Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 30% |
Quarterly
Performance
The chart shows the growth of an initial investment of $10,000 in Bogleheads Three-fund Portfolio, 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
Bogleheads Three-fund Portfolio
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA
Returns
As of Jan 4, 2024, the Bogleheads Three-fund Portfolio returned -1.45% Year-To-Date and 7.57% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Bogleheads Three-fund Portfolio | -1.45% | 3.15% | 5.54% | 17.59% | 9.96% | 7.57% |
Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.62% | 3.09% | 6.79% | 24.51% | 14.50% | 11.37% |
BND Vanguard Total Bond Market ETF | -0.34% | 2.78% | 3.53% | 4.74% | 0.91% | 1.70% |
VEA Vanguard FTSE Developed Markets ETF | -1.90% | 3.45% | 4.74% | 15.08% | 7.60% | 4.49% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 4.68% | 2.75% | -2.29% | -4.04% | -2.64% | 8.25% | 5.04% |
Sharpe Ratio
The current Bogleheads Three-fund Portfolio Sharpe ratio is 1.64. A Sharpe ratio greater than 1.0 is considered acceptable.
The Sharpe ratio of Bogleheads Three-fund Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.
Bogleheads Three-fund Portfolio
Benchmark (^GSPC)
Portfolio components
Dividend yield
Bogleheads Three-fund Portfolio granted a 2.32% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Bogleheads Three-fund Portfolio | 2.32% | 2.28% | 2.23% | 1.95% | 1.77% | 2.34% | 2.59% | 2.19% | 2.38% | 2.38% | 2.54% | 2.21% |
Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.46% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.10% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VEA Vanguard FTSE Developed Markets ETF | 3.22% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Expense Ratio
The Bogleheads Three-fund Portfolio has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
0.05%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
0.00%2.15%
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.77 | ||||
BND Vanguard Total Bond Market ETF | 0.72 | ||||
VEA Vanguard FTSE Developed Markets ETF | 1.14 |
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BND | VEA | VTI | |
---|---|---|---|
BND | 1.00 | -0.14 | -0.19 |
VEA | -0.14 | 1.00 | 0.84 |
VTI | -0.19 | 0.84 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Bogleheads Three-fund Portfolio
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Bogleheads Three-fund Portfolio. 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 Bogleheads Three-fund Portfolio was 47.74%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-47.74% | Nov 1, 2007 | 339 | Mar 9, 2009 | 539 | Apr 27, 2011 | 878 |
-28.12% | Feb 13, 2020 | 27 | Mar 23, 2020 | 95 | Aug 6, 2020 | 122 |
-24.47% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
-17.25% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
-15.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
Volatility Chart
The current Bogleheads Three-fund Portfolio volatility is 2.81%, 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.
Bogleheads Three-fund Portfolio
Benchmark (^GSPC)
Portfolio components