Vanguard

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Vanguard

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Feb 15, 2018, corresponding to the inception date of VFMO

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	7.94%	-2.79%	10.16%	14.45%	10.68%
Vanguard	-1.24%	10.21%	-2.24%	12.91%	16.83%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	-0.85%	8.20%	-2.10%	11.60%	16.18%	12.64%
VOOG Vanguard S&P 500 Growth ETF	0.20%	12.39%	2.32%	17.55%	16.67%	14.67%
VONG Vanguard Russell 1000 Growth ETF	-2.53%	11.81%	-0.62%	14.51%	17.61%	15.72%
VYM Vanguard High Dividend Yield ETF	0.26%	4.29%	-3.53%	10.02%	14.06%	9.59%
VGT Vanguard Information Technology ETF	-4.17%	14.69%	-4.02%	10.80%	19.21%	19.68%
VTI Vanguard Total Stock Market ETF	-1.30%	8.20%	-3.22%	11.11%	15.52%	11.97%
VUG Vanguard Growth ETF	-1.35%	12.19%	0.35%	15.60%	17.10%	15.05%
VFMO Vanguard U.S. Momentum Factor ETF	-1.26%	9.87%	-8.09%	9.77%	16.02%	N/A

*Annualized

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
2025	2.53%	-2.32%	-7.09%	0.26%	5.86%								-1.24%
2024	1.89%	6.03%	2.75%	-4.52%	5.70%	4.41%	0.69%	1.99%	2.20%	-0.43%	6.82%	-1.93%	28.04%
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%	7.46%	-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%	0.87%	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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VFMO

Vanguard U.S. Momentum Factor ETF

VOOG

Vanguard S&P 500 Growth ETF

VGT

Vanguard Information Technology ETF

VONG

Vanguard Russell 1000 Growth ETF

VYM

Vanguard High Dividend Yield ETF

VUG

Vanguard Growth ETF

VOO

Vanguard S&P 500 ETF

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Vanguard is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	0.60	0.88	1.13	0.56	2.13
VOOG Vanguard S&P 500 Growth ETF	0.70	1.09	1.15	0.77	2.57
VONG Vanguard Russell 1000 Growth ETF	0.58	0.93	1.13	0.59	1.95
VYM Vanguard High Dividend Yield ETF	0.63	0.82	1.11	0.56	2.18
VGT Vanguard Information Technology ETF	0.36	0.70	1.10	0.40	1.29
VTI Vanguard Total Stock Market ETF	0.55	0.82	1.12	0.51	1.90
VUG Vanguard Growth ETF	0.62	0.98	1.14	0.65	2.19
VFMO Vanguard U.S. Momentum Factor ETF	0.38	0.59	1.08	0.32	0.99

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.58
5-Year: 0.85
All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Vanguard compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Vanguard provided a 1.06% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.06%	1.01%	1.24%	1.45%	1.03%	1.22%	1.53%	1.67%	1.37%	1.56%	1.62%	1.43%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.31%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
VOOG Vanguard S&P 500 Growth ETF	0.56%	0.49%	1.12%	0.93%	0.53%	0.88%	1.26%	1.34%	1.32%	1.47%	1.56%	1.28%
VONG Vanguard Russell 1000 Growth ETF	0.55%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%	1.43%
VYM Vanguard High Dividend Yield ETF	2.90%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
VGT Vanguard Information Technology ETF	0.54%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
VTI Vanguard Total Stock Market ETF	1.32%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%
VUG Vanguard Growth ETF	0.48%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%
VFMO Vanguard U.S. Momentum Factor ETF	0.83%	0.72%	0.89%	1.72%	0.81%	0.45%	1.23%	0.70%	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.

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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 5.17%.

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
-21.32%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-21.04%	Oct 2, 2018	58	Dec 24, 2018	75	Apr 12, 2019	133
-10.55%	Jul 17, 2024	14	Aug 5, 2024	35	Sep 24, 2024	49

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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	VYM	VFMO	VGT	VUG	VONG	VOOG	VTI	VOO	Portfolio
^GSPC	1.00	0.84	0.84	0.91	0.94	0.94	0.95	0.99	1.00	0.98
VYM	0.84	1.00	0.73	0.62	0.64	0.65	0.68	0.84	0.84	0.77
VFMO	0.84	0.73	1.00	0.80	0.81	0.81	0.81	0.87	0.84	0.89
VGT	0.91	0.62	0.80	1.00	0.97	0.97	0.96	0.90	0.91	0.95
VUG	0.94	0.64	0.81	0.97	1.00	1.00	0.99	0.93	0.94	0.97
VONG	0.94	0.65	0.81	0.97	1.00	1.00	0.99	0.93	0.94	0.97
VOOG	0.95	0.68	0.81	0.96	0.99	0.99	1.00	0.94	0.95	0.98
VTI	0.99	0.84	0.87	0.90	0.93	0.93	0.94	1.00	0.99	0.98
VOO	1.00	0.84	0.84	0.91	0.94	0.94	0.95	0.99	1.00	0.98
Portfolio	0.98	0.77	0.89	0.95	0.97	0.97	0.98	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from Feb 16, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Vanguard

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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