Growth

The chart shows the growth of an initial investment of $10,000 in Growth, 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.

As of Jul 31, 2026, the Growth returned 12.02% Year-To-Date and 18.38% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 30, 2004, Growth's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.0%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Growth closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -12.4%.

Growth has an annualized alpha of 3.32%, beta of 1.03, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.

• This portfolio captured 120.20% of S&P 500 Index gains and 102.71% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.32% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.03 and R2 of 0.95, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Growth has an expense ratio of 0.05%, 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.

Growth ranks 27 for risk / return — above 27% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

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. Learn how to interpret the Sharpe ratio.

The current Growth Sharpe ratio is 1.24 as of Jul 31, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.12 to 1.93, 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 Growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Growth provided a 0.66% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Growth. 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 Growth was 53.32%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current Growth drawdown is 5.75%.

The chart below shows the rolling one-month volatility.