Mom
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mom, 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 every 3 months.
The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA
Returns By Period
As of Apr 19, 2025, the Mom returned -5.42% Year-To-Date and 7.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Mom | -5.42% | -5.17% | -6.61% | 6.53% | 10.46% | 7.59% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.99% | -0.67% | 0.27% | 6.51% | -0.95% | 1.35% |
ILCB iShares Morningstar U.S. Equity ETF | -10.05% | -6.70% | -9.34% | 7.58% | 14.49% | 10.95% |
ILCG iShares Morningstar Growth ETF | -13.99% | -7.04% | -10.32% | 9.47% | 13.77% | 13.10% |
ILCV iShares Morningstar Value ETF | -5.38% | -6.14% | -7.78% | 6.04% | 12.87% | 8.76% |
VEA Vanguard FTSE Developed Markets ETF | 6.62% | -3.03% | -0.16% | 9.43% | 11.39% | 5.16% |
IMCB iShares Morningstar Mid-Cap ETF | -7.62% | -5.92% | -9.16% | 4.28% | 12.98% | 7.82% |
IXC iShares Global Energy ETF | -2.12% | -10.21% | -7.81% | -10.51% | 21.26% | 3.88% |
IMCG iShares Morningstar Mid-Cap Growth ETF | -9.55% | -5.97% | -8.71% | 5.01% | 11.51% | 9.85% |
IMCV iShares Morningstar Mid-Cap ETF | -5.76% | -6.11% | -9.72% | 3.55% | 15.78% | 7.64% |
ISCG iShares Morningstar Small-Cap Growth ETF | -13.73% | -7.61% | -14.50% | 0.24% | 7.86% | 6.48% |
ISCB iShares Morningstar Small-Cap ETF | -13.19% | -8.26% | -14.56% | -0.52% | 10.73% | 5.08% |
ISCV iShares Morningstar Small Cap Value ETF | -13.58% | -9.31% | -14.93% | -1.89% | 15.30% | 4.60% |
VWO Vanguard FTSE Emerging Markets ETF | -1.58% | -6.26% | -7.19% | 9.30% | 7.40% | 2.77% |
VNQ Vanguard Real Estate ETF | -1.51% | -3.89% | -9.16% | 14.48% | 7.50% | 4.69% |
Monthly Returns
The table below presents the monthly returns of Mom, 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 | 2.66% | -0.43% | -3.28% | -4.33% | -5.42% | ||||||||
| 2024 | -0.14% | 3.46% | 3.04% | -3.81% | 3.63% | 1.45% | 2.61% | 1.93% | 1.81% | -1.54% | 4.99% | -3.62% | 14.24% |
| 2023 | 6.69% | -2.75% | 1.75% | 0.79% | -1.14% | 5.27% | 2.93% | -2.09% | -4.02% | -2.95% | 8.12% | 5.37% | 18.44% |
| 2022 | -4.36% | -1.64% | 1.74% | -7.33% | 0.61% | -7.26% | 7.32% | -3.44% | -8.43% | 5.97% | 5.71% | -4.28% | -15.79% |
| 2021 | -0.29% | 2.49% | 2.03% | 3.84% | 0.82% | 1.82% | 0.79% | 1.91% | -3.14% | 4.74% | -1.87% | 3.10% | 17.17% |
| 2020 | -0.37% | -6.08% | -12.02% | 10.28% | 4.25% | 1.61% | 4.07% | 4.55% | -2.72% | -2.06% | 10.80% | 3.54% | 14.37% |
| 2019 | 7.21% | 2.48% | 1.39% | 2.65% | -4.56% | 5.44% | 0.68% | -1.14% | 1.45% | 1.56% | 2.55% | 2.34% | 23.85% |
| 2018 | 3.41% | -3.56% | -0.78% | 0.25% | 1.67% | 0.35% | 2.22% | 1.86% | 0.04% | -5.87% | 1.44% | -6.35% | -5.73% |
| 2017 | 1.63% | 2.57% | 0.38% | 0.92% | 1.02% | 0.74% | 1.69% | 0.21% | 1.88% | 1.53% | 1.99% | 1.19% | 16.93% |
| 2016 | -4.24% | 0.15% | 5.92% | 0.86% | 1.02% | 0.75% | 3.27% | 0.05% | 0.37% | -1.98% | 2.12% | 1.62% | 10.00% |
| 2015 | -1.25% | 3.87% | -0.69% | 0.71% | 0.57% | -1.89% | 1.10% | -4.98% | -2.17% | 6.15% | 0.07% | -1.87% | -0.85% |
| 2014 | -2.29% | 3.76% | 0.54% | 0.60% | 1.91% | 1.96% | -1.55% | 3.00% | -2.31% | 1.98% | 1.55% | -0.31% | 8.96% |
