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Top ETF AUM
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Top ETF AUM

Last updated Nov 15, 2024

Asset Allocation

QQQ 10%VUG 10%IWF 10%IJH 10%VGT 10%QUAL 10%VBK 10%SCHG 10%VOT 10%SPYG 10%EquityEquity
PositionCategory/SectorWeight
IJH
iShares Core S&P Mid-Cap ETF		Small Cap Growth Equities
10%
IWF
iShares Russell 1000 Growth ETF		Large Cap Growth Equities
10%
QQQ
Invesco QQQ		Large Cap Blend Equities
10%
QUAL
iShares Edge MSCI USA Quality Factor ETF		Large Cap Growth Equities
10%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
10%
SPYG
SPDR Portfolio S&P 500 Growth ETF		Large Cap Growth Equities
10%
VBK
Vanguard Small-Cap Growth ETF		Small Cap Blend Equities
10%
VGT
Vanguard Information Technology ETF		Technology Equities
10%
VOT
Vanguard Mid-Cap Growth ETF		Mid Cap Blend Equities
10%
VUG
Vanguard Growth ETF		Large Cap Growth Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Top ETF AUM, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.84%
12.31%
Top ETF AUM
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 18, 2013, corresponding to the inception date of QUAL

Returns By Period

As of Nov 15, 2024, the Top ETF AUM returned 26.41% Year-To-Date and 14.85% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Top ETF AUM26.41%3.63%13.84%35.64%17.01%14.85%
Portfolio components:
QQQ
Invesco QQQ		24.75%3.63%12.88%32.82%21.02%18.32%
VUG
Vanguard Growth ETF		31.13%4.51%16.21%38.87%19.15%15.78%
IWF
iShares Russell 1000 Growth ETF		31.07%4.18%15.72%38.66%19.46%16.53%
IJH
iShares Core S&P Mid-Cap ETF		18.10%2.56%8.35%29.59%11.86%10.25%
VGT
Vanguard Information Technology ETF		28.36%3.53%16.09%36.83%22.58%20.89%
QUAL
iShares Edge MSCI USA Quality Factor ETF		24.98%0.89%10.82%31.96%15.03%13.31%
VBK
Vanguard Small-Cap Growth ETF		18.38%4.83%11.99%33.34%8.93%9.51%
SCHG
Schwab U.S. Large-Cap Growth ETF		33.21%4.48%16.57%40.95%20.47%16.71%
VOT
Vanguard Mid-Cap Growth ETF		18.84%3.87%11.52%31.04%11.87%10.82%
SPYG
SPDR Portfolio S&P 500 Growth ETF		34.20%3.80%16.65%40.68%17.76%15.19%

Monthly Returns

The table below presents the monthly returns of Top ETF AUM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.02%6.42%2.44%-4.91%5.52%4.46%0.38%1.54%2.28%-0.57%26.41%
20239.16%-1.44%5.04%0.25%3.30%7.00%3.57%-1.81%-5.49%-3.08%10.52%5.90%36.51%
2022-9.20%-3.05%3.32%-11.42%-1.77%-8.59%12.03%-4.51%-10.03%6.29%5.13%-7.22%-27.80%
2021-0.36%1.91%1.66%5.72%-0.98%5.03%2.43%3.30%-5.28%7.89%-0.38%2.32%25.09%
20201.50%-7.14%-12.25%14.66%7.47%3.80%6.62%7.88%-3.82%-1.99%11.77%5.12%34.76%
20199.37%4.44%2.40%4.43%-6.72%7.12%1.95%-1.75%0.65%2.52%4.31%2.85%35.33%
20186.06%-2.53%-1.72%-0.04%4.63%0.71%2.51%5.32%0.08%-8.99%1.07%-9.04%-3.25%
20173.20%3.87%0.91%1.86%2.23%-0.17%2.37%0.94%1.68%3.49%2.74%0.60%26.40%
2016-6.38%-0.05%7.46%-0.95%2.69%-0.61%5.15%0.28%0.67%-2.54%2.89%1.24%9.56%
2015-1.71%6.45%-1.18%0.36%1.80%-1.76%2.48%-6.09%-2.89%8.18%0.68%-2.40%3.10%
2014-2.54%5.27%-1.09%-0.76%2.91%2.86%-1.64%4.66%-2.08%2.92%3.03%-0.57%13.29%
20130.07%-1.84%4.64%4.00%2.73%2.99%13.10%

Expense Ratio

Top ETF AUM has an expense ratio of 0.10%, 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.

QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IWF
iShares Russell 1000 Growth ETF
Expense ratio chart for IWF: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VBK
Vanguard Small-Cap Growth ETF
Expense ratio chart for VBK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VOT
Vanguard Mid-Cap Growth ETF
Expense ratio chart for VOT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IJH
iShares Core S&P Mid-Cap ETF
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Top ETF AUM is 50, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Top ETF AUM is 5050
Combined Rank
The Sharpe Ratio Rank of Top ETF AUM is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of Top ETF AUM is 4545Sortino Ratio Rank
The Omega Ratio Rank of Top ETF AUM is 5252Omega Ratio Rank
The Calmar Ratio Rank of Top ETF AUM is 5656Calmar Ratio Rank
The Martin Ratio Rank of Top ETF AUM is 4747Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Top ETF AUM
Sharpe ratio
The chart of Sharpe ratio for Top ETF AUM, currently valued at 2.31, compared to the broader market0.002.004.006.002.31
Sortino ratio
The chart of Sortino ratio for Top ETF AUM, currently valued at 3.05, compared to the broader market-2.000.002.004.006.003.05
Omega ratio
The chart of Omega ratio for Top ETF AUM, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.802.001.42
Calmar ratio
The chart of Calmar ratio for Top ETF AUM, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.29
Martin ratio
The chart of Martin ratio for Top ETF AUM, currently valued at 13.35, compared to the broader market0.0010.0020.0030.0040.0050.0013.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ		1.912.551.352.438.85
VUG
Vanguard Growth ETF		2.333.031.433.0011.86
IWF
iShares Russell 1000 Growth ETF		2.333.021.432.9211.52
IJH
iShares Core S&P Mid-Cap ETF		1.892.671.332.8011.00
VGT
Vanguard Information Technology ETF		1.782.321.322.438.76
QUAL
iShares Edge MSCI USA Quality Factor ETF		2.553.531.474.1715.95
VBK
Vanguard Small-Cap Growth ETF		1.822.521.311.149.29
SCHG
Schwab U.S. Large-Cap Growth ETF		2.423.141.443.3013.16
VOT
Vanguard Mid-Cap Growth ETF		2.152.911.371.3012.50
SPYG
SPDR Portfolio S&P 500 Growth ETF		2.413.121.442.9812.72

Sharpe Ratio

The current Top ETF AUM Sharpe ratio is 2.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.73, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Top ETF AUM with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.31
2.66
Top ETF AUM
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Top ETF AUM provided a 0.68% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.68%0.82%0.95%0.62%0.78%1.06%1.29%1.10%1.32%1.27%1.20%1.02%
Portfolio components:
QQQ
Invesco QQQ		0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
VUG
Vanguard Growth ETF		0.48%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
IWF
iShares Russell 1000 Growth ETF		0.51%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%1.29%
IJH
iShares Core S&P Mid-Cap ETF		1.24%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%1.34%1.29%
VGT
Vanguard Information Technology ETF		0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
QUAL
iShares Edge MSCI USA Quality Factor ETF		0.99%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
VBK
Vanguard Small-Cap Growth ETF		0.60%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
VOT
Vanguard Mid-Cap Growth ETF		0.68%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%0.61%
SPYG
SPDR Portfolio S&P 500 Growth ETF		0.65%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%1.42%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.32%
-0.87%
Top ETF AUM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Top ETF AUM. 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 Top ETF AUM was 33.63%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Top ETF AUM drawdown is 1.32%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.63%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-32.24%Nov 22, 2021226Oct 14, 2022322Jan 29, 2024548
-22.01%Aug 30, 201880Dec 24, 201870Apr 5, 2019150
-16.13%Jul 21, 2015143Feb 11, 2016104Jul 12, 2016247
-10.88%Jul 17, 202414Aug 5, 202445Oct 8, 202459

Volatility

Volatility Chart

The current Top ETF AUM volatility is 4.76%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
3.81%
Top ETF AUM
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IJHVBKQUALVOTVGTQQQSPYGSCHGVUGIWF
IJH1.000.920.840.880.730.710.760.770.770.77
VBK0.921.000.830.940.810.800.820.840.840.84
QUAL0.840.831.000.890.880.880.930.920.920.93
VOT0.880.940.891.000.860.860.890.910.910.91
VGT0.730.810.880.861.000.960.940.950.950.95
QQQ0.710.800.880.860.961.000.960.970.970.97
SPYG0.760.820.930.890.940.961.000.980.980.98
SCHG0.770.840.920.910.950.970.981.000.990.99
VUG0.770.840.920.910.950.970.980.991.000.99
IWF0.770.840.930.910.950.970.980.990.991.00
The correlation results are calculated based on daily price changes starting from Jul 19, 2013