Merr
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Merr, 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 Feb 7, 2019, corresponding to the inception date of VFSAX
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% |
| Merr | 7.93% | 3.51% | 8.76% | 12.70% | 8.92% | N/A |
| Portfolio components: | ||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 14.04% | -1.36% | 11.14% | 20.73% | 14.11% | 12.60% |
VVIAX Vanguard Value Index Fund Admiral Shares | 11.60% | 2.84% | 10.35% | 15.55% | 10.67% | 10.03% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 7.48% | 9.86% | 9.75% | 13.47% | 9.54% | 9.49% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 8.75% | 6.93% | 9.87% | 15.30% | 10.22% | 8.81% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.77% | 6.91% | 5.81% | 8.37% | 3.78% | 5.56% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 5.13% | 0.82% | 6.38% | 8.70% | 6.73% | 4.62% |
VTRIX Vanguard International Value Fund | 2.75% | -0.12% | 4.20% | 3.63% | 5.91% | 3.58% |
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 3.47% | 1.25% | 6.31% | 6.72% | 5.11% | N/A |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 6.42% | -0.77% | 8.90% | 7.01% | 3.46% | 2.52% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | -1.78% | 3.43% | 2.80% | 2.55% | -3.23% | 0.45% |
Monthly Returns
The table below presents the monthly returns of Merr, 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 | -1.69% | 3.46% | 3.75% | -4.24% | 4.08% | -0.40% | 7.93% | ||||||
| 2023 | 7.64% | -3.07% | -0.83% | 0.35% | -2.73% | 6.53% | 4.21% | -3.40% | -4.59% | -3.84% | 8.50% | 7.31% | 15.71% |
| 2022 | -3.96% | -1.36% | 1.59% | -6.46% | 1.07% | -8.58% | 7.06% | -3.70% | -9.74% | 7.92% | 7.59% | -4.28% | -13.98% |
| 2021 | 0.83% | 5.14% | 3.96% | 3.80% | 2.20% | -0.01% | -0.18% | 2.04% | -3.59% | 4.46% | -2.91% | 5.15% | 22.45% |
| 2020 | -2.57% | -8.48% | -18.31% | 10.89% | 4.01% | 2.38% | 4.14% | 4.49% | -3.19% | -0.60% | 14.27% | 5.69% | 8.78% |
| 2019 | 2.81% | 0.15% | 3.07% | -6.29% | 6.20% | 0.30% | -2.78% | 2.89% | 2.30% | 2.20% | 3.28% | 14.42% |
Expense Ratio
Merr has an expense ratio of 0.11%, 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 Merr is 19, indicating that it is in the bottom 19% 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 | |
|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.72 | 2.42 | 1.30 | 1.71 | 6.84 |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.51 | 2.18 | 1.26 | 1.52 | 4.77 |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 0.70 | 1.16 | 1.13 | 0.53 | 2.09 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 0.91 | 1.41 | 1.16 | 0.93 | 2.86 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.35 | 0.64 | 1.08 | 0.19 | 0.91 |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 0.70 | 1.08 | 1.13 | 0.50 | 2.02 |
VTRIX Vanguard International Value Fund | 0.30 | 0.50 | 1.06 | 0.22 | 0.70 |
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 0.49 | 0.79 | 1.09 | 0.23 | 1.25 |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 0.59 | 0.91 | 1.11 | 0.25 | 1.45 |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | 0.21 | 0.44 | 1.05 | 0.09 | 0.55 |
Dividends
Dividend yield
Merr granted a 2.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Merr | 2.34% | 2.39% | 2.30% | 2.28% | 1.86% | 2.48% | 2.79% | 1.98% | 2.17% | 2.17% | 2.10% | 1.97% |
| Portfolio components: | ||||||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.33% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.39% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.51% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.06% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.04% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% | 3.70% | 2.61% |
VTRIX Vanguard International Value Fund | 2.71% | 2.78% | 2.75% | 4.35% | 1.58% | 2.96% | 6.24% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 2.84% | 3.06% | 2.22% | 2.67% | 1.85% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 3.16% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% | 2.76% |
VGRLX Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares | 3.81% | 3.74% | 0.56% | 6.49% | 0.92% | 7.76% | 4.62% | 3.86% | 5.17% | 2.84% | 4.08% | 3.27% |
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 Merr. 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 Merr was 38.36%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Merr drawdown is 2.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.36% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -23.46% | Jan 5, 2022 | 186 | Sep 30, 2022 | 352 | Feb 27, 2024 | 538 |
| -6.7% | May 6, 2019 | 19 | May 31, 2019 | 23 | Jul 3, 2019 | 42 |
| -6.54% | Nov 9, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
| -6.24% | Jul 25, 2019 | 15 | Aug 14, 2019 | 20 | Sep 12, 2019 | 35 |
Volatility
Volatility Chart
The current Merr volatility is 3.40%, 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
| VGSLX | VEMAX | VGRLX | VTMSX | VVIAX | VFIAX | VSIAX | VFSAX | VTRIX | VTMGX | |
|---|---|---|---|---|---|---|---|---|---|---|
| VGSLX | 1.00 | 0.43 | 0.61 | 0.68 | 0.70 | 0.68 | 0.71 | 0.59 | 0.58 | 0.61 |
| VEMAX | 0.43 | 1.00 | 0.72 | 0.57 | 0.58 | 0.66 | 0.58 | 0.82 | 0.82 | 0.76 |
| VGRLX | 0.61 | 0.72 | 1.00 | 0.60 | 0.63 | 0.65 | 0.62 | 0.84 | 0.80 | 0.82 |
| VTMSX | 0.68 | 0.57 | 0.60 | 1.00 | 0.84 | 0.79 | 0.98 | 0.73 | 0.75 | 0.74 |
| VVIAX | 0.70 | 0.58 | 0.63 | 0.84 | 1.00 | 0.85 | 0.90 | 0.74 | 0.78 | 0.78 |
| VFIAX | 0.68 | 0.66 | 0.65 | 0.79 | 0.85 | 1.00 | 0.80 | 0.79 | 0.79 | 0.82 |
| VSIAX | 0.71 | 0.58 | 0.62 | 0.98 | 0.90 | 0.80 | 1.00 | 0.74 | 0.78 | 0.76 |
| VFSAX | 0.59 | 0.82 | 0.84 | 0.73 | 0.74 | 0.79 | 0.74 | 1.00 | 0.93 | 0.95 |
| VTRIX | 0.58 | 0.82 | 0.80 | 0.75 | 0.78 | 0.79 | 0.78 | 0.93 | 1.00 | 0.96 |
| VTMGX | 0.61 | 0.76 | 0.82 | 0.74 | 0.78 | 0.82 | 0.76 | 0.95 | 0.96 | 1.00 |