Expense Ratio
Mom has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mom is 46, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.31 | 1.90 | 1.23 | 0.51 | 3.37 |
ILCB iShares Morningstar U.S. Equity ETF | 0.31 | 0.56 | 1.08 | 0.31 | 1.35 |
ILCG iShares Morningstar Growth ETF | 0.22 | 0.48 | 1.07 | 0.24 | 0.90 |
ILCV iShares Morningstar Value ETF | 0.40 | 0.66 | 1.10 | 0.42 | 1.97 |
VEA Vanguard FTSE Developed Markets ETF | 0.55 | 0.89 | 1.12 | 0.70 | 2.13 |
IMCB iShares Morningstar Mid-Cap ETF | 0.21 | 0.41 | 1.06 | 0.19 | 0.74 |
IXC iShares Global Energy ETF | -0.45 | -0.46 | 0.93 | -0.51 | -1.55 |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.15 | 0.35 | 1.05 | 0.14 | 0.53 |
IMCV iShares Morningstar Mid-Cap ETF | 0.27 | 0.49 | 1.07 | 0.24 | 0.91 |
ISCG iShares Morningstar Small-Cap Growth ETF | -0.05 | 0.10 | 1.01 | -0.04 | -0.14 |
ISCB iShares Morningstar Small-Cap ETF | -0.04 | 0.10 | 1.01 | -0.04 | -0.14 |
ISCV iShares Morningstar Small Cap Value ETF | -0.06 | 0.07 | 1.01 | -0.05 | -0.18 |
VWO Vanguard FTSE Emerging Markets ETF | 0.51 | 0.85 | 1.11 | 0.48 | 1.67 |
VNQ Vanguard Real Estate ETF | 0.79 | 1.17 | 1.15 | 0.55 | 2.79 |
Dividends
Dividend yield
Mom provided a 2.29% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.29% | 2.19% | 2.14% | 2.14% | 1.67% | 1.81% | 2.27% | 2.32% | 1.98% | 2.18% | 2.29% | 2.15% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.72% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
ILCB iShares Morningstar U.S. Equity ETF | 1.37% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% | 1.86% |
ILCG iShares Morningstar Growth ETF | 0.58% | 0.50% | 0.69% | 0.76% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% | 0.87% |
ILCV iShares Morningstar Value ETF | 2.16% | 2.00% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% | 2.44% |
VEA Vanguard FTSE Developed Markets ETF | 3.07% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
IMCB iShares Morningstar Mid-Cap ETF | 1.59% | 1.43% | 1.55% | 1.70% | 1.08% | 1.12% | 1.32% | 1.80% | 1.31% | 1.79% | 1.47% | 1.40% |
IXC iShares Global Energy ETF | 4.66% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.85% | 0.78% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% |
IMCV iShares Morningstar Mid-Cap ETF | 2.68% | 2.36% | 2.30% | 2.36% | 1.86% | 2.61% | 2.45% | 2.61% | 1.87% | 2.09% | 2.29% | 1.95% |
ISCG iShares Morningstar Small-Cap Growth ETF | 0.99% | 0.84% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% |
ISCB iShares Morningstar Small-Cap ETF | 1.54% | 1.31% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% | 1.18% |
ISCV iShares Morningstar Small Cap Value ETF | 2.34% | 2.01% | 2.21% | 2.12% | 1.95% | 2.01% | 2.36% | 2.48% | 1.74% | 2.49% | 2.60% | 2.40% |
VWO Vanguard FTSE Emerging Markets ETF | 3.27% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VNQ Vanguard Real Estate ETF | 4.18% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
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 Mom. 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 Mom was 45.56%, occurring on Mar 9, 2009. Recovery took 470 trading sessions.
