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Di's bogle

Last updated Feb 24, 2024

Asset Allocation


BND 30%VGSH 10%VTI 60%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

30%

VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

60%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Di's bogle, 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


200.00%250.00%300.00%350.00%SeptemberOctoberNovemberDecember2024February
237.32%
360.01%
Di's bogle
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGSH

Returns

As of Feb 24, 2024, the Di's bogle returned 3.21% Year-To-Date and 7.96% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Di's bogle3.21%2.29%10.88%18.08%8.78%7.92%
VGSH
Vanguard Short-Term Treasury ETF
-0.21%-0.28%2.69%4.17%1.13%0.94%
VTI
Vanguard Total Stock Market ETF
6.23%4.08%16.20%28.34%13.77%11.99%
BND
Vanguard Total Bond Market ETF
-1.58%-0.43%3.28%3.61%0.45%1.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.67%
20232.20%-1.33%-3.65%-2.01%7.09%4.39%

Sharpe Ratio

The current Di's bogle Sharpe ratio is 2.12. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.12

The Sharpe ratio of Di's bogle lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.12
2.23
Di's bogle
Benchmark (^GSPC)
Portfolio components

Dividend yield

Di's bogle granted a 2.12% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Di's bogle2.12%2.12%1.89%1.39%1.69%2.11%2.25%1.90%1.99%2.03%1.94%1.92%
VGSH
Vanguard Short-Term Treasury ETF
3.46%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BND
Vanguard Total Bond Market ETF
3.19%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Expense Ratio

The Di's bogle has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Di's bogle
2.12
VGSH
Vanguard Short-Term Treasury ETF
1.48
VTI
Vanguard Total Stock Market ETF
2.15
BND
Vanguard Total Bond Market ETF
0.48

Asset Correlations Table

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

VTIBNDVGSH
VTI1.00-0.15-0.17
BND-0.151.000.65
VGSH-0.170.651.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Di's bogle
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Di's bogle. 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 Di's bogle was 21.53%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.53%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-20.48%Dec 28, 2021202Oct 14, 2022325Feb 1, 2024527
-11.56%Sep 21, 201865Dec 24, 201856Mar 18, 2019121
-11.15%Jul 8, 201161Oct 3, 201174Jan 19, 2012135
-8.92%Apr 26, 201049Jul 2, 201068Oct 8, 2010117

Volatility Chart

The current Di's bogle volatility is 2.74%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.74%
3.90%
Di's bogle
Benchmark (^GSPC)
Portfolio components
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