All Portfolios, ranked by Risk vs. Return Compass

for period ending April 30, 2024

More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

Risk vs. Return Compass is a portfolio comparison tool produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular ingredient on the scatter plot concerning downside deviation and annual return.

 

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.

        Risk vs. Return Compass   Total Return, annualized
Ingredient Name ID Peer Group Category   1 year   3 year   5 year   10 year   15 year   20 year   1 year 3 year 5 year 10 year 15 year 20 year
      Group average              
   
Agriculture DBA Global Asset Classes Commodities 351° * * * * * * * * * *   23.0% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 76° * * * * * * * * * *   13.9% * * * * *
Oil DBO Global Asset Classes Commodities 102° * * * * * * * * * *   10.3% * * * * *
PowerSh Commodity DBC Global Asset Classes Commodities: Broad 168° * * * * * * * * * *   3.9% * * * * *
SPDR Gold Trust GLD Global Asset Classes Commodities: Prec Metals 359° * * * * * * * * * *   14.6% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 185° * * * * * * * * * *   -0.9% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 194° * * * * * * * * * *   0.3% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 182° * * * * * * * * * *   -2.9% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 189° * * * * * * * * * *   -1.4% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 195° * * * * * * * * * *   2.1% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 178° * * * * * * * * * *   -14.1% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index 247° * * * * * * * * * *   11.1% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 142° * * * * * * * * * *   7.6% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 357° * * * * * * * * * *   30.0% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 192° * * * * * * * * * *   1.6% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 286° * * * * * * * * * *   13.2% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 192° * * * * * * * * * *   2.9% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 184° * * * * * * * * * *   -5.2% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 178° * * * * * * * * * *   -5.3% * * * * *
MktVectors Intl Hi Yield IHY Global Asset Classes Fixed Income 206° * * * * * * * * * *   5.8% * * * * *
MktVectors Intermed Muni ITM Global Asset Classes Fixed Income 194° * * * * * * * * * *   1.1% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 220° * * * * * * * * * *   8.0% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 186° * * * * * * * * * *   -2.2% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 194° * * * * * * * * * *   -1.6% * * * * *
U.S. Total Bond Market AGG Global Asset Classes Fixed Income: Aggregate 189° * * * * * * * * * *   -1.5% * * * * *
U.S. Total Bond Market BND Global Asset Classes Fixed Income: Aggregate 190° * * * * * * * * * *   -1.4% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 187° * * * * * * * * * *   5.0% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 158° * * * * * * * * * *   9.5% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 223° * * * * * * * * * *   5.3% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 169° * * * * * * * * * *   -14.1% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 209° * * * * * * * * * *   2.1% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 17° * * * * * * * * * *   17.0% * * * * *
iSh MSCI Frontier 100 FM Global Asset Classes Int'l Equity: Frontier 105° * * * * * * * * * *   11.3% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 153° * * * * * * * * * *   8.2% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 153° * * * * * * * * * *   5.0% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 121° * * * * * * * * * *   11.5% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 158° * * * * * * * * * *   3.7% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 11° * * * * * * * * * *   22.7% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 13° * * * * * * * * * *   22.2% * * * * *
S&P 500 SPY Global Asset Classes U.S. Equity: Lg Cap 9° * * * * * * * * * *   22.4% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 8° * * * * * * * * * *   31.7% * * * * *
