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Stock Comparison
Performance
Risk-Adjusted Performance
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Volatility

Stocks/Funds to Compare


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Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

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Performance

Performance Comparison

The graph shows the growth of $10,000 invested in each of the securities selected for comparison. Prices adjusted for splits and dividends.


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Risk-Adjusted Performance


Sharpe Ratio Comparison

The Sharpe ratio shows whether the fund's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher fund's Sharpe ratio, the better its risk-adjusted performance.

The chart below displays the rolling 12-month Sharpe Ratio.


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Drawdowns

Drawdowns Comparison

The Drawdowns chart displays losses from any high point along the way for each compared security.


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Volatility

Volatility Comparison

Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

The chart below shows the rolling one-month volatility for each compared security.


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