Широкие рынки
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 10% |
IAU iShares Gold Trust | Precious Metals, Gold | 15% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 43% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 22% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Широкие рынки, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Apr 18, 2025, the Широкие рынки returned 0.46% Year-To-Date and 8.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Широкие рынки | 0.46% | -2.02% | -0.77% | 11.73% | 10.68% | 8.04% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 26.50% | 9.36% | 23.19% | 39.61% | 14.30% | 10.50% |
VTI Vanguard Total Stock Market ETF | -10.40% | -6.01% | -9.47% | 5.87% | 14.30% | 10.94% |
VXUS Vanguard Total International Stock ETF | 4.37% | -4.33% | -1.26% | 9.37% | 10.00% | 4.68% |
BND Vanguard Total Bond Market ETF | 1.99% | -0.33% | 0.32% | 6.36% | -0.98% | 1.30% |
BNDX Vanguard Total International Bond ETF | 1.06% | 1.65% | 1.24% | 5.72% | 0.16% | 1.80% |
Monthly Returns
The table below presents the monthly returns of Широкие рынки, 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 | 3.15% | 0.19% | -0.99% | -1.82% | 0.46% | ||||||||
| 2024 | -0.18% | 2.81% | 3.60% | -2.29% | 3.33% | 1.26% | 2.65% | 1.96% | 2.50% | -0.98% | 2.64% | -2.41% | 15.67% |
| 2023 | 6.32% | -3.21% | 3.49% | 1.09% | -0.89% | 3.56% | 2.74% | -2.04% | -3.97% | -0.94% | 6.96% | 4.26% | 17.99% |
| 2022 | -3.82% | -0.98% | 1.00% | -6.35% | -0.27% | -5.80% | 4.99% | -3.68% | -7.34% | 3.89% | 6.96% | -2.95% | -14.49% |
| 2021 | -0.72% | 0.62% | 1.78% | 3.39% | 2.04% | -0.01% | 1.15% | 1.47% | -3.38% | 3.69% | -1.56% | 2.82% | 11.62% |
| 2020 | 0.30% | -4.70% | -9.55% | 8.81% | 3.99% | 2.47% | 5.28% | 3.81% | -2.56% | -1.45% | 7.20% | 4.40% | 17.75% |
| 2019 | 6.01% | 1.88% | 0.91% | 2.21% | -3.47% | 5.76% | 0.33% | 0.26% | 0.73% | 2.02% | 1.32% | 2.70% | 22.35% |
| 2018 | 3.82% | -3.19% | -0.66% | 0.07% | 0.68% | -0.59% | 1.65% | 0.74% | -0.02% | -4.82% | 1.37% | -3.77% | -4.95% |
| 2017 | 2.41% | 2.51% | 0.65% | 1.29% | 1.22% | 0.18% | 1.96% | 0.98% | 0.87% | 1.32% | 1.52% | 1.36% | 17.50% |
| 2016 | -2.58% | 1.53% | 4.60% | 1.53% | -0.35% | 1.63% | 3.16% | -0.31% | 0.57% | -2.02% | -0.13% | 1.14% | 8.88% |
| 2015 | 0.60% | 2.57% | -1.06% | 1.17% | 0.34% | -1.79% | -0.17% | -3.87% | -2.12% | 5.20% | -1.00% | -1.52% | -1.95% |
| 2014 | -1.75% | 4.37% | -0.17% | 0.52% | 1.07% | 2.51% | -1.75% | 2.34% | -2.96% | 0.85% | 1.07% | -0.55% | 5.44% |
Expense Ratio
Широкие рынки has an expense ratio of 0.08%, 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
With an overall rank of 82, Широкие рынки is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
VTI Vanguard Total Stock Market ETF | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
VXUS Vanguard Total International Stock ETF | 0.56 | 0.90 | 1.12 | 0.70 | 2.21 |
BND Vanguard Total Bond Market ETF | 1.31 | 1.90 | 1.23 | 0.51 | 3.37 |
BNDX Vanguard Total International Bond ETF | 1.57 | 2.27 | 1.28 | 0.66 | 7.06 |
Dividends
Dividend yield
Широкие рынки provided a 2.12% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.12% | 2.07% | 2.08% | 1.81% | 1.77% | 1.42% | 2.05% | 2.16% | 1.81% | 1.91% | 1.89% | 1.94% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.18% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
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% |
BNDX Vanguard Total International Bond ETF | 4.25% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
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 Широкие рынки. 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 Широкие рынки was 23.45%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Широкие рынки drawdown is 4.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -21.78% | Nov 15, 2021 | 231 | Oct 14, 2022 | 300 | Dec 26, 2023 | 531 |
| -12.69% | Jan 29, 2018 | 229 | Dec 24, 2018 | 73 | Apr 10, 2019 | 302 |
| -12.01% | May 18, 2015 | 171 | Jan 20, 2016 | 118 | Jul 8, 2016 | 289 |
| -10.61% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Широкие рынки volatility is 8.72%, 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
| IAU | VTI | VXUS | BNDX | BND | |
|---|---|---|---|---|---|
| IAU | 1.00 | 0.01 | 0.16 | 0.26 | 0.37 |
| VTI | 0.01 | 1.00 | 0.81 | -0.01 | -0.03 |
| VXUS | 0.16 | 0.81 | 1.00 | 0.01 | 0.02 |
| BNDX | 0.26 | -0.01 | 0.01 | 1.00 | 0.72 |
| BND | 0.37 | -0.03 | 0.02 | 0.72 | 1.00 |