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 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
GoodETFs | 12.75% | 1.77% | 5.31% | 21.53% | N/A | N/A |
Активы портфеля: | ||||||
SPY SPDR S&P 500 ETF | 14.41% | 1.83% | 6.27% | 22.98% | 14.45% | 12.50% |
IVV iShares Core S&P 500 ETF | 14.47% | 1.84% | 6.31% | 23.13% | 14.51% | 12.55% |
VOO | 14.47% | 1.83% | 6.30% | 23.11% | N/A | N/A |
VTI | 13.11% | 1.78% | 5.46% | 22.15% | N/A | N/A |
QQQ Invesco QQQ | 9.88% | 0.14% | 2.50% | 21.26% | 19.38% | 17.28% |
VUG | 14.88% | 1.07% | 5.22% | 25.44% | N/A | N/A |
IWF iShares Russell 1000 Growth ETF | 14.45% | 1.03% | 4.86% | 25.11% | 17.23% | 15.29% |
VIG | 12.77% | 2.74% | 7.44% | 20.30% | N/A | N/A |
VGT | 10.57% | 0.17% | 2.62% | 23.14% | N/A | N/A |
XLK | 6.30% | -0.39% | -1.32% | 18.93% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | 9.70% | 2.22% | 6.48% | 15.56% | 12.41% | 11.31% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 13.01% | 1.70% | 5.42% | 22.09% | 13.70% | 12.03% |
RSP Invesco S&P 500® Equal Weight ETF | 8.90% | 2.50% | 3.83% | 17.35% | 11.62% | 10.07% |
IVW iShares S&P 500 Growth ETF | 17.68% | 0.93% | 6.70% | 24.83% | 15.11% | 13.97% |
SCHX Schwab U.S. Large-Cap ETF | 13.92% | 1.77% | 5.74% | 22.80% | 14.24% | 12.41% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 16.49% | 2.04% | 6.06% | 25.66% | 14.57% | 12.88% |
IWB iShares Russell 1000 ETF | 13.45% | 1.82% | 5.65% | 22.31% | 14.02% | 12.13% |
VV | 14.34% | 1.65% | 6.13% | 23.12% | N/A | N/A |
IVE iShares S&P 500 Value ETF | 10.99% | 3.05% | 6.04% | 21.18% | 12.57% | 10.13% |
DGRO iShares Core Dividend Growth ETF | 13.47% | 2.62% | 7.65% | 20.27% | 11.89% | 11.70% |
SCHB Schwab U.S. Broad Market ETF | 13.05% | 1.77% | 5.39% | 22.11% | 13.75% | 11.98% |
SPLG SPDR Portfolio S&P 500 ETF | 14.47% | 1.81% | 6.27% | 23.07% | 14.54% | 12.57% |
SCHG Schwab U.S. Large-Cap Growth ETF | 16.22% | 0.90% | 5.82% | 27.39% | 18.36% | 15.49% |
SPYG | 17.80% | 0.96% | 6.77% | 25.02% | N/A | N/A |
SPYV | 11.07% | 3.04% | 6.07% | 21.28% | N/A | N/A |
XLY | 2.45% | 4.97% | 1.60% | 8.95% | N/A | N/A |
COWZ Pacer US Cash Cows 100 ETF | 7.34% | 0.80% | 1.10% | 10.71% | 16.74% | N/A |
VONG | 14.60% | 1.08% | 4.97% | 25.30% | N/A | N/A |
MGK Vanguard Mega Cap Growth ETF | 15.31% | 1.36% | 5.73% | 25.85% | 18.06% | 15.45% |
JEPI JPMorgan Equity Premium Income ETF | 9.64% | 3.04% | 4.45% | 12.41% | N/A | N/A |
DFAC Dimensional U.S. Core Equity 2 ETF | 11.10% | 1.48% | 4.49% | 20.38% | N/A | N/A |
VYM | 11.83% | 2.32% | 6.39% | 18.77% | 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% | 1.41% | 2.13% | 12.75% | ||||
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 55, 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 | 1.81 | 2.47 | 1.33 | 1.95 | 8.75 |
IVV iShares Core S&P 500 ETF | 1.82 | 2.48 | 1.33 | 1.98 | 8.80 |
VOO | 1.81 | 2.47 | 1.33 | 1.97 | 8.80 |
VTI | 1.68 | 2.31 | 1.30 | 1.56 | 8.02 |
QQQ Invesco QQQ | 1.16 | 1.63 | 1.21 | 1.49 | 5.40 |
VUG | 1.44 | 1.96 | 1.26 | 1.33 | 6.83 |
IWF iShares Russell 1000 Growth ETF | 1.46 | 1.98 | 1.26 | 1.56 | 6.83 |
