Top ETF AUM

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Top ETF AUM

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
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%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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

Returns By Period

As of May 23, 2025, the Top ETF AUM returned -1.15% Year-To-Date and 13.77% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
Top ETF AUM	-1.15%	11.58%	-2.30%	12.49%	15.81%	13.77%
Portfolio components:
QQQ Invesco QQQ	0.69%	13.08%	1.94%	13.99%	18.22%	17.53%
VUG Vanguard Growth ETF	-0.34%	13.33%	1.37%	16.77%	17.33%	15.04%
IWF iShares Russell 1000 Growth ETF	-1.66%	12.87%	0.30%	15.47%	17.68%	15.60%
IJH iShares Core S&P Mid-Cap ETF	-3.93%	7.28%	-10.07%	2.52%	13.64%	8.48%
VGT Vanguard Information Technology ETF	-3.03%	16.06%	-2.88%	12.12%	19.49%	19.66%
QUAL iShares Edge MSCI USA Quality Factor ETF	-1.05%	7.42%	-3.29%	7.44%	15.04%	12.15%
VBK Vanguard Small-Cap Growth ETF	-6.19%	9.22%	-11.67%	5.38%	7.43%	7.61%
SCHG Schwab U.S. Large-Cap Growth ETF	-2.16%	12.47%	-0.70%	15.15%	18.47%	15.63%
VOT Vanguard Mid-Cap Growth ETF	4.90%	10.89%	-0.73%	15.61%	12.13%	10.11%
SPYG SPDR Portfolio S&P 500 Growth ETF	0.85%	13.12%	2.92%	18.59%	16.88%	14.67%

*Annualized

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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.74%	-3.48%	-7.44%	0.67%	6.98%								-1.15%
2024	1.02%	6.42%	2.44%	-4.91%	5.52%	4.46%	0.38%	1.54%	2.28%	-0.57%	7.70%	-2.14%	26.11%
2023	9.16%	-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%
2020	1.50%	-7.14%	-12.25%	14.66%	7.47%	3.80%	6.62%	7.88%	-3.82%	-1.99%	11.77%	5.12%	34.76%
2019	9.37%	4.44%	2.40%	4.43%	-6.72%	7.12%	1.95%	-1.75%	0.65%	2.52%	4.31%	2.85%	35.33%
2018	6.06%	-2.53%	-1.72%	-0.04%	4.63%	0.71%	2.51%	5.32%	0.08%	-8.99%	1.07%	-9.04%	-3.25%
2017	3.20%	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%	-0.06%	7.46%	-0.95%	2.69%	-0.61%	5.15%	0.29%	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%

Expense Ratio

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

QQQ

Invesco QQQ

IWF

iShares Russell 1000 Growth ETF

QUAL

iShares Edge MSCI USA Quality Factor ETF

VGT

Vanguard Information Technology ETF

VBK

Vanguard Small-Cap Growth ETF

VOT

Vanguard Mid-Cap Growth ETF

IJH

iShares Core S&P Mid-Cap ETF

VUG

Vanguard Growth ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

SPYG

SPDR Portfolio S&P 500 Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Top ETF AUM is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQ Invesco QQQ	0.53	0.92	1.13	0.60	1.95
VUG Vanguard Growth ETF	0.65	1.07	1.15	0.72	2.43
IWF iShares Russell 1000 Growth ETF	0.61	0.99	1.14	0.64	2.12
IJH iShares Core S&P Mid-Cap ETF	0.06	0.18	1.02	0.01	0.04
VGT Vanguard Information Technology ETF	0.40	0.77	1.11	0.45	1.46
QUAL iShares Edge MSCI USA Quality Factor ETF	0.39	0.66	1.09	0.39	1.45
VBK Vanguard Small-Cap Growth ETF	0.15	0.33	1.04	0.10	0.30
SCHG Schwab U.S. Large-Cap Growth ETF	0.59	0.98	1.14	0.63	2.10
VOT Vanguard Mid-Cap Growth ETF	0.64	1.01	1.14	0.64	2.26
SPYG SPDR Portfolio S&P 500 Growth ETF	0.74	1.16	1.16	0.83	2.79

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.

