My Global Portfolio
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Nov 3, 2009, corresponding to the inception date of SCHX
Returns By Period
As of May 11, 2025, the My Global Portfolio returned 3.77% Year-To-Date and 7.48% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| My Global Portfolio | 3.77% | 7.32% | 0.47% | 10.31% | 10.42% | 7.48% |
| Portfolio components: | ||||||
SCHX Schwab U.S. Large-Cap ETF | -3.38% | 7.77% | -5.11% | 11.24% | 16.65% | 13.75% |
VBR Vanguard Small-Cap Value ETF | -5.66% | 9.67% | -11.19% | 0.89% | 15.95% | 7.75% |
SPDW SPDR Portfolio World ex-US ETF | 12.60% | 11.68% | 8.87% | 10.24% | 11.53% | 5.53% |
VWO Vanguard FTSE Emerging Markets ETF | 5.13% | 10.28% | 1.34% | 9.84% | 8.26% | 3.62% |
SPTL SPDR Portfolio Long Term Treasury ETF | 1.42% | 0.99% | -2.68% | 1.91% | -8.45% | -0.13% |
BSV Vanguard Short-Term Bond ETF | 2.32% | 0.52% | 2.72% | 6.21% | 1.10% | 1.76% |
IAU iShares Gold Trust | 26.78% | 4.95% | 23.81% | 40.49% | 14.17% | 10.36% |
Monthly Returns
The table below presents the monthly returns of My Global Portfolio, 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 | 2.88% | 0.20% | -1.01% | 0.32% | 1.36% | 3.77% | |||||||
| 2024 | -1.18% | 2.59% | 3.59% | -2.72% | 3.30% | 0.65% | 3.70% | 1.55% | 2.92% | -1.70% | 2.72% | -3.53% | 12.14% |
| 2023 | 7.16% | -3.59% | 1.73% | 0.56% | -2.03% | 4.51% | 3.19% | -2.91% | -3.94% | -2.21% | 7.25% | 5.57% | 15.30% |
| 2022 | -3.22% | -0.76% | 0.05% | -6.21% | 0.23% | -6.06% | 4.58% | -3.18% | -8.13% | 3.69% | 7.85% | -3.01% | -14.40% |
| 2021 | -0.03% | 1.80% | 1.65% | 3.23% | 2.11% | 0.09% | -0.05% | 1.49% | -3.06% | 3.25% | -1.81% | 2.77% | 11.81% |
| 2020 | -0.60% | -4.52% | -10.86% | 8.29% | 3.50% | 2.73% | 5.06% | 3.04% | -2.31% | -0.54% | 8.94% | 4.61% | 16.77% |
| 2019 | 6.81% | 1.64% | 0.97% | 2.07% | -3.79% | 5.60% | -0.07% | -0.26% | 1.26% | 2.05% | 1.16% | 2.78% | 21.74% |
| 2018 | 3.44% | -3.80% | -0.06% | -0.37% | 0.92% | -0.92% | 1.77% | 0.21% | -0.65% | -5.75% | 1.92% | -3.81% | -7.25% |
| 2017 | 2.56% | 2.19% | 0.70% | 1.20% | 0.68% | 0.67% | 2.05% | 0.96% | 1.10% | 1.16% | 1.38% | 1.76% | 17.69% |
| 2016 | -2.95% | 1.42% | 5.82% | 1.48% | -0.49% | 2.30% | 3.50% | -0.07% | 0.71% | -1.98% | 0.28% | 1.37% | 11.66% |
| 2015 | 0.62% | 2.49% | -0.38% | 1.31% | -0.23% | -1.83% | -0.84% | -4.38% | -2.13% | 4.95% | -0.90% | -2.32% | -3.89% |
| 2014 | -2.27% | 3.98% | 0.69% | 0.51% | 1.57% | 2.78% | -1.73% | 2.94% | -3.98% | 1.68% | 0.85% | -0.22% | 6.71% |
Expense Ratio
My Global Portfolio has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of My Global Portfolio is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 0.59 | 0.98 | 1.14 | 0.63 | 2.41 |
VBR Vanguard Small-Cap Value ETF | 0.03 | 0.28 | 1.04 | 0.08 | 0.25 |
