Top ETF AUM

Asset Allocation

Position	Category/Sector	Target Weight
IJH iShares Core S&P Mid-Cap ETF	Mid Cap Blend Equities	10%
IWF iShares Russell 1000 Growth ETF	Large Cap Growth Equities	10%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	10%
QUAL iShares MSCI USA Quality Factor ETF	Large Cap Blend Equities	10%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	S&P 500, Large Cap Growth Equities	10%
VBK Vanguard Small-Cap Growth ETF	Small Cap Growth Equities	10%
VGT Vanguard Information Technology ETF	Technology Equities	10%
VOT Vanguard Mid-Cap Growth ETF	Mid Cap Growth Equities	10%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 Every 3 months.

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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 Apr 2, 2026, the Top ETF AUM returned -4.82% Year-To-Date and 15.33% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Top ETF AUM	0.26%	-3.43%	-4.82%	-4.52%	18.33%	18.90%	10.35%	15.33%
Portfolio components:
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
VUG Vanguard Growth ETF	0.11%	-3.66%	-9.29%	-8.34%	17.67%	21.67%	11.69%	16.20%
IWF iShares Russell 1000 Growth ETF	-0.02%	-4.07%	-9.06%	-8.66%	17.67%	21.30%	12.41%	16.66%
IJH iShares Core S&P Mid-Cap ETF	0.12%	-3.56%	3.54%	4.74%	15.97%	12.42%	6.78%	10.69%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
QUAL iShares MSCI USA Quality Factor ETF	0.20%	-4.31%	-2.54%	-1.12%	13.24%	17.00%	10.75%	13.06%
VBK Vanguard Small-Cap Growth ETF	0.82%	-2.87%	1.84%	2.19%	20.13%	13.10%	2.50%	10.71%
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-3.86%	-9.70%	-8.38%	16.03%	22.25%	12.77%	17.00%
VOT Vanguard Mid-Cap Growth ETF	0.33%	-4.74%	-6.17%	-11.38%	5.73%	11.14%	4.37%	10.84%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.06%	-3.24%	-6.85%	-5.33%	22.30%	22.14%	12.55%	15.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 19, 2013, Top ETF AUM's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.7%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Top ETF AUM closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -12.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.50%	-1.15%	-5.40%	1.28%									-4.82%
2025	2.74%	-3.48%	-7.44%	0.67%	7.99%	5.98%	2.76%	1.47%	3.95%	2.85%	-1.29%	-0.33%	16.00%
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%

Benchmark Metrics

Top ETF AUM has an annualized alpha of 1.95%, beta of 1.10, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since July 19, 2013.

This portfolio captured 115.19% of S&P 500 Index gains and 101.92% of its losses — amplifying both gains and losses, but participating more in upside than downside.
With beta of 1.10 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.

Alpha: 1.95%

Beta: 1.10

R²: 0.95

Upside Capture: 115.19%

Downside Capture: 101.92%

Expense Ratio

Top ETF AUM has an expense ratio of 0.09%, 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.

IWF

iShares Russell 1000 Growth ETF

QQQ

Invesco QQQ ETF

QUAL

iShares 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

SCHG

Schwab U.S. Large-Cap Growth ETF

SPYG

State Street SPDR Portfolio S&P 500 Growth ETF

VUG

Vanguard Growth ETF

Return for Risk

Risk / Return Rank

Top ETF AUM ranks 25 for risk / return — below 25% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.85	0.88	-0.03
Sortino ratio Return per unit of downside risk	1.35	1.37	-0.01
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.01
Calmar ratio Return relative to maximum drawdown	1.49	1.39	+0.10
Martin ratio Return relative to average drawdown	5.99	6.43	-0.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
VUG Vanguard Growth ETF	38	0.78	1.27	1.18	1.13	3.90
IWF iShares Russell 1000 Growth ETF	39	0.79	1.30	1.18	1.14	3.83
IJH iShares Core S&P Mid-Cap ETF	40	0.76	1.21	1.17	1.26	5.39
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
QUAL iShares MSCI USA Quality Factor ETF	40	0.76	1.21	1.17	1.21	5.43
VBK Vanguard Small-Cap Growth ETF	45	0.83	1.31	1.17	1.52	6.01
SCHG Schwab U.S. Large-Cap Growth ETF	35	0.72	1.19	1.17	1.04	3.47
VOT Vanguard Mid-Cap Growth ETF	19	0.27	0.54	1.07	0.43	1.32
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	55	1.00	1.57	1.22	1.69	6.49

Sharpe Ratio

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 0.85
5-Year: 0.50
10-Year: 0.75
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 1.00 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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.

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Dividends

Dividend yield

Top ETF AUM provided a 0.63% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.63%	0.60%	0.66%	0.82%	0.95%	0.62%	0.78%	1.06%	1.29%	1.10%	1.32%	1.27%
Portfolio components:
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
IWF iShares Russell 1000 Growth ETF	0.39%	0.36%	0.46%	0.67%	0.91%	0.49%	0.66%	0.99%	1.27%	1.10%	1.43%	1.37%
IJH iShares Core S&P Mid-Cap ETF	1.30%	1.36%	1.33%	1.46%	1.68%	1.18%	1.28%	1.63%	1.72%	1.19%	1.60%	1.56%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
QUAL iShares MSCI USA Quality Factor ETF	0.98%	0.94%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%
VBK Vanguard Small-Cap Growth ETF	0.52%	0.54%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VOT Vanguard Mid-Cap Growth ETF	0.71%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.57%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%

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 7.40%.

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	55	Jun 27, 2025	107
-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 indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	IJH	VBK	VOT	VGT	QUAL	QQQ	SPYG	VUG	SCHG	IWF	Portfolio
Benchmark	1.00	0.86	0.85	0.90	0.89	0.97	0.91	0.95	0.94	0.94	0.95	0.96
IJH	0.86	1.00	0.92	0.87	0.72	0.84	0.71	0.75	0.75	0.76	0.76	0.85
VBK	0.85	0.92	1.00	0.94	0.80	0.83	0.79	0.81	0.83	0.83	0.83	0.91
VOT	0.90	0.87	0.94	1.00	0.85	0.88	0.85	0.88	0.89	0.89	0.89	0.95
VGT	0.89	0.72	0.80	0.85	1.00	0.87	0.96	0.94	0.95	0.95	0.95	0.95
QUAL	0.97	0.84	0.83	0.88	0.87	1.00	0.88	0.92	0.91	0.91	0.92	0.94
QQQ	0.91	0.71	0.79	0.85	0.96	0.88	1.00	0.96	0.97	0.97	0.97	0.95
SPYG	0.95	0.75	0.81	0.88	0.94	0.92	0.96	1.00	0.98	0.98	0.98	0.97
VUG	0.94	0.75	0.83	0.89	0.95	0.91	0.97	0.98	1.00	0.99	0.99	0.98
SCHG	0.94	0.76	0.83	0.89	0.95	0.91	0.97	0.98	0.99	1.00	0.99	0.98
IWF	0.95	0.76	0.83	0.89	0.95	0.92	0.97	0.98	0.99	0.99	1.00	0.98
Portfolio	0.96	0.85	0.91	0.95	0.95	0.94	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

Top ETF AUM

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table