -24.6% | Nov 9, 2021 | 235 | Oct 14, 2022 | 328 | Feb 6, 2024 | 563 |
| -18.16% | May 2, 2011 | 108 | Oct 3, 2011 | 99 | Feb 24, 2012 | 207 |
| -15.51% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
| -14.7% | May 22, 2015 | 183 | Feb 11, 2016 | 106 | Jul 14, 2016 | 289 |
Volatility
Volatility Chart
The current [Core] Global Port volatility is 3.47%, 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
| VCIT | VTI | VWO | VEA | |
|---|---|---|---|---|
| VCIT | 1.00 | 0.01 | 0.04 | 0.05 |
| VTI | 0.01 | 1.00 | 0.73 | 0.83 |
| VWO | 0.04 | 0.73 | 1.00 | 0.81 |
| VEA | 0.05 | 0.83 | 0.81 | 1.00 |