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 (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
GoodETFs | 12.65% | -1.08% | 10.13% | 19.71% | N/A | N/A |
Активы портфеля: | ||||||
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.54% |
IVV iShares Core S&P 500 ETF | 14.04% | -1.31% | 11.20% | 20.77% | 14.14% | 12.60% |
VOO | 14.04% | -1.30% | 11.13% | 20.75% | N/A | N/A |
VTI | 13.14% | -0.48% | 10.85% | 20.07% | N/A | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
VUG | 15.67% | -4.61% | 11.39% | 25.54% | N/A | N/A |
IWF iShares Russell 1000 Growth ETF | 15.83% | -4.41% | 11.39% | 26.05% | 17.29% | 15.61% |
VIG | 10.22% | 1.78% | 8.53% | 14.74% | N/A | N/A |
VGT | 15.09% | -3.59% | 10.66% | 25.31% | N/A | N/A |
XLK | 11.34% | -5.60% | 6.22% | 22.60% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 13.09% | -0.51% | 10.90% | 20.07% | 13.34% | 12.14% |
RSP Invesco S&P 500® Equal Weight ETF | 6.92% | 2.07% | 7.12% | 10.72% | 10.72% | 9.98% |
IVW iShares S&P 500 Growth ETF | 18.83% | -4.18% | 13.81% | 25.20% | 15.10% | 14.24% |
SCHX Schwab U.S. Large-Cap ETF | 13.67% | -1.15% | 10.95% | 20.68% | 13.88% | 12.49% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 14.13% | -2.70% | 10.95% | 21.97% | 13.85% | 12.79% |
IWB iShares Russell 1000 ETF | 13.18% | -1.04% | 10.68% | 20.15% | 13.61% | 12.21% |
VV | 13.95% | -1.40% | 11.02% | 20.94% | N/A | N/A |
IVE iShares S&P 500 Value ETF | 8.55% | 2.75% | 8.10% | 15.48% | 11.73% | 9.91% |
DGRO iShares Core Dividend Growth ETF | 11.25% | 2.79% | 9.42% | 14.76% | 11.24% | 11.62% |
SCHB Schwab U.S. Broad Market ETF | 13.18% | -0.46% | 10.89% | 20.17% | 13.40% | 12.10% |
SPLG SPDR Portfolio S&P 500 ETF | 14.05% | -1.31% | 11.23% | 20.73% | 14.12% | 12.73% |
SCHG Schwab U.S. Large-Cap Growth ETF | 17.61% | -3.87% | 12.95% | 28.29% | 18.43% | 15.81% |
SPYG | 18.87% | -4.25% | 13.81% | 25.36% | N/A | N/A |
SPYV | 8.62% | 2.69% | 8.13% | 15.58% | N/A | N/A |
XLY | 1.43% | -1.49% | 5.65% | 7.15% | N/A | N/A |
COWZ Pacer US Cash Cows 100 ETF | 8.87% | 3.38% | 9.00% | 13.76% | 16.17% | N/A |
VONG | 15.86% | -4.37% | 11.47% | 26.27% | N/A | N/A |
MGK Vanguard Mega Cap Growth ETF | 15.65% | -5.26% | 11.00% | 26.18% | 18.05% | 15.64% |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
DFAC Dimensional U.S. Core Equity 2 ETF | 12.13% | 1.18% | 10.77% | 18.53% | N/A | N/A |
VYM | 10.89% | 3.16% | 9.56% | 14.88% | 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% | 3.50% | 12.65% | ||||||
2023 | 7.00% | -2.15% | 4.01% | 1.07% | 1.08% | 6.64% | 3.43% | -1.57% | -4.81% | -2.27% | 9.30% | 4.83% | 28.74% |
2022 | -5.80% | -2.89% | 3.56% | -8.92% | -0.13% | -8.42% | 9.74% | -4.14% | -9.27% | 7.77% | 5.49% | -6.06% | -19.57% |
2021 | 1.34% | 2.37% | 2.91% | -4.66% | 7.01% | -0.43% | 4.03% | 12.82% |
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 ранг GoodETFs среди портфелей на нашем сайте составляет 61, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
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 | |
---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
IVV iShares Core S&P 500 ETF | 1.73 | 2.43 | 1.31 | 1.72 | 6.86 |
VOO | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VTI | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
VUG | 1.54 | 2.11 | 1.28 | 1.32 | 7.79 |
IWF iShares Russell 1000 Growth ETF | 1.62 | 2.21 | 1.29 | 1.58 | 8.44 |
VIG | 1.44 | 2.08 | 1.25 | 1.41 | 4.54 |
VGT | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
XLK | 1.11 | 1.55 | 1.20 | 1.88 | 5.32 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.61 | 2.28 | 1.28 | 1.38 | 5.94 |
RSP Invesco S&P 500® Equal Weight ETF | 0.84 | 1.28 | 1.15 | 0.63 | 2.18 |
IVW iShares S&P 500 Growth ETF | 1.62 | 2.25 | 1.29 | 1.15 | 8.73 |
