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
Performance Chart
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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Dec 4, 2024, the 70-30 Vanguard returned 20.07% Year-To-Date and 9.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| 70-30 Vanguard | 20.07% | 4.94% | 11.20% | 25.18% | 10.84% | 9.65% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 27.93% | 6.64% | 14.69% | 34.32% | 15.24% | 12.86% |
BND Vanguard Total Bond Market ETF | 2.94% | 0.88% | 3.19% | 5.49% | -0.07% | 1.52% |
Monthly Returns
The table below presents the monthly returns of 70-30 Vanguard, 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 | 0.73% | 3.32% | 2.57% | -3.76% | 3.82% | 2.42% | 2.03% | 1.93% | 1.82% | -1.26% | 5.04% | 20.07% | |
| 2023 | 5.84% | -2.48% | 2.69% | 0.93% | -0.05% | 4.67% | 2.53% | -1.56% | -4.12% | -2.31% | 7.94% | 4.79% | 19.69% |
| 2022 | -4.86% | -2.07% | 1.39% | -7.57% | 0.09% | -6.18% | 7.24% | -3.46% | -7.76% | 5.31% | 4.74% | -4.44% | -17.47% |
| 2021 | -0.49% | 1.74% | 2.21% | 3.79% | 0.37% | 2.02% | 1.57% | 1.95% | -3.45% | 4.69% | -0.98% | 2.55% | 16.89% |
| 2020 | 0.55% | -5.07% | -9.86% | 10.01% | 4.07% | 1.82% | 4.47% | 4.78% | -2.62% | -1.53% | 8.62% | 3.35% | 18.18% |
| 2019 | 6.32% | 2.52% | 1.55% | 2.75% | -4.05% | 5.28% | 1.04% | -0.65% | 1.06% | 1.57% | 2.66% | 1.97% | 23.92% |
| 2018 | 3.28% | -2.98% | -1.18% | 0.06% | 2.12% | 0.49% | 2.31% | 2.62% | -0.02% | -5.45% | 1.58% | -5.71% | -3.33% |
| 2017 | 1.35% | 2.78% | 0.03% | 0.98% | 0.92% | 0.68% | 1.44% | 0.36% | 1.57% | 1.51% | 2.11% | 0.99% | 15.72% |
| 2016 | -3.63% | 0.26% | 5.12% | 0.58% | 1.21% | 0.79% | 2.97% | 0.06% | 0.17% | -1.82% | 2.37% | 1.52% | 9.75% |
| 2015 | -1.18% | 3.53% | -0.65% | 0.33% | 0.76% | -1.51% | 1.46% | -4.35% | -1.73% | 5.57% | 0.32% | -1.56% | 0.62% |
| 2014 | -1.76% | 3.51% | 0.31% | 0.28% | 1.79% | 1.87% | -1.48% | 3.24% | -1.64% | 2.14% | 1.99% | 0.00% | 10.52% |
| 2013 | 3.61% | 1.07% | 2.85% | 1.43% | 1.14% | -1.49% | 4.13% | -2.40% | 3.08% | 3.24% | 1.83% | 1.76% | 21.97% |
Expense Ratio
70-30 Vanguard has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 70-30 Vanguard is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.69 | 3.57 | 1.49 | 3.92 | 17.16 |
BND Vanguard Total Bond Market ETF | 1.02 | 1.50 | 1.18 | 0.43 | 3.18 |
Dividends
Dividend yield
70-30 Vanguard provided a 1.94% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.94% | 1.93% | 1.95% | 1.44% | 1.66% | 2.06% | 2.27% | 1.96% | 2.10% | 2.16% | 2.07% | 2.06% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.24% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 70-30 Vanguard. 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 70-30 Vanguard was 40.83%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.
The current 70-30 Vanguard drawdown is 0.07%.
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 |
| -22.44% | Dec 28, 2021 | 202 | Oct 14, 2022 | 322 | Jan 29, 2024 | 524 |
| -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
Volatility Chart
The current 70-30 Vanguard volatility is 2.53%, 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.
Diversification
Asset Correlations Table
| BND | VTI | |
|---|---|---|
| BND | 1.00 | -0.16 |
| VTI | -0.16 | 1.00 |