2024-08-20
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
2024-08-20
Last updated Jan 8, 2025
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024-08-20, 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.
2024-08-20
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is May 26, 2021, corresponding to the inception date of PVAL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| 2024-08-20 | 0.89% | -4.13% | 1.42% | 18.43% | N/A | N/A |
| Portfolio components: | ||||||
FCNTX Fidelity Contrafund Fund | 1.95% | -2.28% | 7.44% | 37.90% | 16.63% | 14.24% |
FLPSX Fidelity Low-Priced Stock Fund | 0.61% | -4.09% | -6.87% | -1.02% | -1.56% | 0.44% |
FDSVX Fidelity Growth Discovery Fund | 1.49% | -5.46% | -8.12% | 16.85% | 8.94% | 10.38% |
PVAL Putnam Focused Large Cap Value ETF | 0.35% | -5.02% | 3.33% | 19.57% | N/A | N/A |
FDVV Fidelity High Dividend ETF | 0.36% | -2.77% | 7.43% | 21.61% | 12.84% | N/A |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.59% | -8.57% | -14.57% | 3.44% | 2.57% | 3.09% |
FFLC Fidelity Fundamental Large Cap Core ETF | 1.50% | -2.67% | 5.80% | 30.61% | N/A | N/A |
BRK-B Berkshire Hathaway Inc. | -0.08% | -3.74% | 10.33% | 23.02% | 14.70% | 11.75% |
FDVLX Fidelity Value Fund | 0.88% | -18.24% | -6.35% | -3.45% | 5.37% | 4.25% |
JQUA JPMorgan U.S. Quality Factor ETF | 0.12% | -4.75% | 8.12% | 21.09% | 14.21% | N/A |
XMHQ | 0.42% | -8.29% | 4.08% | 18.06% | N/A | N/A |
VOO | 0.48% | -2.81% | 6.64% | 25.77% | N/A | N/A |
SMH | 4.90% | 2.64% | -7.15% | 48.39% | N/A | N/A |
INCO Columbia India Consumer ETF | 0.26% | -3.89% | -7.26% | 12.28% | 14.15% | 9.42% |
COWZ Pacer US Cash Cows 100 ETF | 0.97% | -5.25% | 7.66% | 11.48% | 15.59% | N/A |
FDIVX Fidelity Diversified International Fund | 1.28% | -7.60% | -5.70% | 5.25% | 4.38% | 5.93% |
TSM | 7.05% | 4.47% | 15.37% | 109.71% | N/A | N/A |
GRPM Invesco S&P MidCap 400® GARP ETF | 0.97% | -6.30% | 2.37% | 18.06% | 12.52% | 9.92% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 1.26% | -0.44% | 1.08% | 14.09% | 9.55% | 8.93% |
AAPL Apple Inc | -3.28% | -0.26% | 6.16% | 31.17% | 26.50% | 25.59% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.07% | 0.35% | 2.49% | 5.23% | N/A | N/A |
FAGIX Fidelity Capital & Income Fund | 0.79% | -1.82% | 4.52% | 11.49% | 4.30% | 5.11% |
FBND Fidelity Total Bond ETF | -0.40% | -2.59% | 1.15% | 2.61% | 0.64% | 2.09% |
FFRHX Fidelity Floating Rate High Income Fund | 0.11% | -0.19% | 4.06% | 8.01% | 5.32% | 4.79% |
*Annualized
Monthly Returns
The table below presents the monthly returns of 2024-08-20, 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 | 2.33% | 5.81% | 3.85% | -3.35% | 4.69% | 1.67% | 2.00% | 1.78% | 0.14% | -1.49% | 4.13% | -4.55% | 17.72% |
| 2023 | 5.58% | -2.26% | 1.67% | 1.17% | -0.07% | 5.74% | 3.05% | -0.94% | -4.28% | -2.37% | 7.23% | 3.90% | 19.19% |
