This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.
The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.
| Ticker | Name | Allocation |
|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 50.00% |
| VGTSX | Vanguard Total Intl Stock Index Inv | 50.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 25.00% |
| VGTSX | Vanguard Total Intl Stock Index Inv | 25.00% |
| DFSVX | DFA US Small Cap Value I | 25.00% |
| DISVX | DFA International Small Cap Value I | 25.00% |
| Save portfolio » | ||
| Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | $10,000 | $46,135 | 6.63% | 15.94% | 35.85% | -40.57% | -54.79% | 0.36 | 0.50 | 0.96 |
| Portfolio 2 | $10,000 | $55,721 | 7.47% | 16.70% | 49.39% | -39.90% | -56.08% | 0.40 | 0.55 | 0.93 |
| Name | 3 Month | YTD | 1 year | 3 year | 5 year | 10 year | Full |
|---|---|---|---|---|---|---|---|
| Portfolio 1 | 0.59% | -1.92% | 4.06% | 4.85% | 7.97% | 8.17% | 6.63% |
| Portfolio 2 | 1.27% | -10.63% | -4.72% | -1.14% | 4.67% | 7.00% | 7.47% |
| Trailing returns are for full months ending in October 2020 excluding portfolio cashflows. | |||||||
| Year | Inflation | Return | Balance | Vanguard Total Stock Mkt Idx Inv (VTSMX) | Vanguard Total Intl Stock Index Inv (VGTSX) | DFA US Small Cap Value I (DFSVX) | DFA International Small Cap Value I (DISVX) | ||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 1 | Portfolio 2 | ||||||
| 1997 | 1.70% | 15.11% | 9.56% | $11,511 | $10,956 | 30.99% | -0.77% | 30.75% | -22.72% |
| 1998 | 1.61% | 19.43% | 9.21% | $13,748 | $11,965 | 23.26% | 15.60% | -7.30% | 5.27% |
| 1999 | 2.68% | 26.87% | 21.45% | $17,442 | $14,532 | 23.81% | 29.92% | 13.05% | 19.04% |
| 2000 | 3.39% | -13.09% | -5.07% | $15,158 | $13,796 | -10.57% | -15.61% | 9.01% | -3.08% |
| 2001 | 1.55% | -15.56% | -3.27% | $12,799 | $13,346 | -10.97% | -20.15% | 22.65% | -4.59% |
| 2002 | 2.38% | -18.02% | -9.88% | $10,493 | $12,027 | -20.96% | -15.08% | -9.27% | 5.79% |
| 2003 | 1.88% | 35.85% | 49.39% | $14,254 | $17,968 | 31.35% | 40.34% | 59.40% | 66.48% |
| 2004 | 3.26% | 16.68% | 23.39% | $16,631 | $22,170 | 12.51% | 20.84% | 25.39% | 34.80% |
| 2005 | 3.42% | 10.78% | 13.14% | $18,423 | $25,084 | 5.98% | 15.57% | 7.79% | 23.23% |
| 2006 | 2.54% | 21.07% | 23.02% | $22,305 | $30,859 | 15.51% | 26.64% | 21.55% | 28.39% |
| 2007 | 4.08% | 10.51% | 3.30% | $24,649 | $31,878 | 5.49% | 15.52% | -10.75% | 2.95% |
| 2008 | 0.09% | -40.57% | -39.90% | $14,649 | $19,158 | -37.04% | -44.10% | -36.79% | -41.68% |
| 2009 | 2.72% | 32.71% | 34.64% | $19,441 | $25,795 | 28.70% | 36.73% | 33.62% | 39.51% |
| 2010 | 1.50% | 14.11% | 19.30% | $22,183 | $30,774 | 17.09% | 11.12% | 30.90% | 18.10% |
| 2011 | 2.96% | -6.80% | -9.65% | $20,675 | $27,803 | 0.96% | -14.56% | -7.55% | -17.46% |
| 2012 | 1.74% | 17.20% | 19.59% | $24,230 | $33,251 | 16.25% | 18.14% | 21.72% | 22.26% |
| 2013 | 1.50% | 24.20% | 30.79% | $30,093 | $43,490 | 33.35% | 15.04% | 42.38% | 32.39% |
| 2014 | 0.76% | 4.10% | 1.67% | $31,326 | $44,216 | 12.43% | -4.24% | 3.48% | -4.99% |
| 2015 | 0.73% | -2.04% | -1.98% | $30,687 | $43,343 | 0.29% | -4.37% | -7.81% | 3.99% |
| 2016 | 2.07% | 8.59% | 13.36% | $33,324 | $49,135 | 12.53% | 4.65% | 28.26% | 8.00% |
| 2017 | 2.11% | 24.22% | 20.91% | $41,396 | $59,409 | 21.05% | 27.40% | 7.21% | 27.98% |
| 2018 | 1.91% | -9.85% | -14.53% | $37,318 | $50,774 | -5.26% | -14.44% | -15.13% | -23.31% |
| 2019 | 2.29% | 26.04% | 22.80% | $47,036 | $62,351 | 30.65% | 21.43% | 18.12% | 21.00% |
| 2020 | 1.29% | -1.92% | -10.63% | $46,135 | $55,721 | 3.15% | -6.98% | -19.89% | -18.81% |
| Annual returns for 2020 are based on partial year data | |||||||||
| Year | Month | Return | Balance | Vanguard Total Stock Mkt Idx Inv (VTSMX) | Vanguard Total Intl Stock Index Inv (VGTSX) | DFA US Small Cap Value I (DFSVX) | DFA International Small Cap Value I (DISVX) | ||
|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 1 | Portfolio 2 | ||||||
| 1997 | 1 | 1.55% | 0.79% | $10,155 | $10,079 | 5.46% | -2.37% | 2.54% | -2.47% |
| 1997 | 2 | 0.82% | 0.62% | $10,238 | $10,141 | -0.11% | 1.82% | 0.00% | 0.84% |
| 1997 | 3 | -2.34% | -2.05% | $9,998 | $9,933 | -4.45% | -0.10% | -2.65% | -0.84% |
| 1997 | 4 | 2.36% | 0.52% | $10,234 | $9,984 | 4.50% | 0.20% | -0.41% | -2.32% |
| 1997 | 5 | 6.83% | 7.45% | $10,933 | $10,728 | 7.10% | 6.54% | 9.46% | 6.69% |