SCHX Schwab U.S. Large-Cap ETF | 1.69 | 2.37 | 1.30 | 1.52 | 6.58 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.74 | 2.48 | 1.31 | 2.03 | 8.34 |
IWB iShares Russell 1000 ETF | 1.66 | 2.33 | 1.29 | 1.47 | 6.35 |
VV | 1.71 | 2.40 | 1.30 | 1.57 | 6.90 |
IVE iShares S&P 500 Value ETF | 1.39 | 2.02 | 1.24 | 1.34 | 4.17 |
DGRO iShares Core Dividend Growth ETF | 1.45 | 2.11 | 1.25 | 1.19 | 4.29 |
SCHB Schwab U.S. Broad Market ETF | 1.63 | 2.30 | 1.29 | 1.38 | 5.97 |
SPLG SPDR Portfolio S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.89 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.68 | 2.29 | 1.30 | 1.79 | 9.29 |
SPYG | 1.63 | 2.26 | 1.29 | 1.17 | 8.85 |
SPYV | 1.40 | 2.02 | 1.25 | 1.36 | 4.22 |
XLY | 0.35 | 0.59 | 1.07 | 0.21 | 1.24 |
COWZ Pacer US Cash Cows 100 ETF | 1.05 | 1.60 | 1.18 | 1.62 | 3.68 |
VONG | 1.62 | 2.21 | 1.29 | 1.61 | 8.48 |
MGK Vanguard Mega Cap Growth ETF | 1.53 | 2.10 | 1.27 | 1.55 | 8.33 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
DFAC Dimensional U.S. Core Equity 2 ETF | 1.49 | 2.16 | 1.26 | 1.41 | 4.98 |
VYM | 1.43 | 2.09 | 1.25 | 1.46 | 4.52 |
Дивиденды
Дивидендный доход
Дивидендная доходность GoodETFs за предыдущие двенадцать месяцев составила 1.48%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GoodETFs | 1.48% | 1.59% | 1.86% | 1.31% | 1.55% | 1.55% | 1.80% | 1.55% | 1.70% | 1.72% | 1.51% | 1.39% |
Активы портфеля: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
IVV iShares Core S&P 500 ETF | 1.33% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
VOO | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VTI | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VUG | 0.53% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
IWF iShares Russell 1000 Growth ETF | 0.56% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
VIG | 1.80% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VGT | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
XLK | 0.71% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.32% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
RSP Invesco S&P 500® Equal Weight ETF | 1.55% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
IVW iShares S&P 500 Growth ETF | 0.67% | 1.03% | 0.89% | 0.46% | 0.82% | 1.62% | 1.27% | 1.30% | 1.51% | 1.51% | 1.36% | 1.44% |
SCHX Schwab U.S. Large-Cap ETF | 1.28% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
QUAL 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% |
IWB iShares Russell 1000 ETF | 1.21% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% | 1.70% | 1.68% |
VV | 1.34% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
IVE iShares S&P 500 Value ETF | 1.78% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% | 2.14% | 2.04% |
DGRO iShares Core Dividend Growth ETF | 2.30% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.28% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 2.31% | 2.00% | 1.72% | 1.63% |
SPLG SPDR Portfolio S&P 500 ETF | 1.33% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
SPYG | 0.80% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
SPYV | 1.95% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
XLY | 0.78% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
COWZ Pacer US Cash Cows 100 ETF | 2.04% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
VONG | 0.65% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
MGK Vanguard Mega Cap Growth ETF | 0.45% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFAC Dimensional U.S. Core Equity 2 ETF | 1.11% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM | 2.92% | 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 25.29%, зарегистрированную 12 окт. 2022 г.. Полное восстановление заняло 293 торговые сессии.
