iShares MSCI Emerging Markets ETF
for period ending January 31, 2025
Quick Links
Overview
EEM is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Ingredient Provider iShares (www.iShares.com)
Description iShares MSCI Emerging Markets ETF gives investors access to equities in a particular asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.
Category Global Asset Classes, Equity: Emerging Mkts
Peer Group Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. he investment seeks to track the investment results of the MSCI Emerging Markets Index. The underlying index is composed of large- and mid-capitalization emerging market equities. The fund generally invests at least 90% of its assets in the securities of its underlying index and in depositary receipts representing securities in its underlying index. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.
Cost
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker EEM. See How to Invest, below.
- Fund fees. The manager of this fund charges a percentage of assets under management as its fee.
- Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
How to Invest
You can invest in this portfolio ingredient by buying the ticker symbol "EEM" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.
How to Rebalance
You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.
Compare: Total Return
for period ending January 31, 2025
5-year graph
●
EEM
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
2.2% |
2.2% |
13.9% |
-2.0% |
2.5% |
3.2% |
2.9% |
5.4% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
2.1% |
2.1% |
16.1% |
6.2% |
8.5% |
8.5% |
9.5% |
7.8% |
| Global Equities (ACWI) |
3.1% |
3.1% |
20.8% |
8.2% |
11.1% |
9.9% |
9.8% |
|
| U.S. Equities (SPY) |
2.7% |
2.7% |
26.2% |
11.8% |
15.1% |
13.6% |
14.3% |
10.5% |
| U.S. Bonds (BND) |
0.6% |
0.6% |
2.1% |
-1.6% |
-0.6% |
1.1% |
2.3% |
3.0% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
3.79842045881911% |
3.79842045881911% |
32.8422830696495% |
14.356626153539% |
14.0462972808209% |
2.96646617747502% |
1.36314323005104% |
0% |
| DBB |
-0.901856763925735% |
-0.901856763925735% |
10.226706251257% |
-2.45978801946719% |
8.5224627178164% |
3.65606008392461% |
0.584578325506602% |
0% |
| DBO |
2.86512928022362% |
2.86512928022362% |
6.50349573355353% |
2.39505521867196% |
12.3208952683346% |
1.9356403934321% |
-2.76898025419459% |
0% |
| DBC |
2.75958840037418% |
2.75958840037418% |
3.63557702599362% |
2.88561775545733% |
10.8634579857354% |
3.74564658988579% |
0.684100921557329% |
1.95229724891566% |
| GLD |
6.78561103539421% |
6.78561103539421% |
37.2035022552401% |
15.4356154532648% |
11.6047936857155% |
7.67305420977955% |
6.12750660121797% |
9.48437946411906% |
| FXA |
0.553612712728935% |
0.553612712728935% |
-3.84019693948264% |
-3.43736352913274% |
-1.17544032069323% |
-1.63396926652635% |
-1.03186077527553% |
0% |
| FXC |
-0.93887049154916% |
-0.93887049154916% |
-5.66735395013815% |
-3.14652071963097% |
-1.23134599512943% |
-0.977407665280716% |
-1.76044750767997% |
0% |
| FXF |
-0.372467831859125% |
-0.372467831859125% |
-5.4328284259337% |
0.175949833882694% |
0.404351276031867% |
-0.845766954869798% |
0.269851525405995% |
0% |
| FXE |
0.318238773060298% |
0.318238773060298% |
-1.9943295215079% |
-1.70967712377623% |
-1.15213494810735% |
-1.14450005572315% |
-2.18557493564966% |
0% |
| FXB |
-0.741569694286703% |
-0.741569694286703% |
0.898451676619461% |
-0.819841246750164% |
-0.289848203101872% |
-1.57905218499886% |
-1.54528069365891% |
0% |
| FXY |
1.45001705902423% |
1.45001705902423% |
-5.64810407742345% |
-9.94937499051749% |
-7.46221678697386% |
-3.25656384556661% |
-4.0148143660327% |
0% |
| UUP |
0.305914343983682% |
0.305914343983682% |
10.8048249707074% |
8.55532011054581% |
4.71885231283531% |
3.00498570351522% |
2.46498338630576% |
0% |
| EEM |
2.15208034433285% |
2.15208034433285% |
13.9466682759563% |
-1.97084953728645% |
2.51169400575475% |
3.166292950245% |
2.88749506411941% |
5.36960138792073% |
| AMLP |
7.08056478405317% |
7.08056478405317% |
25.7067628053305% |
21.6499029320393% |
14.8746130004326% |
3.47540903660464% |
0% |
0% |
| IGIB |
0.698893418753643% |
0.698893418753643% |
4.21418674377221% |
0.0184793619063095% |
0.633438762007676% |
2.38566426736919% |
3.14042020546841% |
0% |
| EMHY |
1.79041600842549% |
1.79041600842549% |
14.454760092909% |
3.98120589448496% |
2.04726364177885% |
4.31083880660976% |
0% |
0% |
| HYD |
0.096320554806395% |
0.096320554806395% |
4.65855792354186% |
-1.56770692205658% |
-0.941130675296553% |
1.97176990224273% |
3.43089267965322% |
0% |
| IEF |
0.616549486208751% |
0.616549486208751% |
-0.0952118457223095% |
-3.51837256527953% |
-2.00697935316033% |
0.279156966505378% |
2.30244122128087% |
3.05794395076959% |
| IGOV |
0.442477876106206% |
0.442477876106206% |
-2.86190267912076% |
-7.42753572322763% |
-5.09350445181594% |
-1.70411771551845% |
-0.951987264401621% |
0% |
| IHY |
1.3671875% |
1.3671875% |
5.92603314962845% |
1.24071045590843% |
1.13047965804687% |
3.47905017297785% |
0% |
0% |
| ITM |
-0.130151843817794% |
-0.130151843817794% |
1.30213529213898% |
-0.333585625323007% |
-0.109553414991415% |
1.60101187351125% |
2.88877218645633% |
0% |
| JNK |
1.35120980412695% |
1.35120980412695% |
8.99915883555096% |
3.11021155986966% |
3.16866323170648% |
3.78231918011891% |
5.10479464036049% |
0% |
| MBB |
0.556282722513068% |
0.556282722513068% |
2.18067378940612% |
-1.50720427489071% |
-0.825410059605414% |
0.743568094010816% |
1.62533142108185% |
0% |
| TIP |
1.37024870952605% |
1.37024870952605% |
2.70004644338167% |
-1.40953710593317% |
1.48123141303231% |
1.87255714597023% |
2.66762017197748% |
3.20120021635828% |
| AGG |
0.515995872033015% |
0.515995872033015% |
1.98448542189522% |
-1.53067342323135% |
-0.64388453587545% |
1.14425359105061% |
2.23144510557554% |
2.8913506554507% |
| BND |
0.597969684327637% |
0.597969684327637% |
2.149413843113% |
-1.5701245015591% |
-0.646345879813492% |
1.14238454717188% |
2.25438067674151% |
2.97085096004417% |
| EMB |
1.69586702605569% |
1.69586702605569% |
8.64653785382834% |
-0.708812108663981% |
-0.753370956112609% |
2.43293792595638% |
3.89487982748864% |
0% |
| PCY |
2.02348750696584% |
2.02348750696584% |
6.84927715766537% |
-0.641435535149304% |
-1.98133238511061% |
1.88783330250515% |
3.87111613514386% |
0% |
| BIL |
0.34999453133544% |
0.34999453133544% |
5.11062927058559% |
3.85640815375345% |
2.33330018779911% |
1.63350067058954% |
1.06573728423585% |
0% |
| TLT |
0.492385205542201% |
0.492385205542201% |
-5.48371951047368% |
-12.0892740054866% |
-7.33471614180893% |
-2.03014973868723% |
2.46122577956855% |
2.99393299551292% |
| SHY |
0.378141010002442% |
0.378141010002442% |
3.97926711663936% |
1.69153873738088% |
1.22177635637675% |
1.23847087098328% |
1.1236442488757% |
1.85596806265254% |
| ACWI |
3.14042553191489% |
3.14042553191489% |
20.8120664282728% |
8.19961140636205% |
11.111765578985% |
9.87628434302985% |
9.79668623631458% |
0% |
| FM |
0.184229918938827% |
0.184229918938827% |
9.77466949979127% |
-4.03138514124957% |
0.710348539885364% |
1.99489284869641% |
0% |
0% |
| EFA |
4.80095225499273% |
4.80095225499273% |
8.97125830536529% |
4.49182815365079% |
6.29130932338655% |
5.63637381174722% |
5.87638044382579% |
5.04075629170375% |
| EFG |
5.11205204998451% |
5.11205204998451% |
6.41794156547844% |
2.13296314382008% |
5.03613462029713% |
6.00372138404028% |
6.39881157645348% |
5.47060961716861% |
| EFV |
4.55498380026682% |
4.55498380026682% |
11.3979859163678% |
6.7443429656143% |
6.92782650186132% |
4.7243660341447% |
4.93839052416476% |
4.21901950003749% |
| SCZ |
2.97942386831276% |
2.97942386831276% |
7.32634329894879% |
-0.31826472696902% |
3.53254539922472% |
5.74035330751774% |
6.85900204087226% |
0% |
| IWB |
3.10404767817234% |
3.10404767817234% |
26.4872682084072% |
11.529069659472% |
14.8098776886816% |
13.3819287756435% |
14.1560432976799% |
10.5658084828931% |
| IWV |
3.05759162303665% |
3.05759162303665% |
26.0359842269015% |
11.1547920097283% |
14.3880059216467% |
13.0108869940634% |
13.8916980963498% |
10.3754886112063% |
| SPY |
2.68564018564019% |
2.68564018564019% |
26.2287400255161% |
11.8065698905077% |
15.081629534828% |
13.6469392922897% |
14.261344472386% |
10.5435567285482% |
| IWF |
1.9248966582001% |
1.9248966582001% |
32.4543885429352% |
14.413312536935% |
18.6991865731929% |
16.9679147665862% |
16.7469923683701% |
12.6535232278463% |
| QQQ |
2.1634098155429% |
2.1634098155429% |
26.0009606361355% |
13.6466337271866% |
19.7418629484436% |
18.7805835221159% |
19.2095571802038% |
14.9639755273945% |
| IWD |
4.5427537406147% |
4.5427537406147% |
19.2899340951012% |
7.888270687917% |
9.96631984715237% |
9.22986324200032% |
11.1044321906636% |
8.05804042849589% |
| IWC |
-0.291455744746127% |
-0.291455744746127% |
18.0535703082481% |
2.3130874728817% |
7.71624212774431% |
7.06708959794682% |
9.88740139528759% |
6.23344886263077% |
| IWR |
4.15158371040723% |
4.15158371040723% |
21.7254904172895% |
7.76153356128602% |
10.8445965511955% |
10.073488771116% |
12.4863958398005% |
9.80518043494345% |
| IWP |
6.24852071005917% |
6.24852071005917% |
30.22459006206% |
11.0524227209636% |
12.4707340619123% |
12.2063542174669% |
13.8651864394717% |
10.7554048212238% |
| IWS |
3.37096025978041% |
3.37096025978041% |
18.8954723343349% |
6.41276716846477% |
9.54127959515831% |
8.41315272432184% |
11.3623658142773% |
8.8925466637898% |
| IWM |
2.49818971759594% |
2.49818971759594% |
18.8084871814383% |
5.44668154891912% |
8.5181141480551% |
8.38420560754221% |
10.7644135801954% |
8.13261668383449% |
| IWO |
3.15822388993121% |
3.15822388993121% |
22.4880586309849% |
6.19813060750856% |
7.67225335301578% |
8.67500839354884% |
11.5105486393798% |
8.74032850089954% |
| IWN |
2.01011146981789% |
2.01011146981789% |
15.1347223720225% |
4.42835742634056% |
8.66995996622522% |
7.64259197508099% |
9.66426788586161% |
7.1842612290389% |
| IYR |
1.89125295508272% |
1.89125295508272% |
12.1093380997459% |
-1.13435318948969% |
2.59522132067349% |
4.77071506765847% |
8.92324971718439% |
6.4898887345151% |
| VNQ |
1.65020206555904% |
1.65020206555904% |
12.2135176801403% |
-1.36598585112599% |
3.0616531815632% |
4.52558982186901% |
9.40580673916422% |
7.34157327760319% |
| |
|
|
|
|
|
| EEM |
17.0% |
-3.6% |
-20.6% |
9.0% |
6.5% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
| Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
| U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
| U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-2.5362386282649% |
22.3667870007247% |
2.52541503893984% |
7.6310543282736% |
33.4729789746052% |
| DBB |
15.5287979711187% |
28.9687171610854% |
-11.8033665814941% |
1.11276302746959% |
7.88686675162489% |
| DBO |
-20.9934483773066% |
60.7354444240378% |
13.0520436760381% |
-4.48624264803972% |
7.85417023349941% |
| DBC |
-7.83697718802477% |
41.360535033944% |
19.3381047925849% |
-6.22460154221798% |
2.17947023142337% |
| GLD |
24.8145617346329% |
-4.14892032504178% |
-0.772115217246239% |
12.6915838291174% |
26.6569022336141% |
| FXA |
9.52350855981821% |
-6.16946364880147% |
-6.4795204395478% |
0.873294276868242% |
-7.74204109878418% |
| FXC |
1.9247050425502% |
0.219895404397619% |
-6.43799822735651% |
3.64766976490269% |
-5.96056483707217% |
| FXF |
8.18450819287408% |
-4.07886034404914% |
-2.28680218958219% |
9.62222426685186% |
-7.45772558174616% |
| FXE |
7.93977873933371% |
-7.82637923902186% |
-6.56633974962763% |
4.36126866589124% |
-4.18199804509548% |
| FXB |
2.87316229551748% |
-1.53723850110821% |
-10.4499892346964% |
7.63522680479234% |
1.35492625820952% |
| FXY |
4.60939954215214% |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
-10.9253912779213% |
| UUP |
-6.66154033909668% |
5.73433156103185% |
9.45907489834206% |
3.63023939965812% |
13.4844434815803% |
| EEM |
17.0335264963521% |
-3.61506944684574% |
-20.5632849615499% |
8.9857861217226% |
6.4972650185694% |
| AMLP |
-32.1883605644408% |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
22.6955421229451% |
| IGIB |
9.64395182780677% |
-1.45079652168194% |
-14.2423245395042% |
9.21544637468605% |
3.49089568482179% |
| EMHY |
3.8347587027951% |
-1.91783307204367% |
-13.571830654467% |
11.420418464724% |
11.9775923545361% |
| HYD |
0.175553140117612% |
5.05000335419787% |
-16.2630266222899% |
5.05476833906597% |
4.94262334300908% |
| IEF |
10.0067525304147% |
-3.3293811969846% |
-15.3224471675499% |
3.84577301390396% |
-0.635291945858885% |
| IGOV |
10.8829883297037% |
-9.24862266459218% |
-22.0709678133312% |
5.56833628419986% |
-6.49555672768473% |
| IHY |
8.6391439076694% |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
3.54788233128169% |
| ITM |
5.87374376331711% |
0.211272131214879% |
-9.49920989230485% |
5.01787458403322% |
0.722410767988313% |
| JNK |
4.95788483561819% |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
7.70492746498543% |
| MBB |
4.07802353206683% |
-1.43116649109989% |
-11.9288470331859% |
5.00229938339551% |
1.31297804867514% |
| TIP |
10.8362642607544% |
5.67099926412111% |
-12.2485594077103% |
3.79897566544987% |
1.6511308674467% |
| AGG |
7.47708555312345% |
-1.76966487938421% |
-13.0229490718201% |
5.64604835614513% |
1.30760961466865% |
| BND |
7.714106491634% |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683275% |
1.37655161915169% |
| EMB |
5.42209326552676% |
-2.23745681275348% |
-18.9402646344802% |
8.7182561367158% |
5.53921391504089% |
| PCY |
2.28307465836379% |
-4.28984314228292% |
-24.4509577564376% |
18.4731184444347% |
2.54849814003077% |
| BIL |
0.400179264852674% |
-0.0983405768986034% |
1.40457752023322% |
4.65170866921711% |
5.19101822011554% |
| TLT |
18.1520596338079% |
-4.60230322759316% |
-31.2335291660792% |
2.74590442167644% |
-8.05845422169141% |
| SHY |
3.03428893894182% |
-0.677718035374231% |
-3.8792510030099% |
4.16228386765611% |
3.91584829135545% |
| ACWI |
16.332736917886% |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
17.4558436016784% |
| FM |
-3.4134790770491% |
24.3467325339888% |
-24.4266259999584% |
7.1454283630821% |
7.28135714913729% |
| EFA |
7.58864729501965% |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
3.51008036927369% |
| EFG |
17.8437843842894% |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
1.53507714867449% |
| EFV |
-2.97358887228282% |
11.1040024989595% |
-5.22055012276389% |
18.8756780437068% |
5.39967959831447% |
| SCZ |
11.6927071102026% |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
1.54406721013953% |
| IWB |
20.7743128019761% |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
24.3211438616074% |
| IWV |
20.5483203906353% |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
23.4939744158483% |
| SPY |
18.373186435145% |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
24.8851497230756% |
| IWF |
38.25497944599% |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
33.1206307241641% |
| QQQ |
48.6187814997514% |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
25.5764408069846% |
| IWD |
2.72540988295156% |
24.9459408097814% |
-7.7555406871766% |
11.3522477044979% |
14.1754137698795% |
| IWC |
20.880275234036% |
18.6795920967858% |
-21.935163313637% |
8.99886849410814% |
13.6333160497263% |
| IWR |
16.9153042320047% |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
15.2194539432744% |
| IWP |
35.241361554231% |
12.5968963062359% |
-26.735206964838% |
25.7063324448986% |
21.8620286572134% |
| IWS |
4.80313839972486% |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
12.9214370595447% |
| IWM |
20.0298627741317% |
14.5390544720052% |
-20.4867085633861% |
16.8356154368217% |
11.3908344255836% |
| IWO |
34.6809781696101% |
2.53860451634156% |
-26.2716823496301% |
18.5179809518975% |
15.042487250009% |
| IWN |
4.66346011618424% |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
7.64158747218484% |
| IYR |
-6.12386483117237% |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
4.41927180297288% |
| VNQ |
-4.68092698194492% |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
4.80727219260584% |
Compare: Risk vs. Return
for period ending January 31, 2025
Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.
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Maximum Drawdown vs. Annual Return
●
EEM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
EEM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
EEM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
-10.9% |
-13.4% |
-12.6% |
-10.6% |
-11.7% |
-6.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-7.2% |
-5.4% |
-4.5% |
-2.3% |
-0.8% |
0.3% |
| Global Equities (ACWI) |
-4.0% |
-3.5% |
-3.6% |
-3.5% |
-4.6% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-26.3% |
-21.9% |
-22.9% |
-14.6% |
-10.3% |
-4.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-1.25578186605462% |
6.46960413694217% |
4.73450980905888% |
-10.4301475067432% |
-12.9122196661436% |
0% |
| DBB |
-18.1814663056005% |
-12.3802927795489% |
-7.20393057758418% |
-10.2375022106264% |
-13.4537992455783% |
0% |
| DBO |
-20.0634235769464% |
-8.92831400347278% |
-6.25683126605976% |
-11.5944826843173% |
-15.0102825573681% |
0% |
| DBC |
-23.1002035873615% |
-9.55163833213707% |
-4.1283460345197% |
-10.031420028141% |
-13.4673734290387% |
-8.62456814500587% |
| GLD |
7.32352898121395% |
6.01281400804625% |
-1.39334979288675% |
-5.47569346610998% |
-8.47752932539828% |
-1.86238225501695% |
| FXA |
-31.4954517833451% |
-20.6051609489579% |
-19.2560865838306% |
-17.2671604672665% |
-16.0246830596995% |
0% |
| FXC |
-43.5387885861307% |
-29.9934140565036% |
-24.6234889319944% |
-18.2105234575061% |
-18.8834239718896% |
0% |
| FXF |
-36.6333202842626% |
-16.7669458148725% |
-18.4880223068381% |
-17.6573383871323% |
-14.7008985321151% |
0% |
| FXE |
-34.5043350860001% |
-22.3382896390606% |
-23.1564700764996% |
-18.7270198915009% |
-19.1122390570136% |
0% |
| FXB |
-28.2544914269183% |
-19.2948452665203% |
-19.8367635356835% |
-18.3071992616395% |
-18.0626705754864% |
0% |
| FXY |
-30.2903783908484% |
-27.2172048685614% |
-31.0531350528559% |
-20.1534351988619% |
-21.3047850189094% |
0% |
| UUP |
-10.7596019852048% |
0.662008243411398% |
-8.06424180873333% |
-9.55639738601468% |
-10.8034732911038% |
0% |
| EEM |
-10.9094145729511% |
-13.3751892871649% |
-12.571532444122% |
-10.5911579591759% |
-11.6576976921949% |
-6.2245496794973% |
| AMLP |
-8.14908293341204% |
7.38834673898167% |
-6.40692789327545% |
-10.8243796445773% |
0% |
0% |
| IGIB |
-22.512896724158% |
-16.2570091208643% |
-17.2324940854338% |
-11.0027578157151% |
-8.54666521415909% |
0% |
| EMHY |
-3.54712246013855% |
-8.49606849727304% |
-13.4877151694441% |
-8.41868614201626% |
0% |
0% |
| HYD |
-21.9075794131785% |
-19.4488306240341% |
-17.9702416921315% |
-11.8002503768395% |
-9.54084214595456% |
0% |
| IEF |
-28.5890481227464% |
-23.266155279006% |
-24.2475476509039% |
-15.8646997112159% |
-10.9305385640113% |
-5.87282663782456% |
| IGOV |
-30.8766264611621% |
-23.1810322598167% |
-25.7037243673582% |
-18.041952506672% |
-16.833642255497% |
0% |
| IHY |
-19.2468665964499% |
-13.1483598748458% |
-15.1918590220072% |
-9.34056725361913% |
0% |
0% |
| ITM |
-31.4447085587804% |
-18.8870543008326% |
-20.0856758146275% |
-12.9368394450915% |
-9.3175065540717% |
0% |
| JNK |
-10.7642930284255% |
-10.484084786716% |
-12.0208073330063% |
-8.47273868720423% |
-6.36557119605597% |
0% |
| MBB |
-25.67682292246% |
-20.1112584584563% |
-22.8860086599913% |
-15.8546891924823% |
-12.2849263453328% |
0% |
| TIP |
-26.1298180784191% |
-22.4551303970045% |
-16.99174597564% |
-12.4056458511698% |
-9.42489071591919% |
-5.09720287416499% |
| AGG |
-26.5273751599971% |
-21.5173935306991% |
-22.9352826536369% |
-14.5927005872901% |
-10.3430878775214% |
-5.07695378080985% |
| BND |
-26.3489100236867% |
-21.9124528162218% |
-22.8983140373592% |
-14.5847646175581% |
-10.2794825777452% |
-4.78410907764611% |
| EMB |
-15.5761218350718% |
-14.843929048472% |
-17.448966898665% |
-11.0875854587153% |
-9.06819104654664% |
0% |
| PCY |
-19.2933455999176% |
-12.2849299998026% |
-17.4500469662806% |
-11.8145232516322% |
-9.82925794437207% |
0% |
| BIL |
-1.20940329000801% |
-55.6875522918184% |
-37.4048464986838% |
-26.5214704242805% |
-24.4071267256635% |
0% |
| TLT |
-29.9183385587746% |
-23.9866240460361% |
-24.3602979018086% |
-16.1496597016182% |
-11.756501184758% |
-7.4539465906768% |
| SHY |
-26.3146761283535% |
-32.9321570396519% |
-30.4039998573003% |
-20.5966698896535% |
-16.5836854277339% |
-7.99908268343167% |
| ACWI |
-3.96022596193284% |
-3.51377316502912% |
-3.62334233441427% |
-3.50159002836037% |
-4.64038480176683% |
0% |
| FM |
-16.38874350216% |
-16.2151139383285% |
-14.2888378149944% |
-11.6379305172553% |
0% |
0% |
| EFA |
-17.6776356222306% |
-7.28031039376841% |
-8.78008683989431% |
-8.01300802364757% |
-8.75551132238085% |
-5.90841969330389% |
| EFG |
-20.1218820413973% |
-9.23185399627135% |
-10.115954586498% |
-7.7519565518597% |
-8.32757889537353% |
-5.50514172774307% |
| EFV |
-15.3496069391799% |
-5.05325947929265% |
-8.36667949111735% |
-9.09760320223895% |
-9.81671358649796% |
-6.7530799892713% |
| SCZ |
-19.3380614045333% |
-11.6668374593935% |
-11.5713320680616% |
-8.20229496772847% |
-8.18387484329828% |
0% |
| IWB |
-0.406424144632336% |
-0.323166112212157% |
-0.523619945581419% |
-0.457083894994568% |
-0.314286031465086% |
-0.121399482730412% |
| IWV |
-1.6430574283796% |
-0.77205952299809% |
-1.04583544904609% |
-0.951350625210203% |
-0.736521905827521% |
-0.453822435511283% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
2.7286159960534% |
1.34937816111399% |
1.75195982963619% |
1.72027301721448% |
1.1265119919865% |
1.33909321770621% |
| QQQ |
-2.06749787365391% |
0.143781444665639% |
2.10726954486563% |
2.24486473939041% |
2.07957267574629% |
2.07807175672722% |
| IWD |
-10.5006241764168% |
-3.90137213614197% |
-5.38326965623702% |
-4.61066177648121% |
-3.4688420951581% |
-2.74127976410544% |
| IWC |
-14.9993365756353% |
-8.58211365228009% |
-8.78551620406204% |
-8.12599972123648% |
-7.07284549405928% |
-5.66899877712296% |
| IWR |
-9.88973069399797% |
-4.35868188341174% |
-5.42199259371149% |
-4.61851253303112% |
-3.21634850692385% |
-1.90216076381857% |
| IWP |
-6.61617331541265% |
-1.84604708785463% |
-4.41963583831375% |
-3.22472086287305% |
-2.53777285742524% |
-1.39131206593372% |
| IWS |
-11.8310827756006% |
-5.52984274117761% |
-6.67601263557481% |
-6.17761343426925% |
-4.3101222065704% |
-2.80921887130912% |
| IWM |
-14.1944761226972% |
-6.35594034601071% |
-7.93308666181922% |
-6.88859547675281% |
-5.98497256566256% |
-4.0436246169819% |
| IWO |
-12.5734367378482% |
-5.79843762092201% |
-8.59756898177843% |
-6.77778877158834% |
-5.60532798925156% |
-3.69745807981457% |
| IWN |
-16.0996989911365% |
-7.09270873570205% |
-7.97166350796492% |
-7.53664587374935% |
-6.88397728745369% |
-4.80600933298077% |
| IYR |
-16.9678302915159% |
-11.6306273789823% |
-12.3642107724582% |
-9.24827079383648% |
-6.48689939827543% |
-5.45689870261757% |
| VNQ |
-16.8953659475635% |
-11.7983445309719% |
-11.9793527280737% |
-9.48656814476501% |
-6.2678426882557% |
-4.98213803621298% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
1.8% |
-11.9% |
-9.1% |
-7.9% |
-10.0% |
-5.6% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-5.2% |
-4.0% |
-3.1% |
-1.4% |
-0.4% |
0.3% |
| Global Equities (ACWI) |
-3.0% |
-3.3% |
-3.3% |
-3.1% |
-4.3% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-10.0% |
-9.1% |
-6.5% |
-2.7% |
-0.3% |
0.5% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
19.8860938305876% |
7.64460332519996% |
7.75324702160523% |
-1.29962528296182% |
-3.53213446853897% |
0% |
| DBB |
18.8124040209839% |
-11.521086562502% |
-1.54344907256493% |
-4.48049129577976% |
-9.52501449076326% |
0% |
| DBO |
7.76814223810875% |
-4.30264691841361% |
2.18688881646937% |
-8.83626837513446% |
-15.4782699577857% |
0% |
| DBC |
4.1099256940349% |
-3.6066445371248% |
2.87913444911357% |
-3.41132575344324% |
-7.88159940902678% |
-4.87646799570147% |
| GLD |
35.9616199756743% |
8.8149229262794% |
5.89868586428732% |
4.37992465955029% |
3.26775684243059% |
6.84119891801659% |
| FXA |
-17.8786297822303% |
-11.5477095291822% |
-9.668922337219% |
-8.45076627983525% |
-8.71476390093474% |
0% |
| FXC |
-16.2825261251968% |
-10.3277277869103% |