| 1997 | 6 | 4.87% | 4.42% | $11,465 | $11,203 | 4.37% | 5.40% | 6.25% | 1.52% |
| 1997 | 7 | 4.76% | 3.08% | $12,011 | $11,548 | 7.77% | 1.59% | 5.98% | -3.88% |
| 1997 | 8 | -6.02% | -3.18% | $11,287 | $11,181 | -3.72% | -8.60% | 3.52% | -4.56% |
| 1997 | 9 | 5.65% | 4.64% | $11,925 | $11,700 | 5.77% | 5.51% | 7.69% | -1.85% |
| 1997 | 10 | -6.01% | -4.89% | $11,208 | $11,128 | -3.40% | -9.10% | -3.55% | -3.98% |
| 1997 | 11 | 1.32% | -1.27% | $11,356 | $10,987 | 3.33% | -1.19% | -0.85% | -8.41% |
| 1997 | 12 | 1.36% | -0.28% | $11,511 | $10,956 | 1.70% | 0.92% | 0.09% | -5.41% |
| 1998 | 1 | 1.74% | 2.35% | $11,711 | $11,214 | 0.44% | 3.04% | -1.23% | 7.16% |
| 1998 | 2 | 7.11% | 7.96% | $12,544 | $12,107 | 7.34% | 6.88% | 7.54% | 9.96% |
| 1998 | 3 | 4.13% | 3.55% | $13,062 | $12,537 | 5.06% | 3.22% | 4.07% | 2.03% |
| 1998 | 4 | 0.82% | 0.41% | $13,169 | $12,589 | 1.10% | 0.53% | 1.93% | -1.75% |
| 1998 | 5 | -2.11% | -2.23% | $12,891 | $12,307 | -2.71% | -1.51% | -3.83% | -0.95% |
| 1998 | 6 | 1.63% | -0.41% | $13,101 | $12,256 | 3.54% | -0.27% | -1.97% | -2.88% |
| 1998 | 7 | -0.62% | -2.85% | $13,020 | $11,907 | -2.27% | 1.08% | -7.37% | -3.09% |
| 1998 | 8 | -14.65% | -14.57% | $11,112 | $10,172 | -15.65% | -13.66% | -18.43% | -10.97% |
| 1998 | 9 | 2.24% | 1.10% | $11,361 | $10,283 | 6.68% | -2.07% | 2.84% | -2.58% |
| 1998 | 10 | 9.10% | 7.29% | $12,394 | $11,033 | 7.51% | 10.77% | 4.26% | 6.18% |
| 1998 | 11 | 5.76% | 5.33% | $13,108 | $11,620 | 6.17% | 5.34% | 5.30% | 4.43% |
| 1998 | 12 | 4.88% | 2.97% | $13,748 | $11,965 | 6.45% | 3.26% | 2.32% | -0.59% |
| 1999 | 1 | 1.51% | 0.62% | $13,956 | $12,040 | 3.65% | -0.63% | 1.56% | -2.09% |
| 1999 | 2 | -2.96% | -3.88% | $13,543 | $11,572 | -3.73% | -2.16% | -8.24% | -1.28% |
| 1999 | 3 | 4.44% | 3.28% | $14,144 | $11,952 | 3.93% | 4.97% | -1.92% | 5.91% |
| 1999 | 4 | 4.88% | 7.60% | $14,834 | $12,860 | 4.68% | 5.08% | 10.68% | 10.34% |
| 1999 | 5 | -3.49% | -0.88% | $14,316 | $12,748 | -2.00% | -5.00% | 4.69% | -0.86% |
| 1999 | 6 | 4.78% | 5.59% | $15,001 | $13,460 | 5.16% | 4.39% | 6.11% | 6.59% |
| 1999 | 7 | -0.53% | 0.50% | $14,921 | $13,527 | -3.20% | 2.27% | -0.45% | 3.27% |
| 1999 | 8 | -0.29% | -0.70% | $14,877 | $13,433 | -0.92% | 0.33% | -2.74% | 0.45% |
| 1999 | 9 | -0.80% | -1.18% | $14,759 | $13,274 | -2.44% | 0.82% | -2.67% | -0.56% |
| 1999 | 10 | 4.98% | 1.09% | $15,494 | $13,419 | 6.29% | 3.74% | -3.42% | -1.81% |
| 1999 | 11 | 3.75% | 2.33% | $16,076 | $13,731 | 3.42% | 4.08% | 4.53% | -2.19% |
| 1999 | 12 | 8.50% | 5.84% | $17,442 | $14,532 | 7.59% | 9.37% | 5.73% | 0.67% |
| 2000 | 1 | -5.20% | -3.18% | $16,534 | $14,070 | -4.18% | -6.22% | -0.75% | -1.56% |
| 2000 | 2 | 2.69% | 3.07% | $16,978 | $14,503 | 2.54% | 2.83% | 9.28% | -2.44% |
| 2000 | 3 | 4.59% | 3.25% | $17,758 | $14,974 | 5.69% | 3.48% | 0.30% | 3.87% |
| 2000 | 4 | -5.31% | -5.06% | $16,816 | $14,216 | -5.21% | -5.41% | -3.51% | -6.25% |
| 2000 | 5 | -3.05% | -2.25% | $16,303 | $13,897 | -3.41% | -2.67% | -4.16% | 1.54% |
| 2000 | 6 | 4.35% | 5.60% | $17,012 | $14,675 | 4.42% | 4.27% | 4.98% | 8.71% |
| 2000 | 7 | -3.18% | -2.51% | $16,470 | $14,306 | -1.95% | -4.46% | -0.10% | -3.72% |
| 2000 | 8 | 4.23% | 4.47% | $17,168 | $14,945 | 7.28% | 1.00% | 7.40% | 1.81% |
| 2000 | 9 | -4.83% | -3.61% | $16,339 | $14,406 | -4.67% | -5.00% | -1.85% | -3.20% |
| 2000 | 10 | -2.51% | -3.54% | $15,929 | $13,895 | -2.04% | -3.03% | -3.78% | -5.26% |
| 2000 | 11 | -7.36% | -4.72% | $14,757 | $13,239 | -9.90% | -4.44% | -5.44% | 1.29% |
| 2000 | 12 | 2.71% | 4.21% | $15,158 | $13,796 | 1.78% | 3.72% | 7.73% | 3.10% |
| 2001 | 1 | 2.46% | 4.50% | $15,531 | $14,417 | 3.83% | 1.10% | 10.31% | 2.75% |
| 2001 | 2 | -8.52% | -4.43% | $14,207 | $13,778 | -9.41% | -7.61% | -1.92% | 1.02% |
| 2001 | 3 | -6.93% | -5.27% | $13,222 | $13,052 | -6.72% | -7.15% | -2.46% | -5.18% |
| 2001 | 4 | 8.03% | 7.35% | $14,284 | $14,011 | 8.16% | 7.89% | 6.12% | 7.46% |
| 2001 | 5 | -1.24% | 1.25% | $14,107 | $14,187 | 1.01% | -3.52% | 6.16% | 0.50% |
| 2001 | 6 | -2.70% | -0.36% | $13,725 | $14,135 | -1.64% | -3.84% | 3.74% | -0.86% |
| 2001 | 7 | -2.06% | -1.98% | $13,443 | $13,856 | -1.71% | -2.43% | -1.63% | -2.24% |
| 2001 | 8 | -4.23% | -1.72% | $12,874 | $13,617 | -6.00% | -2.30% | -1.34% | 2.16% |
| 2001 | 9 | -9.84% | -11.57% | $11,607 | $12,042 | -9.00% | -10.73% | -14.56% | -10.96% |
| 2001 | 10 | 2.74% | 3.10% | $11,925 | $12,416 | 2.52% | 2.97% | 3.93% | 2.80% |
| 2001 | 11 | 5.66% | 4.93% | $12,600 | $13,028 | 7.63% | 3.56% | 7.81% | 0.54% |
| 2001 | 12 | 1.58% | 2.44% | $12,799 | $13,346 | 1.78% | 1.35% | 7.02% | -1.50% |
| 2002 | 1 | -2.94% | -1.33% | $12,423 | $13,168 | -1.24% | -4.63% | 1.54% | -0.99% |
| 2002 | 2 | -0.60% | 0.67% | $12,349 | $13,256 | -2.05% | 0.90% | -0.16% | 3.98% |
| 2002 | 3 | 5.04% | 6.21% | $12,972 | $14,078 | 4.38% | 5.71% | 9.86% | 4.79% |
| 2002 | 4 | -2.23% | 1.13% | $12,683 | $14,237 | -4.90% | 0.42% | 4.53% | 3.92% |
| 2002 | 5 | 0.01% | 0.79% | $12,684 | $14,350 | -1.22% | 1.16% | -3.15% | 6.28% |
| 2002 | 6 | -5.61% | -3.62% | $11,972 | $13,831 | -7.06% | -4.28% | -2.07% | -1.77% |
| 2002 | 7 | -8.96% | -9.70% | $10,899 | $12,490 | -8.02% | -9.80% | -15.60% | -5.29% |
| 2002 | 8 | 0.19% | -0.30% | $10,920 | $12,452 | 0.53% | -0.12% | -1.25% | -0.25% |
| 2002 | 9 | -10.49% | -8.55% | $9,774 | $11,387 | -10.07% | -10.88% | -7.28% | -6.62% |
| 2002 | 10 | 6.63% | 3.08% | $10,422 | $11,738 | 7.65% | 5.70% | 1.62% | -0.95% |
| 2002 | 11 | 5.38% | 5.23% | $10,984 | $12,353 | 6.06% | 4.75% | 8.52% | 2.20% |
| 2002 | 12 | -4.47% | -2.64% | $10,493 | $12,027 | -5.57% | -3.43% | -3.58% | 1.23% |
| 2003 | 1 | -3.15% | -2.37% | $10,162 | $11,742 | -2.54% | -3.76% | -3.45% | 0.27% |
| 2003 | 2 | -2.05% | -1.90% | $9,954 | $11,520 | -1.69% | -2.42% | -4.11% | 0.54% |
| 2003 | 3 | -0.41% | -0.50% | $9,913 | $11,462 | 1.09% | -1.93% | -0.21% | -0.94% |
| 2003 | 4 | 8.94% | 9.49% | $10,799 | $12,549 | 8.21% | 9.70% | 10.56% | 9.52% |
| 2003 | 5 | 6.13% | 8.53% | $11,461 | $13,620 | 6.11% | 6.15% | 11.72% | 10.06% |
| 2003 | 6 | 2.03% | 3.40% | $11,694 | $14,083 | 1.43% | 2.66% | 3.65% | 5.64% |
| 2003 | 7 | 2.76% | 4.19% | $12,017 | $14,673 | 2.36% | 3.18% | 7.04% | 4.06% |
| 2003 | 8 | 2.45% | 3.99% | $12,311 | $15,258 | 2.39% | 2.51% | 5.14% | 5.54% |
| 2003 | 9 | 0.80% | 1.72% | $12,410 | $15,521 | -1.15% | 2.78% | -0.78% | 5.64% |
| 2003 | 10 | 6.31% | 7.08% | $13,193 | $16,620 | 6.12% | 6.49% | 10.00% | 5.71% |
| 2003 | 11 | 1.76% | 2.02% | $13,425 | $16,955 | 1.38% | 2.13% | 4.16% | 0.44% |
| 2003 | 12 | 6.17% | 5.97% | $14,254 | $17,968 | 4.48% | 7.80% | 5.33% | 6.27% |
| 2004 | 1 | 1.91% | 3.70% | $14,527 | $18,633 | 2.23% | 1.60% | 4.89% | 6.10% |
| 2004 | 2 | 1.96% | 2.11% | $14,812 | $19,026 | 1.43% | 2.50% | 1.41% | 3.07% |
| 2004 | 3 | -0.31% | 1.17% | $14,766 | $19,249 | -1.07% | 0.45% | 0.94% | 4.20% |
| 2004 | 4 | -2.63% | -3.00% | $14,378 | $18,671 | -2.11% | -3.14% | -3.17% | -3.52% |
| 2004 | 5 | 0.90% | 0.27% | $14,507 | $18,722 | 1.35% | 0.46% | 0.38% | -0.99% |
| 2004 | 6 | 2.24% | 3.96% | $14,833 | $19,463 | 2.09% | 2.40% | 6.69% | 4.55% |
| 2004 | 7 | -3.57% | -4.00% | $14,304 | $18,685 | -3.80% | -3.34% | -5.33% | -3.48% |
| 2004 | 8 | 0.53% | 0.20% | $14,379 | $18,722 | 0.31% | 0.75% | -1.49% | 1.23% |
| 2004 | 9 | 2.36% | 3.08% | $14,718 | $19,298 | 1.74% | 2.96% | 4.93% | 2.66% |
| 2004 | 10 | 2.47% | 2.30% | $15,081 | $19,741 | 1.68% | 3.24% | 0.96% | 3.26% |
| 2004 | 11 | 5.98% | 7.73% | $15,983 | $21,268 | 4.68% | 7.23% | 10.00% | 8.75% |
| 2004 | 12 | 4.05% | 4.24% | $16,631 | $22,170 | 3.63% | 4.44% | 3.62% | 5.16% |
| 2005 | 1 | -2.17% | -1.28% | $16,270 | $21,886 | -2.68% | -1.67% | -3.57% | 2.79% |
| 2005 | 2 | 3.38% | 3.57% | $16,820 | $22,667 | 2.07% | 4.68% | 2.70% | 4.74% |
| 2005 | 3 | -2.35% | -1.88% | $16,425 | $22,241 | -1.75% | -2.93% | -1.95% | -0.94% |
| 2005 | 4 | -2.19% | -3.36% | $16,065 | $21,494 | -2.32% | -2.07% | -7.28% | -1.95% |
| 2005 | 5 | 1.90% | 2.09% | $16,370 | $21,943 | 3.77% | 0.08% | 6.65% | -1.49% |
| 2005 | 6 | 1.05% | 2.15% | $16,542 | $22,414 | 0.81% | 1.30% | 4.17% | 2.35% |
| 2005 | 7 | 3.89% | 4.67% | $17,187 | $23,459 | 4.11% | 3.68% | 7.11% | 3.80% |
| 2005 | 8 | 0.95% | 1.05% | $17,349 | $23,705 | -0.94% | 2.85% | -1.67% | 3.90% |
| 2005 | 9 | 2.82% | 2.19% | $17,838 | $24,225 | 0.86% | 4.73% | 0.80% | 2.34% |
| 2005 | 10 | -2.64% | -2.62% | $17,367 | $23,590 | -1.86% | -3.37% | -2.92% | -2.32% |
| 2005 | 11 | 3.30% | 3.14% | $17,941 | $24,329 | 3.97% | 2.67% | 4.21% | 1.86% |
| 2005 | 12 | 2.69% | 3.10% | $18,423 | $25,084 | 0.14% | 5.14% | 0.34% | 6.44% |
| 2006 | 1 | 5.18% | 6.63% | $19,378 | $26,747 | 3.50% | 6.87% | 8.82% | 7.33% |
| 2006 | 2 | -0.37% | -0.22% | $19,307 | $26,689 | 0.00% | -0.72% | -0.35% | 0.21% |
