70-30 Vanguard
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 70% |
Performance
The chart shows the growth of an initial investment of $10,000 in 70-30 Vanguard, 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
Returns
As of Sep 23, 2023, the 70-30 Vanguard returned 9.11% Year-To-Date and 8.42% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| 70-30 Vanguard | -1.03% | 5.41% | 9.11% | 12.59% | 6.91% | 8.43% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.24% | 9.30% | 13.03% | 17.85% | 9.17% | 11.25% |
BND Vanguard Total Bond Market ETF | -0.60% | -3.51% | 0.08% | 0.78% | 0.32% | 1.18% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | VTI | |
|---|---|---|
| BND | 1.00 | -0.20 |
| VTI | -0.20 | 1.00 |
Dividend yield
70-30 Vanguard granted a 2.00% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 70-30 Vanguard | 2.00% | 1.97% | 1.49% | 1.75% | 2.21% | 2.49% | 2.20% | 2.40% | 2.52% | 2.48% | 2.52% | 3.09% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
BND Vanguard Total Bond Market ETF | 3.01% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
Expense Ratio
The 70-30 Vanguard 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.82 | ||||
BND Vanguard Total Bond Market ETF | -0.07 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 70-30 Vanguard. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 70-30 Vanguard is 40.83%, recorded on Mar 9, 2009. It took 452 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.83% | Oct 10, 2007 | 355 | Mar 9, 2009 | 452 | Dec 21, 2010 | 807 |
| -25.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -22.45% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -13.68% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -13.19% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
Volatility Chart
The current 70-30 Vanguard volatility is 2.63%, 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.