| 2022 | -3.25% | -1.08% | 2.86% | -6.50% | 1.03% | -8.32% | 7.26% | -3.20% | -7.91% | 7.47% | 5.99% | -4.77% | -11.57% |
| 2021 | 0.46% | 0.94% | 0.77% | 1.59% | -4.07% | 4.62% | -1.87% | 2.64% | 4.94% |
Expense Ratio
2024-08-20 features an expense ratio of 0.50%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
FDVLX
Fidelity Value FundRisk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2024-08-20 is 45, 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 | |
|---|---|---|---|---|---|
FCNTX Fidelity Contrafund Fund | 2.27 | 3.04 | 1.42 | 3.32 | 13.99 |
FLPSX Fidelity Low-Priced Stock Fund | -0.03 | 0.06 | 1.01 | -0.02 | -0.07 |
FDSVX Fidelity Growth Discovery Fund | 0.80 | 1.10 | 1.17 | 0.92 | 2.28 |
PVAL Putnam Focused Large Cap Value ETF | 1.80 | 2.50 | 1.32 | 2.70 | 8.88 |
FDVV Fidelity High Dividend ETF | 2.15 | 2.93 | 1.40 | 3.94 | 14.34 |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.26 | 0.47 | 1.06 | 0.21 | 0.57 |
FFLC Fidelity Fundamental Large Cap Core ETF | 2.19 | 2.99 | 1.40 | 3.30 | 14.64 |
BRK-B Berkshire Hathaway Inc. | 1.72 | 2.45 | 1.31 | 3.25 | 7.43 |
FDVLX Fidelity Value Fund | -0.10 | 0.02 | 1.00 | -0.09 | -0.35 |
JQUA JPMorgan U.S. Quality Factor ETF | 1.74 | 2.39 | 1.32 | 3.21 | 9.65 |
XMHQ | 0.97 | 1.46 | 1.17 | 1.70 | 3.72 |
VOO | 2.01 | 2.69 | 1.38 | 2.99 | 13.04 |
SMH | 1.35 | 1.87 | 1.24 | 1.89 | 4.59 |
INCO Columbia India Consumer ETF | 0.85 | 1.33 | 1.15 | 0.76 | 1.86 |
COWZ Pacer US Cash Cows 100 ETF | 0.89 | 1.33 | 1.16 | 1.41 | 3.34 |
FDIVX Fidelity Diversified International Fund | 0.39 | 0.61 | 1.08 | 0.37 | 1.32 |
TSM | 2.73 | 3.39 | 1.41 | 4.47 | 15.14 |
GRPM Invesco S&P MidCap 400® GARP ETF | 1.00 | 1.50 | 1.18 | 1.67 | 3.80 |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 1.27 | 1.73 | 1.23 | 1.44 | 6.42 |
AAPL Apple Inc | 1.39 | 2.05 | 1.26 | 1.88 | 4.88 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.67 | 499.18 | 500.18 | 511.81 | 8,124.68 |
FAGIX Fidelity Capital & Income Fund | 2.22 | 3.22 | 1.45 | 1.56 | 12.95 |
FBND Fidelity Total Bond ETF | 0.41 | 0.60 | 1.07 | 0.21 | 1.23 |
FFRHX Fidelity Floating Rate High Income Fund | 3.25 | 9.70 | 3.33 | 9.27 | 43.48 |
2024-08-20
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
2024-08-20 provided a 2.45% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.45% | 2.46% | 1.98% | 3.04% | 2.31% | 2.10% | 1.87% | 2.42% | 1.81% | 1.11% | 2.37% | 2.69% |
| Portfolio components: | ||||||||||||
FCNTX Fidelity Contrafund Fund | 4.07% | 4.15% | 0.48% | 13.65% | 10.80% | 8.01% | 4.16% | 9.14% | 5.54% | 0.30% | 0.31% | 7.55% |
FLPSX Fidelity Low-Priced Stock Fund | 6.00% | 6.03% | 2.02% | 1.20% | 1.54% | 1.77% | 1.77% | 1.94% | 1.45% | 1.20% | 5.15% | 6.91% |
FDSVX Fidelity Growth Discovery Fund | 0.00% | 0.00% | 0.05% | 0.02% | 0.24% | 0.03% | 0.05% | 0.20% | 0.15% | 0.09% | 0.12% | 0.10% |