Текущая просадка GoodETFs составляет 4.32%.
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 |
---|---|---|---|---|---|---|
-25.29% | 4 янв. 2022 г. | 195 | 12 окт. 2022 г. | 293 | 12 дек. 2023 г. | 488 |
-5.66% | 1 апр. 2024 г. | 15 | 19 апр. 2024 г. | 18 | 15 мая 2024 г. | 33 |
-5.2% | 7 сент. 2021 г. | 20 | 4 окт. 2021 г. | 12 | 20 окт. 2021 г. | 32 |
-4.7% | 17 июл. 2024 г. | 7 | 25 июл. 2024 г. | — | — | — |
-4.26% | 19 нояб. 2021 г. | 8 | 1 дек. 2021 г. | 16 | 23 дек. 2021 г. | 24 |
Волатильность
График волатильности
Текущая волатильность GoodETFs составляет 3.78%, 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 | JEPI | SCHD | VYM | XLY | SPYV | IVE | DGRO | XLK | VGT | MGK | RSP | QQQ | SCHG | VIG | VUG | VONG | IWF | SPYG | IVW | DFAC | QUAL | VTI | VV | ITOT | SCHB | IVV | SPLG | VOO | SCHX | SPY | IWB | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COWZ | 1.00 | 0.71 | 0.87 | 0.89 | 0.65 | 0.86 | 0.86 | 0.85 | 0.59 | 0.60 | 0.58 | 0.89 | 0.60 | 0.60 | 0.79 | 0.61 | 0.62 | 0.62 | 0.64 | 0.64 | 0.87 | 0.74 | 0.79 | 0.76 | 0.79 | 0.79 | 0.77 | 0.77 | 0.77 | 0.77 | 0.77 | 0.78 |
JEPI | 0.71 | 1.00 | 0.84 | 0.85 | 0.63 | 0.86 | 0.86 | 0.90 | 0.65 | 0.64 | 0.66 | 0.85 | 0.65 | 0.67 | 0.92 | 0.68 | 0.69 | 0.69 | 0.71 | 0.71 | 0.81 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 0.81 | 0.81 | 0.81 | 0.80 | 0.81 | 0.81 |
SCHD | 0.87 | 0.84 | 1.00 | 0.97 | 0.63 | 0.94 | 0.94 | 0.96 | 0.61 | 0.61 | 0.60 | 0.92 | 0.62 | 0.61 | 0.90 | 0.62 | 0.64 | 0.64 | 0.65 | 0.66 | 0.88 | 0.77 | 0.81 | 0.79 | 0.82 | 0.81 | 0.81 | 0.81 | 0.81 | 0.80 | 0.81 | 0.81 |
VYM | 0.89 | 0.85 | 0.97 | 1.00 | 0.63 | 0.95 | 0.95 | 0.96 | 0.59 | 0.60 | 0.59 | 0.93 | 0.60 | 0.60 | 0.91 | 0.61 | 0.63 | 0.63 | 0.65 | 0.65 | 0.88 | 0.76 | 0.82 | 0.80 | 0.82 | 0.82 | 0.81 | 0.81 | 0.81 | 0.80 | 0.81 | 0.81 |
XLY | 0.65 | 0.63 | 0.63 | 0.63 | 1.00 | 0.73 | 0.73 | 0.71 | 0.79 | 0.81 | 0.86 | 0.78 | 0.86 | 0.86 | 0.75 | 0.87 | 0.87 | 0.87 | 0.85 | 0.85 | 0.83 | 0.82 | 0.87 | 0.87 | 0.87 | 0.87 | 0.86 | 0.86 | 0.86 | 0.87 | 0.86 | 0.87 |
SPYV | 0.86 | 0.86 | 0.94 | 0.95 | 0.73 | 1.00 | 1.00 | 0.96 | 0.69 | 0.70 | 0.70 | 0.96 | 0.71 | 0.70 | 0.93 | 0.72 | 0.73 | 0.73 | 0.72 | 0.72 | 0.92 | 0.83 | 0.88 | 0.87 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 | 0.87 | 0.88 | 0.88 |
IVE | 0.86 | 0.86 | 0.94 | 0.95 | 0.73 | 1.00 | 1.00 | 0.96 | 0.69 | 0.70 | 0.70 | 0.96 | 0.71 | 0.71 | 0.93 | 0.72 | 0.73 | 0.73 | 0.73 | 0.73 | 0.92 | 0.83 | 0.88 | 0.87 | 0.89 | 0.89 | 0.88 | 0.88 | 0.88 | 0.87 | 0.88 | 0.88 |
DGRO | 0.85 | 0.90 | 0.96 | 0.96 | 0.71 | 0.96 | 0.96 | 1.00 | 0.72 | 0.72 | 0.71 | 0.95 | 0.72 | 0.72 | 0.97 | 0.73 | 0.75 | 0.75 | 0.77 | 0.77 | 0.92 | 0.86 | 0.89 | 0.88 | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 |
