GoodETFs
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в GoodETFs и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Самые ранние данные для этого графика доступны с 14 июн. 2021 г., начальной даты DFAC
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
---|---|---|---|---|---|---|
S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
GoodETFs | 24.41% | 0.34% | 9.40% | 24.95% | N/A | N/A |
Активы портфеля: | ||||||
SPDR S&P 500 ETF | 24.97% | -0.35% | 8.40% | 25.66% | 14.57% | 12.92% |
iShares Core S&P 500 ETF | 25.92% | 0.33% | 9.27% | 26.64% | 14.77% | 13.05% |
25.49% | -0.02% | 8.89% | 26.22% | N/A | N/A | |
24.48% | -0.24% | 9.67% | 25.07% | N/A | N/A | |
Invesco QQQ | 27.20% | 3.08% | 8.34% | 27.81% | 20.44% | 18.36% |
34.17% | 2.99% | 11.56% | 34.29% | N/A | N/A | |
iShares Russell 1000 Growth ETF | 35.03% | 3.82% | 12.18% | 35.31% | 19.25% | 16.65% |
16.99% | -1.02% | 7.44% | 17.86% | N/A | N/A | |
30.53% | 2.55% | 9.09% | 30.76% | N/A | N/A | |
22.37% | 1.38% | 2.95% | 22.80% | N/A | N/A | |
Schwab US Dividend Equity ETF | 11.54% | -4.06% | 7.86% | 12.63% | 10.97% | 10.86% |
iShares Core S&P Total U.S. Stock Market ETF | 24.93% | 0.06% | 10.15% | 25.61% | 14.09% | 12.59% |
Invesco S&P 500® Equal Weight ETF | 13.31% | -2.82% | 7.54% | 14.27% | 10.74% | 9.96% |
iShares S&P 500 Growth ETF | 37.46% | 3.37% | 11.59% | 37.65% | 17.30% | 15.13% |
Schwab U.S. Large-Cap ETF | 26.93% | 0.37% | 10.64% | 27.57% | 16.59% | 15.53% |
iShares Edge MSCI USA Quality Factor ETF | 23.21% | -0.51% | 4.92% | 23.49% | 13.79% | 12.90% |
iShares Russell 1000 ETF | 25.40% | 0.17% | 9.88% | 26.05% | 14.42% | 12.73% |
25.87% | 0.05% | 9.26% | 26.38% | N/A | N/A | |
iShares S&P 500 Value ETF | 12.52% | -3.61% | 6.14% | 13.72% | 10.45% | 9.76% |
iShares Core Dividend Growth ETF | 16.70% | -2.05% | 7.52% | 17.72% | 10.51% | 11.26% |
Schwab U.S. Broad Market ETF | 25.02% | 0.09% | 10.08% | 25.70% | 14.13% | 12.53% |
SPDR Portfolio S&P 500 ETF | 25.49% | -0.04% | 8.90% | 26.14% | 14.74% | 13.13% |
Schwab U.S. Large-Cap Growth ETF | 37.04% | 3.40% | 12.88% | 37.14% | 20.24% | 16.77% |
37.01% | 2.89% | 11.15% | 37.22% | N/A | N/A | |
12.25% | -4.03% | 5.80% | 13.41% | N/A | N/A | |
29.23% | 6.98% | 26.26% | 27.80% | N/A | N/A | |
Pacer US Cash Cows 100 ETF | 10.79% | -4.05% | 4.13% | 10.69% | 15.08% | N/A |
34.60% | 3.32% | 11.77% | 34.84% | N/A | N/A | |
Vanguard Mega Cap Growth ETF | 34.95% | 4.07% | 11.56% | 35.02% | 19.95% | 16.68% |
JPMorgan Equity Premium Income ETF | 13.12% | -1.50% | 6.56% | 13.86% | N/A | N/A |
Dimensional U.S. Core Equity 2 ETF | 20.07% | -1.78% | 8.31% | 20.69% | N/A | N/A |
16.02% | -3.06% | 7.42% | 17.26% | N/A | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью GoodETFs, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.28% | 5.10% | 2.97% | -4.30% | 4.69% | 3.53% | 1.41% | 2.13% | 2.15% | -0.89% | 6.28% | 24.41% | |
2023 | 7.00% | -2.15% | 4.03% | 1.07% | 1.08% | 6.67% | 3.43% | -1.57% | -4.81% | -2.27% | 9.30% | 4.83% | 28.80% |
2022 | -5.80% | -2.89% | 3.58% | -8.92% | -0.13% | -8.42% | 9.74% | -4.14% | -9.25% | 7.77% | 5.49% | -6.03% | -19.51% |
2021 | 1.36% | 2.37% | 2.91% | -4.64% | 7.01% | -0.43% | 4.05% | 12.89% |
Комиссия
Комиссия GoodETFs составляет 0.11%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг GoodETFs составляет 64, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
---|---|---|---|---|---|
SPDR S&P 500 ETF | 2.17 | 2.88 | 1.41 | 3.19 | 14.10 |
iShares Core S&P 500 ETF | 2.25 | 2.98 | 1.42 | 3.32 | 14.68 |
2.21 | 2.93 | 1.41 | 3.25 | 14.47 | |
2.07 | 2.76 | 1.38 | 3.09 | 13.22 | |
Invesco QQQ | 1.64 | 2.19 | 1.30 | 2.16 | 7.79 |
2.07 | 2.69 | 1.38 | 2.75 | 10.80 | |
iShares Russell 1000 Growth ETF | 2.13 | 2.75 | 1.39 | 2.77 | 10.82 |
1.85 | 2.59 | 1.34 | 3.71 | 11.51 | |
1.51 | 2.01 | 1.27 | 2.13 | 7.60 | |
1.10 | 1.54 | 1.21 | 1.42 | 4.89 | |
Schwab US Dividend Equity ETF | 1.20 | 1.76 | 1.21 | 1.69 | 5.86 |
iShares Core S&P Total U.S. Stock Market ETF | 2.10 | 2.79 | 1.39 | 3.18 | 13.43 |
Invesco S&P 500® Equal Weight ETF | 1.36 | 1.92 | 1.24 | 2.19 | 7.22 |
iShares S&P 500 Growth ETF | 2.24 | 2.90 | 1.41 | 3.07 | 12.07 |
Schwab U.S. Large-Cap ETF | 2.28 | 3.01 | 1.42 | 3.38 | 14.85 |
iShares Edge MSCI USA Quality Factor ETF | 1.92 | 2.66 | 1.35 | 3.22 | 11.82 |
iShares Russell 1000 ETF | 2.17 | 2.89 | 1.41 | 3.25 | 14.13 |
2.17 | 2.87 | 1.40 | 3.22 | 14.21 | |
iShares S&P 500 Value ETF | 1.46 | 2.10 | 1.26 | 1.94 | 7.41 |
iShares Core Dividend Growth ETF | 1.91 | 2.69 | 1.35 | 3.15 | 11.43 |
Schwab U.S. Broad Market ETF | 2.11 | 2.81 | 1.39 | 3.17 | 13.53 |
SPDR Portfolio S&P 500 ETF | 2.22 | 2.95 | 1.42 | 3.26 | 14.44 |
Schwab U.S. Large-Cap Growth ETF | 2.22 | 2.86 | 1.40 | 3.13 | 12.34 |
2.21 | 2.85 | 1.40 | 3.03 | 11.94 | |
1.43 | 2.04 | 1.25 | 1.91 | 7.30 | |
1.61 | 2.18 | 1.28 | 1.65 | 8.04 | |
Pacer US Cash Cows 100 ETF | 0.86 | 1.29 | 1.15 | 1.35 | 3.46 |
2.12 | 2.73 | 1.39 | 2.76 | 10.82 | |
Vanguard Mega Cap Growth ETF | 2.06 | 2.66 | 1.37 | 2.69 | 10.15 |
JPMorgan Equity Premium Income ETF | 1.92 | 2.60 | 1.38 | 3.11 | 12.63 |
Dimensional U.S. Core Equity 2 ETF | 1.70 | 2.34 | 1.32 | 2.66 | 10.34 |
1.70 | 2.41 | 1.31 | 3.04 | 10.05 |
Дивиденды
Дивидендный доход
Дивидендная доходность GoodETFs за предыдущие двенадцать месяцев составила 1.28%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 1.28% | 1.65% | 1.89% | 1.37% | 1.61% | 1.67% | 1.87% | 1.65% | 1.71% | 1.82% | 1.59% | 1.42% |
