Core
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Core, 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 Sep 26, 2019, corresponding to the inception date of AVUV
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% |
| Core | 7.33% | 1.07% | 8.25% | 13.41% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.04% |
VEU Vanguard FTSE All-World ex-US ETF | 5.62% | 0.21% | 6.96% | 8.49% | 5.95% | 4.09% |
AVUV Avantis U.S. Small Cap Value ETF | 9.60% | 10.21% | 10.86% | 20.54% | N/A | N/A |
AVDV Avantis International Small Cap Value ETF | 7.48% | 2.18% | 8.94% | 13.29% | N/A | N/A |
EWA iShares MSCI-Australia ETF | 1.89% | 0.37% | 4.68% | 8.83% | 5.57% | 3.52% |
FPADX Fidelity Emerging Markets Index Fund | 5.77% | -1.02% | 9.59% | 5.94% | 2.56% | 2.24% |
Monthly Returns
The table below presents the monthly returns of Core, 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 | -1.59% | 3.19% | 3.53% | -4.01% | 4.74% | 0.89% | 7.33% | ||||||
| 2023 | 9.19% | -4.66% | 0.75% | 0.80% | -2.95% | 5.97% | 4.46% | -3.80% | -3.64% | -3.37% | 8.46% | 7.47% | 18.59% |
| 2022 | -5.13% | 0.10% | 3.83% | -7.24% | 0.96% | -9.48% | 6.89% | -3.48% | -10.01% | 6.33% | 10.42% | -4.38% | -12.88% |
| 2021 | 0.45% | 3.99% | 2.65% | 3.85% | 2.43% | 0.00% | -0.78% | 1.84% | -3.57% | 5.06% | -4.31% | 4.16% | 16.38% |
| 2020 | -2.70% | -8.40% | -18.73% | 11.42% | 5.22% | 4.84% | 4.38% | 5.60% | -3.57% | -0.42% | 13.57% | 6.11% | 13.55% |
| 2019 | -0.25% | 2.37% | 2.08% | 3.18% | 7.56% |
Expense Ratio
Core has an expense ratio of 0.22%, 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 is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
VEU Vanguard FTSE All-World ex-US ETF | 0.70 | 1.06 | 1.12 | 0.46 | 2.01 |
AVUV Avantis U.S. Small Cap Value ETF | 1.09 | 1.71 | 1.19 | 1.67 | 4.15 |
AVDV Avantis International Small Cap Value ETF | 0.94 | 1.40 | 1.16 | 0.91 | 3.51 |
EWA iShares MSCI-Australia ETF | 0.49 | 0.79 | 1.09 | 0.45 | 1.58 |
FPADX Fidelity Emerging Markets Index Fund | 0.44 | 0.71 | 1.08 | 0.17 | 1.02 |
Dividends
Dividend yield
Core granted a 2.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Core | 2.64% | 2.65% | 3.14% | 2.82% | 1.69% | 2.49% | 3.14% | 2.42% | 2.39% | 2.91% | 2.73% | 2.53% |
| 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% |
VEU Vanguard FTSE All-World ex-US ETF | 3.10% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
AVUV Avantis U.S. Small Cap Value ETF | 1.57% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.14% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWA iShares MSCI-Australia ETF | 3.93% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% | 4.68% |
FPADX Fidelity Emerging Markets Index Fund | 2.53% | 2.68% | 2.47% | 2.14% | 1.50% | 2.59% | 2.20% | 1.88% | 1.69% | 2.47% | 2.03% | 2.15% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Core. 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 was 39.29%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Core drawdown is 3.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.29% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -24.04% | Nov 9, 2021 | 225 | Sep 30, 2022 | 306 | Dec 19, 2023 | 531 |
| -5.07% | Jun 15, 2021 | 24 | Jul 19, 2021 | 32 | Sep 1, 2021 | 56 |
| -4.99% | Apr 10, 2024 | 8 | Apr 19, 2024 | 16 | May 13, 2024 | 24 |
| -4.98% | Sep 7, 2021 | 10 | Sep 20, 2021 | 22 | Oct 20, 2021 | 32 |
Volatility
Volatility Chart
The current Core volatility is 3.42%, 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
| FPADX | AVUV | VTI | EWA | AVDV | VEU | |
|---|---|---|---|---|---|---|
| FPADX | 1.00 | 0.55 | 0.67 | 0.69 | 0.71 | 0.85 |
| AVUV | 0.55 | 1.00 | 0.77 | 0.71 | 0.76 | 0.72 |
| VTI | 0.67 | 0.77 | 1.00 | 0.78 | 0.76 | 0.83 |
| EWA | 0.69 | 0.71 | 0.78 | 1.00 | 0.84 | 0.88 |
| AVDV | 0.71 | 0.76 | 0.76 | 0.84 | 1.00 | 0.91 |
| VEU | 0.85 | 0.72 | 0.83 | 0.88 | 0.91 | 1.00 |