XLK | 0.59 | 0.65 | 0.61 | 0.59 | 0.79 | 0.69 | 0.69 | 0.72 | 1.00 | 0.99 | 0.97 | 0.74 | 0.97 | 0.96 | 0.78 | 0.96 | 0.97 | 0.97 | 0.96 | 0.96 | 0.83 | 0.92 | 0.90 | 0.92 | 0.90 | 0.90 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.91 |
VGT | 0.60 | 0.64 | 0.61 | 0.60 | 0.81 | 0.70 | 0.70 | 0.72 | 0.99 | 1.00 | 0.97 | 0.76 | 0.98 | 0.97 | 0.78 | 0.97 | 0.97 | 0.97 | 0.96 | 0.96 | 0.85 | 0.93 | 0.92 | 0.93 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.93 | 0.92 | 0.92 |
MGK | 0.58 | 0.66 | 0.60 | 0.59 | 0.86 | 0.70 | 0.70 | 0.71 | 0.97 | 0.97 | 1.00 | 0.75 | 0.99 | 0.99 | 0.78 | 1.00 | 0.99 | 0.99 | 0.98 | 0.98 | 0.84 | 0.93 | 0.92 | 0.94 | 0.92 | 0.92 | 0.94 | 0.93 | 0.94 | 0.94 | 0.94 | 0.93 |
RSP | 0.89 | 0.85 | 0.92 | 0.93 | 0.78 | 0.96 | 0.96 | 0.95 | 0.74 | 0.76 | 0.75 | 1.00 | 0.76 | 0.76 | 0.94 | 0.77 | 0.78 | 0.78 | 0.79 | 0.79 | 0.97 | 0.88 | 0.93 | 0.90 | 0.93 | 0.93 | 0.91 | 0.91 | 0.91 | 0.91 | 0.91 | 0.92 |
QQQ | 0.60 | 0.65 | 0.62 | 0.60 | 0.86 | 0.71 | 0.71 | 0.72 | 0.97 | 0.98 | 0.99 | 0.76 | 1.00 | 0.99 | 0.78 | 0.99 | 0.99 | 0.99 | 0.98 | 0.98 | 0.85 | 0.93 | 0.93 | 0.94 | 0.93 | 0.93 | 0.93 | 0.93 | 0.93 | 0.94 | 0.93 | 0.93 |
SCHG | 0.60 | 0.67 | 0.61 | 0.60 | 0.86 | 0.70 | 0.71 | 0.72 | 0.96 | 0.97 | 0.99 | 0.76 | 0.99 | 1.00 | 0.78 | 1.00 | 0.99 | 1.00 | 0.98 | 0.98 | 0.85 | 0.93 | 0.93 | 0.95 | 0.93 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 |
VIG | 0.79 | 0.92 | 0.90 | 0.91 | 0.75 | 0.93 | 0.93 | 0.97 | 0.78 | 0.78 | 0.78 | 0.94 | 0.78 | 0.78 | 1.00 | 0.79 | 0.81 | 0.81 | 0.82 | 0.83 | 0.93 | 0.91 | 0.92 | 0.91 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.93 | 0.92 |
VUG | 0.61 | 0.68 | 0.62 | 0.61 | 0.87 | 0.72 | 0.72 | 0.73 | 0.96 | 0.97 | 1.00 | 0.77 | 0.99 | 1.00 | 0.79 | 1.00 | 1.00 | 1.00 | 0.98 | 0.98 | 0.86 | 0.94 | 0.94 | 0.95 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
VONG | 0.62 | 0.69 | 0.64 | 0.63 | 0.87 | 0.73 | 0.73 | 0.75 | 0.97 | 0.97 | 0.99 | 0.78 | 0.99 | 0.99 | 0.81 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.87 | 0.95 | 0.94 | 0.96 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.96 | 0.95 | 0.95 |
IWF | 0.62 | 0.69 | 0.64 | 0.63 | 0.87 | 0.73 | 0.73 | 0.75 | 0.97 | 0.97 | 0.99 | 0.78 | 0.99 | 1.00 | 0.81 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.87 | 0.95 | 0.95 | 0.96 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 | 0.96 | 0.95 | 0.95 |
SPYG | 0.64 | 0.71 | 0.65 | 0.65 | 0.85 | 0.72 | 0.73 | 0.77 | 0.96 | 0.96 | 0.98 | 0.79 | 0.98 | 0.98 | 0.82 | 0.98 | 0.99 | 0.99 | 1.00 | 1.00 | 0.87 | 0.95 | 0.95 | 0.96 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 |