Активы портфеля: | ||||||||||||
SPDR S&P 500 ETF | 0.87% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
iShares Core S&P 500 ETF | 1.29% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | |
0.94% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | |
Invesco QQQ | 0.43% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
0.33% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% | |
iShares Russell 1000 Growth ETF | 0.45% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% | 1.29% |
1.27% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% | |
0.59% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% | |
0.49% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% | |
Schwab US Dividend Equity ETF | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
iShares Core S&P Total U.S. Stock Market ETF | 1.22% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Invesco S&P 500® Equal Weight ETF | 1.15% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% | 1.27% |
iShares S&P 500 Growth ETF | 0.42% | 1.03% | 0.89% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% | 1.37% | 1.45% |
Schwab U.S. Large-Cap ETF | 1.79% | 3.54% | 2.47% | 3.01% | 3.52% | 5.47% | 4.46% | 5.10% | 3.26% | 5.11% | 4.40% | 2.58% |
iShares Edge MSCI USA Quality Factor ETF | 1.06% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
iShares Russell 1000 ETF | 1.13% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% | 1.71% | 1.68% |
0.91% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% | |
iShares S&P 500 Value ETF | 2.03% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.45% | 2.14% | 2.04% |
iShares Core Dividend Growth ETF | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Schwab U.S. Broad Market ETF | 1.23% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
SPDR Portfolio S&P 500 ETF | 0.92% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
0.41% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% | |
1.59% | 1.75% | 2.23% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% | |
0.52% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% | |
Pacer US Cash Cows 100 ETF | 1.92% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% | 0.00% |
0.42% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% | |
Vanguard Mega Cap Growth ETF | 0.28% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
JPMorgan Equity Premium Income ETF | 7.30% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Dimensional U.S. Core Equity 2 ETF | 0.74% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
2.00% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
GoodETFs показал максимальную просадку в 25.26%, зарегистрированную 12 окт. 2022 г.. Полное восстановление заняло 293 торговые сессии.
Текущая просадка GoodETFs составляет 3.68%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
---|---|---|---|---|---|---|
-25.26% | 4 янв. 2022 г. | 195 | 12 окт. 2022 г. | 293 | 12 дек. 2023 г. | 488 |
-8.6% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 32 | 19 сент. 2024 г. | 46 |
-5.66% | 1 апр. 2024 г. | 15 | 19 апр. 2024 г. | 18 | 15 мая 2024 г. | 33 |
-5.18% | 7 сент. 2021 г. | 20 | 4 окт. 2021 г. | 12 | 20 окт. 2021 г. | 32 |
-4.26% | 19 нояб. 2021 г. | 8 | 1 дек. 2021 г. | 16 | 23 дек. 2021 г. | 24 |
Волатильность
График волатильности
Текущая волатильность GoodETFs составляет 3.92%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
COWZ | SCHD | VYM | JEPI | XLY | SPYV | IVE | DGRO | XLK | VGT | RSP | MGK | QQQ | VIG | SCHG | VUG | VONG | IWF | SPYG | IVW | DFAC | QUAL | SCHX | VTI | VV | ITOT | SCHB | SPLG | IVV | VOO | SPY | IWB | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COWZ | 1.00 | 0.86 | 0.88 | 0.71 | 0.64 | 0.85 | 0.85 | 0.84 | 0.58 | 0.60 | 0.89 | 0.57 | 0.59 | 0.79 | 0.59 | 0.60 | 0.61 | 0.61 | 0.63 | 0.63 | 0.86 | 0.73 | 0.76 | 0.79 | 0.75 | 0.79 | 0.79 | 0.76 | 0.76 | 0.76 | 0.76 | 0.77 |
SCHD | 0.86 | 1.00 | 0.96 | 0.84 | 0.62 | 0.94 | 0.94 | 0.95 | 0.58 | 0.59 | 0.92 | 0.57 | 0.59 | 0.89 | 0.58 | 0.59 | 0.61 | 0.61 | 0.62 | 0.62 | 0.86 | 0.76 | 0.78 | 0.80 | 0.77 | 0.80 | 0.80 | 0.79 | 0.79 | 0.79 | 0.79 | 0.79 |
VYM | 0.88 | 0.96 | 1.00 | 0.85 | 0.63 | 0.95 | 0.95 | 0.96 | 0.59 | 0.59 | 0.93 | 0.58 | 0.60 | 0.91 | 0.59 | 0.60 | 0.62 | 0.62 | 0.64 | 0.64 | 0.88 | 0.76 | 0.80 | 0.82 | 0.79 | 0.82 | 0.82 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 |
JEPI | 0.71 | 0.84 | 0.85 | 1.00 | 0.63 | 0.87 | 0.87 | 0.90 | 0.65 | 0.64 | 0.85 | 0.66 | 0.65 | 0.92 | 0.66 | 0.67 | 0.69 | 0.69 | 0.70 | 0.70 | 0.82 | 0.80 | 0.80 | 0.80 | 0.80 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 |
XLY | 0.64 | 0.62 | 0.63 | 0.63 | 1.00 | 0.71 | 0.71 | 0.70 | 0.78 | 0.80 | 0.77 | 0.85 | 0.86 | 0.74 | 0.85 | 0.86 | 0.86 | 0.86 | 0.84 | 0.84 | 0.82 | 0.81 | 0.86 | 0.87 | 0.86 | 0.87 | 0.87 | 0.86 | 0.86 | 0.86 | 0.86 | 0.86 |
SPYV | 0.85 | 0.94 | 0.95 | 0.87 | 0.71 | 1.00 | 1.00 | 0.96 | 0.67 | 0.67 | 0.96 | 0.67 | 0.68 | 0.93 | 0.68 | 0.70 | 0.70 | 0.71 | 0.70 | 0.70 | 0.91 | 0.82 | 0.86 | 0.87 | 0.85 | 0.87 | 0.87 | 0.86 | 0.86 | 0.86 | 0.86 | 0.87 |
IVE | 0.85 | 0.94 | 0.95 | 0.87 | 0.71 | 1.00 | 1.00 | 0.96 | 0.67 | 0.67 | 0.96 | 0.67 | 0.69 | 0.93 | 0.68 | 0.70 | 0.70 | 0.71 | 0.70 | 0.70 | 0.92 | 0.82 | 0.86 | 0.87 | 0.85 | 0.87 | 0.87 | 0.86 | 0.86 | 0.86 | 0.86 | 0.87 |
DGRO | 0.84 | 0.95 | 0.96 | 0.90 | 0.70 | 0.96 | 0.96 | 1.00 | 0.70 | 0.70 | 0.95 | 0.70 | 0.71 | 0.97 | 0.71 | 0.72 | 0.73 | 0.73 | 0.75 | 0.75 | 0.92 | 0.85 | 0.87 | 0.88 | 0.87 | 0.89 | 0.89 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 |
XLK | 0.58 | 0.58 | 0.59 | 0.65 | 0.78 | 0.67 | 0.67 | 0.70 | 1.00 | 0.99 | 0.73 | 0.96 | 0.97 | 0.77 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.83 | 0.92 | 0.91 | 0.90 | 0.92 | 0.90 | 0.90 | 0.92 | 0.92 | 0.92 | 0.92 | 0.91 |
VGT | 0.60 | 0.59 | 0.59 | 0.64 | 0.80 | 0.67 | 0.67 | 0.70 | 0.99 | 1.00 | 0.74 | 0.97 | 0.97 | 0.77 | 0.97 | 0.97 | 0.97 | 0.97 | 0.96 | 0.96 | 0.85 | 0.92 | 0.92 | 0.91 | 0.93 | 0.91 | 0.91 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 |
RSP | 0.89 | 0.92 | 0.93 | 0.85 | 0.77 | 0.96 | 0.96 | 0.95 | 0.73 | 0.74 | 1.00 | 0.73 | 0.75 | 0.94 | 0.75 | 0.76 | 0.77 | 0.77 | 0.77 | 0.77 | 0.96 | 0.87 | 0.91 | 0.92 | 0.90 | 0.92 | 0.92 | 0.90 | 0.90 | 0.90 | 0.90 | 0.91 |
MGK | 0.57 | 0.57 | 0.58 | 0.66 | 0.85 | 0.67 | 0.67 | 0.70 | 0.96 | 0.97 | 0.73 | 1.00 | 0.99 | 0.77 | 0.99 | 1.00 | 0.99 | 0.99 | 0.98 | 0.98 | 0.83 | 0.92 | 0.93 | 0.92 | 0.94 | 0.92 | 0.92 | 0.93 | 0.93 | 0.93 | 0.93 | 0.93 |
QQQ | 0.59 | 0.59 | 0.60 | 0.65 | 0.86 | 0.68 | 0.69 | 0.71 | 0.97 | 0.97 | 0.75 | 0.99 | 1.00 | 0.77 | 0.99 | 0.99 | 0.99 | 0.99 | 0.98 | 0.98 | 0.85 | 0.93 | 0.93 | 0.92 | 0.94 | 0.92 | 0.93 | 0.93 | 0.93 | 0.93 | 0.93 | 0.93 |
VIG | 0.79 | 0.89 | 0.91 | 0.92 | 0.74 | 0.93 | 0.93 | 0.97 | 0.77 | 0.77 | 0.94 | 0.77 | 0.77 | 1.00 | 0.78 | 0.79 | 0.80 | 0.80 | 0.81 | 0.81 | 0.93 | 0.90 | 0.91 | 0.91 | 0.91 | 0.91 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 |
SCHG | 0.59 | 0.58 | 0.59 | 0.66 | 0.85 | 0.68 | 0.68 | 0.71 | 0.96 | 0.97 | 0.75 | 0.99 | 0.99 | 0.78 | 1.00 | 1.00 | 0.99 | 0.99 | 0.98 | 0.98 | 0.85 | 0.93 | 0.94 | 0.93 | 0.95 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 |
VUG | 0.60 | 0.59 | 0.60 | 0.67 | 0.86 | 0.70 | 0.70 | 0.72 | 0.96 | 0.97 | 0.76 | 1.00 | 0.99 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.98 | 0.98 | 0.86 | 0.94 | 0.94 | 0.94 | 0.95 | 0.94 | 0.94 | 0.94 | 0.94 | 0.95 | 0.95 | 0.94 |
VONG | 0.61 | 0.61 | 0.62 | 0.69 | 0.86 | 0.70 | 0.70 | 0.73 | 0.96 | 0.97 | 0.77 | 0.99 | 0.99 | 0.80 | 0.99 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.86 | 0.94 | 0.95 | 0.94 | 0.96 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
IWF | 0.61 | 0.61 | 0.62 | 0.69 | 0.86 | 0.71 | 0.71 | 0.73 | 0.96 | 0.97 | 0.77 | 0.99 | 0.99 | 0.80 | 0.99 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.87 | 0.94 | 0.95 | 0.94 | 0.96 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
SPYG | 0.63 | 0.62 | 0.64 | 0.70 | 0.84 | 0.70 | 0.70 | 0.75 | 0.96 | 0.96 | 0.77 | 0.98 | 0.98 | 0.81 | 0.98 | 0.98 | 0.99 | 0.99 | 1.00 | 1.00 | 0.87 | 0.95 | 0.95 | 0.94 | 0.96 | 0.94 | 0.94 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 |
IVW | 0.63 | 0.62 | 0.64 | 0.70 | 0.84 | 0.70 | 0.70 | 0.75 | 0.96 | 0.96 | 0.77 | 0.98 | 0.98 | 0.81 | 0.98 | 0.98 | 0.99 | 0.99 | 1.00 | 1.00 | 0.87 | 0.95 | 0.95 | 0.94 | 0.96 | 0.94 | 0.94 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 |
DFAC | 0.86 | 0.86 | 0.88 | 0.82 | 0.82 | 0.91 | 0.92 | 0.92 | 0.83 | 0.85 | 0.96 | 0.83 | 0.85 | 0.93 | 0.85 | 0.86 | 0.86 | 0.87 | 0.87 | 0.87 | 1.00 | 0.93 | 0.96 | 0.97 | 0.95 | 0.97 | 0.97 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 |
QUAL | 0.73 | 0.76 | 0.76 | 0.80 | 0.81 | 0.82 | 0.82 | 0.85 | 0.92 | 0.92 | 0.87 | 0.92 | 0.93 | 0.90 | 0.93 | 0.94 | 0.94 | 0.94 | 0.95 | 0.95 | 0.93 | 1.00 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 |
SCHX | 0.76 | 0.78 | 0.80 | 0.80 | 0.86 | 0.86 | 0.86 | 0.87 | 0.91 | 0.92 | 0.91 | 0.93 | 0.93 | 0.91 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.96 | 0.97 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 |
VTI | 0.79 | 0.80 | 0.82 | 0.80 | 0.87 | 0.87 | 0.87 | 0.88 | 0.90 | 0.91 | 0.92 | 0.92 | 0.92 | 0.91 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.97 | 0.97 | 0.99 | 1.00 | 0.99 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
VV | 0.75 | 0.77 | 0.79 | 0.80 | 0.86 | 0.85 | 0.85 | 0.87 | 0.92 | 0.93 | 0.90 | 0.94 | 0.94 | 0.91 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 | 0.97 | 0.99 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
ITOT | 0.79 | 0.80 | 0.82 | 0.81 | 0.87 | 0.87 | 0.87 | 0.89 | 0.90 | 0.91 | 0.92 | 0.92 | 0.92 | 0.91 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.97 | 0.97 | 0.99 | 1.00 | 0.99 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
SCHB | 0.79 | 0.80 | 0.82 | 0.81 | 0.87 | 0.87 | 0.87 | 0.89 | 0.90 | 0.91 | 0.92 | 0.92 | 0.93 | 0.92 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.97 | 0.97 | 0.99 | 1.00 | 0.99 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
SPLG | 0.76 | 0.79 | 0.81 | 0.81 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.93 | 0.93 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
IVV | 0.76 | 0.79 | 0.81 | 0.81 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.93 | 0.93 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
VOO | 0.76 | 0.79 | 0.81 | 0.81 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.93 | 0.93 | 0.92 | 0.94 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
SPY | 0.76 | 0.79 | 0.81 | 0.81 | 0.86 | 0.86 | 0.86 | 0.88 | 0.92 | 0.92 | 0.90 | 0.93 | 0.93 | 0.92 | 0.94 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
IWB | 0.77 | 0.79 | 0.81 | 0.81 | 0.86 | 0.87 | 0.87 | 0.88 | 0.91 | 0.92 | 0.91 | 0.93 | 0.93 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.97 | 0.97 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |