Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
Quarterly
Performance
Performance Chart
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 By Period
As of May 14, 2024, the Bogleheads Three-fund Portfolio returned 5.98% Year-To-Date and 8.03% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | 9.47% | 1.91% | 18.36% | 26.61% | 12.90% | 10.79% |
| Bogleheads Three-fund Portfolio | 5.98% | 2.27% | 13.29% | 17.36% | 9.35% | 8.03% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 9.22% | 2.05% | 17.13% | 27.83% | 13.73% | 12.26% |
BND Vanguard Total Bond Market ETF | -1.72% | 0.64% | 3.10% | 0.55% | 0.00% | 1.21% |
VEA Vanguard FTSE Developed Markets ETF | 5.72% | 3.75% | 13.81% | 12.26% | 7.48% | 4.90% |
Monthly Returns
The table below presents the monthly returns of Bogleheads Three-fund Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.20% | 3.21% | 2.92% | -3.68% | 5.98% | ||||||||
| 2023 | 6.83% | -2.78% | 2.68% | 1.44% | -1.14% | 4.68% | 2.75% | -2.29% | -4.04% | -2.64% | 8.25% | 5.04% | 19.40% |
| 2022 | -4.60% | -2.26% | 1.23% | -7.39% | 0.55% | -7.16% | 6.73% | -4.17% | -8.41% | 5.63% | 7.12% | -3.75% | -16.74% |
| 2021 | -0.55% | 1.99% | 2.43% | 3.61% | 1.32% | 1.14% | 1.26% | 1.79% | -3.46% | 4.31% | -2.09% | 3.11% | 15.60% |
| 2020 | -0.54% | -5.92% | -11.50% | 9.21% | 4.56% | 2.34% | 3.96% | 4.98% | -2.41% | -2.15% | 10.39% | 4.10% | 15.91% |
| 2019 | 6.74% | 2.50% | 1.26% | 2.81% | -4.48% | 5.51% | 0.13% | -1.06% | 1.69% | 2.08% | 2.30% | 2.48% | 23.76% |
| 2018 | 3.79% | -3.65% | -0.97% | 0.44% | 1.07% | -0.13% | 2.34% | 1.34% | 0.20% | -6.45% | 1.28% | -5.82% | -6.91% |
| 2017 | 2.07% | 2.28% | 0.95% | 1.35% | 1.68% | 0.67% | 1.89% | 0.25% | 1.88% | 1.61% | 1.76% | 1.19% | 19.05% |
| 2016 | -4.27% | -0.73% | 5.77% | 1.10% | 0.77% | -0.07% | 3.36% | 0.17% | 0.61% | -2.01% | 1.28% | 1.81% | 7.72% |
| 2015 | -0.67% | 4.41% | -0.84% | 1.40% | 0.53% | -1.94% | 1.47% | -5.27% | -2.45% | 6.00% | 0.00% | -1.75% | 0.38% |
| 2014 | -2.84% | 4.27% | 0.12% | 0.66% | 1.79% | 1.64% | -1.76% | 2.38% | -2.39% | 1.41% | 1.42% | -1.10% | 5.48% |
| 2013 | 3.74% | 0.41% | 2.40% | 2.57% | -0.08% | -1.88% | 4.50% | -2.18% | 4.57% | 3.26% | 1.51% | 1.83% | 22.37% |
Expense Ratio
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.
VEA
Vanguard FTSE Developed Markets ETF
VTI
Vanguard Total Stock Market ETF
BND
Vanguard Total Bond Market ETF
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bogleheads Three-fund Portfolio is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Bogleheads Three-fund Portfolio
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
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.
Bogleheads Three-fund Portfolio
Sharpe ratio
Sortino ratio
Omega ratio
Calmar ratio
Martin ratio
^GSPC
Sharpe ratio
Sortino ratio
Omega ratio
Calmar ratio
Martin ratio
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.35 | 3.31 | 1.40 | 1.93 | 8.80 |
BND Vanguard Total Bond Market ETF | -0.04 | -0.01 | 1.00 | -0.01 | -0.09 |
VEA Vanguard FTSE Developed Markets ETF | 1.02 | 1.51 | 1.18 | 0.78 | 3.12 |
Sharpe Ratio
The current Bogleheads Three-fund Portfolio Sharpe ratio is 1.76. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.
Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.50, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.
Use the chart below to compare the Sharpe ratio of Bogleheads Three-fund Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.
Bogleheads Three-fund Portfolio
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Bogleheads Three-fund Portfolio granted a 2.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bogleheads Three-fund Portfolio | 2.34% | 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 | 1.37% | 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 | 3.37% | 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 | 3.25% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
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.
The current Bogleheads Three-fund Portfolio drawdown is 0.48%.
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 | 329 | Feb 7, 2024 | 564 |
| -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
Volatility Chart
The current Bogleheads Three-fund Portfolio volatility is 2.92%, 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
Diversification
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 | -0.12 | -0.18 |
| VEA | -0.12 | 1.00 | 0.84 |
| VTI | -0.18 | 0.84 | 1.00 |