VIG | 1.99 | 2.78 | 1.36 | 2.08 | 9.33 |
VGT | 1.04 | 1.46 | 1.19 | 1.41 | 5.04 |
XLK | 0.82 | 1.20 | 1.16 | 1.03 | 3.77 |
SCHD Schwab US Dividend Equity ETF | 1.35 | 2.00 | 1.24 | 1.21 | 5.35 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.67 | 2.30 | 1.30 | 1.56 | 7.93 |
RSP Invesco S&P 500® Equal Weight ETF | 1.36 | 1.96 | 1.24 | 1.06 | 5.58 |
IVW iShares S&P 500 Growth ETF | 1.47 | 2.02 | 1.27 | 1.16 | 7.10 |
SCHX Schwab U.S. Large-Cap ETF | 1.76 | 2.41 | 1.32 | 1.73 | 8.52 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.90 | 2.65 | 1.34 | 2.39 | 10.39 |
IWB iShares Russell 1000 ETF | 1.73 | 2.37 | 1.31 | 1.68 | 8.31 |
VV | 1.78 | 2.43 | 1.32 | 1.78 | 8.72 |
IVE iShares S&P 500 Value ETF | 1.95 | 2.73 | 1.35 | 1.93 | 7.92 |
DGRO iShares Core Dividend Growth ETF | 2.02 | 2.84 | 1.36 | 1.74 | 8.52 |
SCHB Schwab U.S. Broad Market ETF | 1.68 | 2.31 | 1.30 | 1.56 | 8.02 |
SPLG SPDR Portfolio S&P 500 ETF | 1.82 | 2.48 | 1.33 | 1.97 | 8.76 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.55 | 2.10 | 1.28 | 1.77 | 7.87 |
SPYG | 1.48 | 2.02 | 1.27 | 1.18 | 7.17 |
SPYV | 1.95 | 2.73 | 1.35 | 1.95 | 8.01 |
XLY | 0.50 | 0.79 | 1.09 | 0.32 | 1.75 |
COWZ Pacer US Cash Cows 100 ETF | 0.79 | 1.24 | 1.14 | 1.36 | 3.10 |
VONG | 1.47 | 1.99 | 1.26 | 1.58 | 6.90 |
MGK Vanguard Mega Cap Growth ETF | 1.45 | 1.97 | 1.26 | 1.57 | 6.67 |
JEPI JPMorgan Equity Premium Income ETF | 1.59 | 2.19 | 1.30 | 1.89 | 7.26 |
DFAC Dimensional U.S. Core Equity 2 ETF | 1.51 | 2.13 | 1.27 | 1.58 | 7.24 |
VYM | 1.75 | 2.48 | 1.31 | 1.94 | 7.33 |
Дивиденды
Дивидендный доход
Дивидендная доходность GoodETFs за предыдущие двенадцать месяцев составила 1.47%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GoodETFs | 1.47% | 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 | 1.32% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
VOO | 1.33% | 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 | 0.64% | 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 | 0.57% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
VIG | 1.76% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VGT | 0.69% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
XLK | 0.75% | 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 | 3.45% | 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 | 1.52% | 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 | 1.04% | 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 | 1.74% | 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 | 2.25% | 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 | 1.29% | 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 | 1.91% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
XLY | 0.77% | 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 | 2.07% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
VONG | 0.66% | 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 | 7.29% | 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 | 1.12% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM | 2.90% | 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 4.62%.