| 2006 | 3 | 2.49% | 3.99% | $19,788 | $27,753 | 1.80% | 3.17% | 6.09% | 4.77% |
| 2006 | 4 | 3.15% | 2.84% | $20,413 | $28,542 | 1.11% | 5.12% | 0.98% | 4.15% |
| 2006 | 5 | -3.86% | -4.24% | $19,624 | $27,332 | -3.23% | -4.45% | -4.39% | -4.80% |
| 2006 | 6 | -0.11% | -0.52% | $19,602 | $27,190 | 0.17% | -0.38% | 0.05% | -1.86% |
| 2006 | 7 | 0.53% | -0.79% | $19,705 | $26,975 | -0.13% | 1.15% | -3.75% | -0.36% |
| 2006 | 8 | 2.43% | 2.34% | $20,183 | $27,605 | 2.31% | 2.53% | 1.95% | 2.55% |
| 2006 | 9 | 1.22% | 1.14% | $20,429 | $27,921 | 2.27% | 0.25% | 1.19% | 0.95% |
| 2006 | 10 | 3.77% | 4.34% | $21,200 | $29,132 | 3.53% | 4.00% | 5.43% | 4.39% |
| 2006 | 11 | 3.00% | 3.47% | $21,837 | $30,144 | 2.23% | 3.73% | 3.03% | 4.83% |
| 2006 | 12 | 2.15% | 2.37% | $22,305 | $30,859 | 1.13% | 3.09% | 1.38% | 3.75% |
| 2007 | 1 | 1.42% | 1.93% | $22,622 | $31,453 | 1.88% | 0.96% | 2.20% | 2.67% |
| 2007 | 2 | -0.78% | 0.01% | $22,445 | $31,456 | -1.61% | 0.06% | -0.23% | 1.81% |
| 2007 | 3 | 1.96% | 2.35% | $22,884 | $32,195 | 1.11% | 2.80% | 1.09% | 4.35% |
| 2007 | 4 | 3.97% | 3.17% | $23,792 | $33,217 | 4.01% | 3.92% | 1.81% | 2.97% |
| 2007 | 5 | 3.39% | 3.06% | $24,598 | $34,235 | 3.69% | 3.09% | 3.65% | 1.91% |
| 2007 | 6 | -0.52% | -0.75% | $24,470 | $33,979 | -1.67% | 0.61% | -1.55% | -0.42% |
| 2007 | 7 | -2.21% | -3.03% | $23,929 | $32,951 | -3.41% | -1.06% | -7.64% | -0.25% |
| 2007 | 8 | 0.33% | -1.10% | $24,009 | $32,589 | 1.45% | -0.72% | -0.76% | -4.10% |
| 2007 | 9 | 5.02% | 3.03% | $25,213 | $33,577 | 3.59% | 6.38% | -0.28% | 2.08% |
| 2007 | 10 | 3.95% | 3.31% | $26,208 | $34,687 | 1.85% | 5.90% | 1.11% | 3.94% |
| 2007 | 11 | -4.53% | -6.38% | $25,021 | $32,476 | -4.49% | -4.57% | -8.72% | -8.12% |
| 2007 | 12 | -1.49% | -1.84% | $24,649 | $31,878 | -0.60% | -2.28% | -1.20% | -3.12% |
| 2008 | 1 | -7.31% | -6.29% | $22,846 | $29,872 | -6.08% | -8.55% | -3.94% | -6.60% |
| 2008 | 2 | -1.39% | -0.87% | $22,527 | $29,612 | -3.07% | 0.33% | -2.84% | 2.19% |
| 2008 | 3 | -0.65% | 0.13% | $22,382 | $29,651 | -0.58% | -0.71% | 0.84% | 0.93% |
| 2008 | 4 | 5.44% | 3.51% | $23,599 | $30,693 | 5.02% | 5.85% | 1.66% | 1.70% |
| 2008 | 5 | 1.80% | 2.48% | $24,023 | $31,455 | 2.09% | 1.51% | 4.14% | 2.20% |
| 2008 | 6 | -8.59% | -9.01% | $21,959 | $28,621 | -8.19% | -8.99% | -10.10% | -8.74% |
| 2008 | 7 | -2.22% | -1.71% | $21,472 | $28,130 | -0.77% | -3.67% | 2.07% | -4.44% |
| 2008 | 8 | -1.71% | -0.56% | $21,105 | $27,971 | 1.58% | -5.10% | 4.15% | -3.22% |
| 2008 | 9 | -11.08% | -10.74% | $18,766 | $24,966 | -9.26% | -13.09% | -6.89% | -14.39% |
| 2008 | 10 | -19.70% | -20.87% | $15,069 | $19,756 | -17.63% | -22.09% | -22.14% | -21.76% |
| 2008 | 11 | -7.18% | -8.42% | $13,988 | $18,093 | -7.90% | -6.29% | -12.99% | -5.55% |
| 2008 | 12 | 4.72% | 5.89% | $14,649 | $19,158 | 1.86% | 8.16% | 5.25% | 9.09% |
| 2009 | 1 | -10.11% | -10.73% | $13,168 | $17,103 | -8.26% | -11.96% | -14.28% | -8.43% |
| 2009 | 2 | -10.02% | -10.92% | $11,848 | $15,236 | -10.45% | -9.58% | -12.71% | -10.99% |
| 2009 | 3 | 8.98% | 8.68% | $12,912 | $16,559 | 8.65% | 9.31% | 10.40% | 6.52% |
| 2009 | 4 | 11.68% | 14.72% | $14,420 | $18,997 | 10.61% | 12.78% | 19.66% | 16.21% |
| 2009 | 5 | 9.85% | 9.20% | $15,841 | $20,744 | 5.38% | 14.35% | 3.22% | 13.77% |
| 2009 | 6 | -0.52% | -0.26% | $15,759 | $20,689 | 0.34% | -1.32% | 0.35% | -0.33% |
| 2009 | 7 | 8.92% | 10.10% | $17,164 | $22,778 | 7.82% | 9.96% | 13.44% | 9.31% |
| 2009 | 8 | 3.56% | 5.29% | $17,776 | $23,982 | 3.63% | 3.50% | 5.14% | 8.66% |
| 2009 | 9 | 4.70% | 5.10% | $18,612 | $25,206 | 4.23% | 5.15% | 6.33% | 4.71% |
| 2009 | 10 | -2.36% | -3.98% | $18,173 | $24,204 | -2.57% | -2.17% | -7.53% | -3.62% |
| 2009 | 11 | 4.70% | 3.19% | $19,028 | $24,977 | 5.63% | 3.86% | 3.11% | 0.54% |
| 2009 | 12 | 2.17% | 3.27% | $19,441 | $25,795 | 2.86% | 1.53% | 7.92% | 1.17% |
| 2010 | 1 | -4.28% | -3.41% | $18,608 | $24,915 | -3.50% | -5.07% | -3.16% | -1.92% |
| 2010 | 2 | 1.80% | 2.20% | $18,944 | $25,462 | 3.36% | 0.22% | 6.15% | -0.95% |
| 2010 | 3 | 6.49% | 7.51% | $20,172 | $27,373 | 6.27% | 6.71% | 8.86% | 8.12% |
| 2010 | 4 | 0.27% | 2.58% | $20,228 | $28,080 | 2.17% | -1.71% | 8.11% | 1.26% |
| 2010 | 5 | -9.33% | -10.50% | $18,340 | $25,132 | -8.00% | -10.78% | -9.90% | -13.46% |
| 2010 | 6 | -3.54% | -5.03% | $17,690 | $23,869 | -5.66% | -1.17% | -10.14% | -2.01% |
| 2010 | 7 | 8.61% | 8.90% | $19,213 | $25,994 | 6.99% | 10.33% | 8.69% | 9.73% |
| 2010 | 8 | -4.00% | -5.32% | $18,445 | $24,611 | -4.75% | -3.22% | -8.38% | -4.67% |
| 2010 | 9 | 9.94% | 11.02% | $20,278 | $27,324 | 9.47% | 10.41% | 12.93% | 11.23% |
| 2010 | 10 | 3.74% | 3.70% | $21,038 | $28,335 | 3.94% | 3.55% | 4.17% | 3.13% |
| 2010 | 11 | -1.95% | -0.49% | $20,626 | $28,196 | 0.58% | -4.52% | 4.49% | -2.85% |
| 2010 | 12 | 7.55% | 9.14% | $22,183 | $30,774 | 6.81% | 8.34% | 9.18% | 12.32% |
| 2011 | 1 | 1.44% | 1.32% | $22,503 | $31,181 | 2.19% | 0.70% | 0.31% | 2.09% |
| 2011 | 2 | 3.16% | 3.87% | $23,214 | $32,386 | 3.60% | 2.71% | 6.28% | 2.90% |
| 2011 | 3 | 0.01% | 0.65% | $23,217 | $32,598 | 0.45% | -0.43% | 2.05% | 0.50% |
| 2011 | 4 | 4.10% | 3.42% | $24,168 | $33,711 | 2.99% | 5.24% | 1.26% | 4.30% |
| 2011 | 5 | -2.01% | -2.65% | $23,682 | $32,819 | -1.16% | -2.87% | -3.12% | -3.43% |
| 2011 | 6 | -1.65% | -1.82% | $23,292 | $32,221 | -1.79% | -1.51% | -1.81% | -2.18% |
| 2011 | 7 | -1.91% | -2.16% | $22,846 | $31,526 | -2.28% | -1.53% | -2.88% | -1.92% |
| 2011 | 8 | -7.21% | -8.62% | $21,199 | $28,809 | -5.99% | -8.45% | -10.58% | -9.51% |
| 2011 | 9 | -9.97% | -11.05% | $19,085 | $25,624 | -7.75% | -12.29% | -12.58% | -11.80% |
| 2011 | 10 | 10.89% | 11.27% | $21,164 | $28,511 | 11.51% | 10.22% | 15.82% | 7.61% |
| 2011 | 11 | -1.51% | -1.71% | $20,843 | $28,022 | -0.29% | -2.88% | -0.68% | -3.23% |
| 2011 | 12 | -0.81% | -0.78% | $20,675 | $27,803 | 0.80% | -2.64% | 1.01% | -2.66% |
| 2012 | 1 | 6.18% | 7.45% | $21,952 | $29,875 | 5.08% | 7.27% | 7.43% | 10.01% |
| 2012 | 2 | 4.70% | 4.64% | $22,984 | $31,261 | 4.26% | 5.14% | 3.18% | 5.96% |
| 2012 | 3 | 1.13% | 1.16% | $23,244 | $31,624 | 3.07% | -0.75% | 2.30% | 0.13% |
| 2012 | 4 | -1.21% | -1.71% | $22,962 | $31,083 | -0.65% | -1.78% | -1.60% | -2.78% |
| 2012 | 5 | -8.66% | -9.31% | $20,973 | $28,190 | -6.24% | -11.14% | -7.12% | -12.72% |
| 2012 | 6 | 4.93% | 4.79% | $22,007 | $29,540 | 3.91% | 6.03% | 4.38% | 4.93% |
| 2012 | 7 | 0.75% | 0.24% | $22,171 | $29,612 | 1.03% | 0.44% | -0.24% | -0.29% |
| 2012 | 8 | 2.60% | 3.27% | $22,748 | $30,580 | 2.48% | 2.72% | 4.21% | 3.67% |
| 2012 | 9 | 3.08% | 3.53% | $23,449 | $31,660 | 2.58% | 3.62% | 3.31% | 4.67% |
| 2012 | 10 | -0.63% | -0.29% | $23,303 | $31,568 | -1.76% | 0.56% | -0.82% | 0.93% |
| 2012 | 11 | 1.27% | 1.45% | $23,599 | $32,024 | 0.74% | 1.82% | 1.84% | 1.39% |
| 2012 | 12 | 2.67% | 3.83% | $24,230 | $33,251 | 1.19% | 4.17% | 3.72% | 6.24% |
| 2013 | 1 | 4.42% | 5.13% | $25,301 | $34,958 | 5.50% | 3.34% | 6.56% | 5.13% |
| 2013 | 2 | 0.04% | 0.61% | $25,310 | $35,172 | 1.28% | -1.23% | 1.75% | 0.60% |
| 2013 | 3 | 2.36% | 2.93% | $25,908 | $36,203 | 3.88% | 0.77% | 4.91% | 2.04% |
| 2013 | 4 | 2.60% | 1.69% | $26,582 | $36,816 | 1.70% | 3.58% | -1.11% | 2.84% |
| 2013 | 5 | -0.24% | 0.76% | $26,519 | $37,095 | 2.32% | -2.95% | 5.39% | -1.97% |
| 2013 | 6 | -2.44% | -2.13% | $25,871 | $36,306 | -1.27% | -3.75% | -0.70% | -3.04% |
| 2013 | 7 | 5.06% | 6.25% | $27,179 | $38,575 | 5.49% | 4.56% | 7.34% | 7.46% |
| 2013 | 8 | -2.27% | -2.53% | $26,562 | $37,598 | -2.82% | -1.63% | -4.17% | -1.23% |
| 2013 | 9 | 5.32% | 6.38% | $27,976 | $39,997 | 3.66% | 7.21% | 5.24% | 9.69% |
| 2013 | 10 | 3.84% | 3.84% | $29,050 | $41,533 | 4.22% | 3.41% | 3.51% | 4.18% |
| 2013 | 11 | 1.57% | 2.13% | $29,507 | $42,419 | 2.88% | 0.12% | 5.08% | 0.15% |
| 2013 | 12 | 1.99% | 2.52% | $30,093 | $43,490 | 2.63% | 1.25% | 2.72% | 3.33% |
| 2014 | 1 | -3.94% | -3.60% | $28,907 | $41,924 | -3.11% | -4.78% | -5.14% | -1.38% |
| 2014 | 2 | 5.06% | 5.62% | $30,369 | $44,280 | 4.73% | 5.39% | 5.45% | 6.88% |
| 2014 | 3 | 0.46% | 0.69% | $30,509 | $44,585 | 0.51% | 0.41% | 1.19% | 0.65% |
| 2014 | 4 | 0.68% | -0.24% | $30,718 | $44,476 | 0.06% | 1.31% | -1.93% | -0.42% |
| 2014 | 5 | 2.03% | 1.42% | $31,341 | $45,106 | 2.17% | 1.88% | 0.83% | 0.79% |
| 2014 | 6 | 2.14% | 2.55% | $32,012 | $46,255 | 2.54% | 1.74% | 4.44% | 1.57% |
| 2014 | 7 | -1.79% | -3.21% | $31,437 | $44,772 | -1.98% | -1.61% | -5.76% | -3.51% |
| 2014 | 8 | 2.62% | 2.89% | $32,261 | $46,067 | 4.18% | 1.05% | 5.83% | 0.66% |
| 2014 | 9 | -3.55% | -4.95% | $31,117 | $43,784 | -2.14% | -5.01% | -6.98% | -5.82% |
| 2014 | 10 | 1.27% | 1.22% | $31,512 | $44,319 | 2.74% | -0.31% | 4.61% | -2.20% |
| 2014 | 11 | 1.15% | 0.35% | $31,873 | $44,474 | 2.41% | -0.25% | -0.28% | -0.72% |
| 2014 | 12 | -1.72% | -0.58% | $31,326 | $44,216 | -0.01% | -3.65% | 2.29% | -1.10% |
| 2015 | 1 | -1.32% | -2.06% | $30,912 | $43,306 | -2.77% | 0.13% | -4.95% | -0.65% |
| 2015 | 2 | 5.64% | 6.17% | $32,655 | $45,976 | 5.76% | 5.52% | 5.90% | 7.47% |
| 2015 | 3 | -1.29% | -0.72% | $32,233 | $45,644 | -1.04% | -1.54% | 1.78% | -1.96% |
| 2015 | 4 | 2.78% | 2.33% | $33,129 | $46,707 | 0.42% | 5.08% | -1.34% | 5.03% |
| 2015 | 5 | 0.18% | 0.82% | $33,190 | $47,092 | 1.39% | -0.94% | 1.36% | 1.56% |
| 2015 | 6 | -2.21% | -1.45% | $32,456 | $46,408 | -1.71% | -2.69% | 0.05% | -1.39% |
| 2015 | 7 | 0.39% | -1.02% | $32,584 | $45,933 | 1.63% | -0.80% | -3.67% | -1.23% |
| 2015 | 8 | -6.66% | -5.41% | $30,413 | $43,447 | -6.03% | -7.29% | -4.04% | -4.27% |
| 2015 | 9 | -3.41% | -3.83% | $29,374 | $41,782 | -2.93% | -3.90% | -4.51% | -3.99% |
| 2015 | 10 | 7.06% | 6.16% | $31,447 | $44,354 | 7.84% | 6.26% | 5.28% | 5.25% |
| 2015 | 11 | -0.38% | 0.36% | $31,328 | $44,515 | 0.54% | -1.32% | 3.17% | -0.77% |
| 2015 | 12 | -2.05% | -2.63% | $30,687 | $43,343 | -2.03% | -2.07% | -6.20% | -0.39% |
| 2016 | 1 | -5.63% | -6.46% | $28,959 | $40,544 | -5.67% | -5.59% | -7.18% | -7.39% |
| 2016 | 2 | -1.15% | -0.51% | $28,624 | $40,338 | -0.04% | -2.27% | 1.17% | -0.87% |
| 2016 | 3 | 7.59% | 8.00% | $30,798 | $43,564 | 7.01% | 8.19% | 8.77% | 8.04% |
| 2016 | 4 | 1.42% | 2.01% | $31,235 | $44,439 | 0.63% | 2.22% | 1.80% | 3.41% |
| 2016 | 5 | 0.38% | 0.11% | $31,355 | $44,490 | 1.79% | -1.02% | 0.47% | -0.79% |
| 2016 | 6 | -0.35% | -1.86% | $31,244 | $43,662 | 0.23% | -0.94% | -1.16% | -5.61% |
| 2016 | 7 | 4.18% | 5.07% | $32,549 | $45,876 | 3.95% | 4.41% | 4.85% | 7.20% |
| 2016 | 8 | 0.49% | 0.78% | $32,710 | $46,234 | 0.26% | 0.74% | 1.74% | 0.37% |
| 2016 | 9 | 0.75% | 1.35% | $32,955 | $46,858 | 0.15% | 1.37% | 1.21% | 2.74% |
| 2016 | 10 | -1.97% | -1.99% | $32,307 | $45,927 | -2.21% | -1.72% | -3.14% | -0.82% |
| 2016 | 11 | 1.16% | 4.22% | $32,681 | $47,866 | 4.44% | -2.15% | 14.87% | -0.57% |
| 2016 | 12 | 1.97% | 2.65% | $33,324 | $49,135 | 1.92% | 2.02% | 3.41% | 3.15% |
| 2017 | 1 | 2.89% | 2.39% | $34,286 | $50,308 | 1.91% | 3.87% | -0.53% | 4.31% |
| 2017 | 2 | 2.60% | 1.72% | $35,177 | $51,172 | 3.71% | 1.50% | 0.32% | 1.31% |
| 2017 | 3 | 1.44% | 0.95% | $35,684 | $51,659 | 0.07% | 2.82% | -1.14% | 1.94% |
| 2017 | 4 | 1.63% | 1.59% | $36,266 | $52,479 | 1.05% | 2.20% | 0.46% | 2.54% |
| 2017 | 5 | 2.03% | 0.70% | $37,001 | $52,846 | 1.01% | 3.01% | -3.51% | 1.86% |
| 2017 | 6 | 0.72% | 1.42% | $37,266 | $53,596 | 0.92% | 0.52% | 2.59% | 1.81% |
| 2017 | 7 | 2.66% | 2.53% | $38,259 | $54,951 | 1.87% | 3.42% | 0.77% | 3.77% |
| 2017 | 8 | 0.40% | -0.23% | $38,412 | $54,825 | 0.15% | 0.64% | -2.55% | 0.49% |
| 2017 | 9 | 2.12% | 3.65% | $39,226 | $56,829 | 2.45% | 1.81% | 7.92% | 3.18% |
| 2017 | 10 | 2.04% | 1.48% | $40,027 | $57,672 | 2.16% | 1.94% | 0.96% | 0.86% |
| 2017 | 11 | 1.88% | 1.46% | $40,778 | $58,512 | 3.04% | 0.78% | 2.12% | 0.09% |
| 2017 | 12 | 1.51% | 1.53% | $41,396 | $59,409 | 0.99% | 2.01% | 0.03% | 2.86% |
| 2018 | 1 | 5.45% | 4.20% | $43,652 | $61,904 | 5.31% | 5.59% | 1.50% | 4.40% |
| 2018 | 2 | -4.43% | -4.61% | $41,718 | $59,049 | -3.72% | -5.14% | -4.68% | -4.92% |
| 2018 | 3 | -1.32% | -0.83% | $41,168 | $58,561 | -1.99% | -0.64% | 0.93% | -1.54% |
| 2018 | 4 | 0.60% | 1.13% | $41,417 | $59,222 | 0.38% | 0.83% | 1.32% | 2.00% |
| 2018 | 5 | 0.43% | 1.06% | $41,595 | $59,848 | 2.79% | -1.92% | 6.29% | -2.88% |
| 2018 | 6 | -0.67% | -0.94% | $41,315 | $59,288 | 0.68% | -2.08% | 0.06% | -2.56% |
| 2018 | 7 | 2.92% | 2.26% | $42,522 | $60,625 | 3.34% | 2.48% | 1.61% | 1.57% |
| 2018 | 8 | 0.73% | 0.42% | $42,834 | $60,880 | 3.44% | -2.19% | 2.84% | -2.95% |
| 2018 | 9 | 0.23% | -0.64% | $42,930 | $60,493 | 0.16% | 0.30% | -3.19% | 0.46% |
| 2018 | 10 | -7.85% | -8.73% | $39,562 | $55,211 | -7.40% | -8.35% | -9.41% | -9.93% |
| 2018 | 11 | 1.69% | 0.68% | $40,230 | $55,586 | 2.06% | 1.26% | 0.91% | -1.87% |
| 2018 | 12 | -7.24% | -8.66% | $37,318 | $50,774 | -9.29% | -4.85% | -12.79% | -7.13% |
| 2019 | 1 | 8.08% | 8.92% | $40,335 | $55,302 | 8.59% | 7.58% | 12.00% | 7.51% |
| 2019 | 2 | 2.61% | 2.80% | $41,389 | $56,851 | 3.50% | 1.72% | 3.27% | 2.68% |
| 2019 | 3 | 1.09% | -0.80% | $41,838 | $56,398 | 1.44% | 0.72% | -3.66% | -1.58% |
| 2019 | 4 | 3.38% | 3.53% | $43,251 | $58,389 | 3.98% | 2.76% | 4.04% | 3.32% |
| 2019 | 5 | -6.01% | -7.84% | $40,653 | $53,813 | -6.45% | -5.55% | -11.52% | -7.81% |
| 2019 | 6 | 6.41% | 6.43% | $43,258 | $57,273 | 6.97% | 5.83% | 7.77% | 5.15% |
| 2019 | 7 | -0.19% | -0.38% | $43,177 | $57,058 | 1.44% | -1.89% | 0.39% | -1.56% |
| 2019 | 8 | -2.18% | -3.70% | $42,236 | $54,946 | -2.03% | -2.35% | -8.00% | -2.54% |
| 2019 | 9 | 2.19% | 3.43% | $43,162 | $56,832 | 1.70% | 2.72% | 5.96% | 3.65% |
| 2019 | 10 | 2.71% | 2.90% | $44,333 | $58,483 | 2.10% | 3.38% | 1.83% | 4.38% |
| 2019 | 11 | 2.48% | 2.45% | $45,433 | $59,914 | 3.77% | 1.11% | 3.17% | 1.67% |
| 2019 | 12 | 3.53% | 4.07% | $47,036 | $62,351 | 2.85% | 4.27% | 3.92% | 5.36% |
| 2020 | 1 | -1.69% | -3.88% | $46,242 | $59,930 | -0.08% | -3.30% | -6.88% | -5.27% |
| 2020 | 2 | -7.46% | -8.74% | $42,792 | $54,692 | -8.18% | -6.72% | -10.79% | -9.38% |
| 2020 | 3 | -14.94% | -19.61% | $36,401 | $43,967 | -13.78% | -16.11% | -26.60% | -22.76% |
| 2020 | 4 | 10.72% | 11.94% | $40,304 | $49,217 | 13.25% | 8.09% | 15.81% | 11.22% |
| 2020 | 5 | 5.10% | 4.57% | $42,362 | $51,465 | 5.38% | 4.80% | 2.85% | 4.98% |
| 2020 | 6 | 3.21% | 2.86% | $43,723 | $52,939 | 2.28% | 4.24% | 2.65% | 2.25% |
| 2020 | 7 | 4.90% | 3.94% | $45,866 | $55,023 | 5.64% | 4.10% | 3.21% | 2.36% |
| 2020 | 8 | 5.81% | 5.92% | $48,529 | $58,281 | 7.18% | 4.31% | 5.58% | 6.52% |
| 2020 | 9 | -2.81% | -3.25% | $47,164 | $56,389 | -3.57% | -1.96% | -5.13% | -2.51% |
| 2020 | 10 | -2.18% | -1.18% | $46,135 | $55,721 | -2.16% | -2.21% | 3.95% | -3.51% |
| Style Category | Portfolio 1 | Portfolio 2 |
|---|---|---|
| Large-cap Value | 15.74% | 1.84% |
| Large-cap Growth | 25.55% | 5.01% |
| Mid-cap Value | 7.27% | 18.47% |
| Mid-cap Growth | 1.96% | 1.35% |
| Small-cap Value | 1.02% | 23.78% |
| Small-cap Growth | 0.00% | 0.00% |
| Global ex-US Developed Markets | 37.15% | 42.48% |
| Emerging Markets | 11.11% | 7.07% |
| Corporate Bonds | 0.19% | 0.00% |
| Long-Term Treasuries | 0.00% | 0.00% |
| Intermediate-Term Treasuries | 0.00% | 0.00% |
| Short-Term Treasuries | 0.00% | 0.00% |
| R Squared | 99.78% | 98.72% |
| Style analysis is based on monthly returns from Apr 2005 to Oct 2020 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings. | ||
| Ticker | Name | Category | Weight | ER | P/E | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | Large Blend | 50.00% | 0.14% | 25.00 | $24,250 | 47.67% |
| VGTSX | Vanguard Total Intl Stock Index Inv | Foreign Large Blend | 50.00% | 0.17% | 17.46 | $11,885 | 52.33% |
| 100.00% | 0.16% | 21.23 | $36,135 | 100.00% |
| Ticker | Name | Category | Weight | ER | P/E | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | Large Blend | 25.00% | 0.14% | 25.00 | $16,324 | 21.90% |
| VGTSX | Vanguard Total Intl Stock Index Inv | Foreign Large Blend | 25.00% | 0.17% | 17.46 | $8,183 | 24.30% |
| DFSVX | DFA US Small Cap Value I | Small Value | 25.00% | 0.51% | 12.58 | $11,180 | 29.14% |
| DISVX | DFA International Small Cap Value I | Foreign Small/Mid Value | 25.00% | 0.64% | 11.74 | $10,034 | 24.65% |
| 100.00% | 0.37% | 16.70 | $45,721 | 100.00% |
Fund fundamentals data as of 11/27/2020. (c) 2020 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
| Metric | Portfolio 1 | Portfolio 2 |
|---|---|---|
| Arithmetic Mean (monthly) | 0.64% | 0.72% |
| Arithmetic Mean (annualized) | 8.00% | 9.01% |
| Geometric Mean (monthly) | 0.54% | 0.60% |
| Geometric Mean (annualized) | 6.63% | 7.47% |
| Volatility (monthly) | 4.60% | 4.82% |
| Volatility (annualized) | 15.94% | 16.70% |
| Downside Deviation (monthly) | 3.23% | 3.38% |
| Max. Drawdown | -54.79% | -56.08% |
| US Market Correlation | 0.96 | 0.93 |
| Beta(*) | 0.97 | 0.98 |
| Alpha (annualized) | -1.46% | -0.61% |
| R2 | 92.68% | 86.02% |
| Sharpe Ratio | 0.36 | 0.40 |
| Sortino Ratio | 0.50 | 0.55 |
| Treynor Ratio (%) | 5.88 | 6.77 |
| Calmar Ratio | 0.21 | -0.04 |
| Active Return | -1.88% | -1.03% |
| Tracking Error | 4.34% | 6.25% |
| Information Ratio | -0.43 | -0.16 |
| Skewness | -0.76 | -0.83 |
| Excess Kurtosis | 1.63 | 2.42 |
| Historical Value-at-Risk (5%) | -8.29% | -8.71% |
| Analytical Value-at-Risk (5%) | -6.92% | -7.22% |
| Conditional Value-at-Risk (5%) | -11.06% | -11.86% |
| Upside Capture Ratio (%) | 92.97 | 95.60 |
| Downside Capture Ratio (%) | 100.59 | 99.68 |
| Safe Withdrawal Rate | 6.75% | 8.07% |
| Perpetual Withdrawal Rate | 4.39% | 5.18% |
| Positive Periods | 177 out of 286 (61.89%) | 175 out of 286 (61.19%) |
| Gain/Loss Ratio | 0.89 | 0.94 |
| * US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. | ||
| Stress Period | Start | End | Portfolio 1 | Portfolio 2 |
|---|---|---|---|---|
| Asian Crisis | Jul 1997 | Jan 1998 | -6.68% | -6.36% |
| Russian Debt Default | Jul 1998 | Oct 1998 | -15.18% | -17.01% |
| Dotcom Crash | Mar 2000 | Oct 2002 | -44.96% | -23.96% |
| Subprime Crisis | Nov 2007 | Mar 2009 | -54.79% | -56.08% |
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Apr 2013 | 4 years 2 months | 5 years 6 months | -54.79% |
| 2 | Apr 2000 | Sep 2002 | 2 years 6 months | Sep 2005 | 3 years | 5 years 6 months | -44.96% |
| 3 | Jan 2020 | Mar 2020 | 3 months | Aug 2020 | 5 months | 8 months | -22.61% |
| 4 | May 1998 | Aug 1998 | 4 months | Dec 1998 | 4 months | 8 months | -15.62% |
| 5 | Feb 2018 | Dec 2018 | 11 months | Oct 2019 | 10 months | 1 year 9 months | -14.51% |
| 6 | Jun 2015 | Feb 2016 | 9 months | Dec 2016 | 10 months | 1 year 7 months | -13.76% |
| 7 | Aug 1997 | Oct 1997 | 3 months | Feb 1998 | 4 months | 7 months | -6.68% |
| 8 | Jan 2000 | Jan 2000 | 1 month | Mar 2000 | 2 months | 3 months | -5.20% |
| 9 | Sep 2020 | Oct 2020 | 2 months | -4.93% | |||
| 10 | Sep 2014 | Jan 2015 | 5 months | Feb 2015 | 1 month | 6 months | -4.18% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Jan 2013 | 3 years 11 months | 5 years 3 months | -56.08% |
| 2 | Jan 2020 | Mar 2020 | 3 months | -29.48% | |||
| 3 | Apr 2000 | Sep 2002 | 2 years 6 months | Aug 2003 | 11 months | 3 years 5 months | -23.96% |
| 4 | May 1998 | Aug 1998 | 4 months | Apr 1999 | 8 months | 1 year | -19.20% |
| 5 | Feb 2018 | Dec 2018 | 11 months | Dec 2019 | 1 year | 1 year 11 months | -17.98% |
| 6 | Jun 2015 | Feb 2016 | 9 months | Nov 2016 | 9 months | 1 year 6 months | -14.34% |
| 7 | Jul 2014 | Jan 2015 | 7 months | Apr 2015 | 3 months | 10 months | -6.38% |
| 8 | Oct 1997 | Dec 1997 | 3 months | Feb 1998 | 2 months | 5 months | -6.36% |
| 9 | May 2006 | Jul 2006 | 3 months | Oct 2006 | 3 months | 6 months | -5.49% |
| 10 | Mar 2005 | Apr 2005 | 2 months | Jul 2005 | 3 months | 5 months | -5.18% |
| Worst 10 drawdowns included above | |||||||
| Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 8.50% | 15.80% | 33.35% | -37.04% | -50.89% | 0.47 | 0.67 | 1.00 |
| VGTSX | Vanguard Total Intl Stock Index Inv | 4.48% | 17.27% | 40.34% | -44.10% | -58.50% | 0.23 | 0.31 | 0.86 |
| DFSVX | DFA US Small Cap Value I | 8.67% | 21.14% | 59.40% | -36.79% | -61.18% | 0.41 | 0.58 | 0.86 |
| DISVX | DFA International Small Cap Value I | 6.59% | 18.06% | 66.48% | -41.68% | -57.69% | 0.33 | 0.48 | 0.74 |
| Ticker | Name | VTSMX | VGTSX | DFSVX | DISVX | Portfolio 1 | Portfolio 2 |
|---|---|---|---|---|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 1.00 | 0.86 | 0.86 | 0.74 | 0.96 | 0.93 |
| VGTSX | Vanguard Total Intl Stock Index Inv | 0.86 | 1.00 | 0.76 | 0.89 | 0.97 | 0.94 |
| DFSVX | DFA US Small Cap Value I | 0.86 | 0.76 | 1.00 | 0.76 | 0.84 | 0.92 |
| DISVX | DFA International Small Cap Value I | 0.74 | 0.89 | 0.76 | 1.00 | 0.84 | 0.91 |
| Ticker | Name | Portfolio 1 | Portfolio 2 |
|---|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | $24,250 | $16,324 |
| VGTSX | Vanguard Total Intl Stock Index Inv | $11,885 | $8,183 |
| DFSVX | DFA US Small Cap Value I | $11,180 | |
| DISVX | DFA International Small Cap Value I | $10,034 |
| Ticker | Name | Portfolio 1 | Portfolio 2 |
|---|---|---|---|
| VTSMX | Vanguard Total Stock Mkt Idx Inv | 47.67% | 21.90% |
| VGTSX | Vanguard Total Intl Stock Index Inv | 52.33% | 24.30% |
| DFSVX | DFA US Small Cap Value I | 29.14% | |
| DISVX | DFA International Small Cap Value I | 24.65% |
| Roll Period | Portfolio 1 | Portfolio 2 | ||||
|---|---|---|---|---|---|---|
| Average | High | Low | Average | High | Low | |
| 1 year | 8.76% | 35.85% | -40.57% | 10.06% | 49.39% | -39.90% |
| 3 years | 6.68% | 20.64% | -15.58% | 8.56% | 27.76% | -8.59% |
| 5 years | 5.76% | 18.63% | -1.84% | 8.20% | 21.52% | -2.06% |
| 7 years | 6.21% | 11.14% | 1.95% | 8.64% | 12.71% | 3.29% |
| 10 years | 5.96% | 9.80% | 0.64% | 8.09% | 11.93% | 4.76% |
| 15 years | 6.02% | 9.58% | 3.98% | 8.22% | 11.24% | 7.05% |
| Result statistics are based on annualized rolling returns over full calendar year periods | ||||||