PVAL Putnam Focused Large Cap Value ETF | 1.34% | 1.34% | 1.33% | 0.59% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDVV Fidelity High Dividend ETF | 2.93% | 2.94% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% | 0.00% | 0.00% |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.21% | 0.21% | 0.63% | 1.33% | 1.17% | 1.31% | 1.31% | 1.44% | 1.33% | 1.07% | 5.59% | 5.81% |
FFLC Fidelity Fundamental Large Cap Core ETF | 0.81% | 0.82% | 0.57% | 1.67% | 1.68% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDVLX Fidelity Value Fund | 0.00% | 0.00% | 1.04% | 0.70% | 1.37% | 0.98% | 1.15% | 1.39% | 1.36% | 1.23% | 12.17% | 2.94% |
JQUA JPMorgan U.S. Quality Factor ETF | 0.82% | 0.82% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% | 0.00% | 0.00% | 0.00% |
XMHQ | 5.18% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% |
VOO | 1.24% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SMH | 0.42% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
INCO Columbia India Consumer ETF | 2.87% | 2.88% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% |
COWZ Pacer US Cash Cows 100 ETF | 1.81% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
FDIVX Fidelity Diversified International Fund | 0.00% | 0.00% | 1.71% | 0.38% | 1.17% | 0.04% | 1.32% | 1.35% | 1.08% | 1.15% | 2.23% | 4.97% |
TSM | 1.11% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
GRPM Invesco S&P MidCap 400® GARP ETF | 0.94% | 0.95% | 0.96% | 1.28% | 0.92% | 1.16% | 1.25% | 1.50% | 1.14% | 1.00% | 1.43% | 1.28% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 1.27% | 1.29% | 4.45% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.56% | 3.70% | 5.09% |
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAGIX Fidelity Capital & Income Fund | 4.29% | 4.33% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% |
FBND Fidelity Total Bond ETF | 4.75% | 4.73% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% |
FFRHX Fidelity Floating Rate High Income Fund | 7.66% | 7.67% | 8.25% | 5.06% | 3.27% | 3.85% | 5.17% | 4.75% | 4.01% | 3.94% | 4.25% | 4.00% |
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.
2024-08-20
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the 2024-08-20. 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 2024-08-20 was 19.63%, occurring on Sep 30, 2022. Recovery took 206 trading sessions.
The current 2024-08-20 drawdown is 4.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.63% | Nov 9, 2021 | 227 | Sep 30, 2022 | 206 | Jul 26, 2023 | 433 |
| -8.69% | Aug 1, 2023 | 64 | Oct 27, 2023 | 31 | Dec 12, 2023 | 95 |
| -7.52% | Jul 17, 2024 | 14 | Aug 5, 2024 | 47 | Oct 9, 2024 | 61 |
| -5.12% | Dec 5, 2024 | 11 | Dec 19, 2024 | — | — | — |
| -4.67% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
Volatility
Volatility Chart
The current 2024-08-20 volatility is 3.52%, 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.
2024-08-20
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.
| SGOV | FBND | FFRHX | INCO | FPHAX | TSM | BRK-B | AAPL | SMH | FAGIX | DBEF | COWZ | FDIVX | FDSVX | FCNTX | FLPSX | GRPM | FDVLX | XMHQ | PVAL | FFLC | FDVV | JQUA | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.03 | -0.04 | 0.02 | 0.01 | 0.03 | 0.00 | -0.02 | 0.02 | 0.02 | -0.01 | -0.03 | 0.01 | 0.01 | 0.03 | -0.01 | -0.02 | -0.03 | -0.00 | 0.01 | 0.02 | 0.01 | 0.01 | 0.02 |
| FBND | 0.03 | 1.00 | 0.10 | 0.15 | 0.23 | 0.11 | 0.08 | 0.22 | 0.17 | 0.38 | 0.13 | 0.16 | 0.30 | 0.24 | 0.22 | 0.20 | 0.21 | 0.19 | 0.21 | 0.18 | 0.17 | 0.23 | 0.27 | 0.25 |
| FFRHX | -0.04 | 0.10 | 1.00 | 0.19 | 0.19 | 0.24 | 0.25 | 0.20 | 0.26 | 0.50 | 0.33 | 0.36 | 0.36 | 0.28 | 0.28 | 0.36 | 0.34 | 0.35 | 0.33 | 0.35 | 0.34 | 0.36 | 0.31 | 0.31 |
| INCO | 0.02 | 0.15 | 0.19 | 1.00 | 0.35 | 0.33 | 0.31 | 0.31 | 0.38 | 0.41 | 0.47 | 0.38 | 0.50 | 0.45 | 0.44 | 0.45 | 0.41 | 0.43 | 0.42 | 0.43 | 0.44 | 0.46 | 0.46 | 0.46 |
| FPHAX | 0.01 | 0.23 | 0.19 | 0.35 | 1.00 | 0.29 | 0.40 | 0.38 | 0.38 | 0.45 | 0.56 | 0.47 | 0.57 | 0.56 | 0.54 | 0.49 | 0.49 | 0.47 | 0.50 | 0.53 | 0.52 | 0.52 | 0.60 | 0.57 |
| TSM | 0.03 | 0.11 | 0.24 | 0.33 | 0.29 | 1.00 | 0.24 | 0.48 | 0.83 | 0.55 | 0.55 | 0.44 | 0.62 | 0.67 | 0.64 | 0.49 | 0.49 | 0.46 | 0.51 | 0.47 | 0.58 | 0.52 | 0.59 | 0.61 |
| BRK-B | 0.00 | 0.08 | 0.25 | 0.31 | 0.40 | 0.24 | 1.00 | 0.41 | 0.34 | 0.46 | 0.55 | 0.65 | 0.50 | 0.47 | 0.53 | 0.65 | 0.61 | 0.66 | 0.60 | 0.71 | 0.63 | 0.70 | 0.62 | 0.62 |
| AAPL | -0.02 | 0.22 | 0.20 | 0.31 | 0.38 | 0.48 | 0.41 | 1.00 | 0.60 | 0.50 | 0.52 | 0.45 | 0.55 | 0.71 | 0.70 | 0.47 | 0.49 | 0.48 | 0.50 | 0.51 | 0.57 | 0.60 | 0.67 | 0.73 |
| SMH | 0.02 | 0.17 | 0.26 | 0.38 | 0.38 | 0.83 | 0.34 | 0.60 | 1.00 | 0.68 | 0.65 | 0.55 | 0.72 | 0.85 | 0.82 | 0.60 | 0.64 | 0.59 | 0.67 | 0.61 | 0.72 | 0.67 | 0.78 | 0.80 |
| FAGIX | 0.02 | 0.38 | 0.50 | 0.41 | 0.45 | 0.55 | 0.46 | 0.50 | 0.68 | 1.00 | 0.69 | 0.67 | 0.77 | 0.75 | 0.74 | 0.73 | 0.74 | 0.73 | 0.75 | 0.71 | 0.76 | 0.74 | 0.77 | 0.77 |
| DBEF | -0.01 | 0.13 | 0.33 | 0.47 | 0.56 | 0.55 | 0.55 | 0.52 | 0.65 | 0.69 | 1.00 | 0.70 | 0.87 | 0.73 | 0.73 | 0.78 | 0.75 | 0.76 | 0.75 | 0.76 | 0.76 | 0.78 | 0.77 | 0.78 |
| COWZ | -0.03 | 0.16 | 0.36 | 0.38 | 0.47 | 0.44 | 0.65 | 0.45 | 0.55 | 0.67 | 0.70 | 1.00 | 0.68 | 0.64 | 0.65 | 0.88 | 0.89 | 0.92 | 0.88 | 0.88 | 0.80 | 0.86 | 0.78 | 0.75 |
| FDIVX | 0.01 | 0.30 | 0.36 | 0.50 | 0.57 | 0.62 | 0.50 | 0.55 | 0.72 | 0.77 | 0.87 | 0.68 | 1.00 | 0.79 | 0.78 | 0.80 | 0.73 | 0.75 | 0.74 | 0.75 | 0.76 | 0.77 | 0.80 | 0.80 |
| FDSVX | 0.01 | 0.24 | 0.28 | 0.45 | 0.56 | 0.67 | 0.47 | 0.71 | 0.85 | 0.75 | 0.73 | 0.64 | 0.79 | 1.00 | 0.95 | 0.69 | 0.73 | 0.69 | 0.75 | 0.72 | 0.81 | 0.76 | 0.90 | 0.93 |
| FCNTX | 0.03 | 0.22 | 0.28 | 0.44 | 0.54 | 0.64 | 0.53 | 0.70 | 0.82 | 0.74 | 0.73 | 0.65 | 0.78 | 0.95 | 1.00 | 0.70 | 0.73 | 0.70 | 0.75 | 0.74 | 0.83 | 0.79 | 0.91 | 0.95 |
| FLPSX | -0.01 | 0.20 | 0.36 | 0.45 | 0.49 | 0.49 | 0.65 | 0.47 | 0.60 | 0.73 | 0.78 | 0.88 | 0.80 | 0.69 | 0.70 | 1.00 | 0.89 | 0.94 | 0.88 | 0.89 | 0.85 | 0.88 | 0.80 | 0.79 |
| GRPM | -0.02 | 0.21 | 0.34 | 0.41 | 0.49 | 0.49 | 0.61 | 0.49 | 0.64 | 0.74 | 0.75 | 0.89 | 0.73 | 0.73 | 0.73 | 0.89 | 1.00 | 0.95 | 0.95 | 0.88 | 0.84 | 0.86 | 0.83 | 0.81 |
| FDVLX | -0.03 | 0.19 | 0.35 | 0.43 | 0.47 | 0.46 | 0.66 | 0.48 | 0.59 | 0.73 | 0.76 | 0.92 | 0.75 | 0.69 | 0.70 | 0.94 | 0.95 | 1.00 | 0.93 | 0.91 | 0.85 | 0.89 | 0.81 | 0.80 |
| XMHQ | -0.00 | 0.21 | 0.33 | 0.42 | 0.50 | 0.51 | 0.60 | 0.50 | 0.67 | 0.75 | 0.75 | 0.88 | 0.74 | 0.75 | 0.75 | 0.88 | 0.95 | 0.93 | 1.00 | 0.87 | 0.85 | 0.84 | 0.85 | 0.83 |
| PVAL | 0.01 | 0.18 | 0.35 | 0.43 | 0.53 | 0.47 | 0.71 | 0.51 | 0.61 | 0.71 | 0.76 | 0.88 | 0.75 | 0.72 | 0.74 | 0.89 | 0.88 | 0.91 | 0.87 | 1.00 | 0.87 | 0.92 | 0.85 | 0.85 |
| FFLC | 0.02 | 0.17 | 0.34 | 0.44 | 0.52 | 0.58 | 0.63 | 0.57 | 0.72 | 0.76 | 0.76 | 0.80 | 0.76 | 0.81 | 0.83 | 0.85 | 0.84 | 0.85 | 0.85 | 0.87 | 1.00 | 0.90 | 0.87 | 0.89 |
| FDVV | 0.01 | 0.23 | 0.36 | 0.46 | 0.52 | 0.52 | 0.70 | 0.60 | 0.67 | 0.74 | 0.78 | 0.86 | 0.77 | 0.76 | 0.79 | 0.88 | 0.86 | 0.89 | 0.84 | 0.92 | 0.90 | 1.00 | 0.88 | 0.89 |
| JQUA | 0.01 | 0.27 | 0.31 | 0.46 | 0.60 | 0.59 | 0.62 | 0.67 | 0.78 | 0.77 | 0.77 | 0.78 | 0.80 | 0.90 | 0.91 | 0.80 | 0.83 | 0.81 | 0.85 | 0.85 | 0.87 | 0.88 | 1.00 | 0.97 |
| VOO | 0.02 | 0.25 | 0.31 | 0.46 | 0.57 | 0.61 | 0.62 | 0.73 | 0.80 | 0.77 | 0.78 | 0.75 | 0.80 | 0.93 | 0.95 | 0.79 | 0.81 | 0.80 | 0.83 | 0.85 | 0.89 | 0.89 | 0.97 | 1.00 |
The correlation results are calculated based on daily price changes starting from May 27, 2021