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 |
-8.6% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | — | — | — |
-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 |
-4.26% | 19 нояб. 2021 г. | 8 | 1 дек. 2021 г. | 16 | 23 дек. 2021 г. | 24 |
Волатильность
График волатильности
Текущая волатильность GoodETFs составляет 4.99%, 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 | JEPI | VYM | XLY | SPYV | IVE | DGRO | XLK | VGT | RSP | MGK | QQQ | SCHG | VIG | VUG | VONG | IWF | SPYG | IVW | DFAC | QUAL | VTI | VV | ITOT | SCHB | SPLG | IVV | VOO | SCHX | SPY | IWB | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COWZ | 1.00 | 0.87 | 0.72 | 0.89 | 0.65 | 0.86 | 0.86 | 0.85 | 0.59 | 0.61 | 0.89 | 0.59 | 0.61 | 0.61 | 0.80 | 0.62 | 0.63 | 0.63 | 0.65 | 0.65 | 0.87 | 0.74 | 0.80 | 0.76 | 0.80 | 0.80 | 0.77 | 0.77 | 0.77 | 0.77 | 0.77 | 0.78 |
SCHD | 0.87 | 1.00 | 0.84 | 0.97 | 0.64 | 0.94 | 0.94 | 0.95 | 0.61 | 0.62 | 0.92 | 0.60 | 0.62 | 0.61 | 0.90 | 0.62 | 0.64 | 0.64 | 0.66 | 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 |
JEPI | 0.72 | 0.84 | 1.00 | 0.85 | 0.64 | 0.86 | 0.86 | 0.90 | 0.66 | 0.65 | 0.85 | 0.67 | 0.66 | 0.67 | 0.92 | 0.68 | 0.70 | 0.70 | 0.71 | 0.72 | 0.82 | 0.81 | 0.81 | 0.81 | 0.81 | 0.81 | 0.82 | 0.82 | 0.82 | 0.81 | 0.82 | 0.81 |
VYM | 0.89 | 0.97 | 0.85 | 1.00 | 0.64 | 0.95 | 0.95 | 0.96 | 0.61 | 0.61 | 0.93 | 0.60 | 0.61 | 0.61 | 0.91 | 0.62 | 0.64 | 0.64 | 0.66 | 0.66 | 0.89 | 0.77 | 0.82 | 0.80 | 0.82 | 0.82 | 0.82 | 0.82 | 0.82 | 0.81 | 0.82 | 0.82 |
XLY | 0.65 | 0.64 | 0.64 | 0.64 | 1.00 | 0.73 | 0.73 | 0.71 | 0.79 | 0.81 | 0.79 | 0.86 | 0.87 | 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 | 0.94 | 0.86 | 0.95 | 0.73 | 1.00 | 1.00 | 0.96 | 0.69 | 0.70 | 0.96 | 0.70 | 0.71 | 0.71 | 0.93 | 0.72 | 0.73 | 0.73 | 0.73 | 0.73 | 0.92 | 0.83 | 0.88 | 0.87 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 | 0.87 | 0.88 | 0.88 |
IVE | 0.86 | 0.94 | 0.86 | 0.95 | 0.73 | 1.00 | 1.00 | 0.96 | 0.69 | 0.70 | 0.96 | 0.70 | 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 | 0.95 | 0.90 | 0.96 | 0.71 | 0.96 | 0.96 | 1.00 | 0.72 | 0.72 | 0.95 | 0.72 | 0.72 | 0.72 | 0.97 | 0.74 | 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 | 0.61 | 0.66 | 0.61 | 0.79 | 0.69 | 0.69 | 0.72 | 1.00 | 0.99 | 0.74 | 0.97 | 0.97 | 0.96 | 0.79 | 0.96 | 0.97 | 0.97 | 0.96 | 0.96 | 0.84 | 0.92 | 0.90 | 0.92 | 0.90 | 0.91 | 0.92 | 0.92 | 0.92 | 0.92 | 0.92 | 0.91 |
VGT | 0.61 | 0.62 | 0.65 | 0.61 | 0.81 | 0.70 | 0.70 | 0.72 | 0.99 | 1.00 | 0.76 | 0.97 | 0.98 | 0.97 | 0.78 | 0.97 | 0.97 | 0.97 | 0.97 | 0.96 | 0.85 | 0.93 | 0.92 | 0.93 | 0.92 | 0.92 | 0.92 | 0.93 | 0.93 | 0.93 | 0.93 | 0.93 |
RSP | 0.89 | 0.92 | 0.85 | 0.93 | 0.79 | 0.96 | 0.96 | 0.95 | 0.74 | 0.76 | 1.00 | 0.75 | 0.76 | 0.76 | 0.94 | 0.78 | 0.78 | 0.79 | 0.79 | 0.79 | 0.97 | 0.88 | 0.93 | 0.91 | 0.93 | 0.93 | 0.91 | 0.91 | 0.91 | 0.92 | 0.91 | 0.92 |
MGK | 0.59 | 0.60 | 0.67 | 0.60 | 0.86 | 0.70 | 0.70 | 0.72 | 0.97 | 0.97 | 0.75 | 1.00 | 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 | 0.93 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.93 |
QQQ | 0.61 | 0.62 | 0.66 | 0.61 | 0.87 | 0.71 | 0.71 | 0.72 | 0.97 | 0.98 | 0.76 | 0.99 | 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 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 | 0.94 |
