Backtest Portfolio Asset Allocation

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.

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Portfolio Assets 
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Portfolio Analysis Results (Jan 2003 - Jun 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VDIGX Vanguard Dividend Growth Inv 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VFIAX Vanguard 500 Index Admiral 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$55,474 10.29% 11.84%31.53%-25.57%-37.95% 0.781.170.96
Portfolio 2$10,000$50,168 9.65% 14.07%32.33%-36.97%-50.92% 0.640.931.00
   
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2020 are based on monthly returns from January to June
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The backtested results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Dividend Growth Inv (VDIGX)Vanguard 500 Index Admiral (VFIAX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
20031.88%29.20%28.59%$12,920$12,85929.20%28.59%
20043.26%11.01%10.82%$14,342$14,25111.01%10.82%
20053.42%4.23%4.87%$14,950$14,9454.23%4.87%
20062.54%19.58%15.75%$17,876$17,29819.58%15.75%
20074.08%7.00%5.47%$19,128$18,2447.00%5.47%
20080.09%-25.57%-36.97%$14,236$11,500-25.57%-36.97%
20092.72%21.74%26.62%$17,332$14,56121.74%26.62%
20101.50%11.42%15.05%$19,311$16,75211.42%15.05%
20112.96%9.43%2.08%$21,131$17,1029.43%2.08%
20121.74%10.39%15.96%$23,326$19,83210.39%15.96%
20131.50%31.53%32.33%$30,680$26,24431.53%32.33%
20140.76%11.85%13.64%$34,314$29,82411.85%13.64%
20150.73%2.62%1.36%$35,214$30,2312.62%1.36%
20162.07%7.53%11.93%$37,867$33,8367.53%11.93%
20172.11%19.33%21.79%$45,187$41,20819.33%21.79%
20181.91%0.18%-4.43%$45,269$39,3830.18%-4.43%
20192.29%30.95%31.46%$59,277$51,77130.95%31.46%
2020-0.23%-6.42%-3.10%$55,474$50,168-6.42%-3.10%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Dividend Growth Inv (VDIGX)Vanguard 500 Index Admiral (VFIAX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
20031-3.53%-2.62%$9,647$9,738-3.53%-2.62%
20032-1.53%-1.51%$9,499$9,591-1.53%-1.51%
20033-0.48%0.96%$9,454$9,683-0.48%0.96%
200347.70%8.27%$10,182$10,4837.70%8.27%
200357.15%5.26%$10,910$11,0357.15%5.26%
200362.07%1.26%$11,136$11,1742.07%1.26%
200370.93%1.76%$11,239$11,3700.93%1.76%
200382.35%1.93%$11,503$11,5902.35%1.93%
20039-0.90%-1.07%$11,400$11,467-0.90%-1.07%
2003104.93%5.64%$11,962$12,1134.93%5.64%
2003111.82%0.87%$12,180$12,2191.82%0.87%
2003126.07%5.24%$12,920$12,8596.07%5.24%
200411.61%1.82%$13,128$13,0941.61%1.82%
200421.77%1.39%$13,360$13,2751.77%1.39%
20043-1.30%-1.52%$13,186$13,074-1.30%-1.52%
20044-1.23%-1.57%$13,024$12,869-1.23%-1.57%
200450.18%1.37%$13,047$13,0450.18%1.37%
200462.39%1.93%$13,359$13,2972.39%1.93%
20047-2.62%-3.31%$13,009$12,857-2.62%-3.31%
200480.63%0.40%$13,091$12,9080.63%0.40%
200491.61%1.08%$13,301$13,0471.61%1.08%
2004100.79%1.52%$13,406$13,2460.79%1.52%
2004113.66%4.05%$13,897$13,7823.66%4.05%
2004123.21%3.40%$14,342$14,2513.21%3.40%
20051-2.14%-2.44%$14,035$13,904-2.14%-2.44%
200522.69%2.09%$14,413$14,1952.69%2.09%
20053-1.64%-1.76%$14,177$13,945-1.64%-1.76%
20054-0.67%-1.90%$14,083$13,680-0.67%-1.90%
200551.68%3.18%$14,319$14,1151.68%3.18%
20056-0.91%0.14%$14,188$14,134-0.91%0.14%
200573.11%3.72%$14,630$14,6593.11%3.72%
20058-0.49%-0.91%$14,558$14,526-0.49%-0.91%
200590.66%0.80%$14,653$14,6420.66%0.80%
200510-1.46%-1.67%$14,439$14,397-1.46%-1.67%
2005113.30%3.77%$14,916$14,9413.30%3.77%
2005120.23%0.03%$14,950$14,9450.23%0.03%
200612.66%2.65%$15,347$15,3412.66%2.65%
200621.18%0.27%$15,527$15,3831.18%0.27%
200631.32%1.24%$15,732$15,5741.32%1.24%
200641.07%1.34%$15,901$15,7831.07%1.34%
20065-2.04%-2.89%$15,576$15,327-2.04%-2.89%
200660.10%0.14%$15,590$15,3480.10%0.14%
200672.50%0.61%$15,980$15,4412.50%0.61%
200682.51%2.37%$16,381$15,8072.51%2.37%
200691.78%2.58%$16,673$16,2151.78%2.58%
2006102.92%3.25%$17,159$16,7422.92%3.25%
2006111.63%1.90%$17,439$17,0601.63%1.90%
2006122.51%1.40%$17,876$17,2982.51%1.40%
200711.17%1.51%$18,085$17,5591.17%1.51%
20072-1.97%-1.97%$17,729$17,213-1.97%-1.97%
200730.83%1.12%$17,876$17,4070.83%1.12%
200744.60%4.42%$18,698$18,1764.60%4.42%
200753.48%3.48%$19,349$18,8093.48%3.48%
20076-1.07%-1.66%$19,141$18,496-1.07%-1.66%
20077-2.59%-3.08%$18,646$17,927-2.59%-3.08%
200780.80%1.50%$18,795$18,1960.80%1.50%
200793.49%3.74%$19,451$18,8753.49%3.74%
2007100.70%1.59%$19,587$19,1750.70%1.59%
200711-1.90%-4.18%$19,216$18,373-1.90%-4.18%
200712-0.46%-0.70%$19,128$18,244-0.46%-0.70%
20081-5.46%-6.01%$18,084$17,148-5.46%-6.01%
20082-1.39%-3.24%$17,832$16,592-1.39%-3.24%
200830.85%-0.43%$17,983$16,5200.85%-0.43%
200843.57%4.87%$18,625$17,3253.57%4.87%
200851.89%1.29%$18,977$17,5481.89%1.29%
20086-6.43%-8.43%$17,757$16,068-6.43%-8.43%
200870.43%-0.82%$17,833$15,9360.43%-0.82%
200882.21%1.45%$18,227$16,1672.21%1.45%
20089-5.78%-8.90%$17,173$14,728-5.78%-8.90%
200810-14.79%-16.78%$14,632$12,256-14.79%-16.78%
200811-3.56%-7.16%$14,112$11,379-3.56%-7.16%
2008120.88%1.06%$14,236$11,5000.88%1.06%
20091-5.96%-8.41%$13,388$10,532-5.96%-8.41%
20092-9.21%-10.64%$12,155$9,411-9.21%-10.64%
200937.40%8.78%$13,054$10,2387.40%8.78%
200945.81%9.56%$13,812$11,2165.81%9.56%
200955.40%5.63%$14,557$11,8475.40%5.63%
20096-0.87%0.23%$14,431$11,875-0.87%0.23%
200975.05%7.58%$15,160$12,7755.05%7.58%
200982.92%3.61%$15,603$13,2362.92%3.61%
200993.42%3.73%$16,136$13,7293.42%3.73%
200910-0.08%-1.86%$16,123$13,474-0.08%-1.86%
2009116.62%6.00%$17,190$14,2836.62%6.00%
2009120.82%1.95%$17,332$14,5610.82%1.95%
20101-2.66%-3.59%$16,871$14,038-2.66%-3.59%
201021.56%3.09%$17,134$14,4721.56%3.09%
201034.38%6.03%$17,884$15,3444.38%6.03%
201041.62%1.59%$18,174$15,5881.62%1.59%
20105-7.60%-8.00%$16,792$14,342-7.60%-8.00%
20106-3.94%-5.23%$16,130$13,591-3.94%-5.23%
201076.10%7.01%$17,114$14,5436.10%7.01%
20108-3.26%-4.52%$16,556$13,886-3.26%-4.52%
201097.95%8.93%$17,872$15,1267.95%8.93%
2010102.75%3.81%$18,364$15,7012.75%3.81%
201011-0.51%0.01%$18,271$15,703-0.51%0.01%