PowerShares QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 8° * * * * * * * * * *   32.5% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 74° * * * * * * * * * *   13.2% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 97° * * * * * * * * * *   11.1% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 54° * * * * * * * * * *   16.2% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 33° * * * * * * * * * *   20.4% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 76° * * * * * * * * * *   13.9% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 84° * * * * * * * * * *   13.4% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 90° * * * * * * * * * *   12.5% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 79° * * * * * * * * * *   13.9% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 151° * * * * * * * * * *   -0.8% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 151° * * * * * * * * * *   -0.4% * * * * *
Indonesia EIDO Global Equities Asia and Australia 168° * * * * * * * * * *   -13.7% * * * * *
New Zealand ENZL Global Equities Asia and Australia 163° * * * * * * * * * *   -8.5% * * * * *
Philippines EPHE Global Equities Asia and Australia 152° * * * * * * * * * *   -2.7% * * * * *
Australia EWA Global Equities Asia and Australia 148° * * * * * * * * * *   4.9% * * * * *
Hong Kong EWH Global Equities Asia and Australia 165° * * * * * * * * * *   -19.7% * * * * *
Japan EWJ Global Equities Asia and Australia 21° * * * * * * * * * *   16.7% * * * * *
Malaysia EWM Global Equities Asia and Australia 170° * * * * * * * * * *   5.2% * * * * *
Singapore EWS Global Equities Asia and Australia 155° * * * * * * * * * *   1.1% * * * * *
Taiwan EWT Global Equities Asia and Australia 23° * * * * * * * * * *   16.6% * * * * *
S Korea EWY Global Equities Asia and Australia 118° * * * * * * * * * *   6.6% * * * * *
India INDY Global Equities Asia and Australia 338° * * * * * * * * * *   18.9% * * * * *
China MCHI Global Equities Asia and Australia 154° * * * * * * * * * *   -9.2% * * * * *
Thailand THD Global Equities Asia and Australia 170° * * * * * * * * * *   -16.5% * * * * *
Vietnam VNM Global Equities Asia and Australia 110° * * * * * * * * * *   5.8% * * * * *
Poland EPOL Global Equities Europe 29° * * * * * * * * * *   37.6% * * * * *
Sweden EWD Global Equities Europe 131° * * * * * * * * * *   5.7% * * * * *
Germany EWG Global Equities Europe 139° * * * * * * * * * *   6.4% * * * * *
Italy EWI Global Equities Europe 36° * * * * * * * * * *   19.8% * * * * *
Belgium EWK Global Equities Europe 158° * * * * * * * * * *   -1.1% * * * * *
Switzerland EWL Global Equities Europe 169° * * * * * * * * * *   -3.6% * * * * *
Netherlands EWN Global Equities Europe 70° * * * * * * * * * *   15.0% * * * * *
Austria EWO Global Equities Europe 124° * * * * * * * * * *   9.9% * * * * *
Spain EWP Global Equities Europe 86° * * * * * * * * * *   12.6% * * * * *
France EWQ Global Equities Europe 152° * * * * * * * * * *   4.1% * * * * *
UK EWU Global Equities Europe 158° * * * * * * * * * *   6.7% * * * * *
EMU EZU Global Equities Europe 130° * * * * * * * * * *   8.8% * * * * *
Greece GREK Global Equities Europe 26° * * * * * * * * * *   32.4% * * * * *
Norway NORW Global Equities Europe 145° * * * * * * * * * *   5.2% * * * * *
Israel EIS Global Equities Mideast and Africa 98° * * * * * * * * * *   10.7% * * * * *
S Africa EZA Global Equities Mideast and Africa 139° * * * * * * * * * *   -3.8% * * * * *
Turkey TUR Global Equities Mideast and Africa 31° * * * * * * * * * *   35.7% * * * * *
Canada EWC Global Equities North America 141° * * * * * * * * * *   7.4% * * * * *
Mexico EWW Global Equities North America 111° * * * * * * * * * *   10.0% * * * * *
US Equity: Russell 3000 SPTM Global Equities North America 11° * * * * * * * * * *   22.1% * * * * *
Argentina ARGT Global Equities South America 25° * * * * * * * * * *   48.6% * * * * *
Chile ECH Global Equities South America 143° * * * * * * * * * *   -1.6% * * * * *
Peru EPU Global Equities South America 18° * * * * * * * * * *   37.6% * * * * *
Brazil EWZ Global Equities South America 62° * * * * * * * * * *   16.5% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 165° * * * * * * * * * *   -28.2% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 91° * * * * * * * * * *   12.3% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 171° * * * * * * * * * *   -4.0% * * * * *
Energy IXC Global Sectors Energy 77° * * * * * * * * * *   13.7% * * * * *
Financials IXG Global Sectors Financials 19° * * * * * * * * * *   20.2% * * * * *
Healthcare IXJ Global Sectors Healthcare 170° * * * * * * * * * *   4.9% * * * * *
Industrials EXI Global Sectors Industrials 25° * * * * * * * * * *   19.8% * * * * *
Infrastructure IGF Global Sectors Infrastructure 165° * * * * * * * * * *   -0.1% * * * * *
Materials MXI Global Sectors Materials 127° * * * * * * * * * *   7.7% * * * * *
Technology IXN Global Sectors Technology 16° * * * * * * * * * *   31.1% * * * * *
Telecom IXP Global Sectors Telecommunications 359° * * * * * * * * * *   26.5% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry 77° * * * * * * * * * *   13.6% * * * * *
Global Utilities JXI Global Sectors Utilities 165° * * * * * * * * * *   -1.4% * * * * *