SPDW SPDR Portfolio World ex-US ETF | 0.61 | 1.01 | 1.14 | 0.81 | 2.48 |
VWO Vanguard FTSE Emerging Markets ETF | 0.55 | 0.92 | 1.12 | 0.54 | 1.77 |
SPTL SPDR Portfolio Long Term Treasury ETF | 0.11 | 0.22 | 1.03 | 0.03 | 0.18 |
BSV Vanguard Short-Term Bond ETF | 2.68 | 4.28 | 1.54 | 2.77 | 10.08 |
IAU iShares Gold Trust | 2.41 | 3.33 | 1.43 | 5.34 | 14.29 |
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Dividends
Dividend yield
My Global Portfolio provided a 2.36% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.36% | 2.34% | 2.21% | 2.24% | 1.75% | 1.58% | 2.20% | 2.27% | 1.74% | 1.99% | 2.11% | 2.07% |
| Portfolio components: | ||||||||||||
SCHX Schwab U.S. Large-Cap ETF | 1.27% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% |
VBR Vanguard Small-Cap Value ETF | 2.27% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
SPDW SPDR Portfolio World ex-US ETF | 2.84% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% |
VWO Vanguard FTSE Emerging Markets ETF | 3.06% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
SPTL SPDR Portfolio Long Term Treasury ETF | 4.08% | 4.03% | 3.24% | 2.75% | 1.68% | 1.71% | 2.45% | 2.69% | 2.53% | 2.56% | 2.60% | 2.64% |
BSV Vanguard Short-Term Bond ETF | 3.56% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the My Global Portfolio. 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 My Global Portfolio was 24.59%, occurring on Mar 18, 2020. Recovery took 90 trading sessions.
The current My Global Portfolio drawdown is 1.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.59% | Feb 20, 2020 | 20 | Mar 18, 2020 | 90 | Jul 27, 2020 | 110 |
| -22.38% | Nov 15, 2021 | 231 | Oct 14, 2022 | 348 | Mar 6, 2024 | 579 |
| -15.19% | Apr 29, 2015 | 184 | Jan 20, 2016 | 122 | Jul 14, 2016 | 306 |
| -15.02% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -14.4% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
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 7 assets, with an effective number of assets of 6.45, 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
| ^GSPC | IAU | BSV | SPTL | VWO | VBR | SPDW | SCHX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | -0.12 | -0.26 | 0.72 | 0.85 | 0.82 | 0.99 | 0.89 |
| IAU | 0.05 | 1.00 | 0.34 | 0.23 | 0.19 | 0.05 | 0.18 | 0.05 | 0.28 |
| BSV | -0.12 | 0.34 | 1.00 | 0.66 | -0.07 | -0.14 | -0.06 | -0.12 | 0.02 |
| SPTL | -0.26 | 0.23 | 0.66 | 1.00 | -0.21 | -0.28 | -0.23 | -0.26 | -0.12 |
| VWO | 0.72 | 0.19 | -0.07 | -0.21 | 1.00 | 0.66 | 0.81 | 0.72 | 0.86 |
| VBR | 0.85 | 0.05 | -0.14 | -0.28 | 0.66 | 1.00 | 0.76 | 0.85 | 0.87 |
| SPDW | 0.82 | 0.18 | -0.06 | -0.23 | 0.81 | 0.76 | 1.00 | 0.82 | 0.91 |
| SCHX | 0.99 | 0.05 | -0.12 | -0.26 | 0.72 | 0.85 | 0.82 | 1.00 | 0.90 |
| Portfolio | 0.89 | 0.28 | 0.02 | -0.12 | 0.86 | 0.87 | 0.91 | 0.90 | 1.00 |