The current Mom drawdown is 9.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.56% | Nov 1, 2007 | 339 | Mar 9, 2009 | 470 | Jan 18, 2011 | 809 |
| -29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -22.34% | Nov 9, 2021 | 235 | Oct 14, 2022 | 326 | Feb 2, 2024 | 561 |
| -16.24% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -14.8% | Sep 24, 2018 | 64 | Dec 24, 2018 | 68 | Apr 3, 2019 | 132 |
Volatility
Volatility Chart
The current Mom volatility is 10.02%, 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
| BND | VNQ | IXC | VWO | ILCG | VEA | ISCG | IMCG | ILCV | ISCV | ILCB | IMCV | ISCB | IMCB | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.02 | -0.19 | -0.11 | -0.11 | -0.10 | -0.13 | -0.11 | -0.18 | -0.18 | -0.15 | -0.17 | -0.16 | -0.15 |
| VNQ | 0.02 | 1.00 | 0.43 | 0.52 | 0.59 | 0.59 | 0.62 | 0.63 | 0.66 | 0.70 | 0.66 | 0.70 | 0.70 | 0.72 |
| IXC | -0.19 | 0.43 | 1.00 | 0.65 | 0.55 | 0.71 | 0.57 | 0.59 | 0.71 | 0.67 | 0.62 | 0.69 | 0.64 | 0.66 |
| VWO | -0.11 | 0.52 | 0.65 | 1.00 | 0.70 | 0.82 | 0.66 | 0.69 | 0.69 | 0.65 | 0.72 | 0.67 | 0.67 | 0.71 |
| ILCG | -0.11 | 0.59 | 0.55 | 0.70 | 1.00 | 0.76 | 0.82 | 0.88 | 0.75 | 0.70 | 0.89 | 0.71 | 0.77 | 0.83 |
| VEA | -0.10 | 0.59 | 0.71 | 0.82 | 0.76 | 1.00 | 0.72 | 0.75 | 0.80 | 0.74 | 0.81 | 0.76 | 0.75 | 0.79 |
| ISCG | -0.13 | 0.62 | 0.57 | 0.66 | 0.82 | 0.72 | 1.00 | 0.91 | 0.74 | 0.84 | 0.80 | 0.79 | 0.90 | 0.87 |
| IMCG | -0.11 | 0.63 | 0.59 | 0.69 | 0.88 | 0.75 | 0.91 | 1.00 | 0.76 | 0.79 | 0.85 | 0.79 | 0.86 | 0.90 |
| ILCV | -0.18 | 0.66 | 0.71 | 0.69 | 0.75 | 0.80 | 0.74 | 0.76 | 1.00 | 0.85 | 0.87 | 0.89 | 0.83 | 0.86 |
| ISCV | -0.18 | 0.70 | 0.67 | 0.65 | 0.70 | 0.74 | 0.84 | 0.79 | 0.85 | 1.00 | 0.80 | 0.92 | 0.95 | 0.90 |
| ILCB | -0.15 | 0.66 | 0.62 | 0.72 | 0.89 | 0.81 | 0.80 | 0.85 | 0.87 | 0.80 | 1.00 | 0.83 | 0.83 | 0.89 |
| IMCV | -0.17 | 0.70 | 0.69 | 0.67 | 0.71 | 0.76 | 0.79 | 0.79 | 0.89 | 0.92 | 0.83 | 1.00 | 0.89 | 0.91 |
| ISCB | -0.16 | 0.70 | 0.64 | 0.67 | 0.77 | 0.75 | 0.90 | 0.86 | 0.83 | 0.95 | 0.83 | 0.89 | 1.00 | 0.92 |
| IMCB | -0.15 | 0.72 | 0.66 | 0.71 | 0.83 | 0.79 | 0.87 | 0.90 | 0.86 | 0.90 | 0.89 | 0.91 | 0.92 | 1.00 |