2010125.69%6.68%$19,311$16,7525.69%6.68%
201112.09%2.37%$19,714$17,1492.09%2.37%
201122.32%3.42%$20,171$17,7362.32%3.42%
201130.40%0.03%$20,251$17,7410.40%0.03%
201143.65%2.96%$20,990$18,2673.65%2.96%
201150.19%-1.14%$21,030$18,0590.19%-1.14%
20116-0.66%-1.66%$20,891$17,759-0.66%-1.66%
20117-3.05%-2.04%$20,253$17,396-3.05%-2.04%
20118-2.55%-5.43%$19,738$16,452-2.55%-5.43%
20119-4.33%-7.04%$18,883$15,294-4.33%-7.04%
2011108.55%10.93%$20,497$16,9668.55%10.93%
2011111.26%-0.22%$20,755$16,9281.26%-0.22%
2011121.81%1.03%$21,131$17,1021.81%1.03%
201212.53%4.47%$21,666$17,8672.53%4.47%
201222.66%4.32%$22,241$18,6392.66%4.32%
201232.28%3.29%$22,748$19,2522.28%3.29%
201240.00%-0.63%$22,748$19,1300.00%-0.63%
20125-5.12%-6.01%$21,584$17,980-5.12%-6.01%
201264.08%4.12%$22,464$18,7224.08%4.12%
201270.99%1.38%$22,685$18,9800.99%1.38%
201281.53%2.25%$23,032$19,4081.53%2.25%
201291.68%2.58%$23,420$19,9091.68%2.58%
201210-1.18%-1.85%$23,143$19,540-1.18%-1.85%
2012110.24%0.58%$23,198$19,6530.24%0.58%
2012120.55%0.91%$23,326$19,8320.55%0.91%
201315.29%5.18%$24,560$20,8605.29%5.18%
201321.60%1.35%$24,952$21,1421.60%1.35%
201333.76%3.75%$25,891$21,9343.76%3.75%
201343.09%1.92%$26,690$22,3563.09%1.92%
201351.26%2.33%$27,027$22,8781.26%2.33%
20136-0.56%-1.35%$26,877$22,570-0.56%-1.35%
201374.16%5.09%$27,995$23,7184.16%5.09%
20138-2.63%-2.90%$27,259$23,030-2.63%-2.90%
201393.12%3.13%$28,108$23,7513.12%3.13%
2013103.68%4.59%$29,141$24,8423.68%4.59%
2013113.30%3.04%$30,104$25,5973.30%3.04%
2013121.91%2.53%$30,680$26,2441.91%2.53%
20141-4.26%-3.46%$29,373$25,337-4.26%-3.46%
201424.74%4.57%$30,766$26,4944.74%4.57%
201431.60%0.84%$31,257$26,7151.60%0.84%
201440.41%0.74%$31,386$26,9120.41%0.74%
201451.24%2.34%$31,775$27,5411.24%2.34%
201460.99%2.06%$32,089$28,1100.99%2.06%
20147-1.86%-1.38%$31,494$27,721-1.86%-1.38%
201483.78%4.00%$32,685$28,8303.78%4.00%
20149-0.49%-1.40%$32,525$28,425-0.49%-1.40%
2014102.77%2.43%$33,426$29,1172.77%2.43%
2014112.82%2.69%$34,370$29,9012.82%2.69%
201412-0.16%-0.26%$34,314$29,824-0.16%-0.26%
20151-2.69%-3.00%$33,393$28,929-2.69%-3.00%
201524.94%5.74%$35,042$30,5914.94%5.74%
20153-1.24%-1.59%$34,608$30,106-1.24%-1.59%
20154-0.04%0.95%$34,593$30,393-0.04%0.95%
201550.83%1.28%$34,880$30,7830.83%1.28%
20156-2.31%-1.92%$34,075$30,191-2.31%-1.92%
201573.58%2.09%$35,293$30,8223.58%2.09%
20158-6.04%-6.04%$33,161$28,962-6.04%-6.04%
20159-0.60%-2.48%$32,963$28,243-0.60%-2.48%
2015107.58%8.43%$35,461$30,6247.58%8.43%
2015110.39%0.30%$35,598$30,7160.39%0.30%
201512-1.08%-1.58%$35,214$30,231-1.08%-1.58%
20161-2.85%-4.97%$34,209$28,729-2.85%-4.97%
201620.28%-0.14%$34,303$28,6890.28%-0.14%
201635.59%6.78%$36,222$30,6355.59%6.78%
201640.52%0.39%$36,411$30,7540.52%0.39%
201650.56%1.79%$36,616$31,3040.56%1.79%
201661.56%0.26%$37,186$31,3841.56%0.26%
201671.79%3.68%$37,853$32,5401.79%3.68%
201680.17%0.14%$37,917$32,5850.17%0.14%
20169-1.13%0.02%$37,488$32,591-1.13%0.02%
201610-3.14%-1.83%$36,313$31,995-3.14%-1.83%
2016112.97%3.70%$37,393$33,1802.97%3.70%
2016121.27%1.98%$37,867$33,8361.27%1.98%
201711.24%1.89%$38,335$34,4771.24%1.89%
201724.55%3.97%$40,081$35,8444.55%3.97%
201730.02%0.11%$40,088$35,8840.02%0.11%
201741.22%1.02%$40,575$36,2511.22%1.02%
201751.80%1.40%$41,307$36,7601.80%1.40%
201760.78%0.62%$41,630$36,9870.78%0.62%
201771.30%2.05%$42,172$37,7461.30%2.05%
20178-0.35%0.30%$42,024$37,860-0.35%0.30%
201791.80%2.07%$42,779$38,6421.80%2.07%
2017100.38%2.33%$42,943$39,5430.38%2.33%
2017113.78%3.07%$44,568$40,7563.78%3.07%
2017121.39%1.11%$45,187$41,2081.39%1.11%
201814.90%5.72%$47,400$43,5654.90%5.72%
20182-4.31%-3.69%$45,358$41,959-4.31%-3.69%
20183-1.43%-2.55%$44,710$40,891-1.43%-2.55%
201841.31%0.38%$45,295$41,0471.31%0.38%
201851.25%2.40%$45,863$42,0331.25%2.40%
201860.36%0.61%$46,030$42,2900.36%0.61%
201874.18%3.72%$47,955$43,8624.18%3.72%
201881.88%3.25%$48,857$45,2901.88%3.25%
201891.81%0.57%$49,741$45,5471.81%0.57%
201810-5.06%-6.84%$47,226$42,430-5.06%-6.84%
2018114.41%2.03%$49,308$43,2944.41%2.03%
201812-8.19%-9.03%$45,269$39,383-8.19%-9.03%
201916.42%8.01%$48,174$42,5386.42%8.01%
201923.73%3.21%$49,970$43,9033.73%3.21%
201933.13%1.95%$51,534$44,7573.13%1.95%
201943.20%4.05%$53,182$46,5693.20%4.05%
20195-2.61%-6.36%$51,793$43,609-2.61%-6.36%
201965.76%7.04%$54,776$46,6815.76%7.04%
201971.84%1.43%$55,784$47,3481.84%1.43%
201981.44%-1.58%$56,586$46,6001.44%-1.58%
201990.16%1.87%$56,679$47,4700.16%1.87%
201910-0.56%2.16%$56,362$48,497-0.56%2.16%
2019112.52%3.63%$57,780$50,2582.52%3.63%
2019122.59%3.01%$59,277$51,7712.59%3.01%
202010.23%-0.04%$59,413$51,7510.23%-0.04%
20202-8.33%-8.24%$54,467$47,487-8.33%-8.24%
20203-9.98%-12.36%$49,030$41,618-9.98%-12.36%
202048.87%12.82%$53,380$46,9538.87%12.82%
202054.29%4.76%$55,671$49,1904.29%4.76%
20206-0.35%1.99%$55,474$50,168-0.35%1.99%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value40.23%46.57%
Large-cap Growth42.14%53.37%
Mid-cap Value0.00%0.00%
Mid-cap Growth0.00%0.00%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets0.00%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries4.36%0.06%
Intermediate-Term Treasuries5.25%0.00%
Short-Term Treasuries8.02%0.00%
R Squared93.50%99.92%
Style analysis is based on monthly returns from Apr 2005 to Jun 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.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VDIGXVanguard Dividend Growth InvLarge Blend100.00%0.27%20.13$45,474100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VFIAXVanguard 500 Index AdmiralLarge Blend100.00%0.04%22.30$40,168100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 06/30/2020. (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.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2
Arithmetic Mean (monthly)0.88%0.85%
Arithmetic Mean (annualized)11.06%10.75%
Geometric Mean (monthly)0.82%0.77%
Geometric Mean (annualized)10.29%9.65%
Volatility (monthly)3.42%4.06%
Volatility (annualized)11.84%14.07%
Downside Deviation (monthly)2.25%2.74%
Max. Drawdown-37.95%-50.92%
US Market Correlation0.961.00
Beta(*)0.770.96
Alpha (annualized)2.38%0.13%
R291.22%99.32%
Sharpe Ratio0.780.64
Sortino Ratio1.170.93
Treynor Ratio (%)11.979.35
Calmar Ratio0.570.55
Active Return0.40%-0.23%
Tracking Error4.82%1.30%
Information Ratio0.08-0.18
Skewness-0.85-0.74
Excess Kurtosis2.412.21
Historical Value-at-Risk (5%)-5.60%-7.09%
Analytical Value-at-Risk (5%)-4.74%-5.83%
Conditional Value-at-Risk (5%)-8.23%-9.80%
Upside Capture Ratio (%)81.4295.81
Downside Capture Ratio (%)71.9795.72
Safe Withdrawal Rate10.96%9.83%
Perpetual Withdrawal Rate7.71%7.17%
Positive Periods143 out of 210 (68.10%)145 out of 210 (69.05%)
Gain/Loss Ratio0.910.78
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1Portfolio 2
Subprime CrisisNov 2007Mar 2009-37.95%-50.92%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsJan 20111 year 11 months3 years 3 months-37.95%
2Feb 2020Mar 20202 months-17.48%
3Jun 2011Sep 20114 monthsDec 20113 months7 months-10.21%
4Oct 2018Dec 20183 monthsFeb 20192 months5 months-8.99%
5Aug 2015Sep 20152 monthsOct 20151 month3 months-6.60%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-5.68%
7Jan 2003Mar 20033 monthsApr 20031 month4 months-5.46%
8May 2012May 20121 monthAug 20123 months4 months-5.12%
9Jan 2014Jan 20141 monthFeb 20141 month2 months-4.26%
10Sep 2016Oct 20162 monthsJan 20173 months5 months-4.23%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.92%
2Jan 2020Mar 20203 months-19.61%
3Oct 2018Dec 20183 monthsApr 20194 months7 months-13.53%
4Aug 2015Sep 20152 monthsMay 20168 months10 months-8.37%
5Apr 2012May 20122 monthsAug 20123 months5 months-6.60%
6May 2019May 20191 monthJun 20191 month2 months-6.36%
7Feb 2018Mar 20182 monthsJul 20184 months6 months-6.14%
8Jun 2007Jul 20072 monthsSep 20072 months4 months-4.69%
9Jan 2003Feb 20032 monthsApr 20032 months4 months-4.09%
10Jan 2005Apr 20054 monthsJul 20053 months7 months-4.01%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VDIGXVanguard Dividend Growth Inv10.29%11.84%31.53%-25.57%-37.95%0.781.170.96
VFIAXVanguard 500 Index Admiral9.65%14.07%32.33%-36.97%-50.92%0.640.931.00

Monthly Correlations

Correlations for the portfolio assets
TickerNameVDIGXVFIAXPortfolio 1Portfolio 2
VDIGXVanguard Dividend Growth Inv1.000.961.000.96
VFIAXVanguard 500 Index Admiral0.961.000.961.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
VDIGXVanguard Dividend Growth Inv$45,474
VFIAXVanguard 500 Index Admiral$40,168

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
VDIGXVanguard Dividend Growth Inv100.00%
VFIAXVanguard 500 Index Admiral100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year11.91%31.53%-25.57%11.55%32.33%-36.97%
3 years9.91%17.54%-1.62%9.19%20.37%-8.36%
5 years9.43%16.60%1.96%8.55%17.94%-2.21%
7 years9.76%14.25%5.69%8.93%14.81%2.64%
10 years9.76%13.09%7.79%8.94%13.52%6.94%
15 years9.74%10.58%8.72%8.88%9.90%7.75%
Result statistics are based on annualized rolling returns over full calendar year periods