Top ETF AUM Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.51
5-Year: 0.74
10-Year: 0.66
All Time: 0.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, 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 Top ETF AUM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Top ETF AUM provided a 0.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.67%	0.66%	0.82%	0.95%	0.62%	0.78%	1.06%	1.29%	1.10%	1.32%	1.27%	1.20%
Portfolio components:
QQQ Invesco QQQ	0.58%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
VUG Vanguard Growth ETF	0.48%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%
IWF iShares Russell 1000 Growth ETF	0.45%	0.46%	0.67%	0.91%	0.49%	0.66%	0.99%	1.27%	1.10%	1.43%	1.37%	1.33%
IJH iShares Core S&P Mid-Cap ETF	1.39%	1.33%	1.46%	1.68%	1.18%	1.28%	1.63%	1.72%	1.19%	1.60%	1.56%	1.34%
VGT Vanguard Information Technology ETF	0.53%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
QUAL iShares Edge MSCI USA Quality Factor ETF	1.04%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%	1.35%
VBK Vanguard Small-Cap Growth ETF	0.57%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%	1.01%
SCHG Schwab U.S. Large-Cap Growth ETF	0.42%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%
VOT Vanguard Mid-Cap Growth ETF	0.66%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%	0.79%
SPYG SPDR Portfolio S&P 500 Growth ETF	0.61%	0.60%	1.15%	1.03%	0.62%	0.90%	1.36%	1.51%	1.41%	1.55%	1.57%	1.37%

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.

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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 5.61%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.63%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-32.24%	Nov 22, 2021	226	Oct 14, 2022	322	Jan 29, 2024	548
-22.53%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-22.01%	Aug 30, 2018	80	Dec 24, 2018	70	Apr 5, 2019	150
-16.13%	Jul 21, 2015	143	Feb 11, 2016	104	Jul 12, 2016	247

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	IJH	VBK	VOT	VGT	QUAL	QQQ	SPYG	SCHG	VUG	IWF	Portfolio
^GSPC	1.00	0.87	0.86	0.90	0.89	0.97	0.90	0.95	0.94	0.94	0.95	0.96
IJH	0.87	1.00	0.92	0.88	0.73	0.84	0.72	0.76	0.77	0.76	0.77	0.85
VBK	0.86	0.92	1.00	0.94	0.81	0.83	0.80	0.82	0.84	0.84	0.84	0.91
VOT	0.90	0.88	0.94	1.00	0.86	0.89	0.86	0.89	0.90	0.90	0.90	0.95
VGT	0.89	0.73	0.81	0.86	1.00	0.88	0.96	0.94	0.95	0.95	0.95	0.95
QUAL	0.97	0.84	0.83	0.89	0.88	1.00	0.88	0.93	0.92	0.92	0.93	0.95
QQQ	0.90	0.72	0.80	0.86	0.96	0.88	1.00	0.96	0.97	0.97	0.97	0.95
SPYG	0.95	0.76	0.82	0.89	0.94	0.93	0.96	1.00	0.98	0.98	0.98	0.97
SCHG	0.94	0.77	0.84	0.90	0.95	0.92	0.97	0.98	1.00	0.99	0.99	0.98
VUG	0.94	0.76	0.84	0.90	0.95	0.92	0.97	0.98	0.99	1.00	0.99	0.98
IWF	0.95	0.77	0.84	0.90	0.95	0.93	0.97	0.98	0.99	0.99	1.00	0.98
Portfolio	0.96	0.85	0.91	0.95	0.95	0.95	0.95	0.97	0.98	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from Jul 19, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

Top ETF AUM

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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