SCHG | 0.61 | 0.61 | 0.67 | 0.61 | 0.86 | 0.71 | 0.71 | 0.72 | 0.96 | 0.97 | 0.76 | 0.99 | 0.99 | 1.00 | 0.79 | 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 | 0.80 | 0.90 | 0.92 | 0.91 | 0.75 | 0.93 | 0.93 | 0.97 | 0.79 | 0.78 | 0.94 | 0.78 | 0.78 | 0.79 | 1.00 | 0.80 | 0.81 | 0.82 | 0.83 | 0.83 | 0.93 | 0.91 | 0.92 | 0.92 | 0.92 | 0.92 | 0.93 | 0.93 | 0.93 | 0.92 | 0.93 | 0.92 |
VUG | 0.62 | 0.62 | 0.68 | 0.62 | 0.87 | 0.72 | 0.72 | 0.74 | 0.96 | 0.97 | 0.78 | 1.00 | 0.99 | 1.00 | 0.80 | 1.00 | 1.00 | 1.00 | 0.98 | 0.98 | 0.86 | 0.94 | 0.94 | 0.96 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 | 0.95 |
VONG | 0.63 | 0.64 | 0.70 | 0.64 | 0.87 | 0.73 | 0.73 | 0.75 | 0.97 | 0.97 | 0.78 | 0.99 | 0.99 | 0.99 | 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 |
IWF | 0.63 | 0.64 | 0.70 | 0.64 | 0.87 | 0.73 | 0.73 | 0.75 | 0.97 | 0.97 | 0.79 | 0.99 | 0.99 | 1.00 | 0.82 | 1.00 | 1.00 | 1.00 | 0.99 | 0.99 | 0.87 | 0.95 | 0.95 | 0.96 | 0.95 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.95 |
SPYG | 0.65 | 0.66 | 0.71 | 0.66 | 0.85 | 0.73 | 0.73 | 0.77 | 0.96 | 0.97 | 0.79 | 0.98 | 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 |
IVW | 0.65 | 0.66 | 0.72 | 0.66 | 0.85 | 0.73 | 0.73 | 0.77 | 0.96 | 0.96 | 0.79 | 0.98 | 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 | 0.88 | 0.82 | 0.89 | 0.83 | 0.92 | 0.92 | 0.92 | 0.84 | 0.85 | 0.97 | 0.84 | 0.85 | 0.85 | 0.93 | 0.86 | 0.87 | 0.87 | 0.88 | 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 | 0.77 | 0.81 | 0.77 | 0.82 | 0.83 | 0.83 | 0.86 | 0.92 | 0.93 | 0.88 | 0.93 | 0.93 | 0.93 | 0.91 | 0.94 | 0.95 | 0.95 | 0.95 | 0.95 | 0.93 | 1.00 | 0.97 | 0.98 | 0.97 | 0.97 | 0.97 | 0.98 | 0.97 | 0.97 | 0.98 | 0.97 |
VTI | 0.80 | 0.81 | 0.81 | 0.82 | 0.87 | 0.88 | 0.88 | 0.89 | 0.90 | 0.92 | 0.93 | 0.92 | 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 |
VV | 0.76 | 0.79 | 0.81 | 0.80 | 0.87 | 0.87 | 0.87 | 0.88 | 0.92 | 0.93 | 0.91 | 0.94 | 0.94 | 0.95 | 0.92 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.96 | 0.98 | 0.99 | 1.00 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
ITOT | 0.80 | 0.82 | 0.81 | 0.82 | 0.87 | 0.88 | 0.89 | 0.89 | 0.90 | 0.92 | 0.93 | 0.92 | 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 |
SCHB | 0.80 | 0.81 | 0.81 | 0.82 | 0.87 | 0.88 | 0.89 | 0.89 | 0.91 | 0.92 | 0.93 | 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 |
SPLG | 0.77 | 0.81 | 0.82 | 0.82 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.92 | 0.91 | 0.94 | 0.94 | 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 |
IVV | 0.77 | 0.81 | 0.82 | 0.82 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.93 | 0.91 | 0.94 | 0.94 | 0.94 | 0.93 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.98 | 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 | 0.82 | 0.82 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.93 | 0.91 | 0.94 | 0.94 | 0.94 | 0.93 | 0.95 | 0.95 | 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 |
SCHX | 0.77 | 0.80 | 0.81 | 0.81 | 0.87 | 0.87 | 0.87 | 0.89 | 0.92 | 0.93 | 0.92 | 0.94 | 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 | 0.82 | 0.82 | 0.86 | 0.88 | 0.88 | 0.89 | 0.92 | 0.93 | 0.91 | 0.94 | 0.94 | 0.94 | 0.93 | 0.95 | 0.95 | 0.96 | 0.96 | 0.96 | 0.96 | 0.98 | 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 | 0.82 | 0.87 | 0.88 | 0.88 | 0.89 | 0.91 | 0.93 | 0.92 | 0.93 | 0.94 | 0.94 | 0.92 | 0.95 | 0.95 | 0.95 | 0.96 | 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 |