IVW | 0.64 | 0.71 | 0.66 | 0.65 | 0.85 | 0.72 | 0.73 | 0.77 | 0.96 | 0.96 | 0.98 | 0.79 | 0.98 | 0.98 | 0.83 | 0.98 | 0.99 | 0.99 | 1.00 | 1.00 | 0.88 | 0.95 | 0.95 | 0.96 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 |
DFAC | 0.87 | 0.81 | 0.88 | 0.88 | 0.83 | 0.92 | 0.92 | 0.92 | 0.83 | 0.85 | 0.84 | 0.97 | 0.85 | 0.85 | 0.93 | 0.86 | 0.87 | 0.87 | 0.87 | 0.88 | 1.00 | 0.93 | 0.97 | 0.96 | 0.97 | 0.97 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 |
QUAL | 0.74 | 0.80 | 0.77 | 0.76 | 0.82 | 0.83 | 0.83 | 0.86 | 0.92 | 0.93 | 0.93 | 0.88 | 0.93 | 0.93 | 0.91 | 0.94 | 0.95 | 0.95 | 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 |
VTI | 0.79 | 0.80 | 0.81 | 0.82 | 0.87 | 0.88 | 0.88 | 0.89 | 0.90 | 0.92 | 0.92 | 0.93 | 0.93 | 0.93 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.97 | 0.97 | 1.00 | 0.99 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 0.99 | 1.00 |
VV | 0.76 | 0.80 | 0.79 | 0.80 | 0.87 | 0.87 | 0.87 | 0.88 | 0.92 | 0.93 | 0.94 | 0.90 | 0.94 | 0.95 | 0.91 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
ITOT | 0.79 | 0.80 | 0.82 | 0.82 | 0.87 | 0.88 | 0.89 | 0.89 | 0.90 | 0.92 | 0.92 | 0.93 | 0.93 | 0.93 | 0.92 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.97 | 0.97 | 1.00 | 0.99 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 0.99 | 1.00 |
SCHB | 0.79 | 0.80 | 0.81 | 0.82 | 0.87 | 0.88 | 0.89 | 0.89 | 0.90 | 0.92 | 0.92 | 0.93 | 0.93 | 0.93 | 0.92 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.97 | 0.97 | 1.00 | 0.99 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 1.00 | 0.99 | 1.00 |
IVV | 0.77 | 0.81 | 0.81 | 0.81 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.92 | 0.94 | 0.91 | 0.93 | 0.94 | 0.92 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
SPLG | 0.77 | 0.81 | 0.81 | 0.81 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.92 | 0.93 | 0.91 | 0.93 | 0.94 | 0.92 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
VOO | 0.77 | 0.81 | 0.81 | 0.81 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.92 | 0.94 | 0.91 | 0.93 | 0.94 | 0.92 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
SCHX | 0.77 | 0.80 | 0.80 | 0.80 | 0.87 | 0.87 | 0.87 | 0.89 | 0.92 | 0.93 | 0.94 | 0.91 | 0.94 | 0.94 | 0.92 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.97 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
SPY | 0.77 | 0.81 | 0.81 | 0.81 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.92 | 0.94 | 0.91 | 0.93 | 0.94 | 0.93 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.97 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
IWB | 0.78 | 0.81 | 0.81 | 0.81 | 0.87 | 0.88 | 0.88 | 0.89 | 0.91 | 0.92 | 0.93 | 0.92 | 0.93 | 0.94 | 0.92 | 0.95 | 0.95 | 0.95 | 0.95 | 0.96 | 0.97 | 0.97 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |