All Portfolios, ranked by Total Return

for period ending October 31, 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

Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Ingredient Summary page.

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.
        Total Return   Downside Deviation
Ingredient Name ID Peer Group Category YTD Oct 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 23.0% -2.3% 21.2% * * * * *   7.7% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 11.9% -1.5% 20.2% * * * * *   10.0% * * * * *
Oil DBO Global Asset Classes Commodities 4.4% 3.9% -8.3% * * * * *   11.1% * * * * *
PowerSh Commodity DBC Global Asset Classes Commodities: Broad 2.5% 1.4% -3.3% * * * * *   5.5% * * * * *
SPDR Gold Trust GLD Global Asset Classes Commodities: Prec Metals 32.6% 4.3% 37.7% * * * * *   1.9% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar -2.1% -4.7% 5.3% * * * * *   6.5% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar -3.0% -2.7% 1.8% * * * * *   3.5% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc -2.7% -2.0% 5.2% * * * * *   5.1% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 0.4% -2.1% 5.1% * * * * *   3.4% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 3.9% -3.4% 9.5% * * * * *   3.8% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen -7.6% -5.5% -0.8% * * * * *   8.6% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index 7.8% 3.6% 3.4% * * * * *   3.9% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 11.3% -3.1% 24.3% * * * * *   6.7% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 16.1% -1.3% 20.2% * * * * *   4.7% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 3.8% -2.4% 14.3% * * * * *   4.1% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 11.0% -1.0% 22.2% * * * * *   2.2% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 4.5% -1.3% 14.0% * * * * *   2.4% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 0.6% -3.4% 9.4% * * * * *   5.5% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income -2.9% -4.0% 9.2% * * * * *   7.0% * * * * *
MktVectors Intl Hi Yield IHY Global Asset Classes Fixed Income 5.3% -1.9% 15.2% * * * * *   2.9% * * * * *
MktVectors Intermed Muni ITM Global Asset Classes Fixed Income -0.1% -1.7% 8.8% * * * * *   2.6% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 6.9% -1.0% 15.8% * * * * *   1.9% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 1.6% -2.8% 11.3% * * * * *   4.8% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 2.9% -1.8% 8.3% * * * * *   2.9% * * * * *
U.S. Total Bond Market AGG Global Asset Classes Fixed Income: Aggregate 1.9% -2.5% 10.5% * * * * *   4.2% * * * * *
U.S. Total Bond Market BND Global Asset Classes Fixed Income: Aggregate 2.0% -2.5% 10.4% * * * * *   4.1% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 6.0% -2.4% 17.7% * * * * *   4.3% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 4.8% -4.2% 22.7% * * * * *   7.2% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 4.4% 0.4% 5.3% * * * * *   0.0% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term -3.7% -5.5% 15.0% * * * * *   10.4% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 3.3% -0.6% 5.6% * * * * *   0.9% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 16.0% -2.1% 32.4% * * * * *   5.4% * * * * *
iSh MSCI Frontier 100 FM Global Asset Classes Int'l Equity: Frontier 7.3% 0.2% 16.9% * * * * *   6.6% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 7.0% -5.3% 22.0% * * * * *   7.8% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 5.0% -6.3% 21.8% * * * * *   9.6% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 8.4% -4.6% 21.8% * * * * *   7.1% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 4.0% -6.3% 21.3% * * * * *   9.9% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 20.1% -0.7% 37.9% * * * * *   5.7% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 19.4% -0.8% 37.5% * * * * *   6.0% * * * * *
S&P 500 SPY Global Asset Classes U.S. Equity: Lg Cap 20.8% -0.9% 37.8% * * * * *   5.6% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 23.8% -0.4% 43.5% * * * * *   6.4% * * * * *
PowerShares QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 18.7% -0.9% 38.8% * * * * *   6.5% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 15.2% -1.1% 30.7% * * * * *   5.8% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 7.8% 0.5% 34.9% * * * * *   13.4% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 13.9% -0.5% 35.2% * * * * *   7.4% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 14.6% 1.7% 38.3% * * * * *   8.0% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 13.4% -1.3% 33.8% * * * * *   7.8% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 9.4% -1.4% 34.0% * * * * *   11.0% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 11.7% -1.3% 36.4% * * * * *   11.3% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 7.2% -1.5% 31.5% * * * * *   10.9% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 9.4% -3.5% 33.9% * * * * *   13.6% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 9.7% -3.4% 34.6% * * * * *   13.4% * * * * *
Indonesia EIDO Global Equities Asia and Australia -0.5% -4.6% 10.1% * * * * *   11.6% * * * * *
New Zealand ENZL Global Equities Asia and Australia -1.9% -4.5% 16.6% * * * * *   9.1% * * * * *
Philippines EPHE Global Equities Asia and Australia 6.9% -6.0% 19.9% * * * * *   12.4% * * * * *
Australia EWA Global Equities Asia and Australia 6.2% -6.5% 27.2% * * * * *   11.3% * * * * *
Hong Kong EWH Global Equities Asia and Australia 5.1% -4.2% 11.7% * * * * *   15.1% * * * * *
Japan EWJ Global Equities Asia and Australia 6.9% -4.9% 18.0% * * * * *   8.8% * * * * *
Malaysia EWM Global Equities Asia and Australia 17.8% -8.9% 23.5% * * * * *   11.0% * * * * *
Singapore EWS Global Equities Asia and Australia 16.3% -3.6% 28.0% * * * * *   8.0% * * * * *
Taiwan EWT Global Equities Asia and Australia 17.8% 0.6% 35.3% * * * * *   6.3% * * * * *
S Korea EWY Global Equities Asia and Australia -8.6% -6.3% 11.9% * * * * *   15.0% * * * * *
India INDY Global Equities Asia and Australia 8.2% -5.4% 21.3% * * * * *   6.5% * * * * *
China MCHI Global Equities Asia and Australia 21.4% -3.3% 21.3% * * * * *   14.3% * * * * *
Thailand THD Global Equities Asia and Australia 5.8% -4.4% 14.1% * * * * *   10.6% * * * * *
Vietnam VNM Global Equities Asia and Australia -7.8% -6.8% 8.6% * * * * *   16.2% * * * * *
Poland EPOL Global Equities Europe 0.1% -8.2% 17.6% * * * * *   11.0% * * * * *
Sweden EWD Global Equities Europe 2.8% -8.0% 32.1% * * * * *   14.2% * * * * *
Germany EWG Global Equities Europe 11.5% -4.5% 31.5% * * * * *   8.8% * * * * *
Italy EWI Global Equities Europe 14.8% -2.4% 32.0% * * * * *   8.9% * * * * *
Belgium EWK Global Equities Europe 7.3% -5.0% 21.5% * * * * *   8.7% * * * * *
Switzerland EWL Global Equities Europe 4.4% -5.3% 20.2% * * * * *   9.0% * * * * *
Netherlands EWN Global Equities Europe 5.8% -8.2% 27.0% * * * * *   11.5% * * * * *
Austria EWO Global Equities Europe 4.3% -5.4% 20.0% * * * * *   8.6% * * * * *
Spain EWP Global Equities Europe 12.6% -3.9% 30.9% * * * * *   10.8% * * * * *
France EWQ Global Equities Europe -1.0% -6.2% 13.3% * * * * *   11.6% * * * * *
UK EWU Global Equities Europe 9.7% -5.0% 21.6% * * * * *   6.9% * * * * *
EMU EZU Global Equities Europe 6.1% -5.6% 23.4% * * * * *   9.6% * * * * *
Greece GREK Global Equities Europe 7.4% -8.2% 20.6% * * * * *   10.9% * * * * *
Norway NORW Global Equities Europe 1.7% -2.6% 12.9% * * * * *   8.0% * * * * *
Israel EIS Global Equities Mideast and Africa 18.4% 1.2% 48.5% * * * * *   11.0% * * * * *
S Africa EZA Global Equities Mideast and Africa 20.0% -2.1% 35.8% * * * * *   11.2% * * * * *
Turkey TUR Global Equities Mideast and Africa 5.1% -7.9% 0.4% * * * * *   16.9% * * * * *
Canada EWC Global Equities North America 11.8% -2.1% 31.0% * * * * *   6.1% * * * * *
Mexico EWW Global Equities North America -22.8% -3.3% -3.0% * * * * *   15.3% * * * * *
US Equity: Russell 3000 SPTM Global Equities North America 19.9% -1.0% 37.5% * * * * *   5.6% * * * * *
Argentina ARGT Global Equities South America 42.5% 10.0% 92.3% * * * * *   19.7% * * * * *
Chile ECH Global Equities South America -7.0% -6.2% 9.1% * * * * *   14.5% * * * * *
Peru EPU Global Equities South America 29.9% 0.9% 58.0% * * * * *   10.0% * * * * *
Brazil EWZ Global Equities South America -17.9% -5.8% -0.1% * * * * *   11.8% * * * * *
Clean Energy ICLN Global Sectors Clean Energy -15.3% -10.8% 2.2% * * * * *   20.9% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 8.7% -3.4% 25.2% * * * * *   8.2% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 6.9% -4.6% 14.9% * * * * *   5.9% * * * * *
Energy IXC Global Sectors Energy 5.7% -0.1% 6.2% * * * * *   4.7% * * * * *
Financials IXG Global Sectors Financials 22.8% 0.3% 42.8% * * * * *   5.3% * * * * *
Healthcare IXJ Global Sectors Healthcare 8.4% -4.9% 19.3% * * * * *   8.4% * * * * *
Industrials EXI Global Sectors Industrials 14.7% -2.6% 35.2% * * * * *   6.7% * * * * *
Infrastructure IGF Global Sectors Infrastructure 16.2% -1.3% 32.3% * * * * *   6.6% * * * * *
Materials MXI Global Sectors Materials 1.9% -6.0% 18.5% * * * * *   11.3% * * * * *
Technology IXN Global Sectors Technology 18.6% -2.3% 40.3% * * * * *   9.3% * * * * *
Telecom IXP Global Sectors Telecommunications 26.9% 0.1% 42.0% * * * * *   4.6% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry 0.6% -6.5% 15.7% * * * * *   13.7% * * * * *
Global Utilities JXI Global Sectors Utilities 19.5% -2.9% 30.7% * * * * *   8.9% * * * * *