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April 20, 2020 18:15
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Compare VUG and VTV ETF split allocations
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| Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 100 VUG 0 VTV | $10,000 | $38,470 | 8.69% | 14.60% | 37.03% | -38.02% | -47.18% | 0.56 | 0.81 | 0.97 | |
| 90 VUG | $10,000 | $37,414 | 8.50% | 14.45% | 35.89% | -37.80% | -47.84% | 0.55 | 0.79 | 0.98 | |
| 80 VUG | $10,000 | $36,352 | 8.31% | 14.32% | 34.76% | -37.59% | -48.50% | 0.54 | 0.77 | 0.99 | |
| 70 VUG | $10,000 | $35,286 | 8.11% | 14.23% | 33.62% | -37.37% | -49.16% | 0.53 | 0.75 | 0.99 | |
| 60 VUG | $10,000 | $34,219 | 7.91% | 14.17% | 32.73% | -37.16% | -49.83% | 0.52 | 0.73 | 1.00 | |
| 50 VUG | $10,000 | $33,152 | 7.70% | 14.14% | 32.79% | -36.95% | -50.51% | 0.50 | 0.71 | 1.00 | |
| 40 VUG | $10,000 | $32,086 | 7.48% | 14.14% | 32.85% | -36.73% | -51.19% | 0.49 | 0.68 | 1.00 | |
| 30 VUG | $10,000 | $31,023 | 7.25% | 14.17% | 32.91% | -36.52% | -51.87% | 0.47 | 0.66 | 0.99 | |
| 20 VUG | $10,000 | $29,966 | 7.02% | 14.24% | 32.97% | -36.30% | -52.65% | 0.46 | 0.63 | 0.99 | |
| 10 VUG | $10,000 | $28,915 | 6.79% | 14.34% | 33.03% | -36.09% | -53.72% | 0.44 | 0.61 | 0.98 | |
| 0 VUG 100 VTV | $10,000 | $27,872 | 6.55% | 14.47% | 33.10% | -35.87% | -54.78% | 0.42 | 0.58 | 0.97 |
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