Vanguard
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VFMO Vanguard U.S. Momentum Factor ETF | All Cap Equities | 12.50% |
VGT Vanguard Information Technology ETF | Technology Equities | 12.50% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 12.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 12.50% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 12.50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 12.50% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 12.50% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard, 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 Feb 15, 2018, corresponding to the inception date of VFMO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Vanguard | 21.94% | 2.12% | 9.74% | 34.98% | 17.14% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.99% | 2.22% | 9.79% | 31.67% | 15.68% | 13.16% |
VOOG Vanguard S&P 500 Growth ETF | 27.03% | 1.53% | 12.16% | 36.85% | 17.11% | 14.88% |
VONG Vanguard Russell 1000 Growth ETF | 23.59% | 1.54% | 10.45% | 38.16% | 19.35% | 16.30% |
VYM Vanguard High Dividend Yield ETF | 16.36% | 3.36% | 7.92% | 23.37% | 10.97% | 10.01% |
VGT Vanguard Information Technology ETF | 20.21% | 0.16% | 10.04% | 38.71% | 22.90% | 20.50% |
VTI Vanguard Total Stock Market ETF | 19.74% | 2.53% | 9.19% | 31.01% | 14.89% | 12.58% |
VUG Vanguard Growth ETF | 23.21% | 1.26% | 10.56% | 37.81% | 18.71% | 15.44% |
VFMO Vanguard U.S. Momentum Factor ETF | 23.38% | 4.26% | 6.86% | 41.35% | 15.52% | N/A |
Monthly Returns
The table below presents the monthly returns of Vanguard, 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 | 1.89% | 6.03% | 2.75% | -4.52% | 5.70% | 4.41% | 0.69% | 1.99% | 21.94% | ||||
| 2023 | 6.71% | -1.85% | 4.30% | 0.77% | 2.13% | 6.66% | 3.37% | -1.78% | -5.19% | -2.50% | 10.17% | 5.28% | 30.53% |
| 2022 | -6.88% | -2.90% | 3.57% | -9.99% | -0.21% | -8.51% | 10.32% | -3.96% | -9.47% | 7.89% | 4.79% | -6.52% | -21.97% |
| 2021 | 0.04% | 2.33% | 2.67% | 5.17% | 0.05% | 3.85% | 2.04% | 3.31% | -4.80% | 7.45% | -0.27% | 3.08% | 27.33% |
| 2020 | 1.17% | -7.55% | -11.97% | 13.53% | 6.07% | 3.49% | 6.25% | 7.89% | -3.80% | -2.74% | 11.56% | 4.52% | 28.33% |
| 2019 | 8.25% | 4.36% | 2.13% | 4.04% | -6.18% | 6.91% | 1.86% | -1.42% | 0.88% | 2.22% | 3.88% | 2.92% | 33.28% |
| 2018 | -0.20% | -2.26% | 0.15% | 4.11% | 0.37% | 3.01% | 4.78% | 0.24% | -7.99% | 1.01% | -8.88% | -6.46% |
Expense Ratio
Vanguard has an expense ratio of 0.07%, 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 Vanguard is 62, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.49 | 3.33 | 1.45 | 2.73 | 15.67 |
VOOG Vanguard S&P 500 Growth ETF | 2.18 | 2.86 | 1.39 | 1.75 | 11.13 |
VONG Vanguard Russell 1000 Growth ETF | 2.24 | 2.91 | 1.40 | 2.44 | 11.16 |
VYM Vanguard High Dividend Yield ETF | 2.12 | 2.97 | 1.37 | 2.35 | 12.16 |
VGT Vanguard Information Technology ETF | 1.85 | 2.42 | 1.32 | 2.54 | 9.13 |
VTI Vanguard Total Stock Market ETF | 2.38 | 3.17 | 1.43 | 2.21 | 14.56 |
VUG Vanguard Growth ETF | 2.18 | 2.84 | 1.39 | 2.02 | 11.15 |
VFMO Vanguard U.S. Momentum Factor ETF | 2.10 | 2.77 | 1.35 | 1.75 | 12.60 |
Dividends
Dividend yield
Vanguard granted a 1.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard | 1.06% | 1.24% | 1.45% | 1.03% | 1.22% | 1.53% | 1.67% | 1.37% | 1.56% | 1.62% | 1.43% | 1.42% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VOOG Vanguard S&P 500 Growth ETF | 0.70% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
VONG Vanguard Russell 1000 Growth ETF | 0.61% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
VYM Vanguard High Dividend Yield ETF | 2.83% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VFMO Vanguard U.S. Momentum Factor ETF | 0.62% | 0.89% | 1.72% | 0.81% | 0.45% | 1.22% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Vanguard. 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 Vanguard was 33.35%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Vanguard drawdown is 0.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -27.11% | Dec 28, 2021 | 202 | Oct 14, 2022 | 295 | Dec 18, 2023 | 497 |
| -21.04% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -10.55% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -9.92% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
Volatility
Volatility Chart
The current Vanguard volatility is 5.29%, 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
| VYM | VFMO | VGT | VUG | VONG | VOOG | VOO | VTI | |
|---|---|---|---|---|---|---|---|---|
| VYM | 1.00 | 0.73 | 0.63 | 0.65 | 0.65 | 0.69 | 0.84 | 0.84 |
| VFMO | 0.73 | 1.00 | 0.80 | 0.81 | 0.81 | 0.80 | 0.84 | 0.87 |
| VGT | 0.63 | 0.80 | 1.00 | 0.97 | 0.97 | 0.96 | 0.91 | 0.90 |
| VUG | 0.65 | 0.81 | 0.97 | 1.00 | 1.00 | 0.99 | 0.94 | 0.93 |
| VONG | 0.65 | 0.81 | 0.97 | 1.00 | 1.00 | 0.99 | 0.94 | 0.93 |
| VOOG | 0.69 | 0.80 | 0.96 | 0.99 | 0.99 | 1.00 | 0.95 | 0.94 |
| VOO | 0.84 | 0.84 | 0.91 | 0.94 | 0.94 | 0.95 | 1.00 | 0.99 |
| VTI | 0.84 | 0.87 | 0.90 | 0.93 | 0.93 | 0.94 | 0.99 | 1.00 |