-7.62101943472195% |
-6.21932489881369% |
-7.48496769043676% |
0% |
| FXF |
-13.9004763787555% |
-6.6544343910398% |
-4.75881997381091% |
-4.45314517712956% |
-3.60762607438705% |
0% |
| FXE |
-9.63487476393735% |
-8.5827410982833% |
-6.5103822138943% |
-4.88489892893836% |
-6.83133959627216% |
0% |
| FXB |
-8.08986431316956% |
-8.52299734568143% |
-7.18284312545091% |
-7.29778313802118% |
-6.95221722085416% |
0% |
| FXY |
-21.6945054976173% |
-17.4051927907167% |
-12.6149861474888% |
-6.01966369227972% |
-5.3556681200937% |
0% |
| UUP |
10.7671297498603% |
4.70078453806603% |
3.83256991492222% |
2.62115717295711% |
3.94611587719536% |
0% |
| EEM |
1.81406052126086% |
-11.9316858483462% |
-9.0770657654693% |
-7.9017503481807% |
-10.0440864135993% |
-5.58545937283823% |
| AMLP |
-3.61791731659292% |
11.252760427278% |
-5.11742952426738% |
-13.8007070603252% |
0% |
0% |
| IGIB |
-8.13355151015266% |
-8.13029903650388% |
-6.92965298498905% |
-2.8527074431461% |
-1.00337904047929% |
0% |
| EMHY |
1.08160352078175% |
-4.92021536765052% |
-8.08418912087792% |
-3.41492854057139% |
0% |
0% |
| HYD |
-6.37162166258063% |
-9.67132892146796% |
-9.87918544030459% |
-4.06431867133425% |
-1.12317817716861% |
0% |
| IEF |
-13.7317616265263% |
-11.2431079127965% |
-7.12424330446209% |
-2.59920638125901% |
1.0645358372479% |
1.55732614567394% |
| IGOV |
-17.6198894261607% |
-16.6145825671736% |
-13.0141689025638% |
-7.0294762980213% |
-5.97585466087182% |
0% |
| IHY |
-4.0366644144936% |
-7.34954698299405% |
-8.13146713964823% |
-3.76227317557601% |
0% |
0% |
| ITM |
-7.97650257289104% |
-7.87834511731684% |
-6.21788867458258% |
-2.22378105211431% |
0.345975441083589% |
0% |
| JNK |
-1.80909014158898% |
-5.54560854162263% |
-5.68240517877117% |
-3.40864650181015% |
-2.15572955141623% |
0% |
| MBB |
-11.1041260410557% |
-9.32981252896599% |
-6.42307886800071% |
-2.88592338509834% |
-0.926634934227833% |
0% |
| TIP |
-8.10981324715822% |
-9.03005117269996% |
-4.76198194703506% |
-2.36185293814841% |
-0.400546199551974% |
0.335556896410442% |
| AGG |
-10.2308441820505% |
-9.11259800197294% |
-6.35733741912741% |
-2.5230568611129% |
-0.261322734042004% |
0.470349778709167% |
| BND |
-9.98471903232517% |
-9.13518902536116% |
-6.53147204136102% |
-2.66519682154928% |
-0.343134309456566% |
0.521886596685875% |
| EMB |
-6.68377127977659% |
-10.0111614832355% |
-10.8976657146997% |
-4.98991608464313% |
-2.73770169074195% |
0% |
| PCY |
-13.4215606237897% |
-11.5239662007205% |
-14.0863852993776% |
-6.9229474030616% |
-3.90112667973697% |
0% |
| BIL |
0.234538914056566% |
-1.66261243390119% |
-0.972087210705348% |
-0.561959815413482% |
-0.411082571539795% |
0% |
| TLT |
-29.5986688892928% |
-21.8295451451019% |
-14.260483389296% |
-5.69073155560826% |
2.14209033348404% |
1.95360057451692% |
| SHY |
-2.21363374743351% |
-4.2162510025126% |
-2.36666238770697% |
-1.04646394433124% |
-0.391762871896023% |
0.166739313931163% |
| ACWI |
-2.986305867477% |
-3.26848202835113% |
-3.25265327634306% |
-3.10731760646621% |
-4.28351420893709% |
0% |
| FM |
-8.04614196003942% |
-13.6250322014083% |
-11.3366226853357% |
-8.12521860563163% |
0% |
0% |
| EFA |
-11.306843616316% |
-6.60145412065137% |
-7.30798461434017% |
-6.52781644224877% |
-7.65423045033606% |
-5.46727442828332% |
| EFG |
-18.7208968205189% |
-9.80083987326205% |
-9.21297341486448% |
-6.56482311534863% |
-7.43366664471061% |
-4.9848282988358% |
| EFV |
-4.78685332577754% |
-3.59879424216805% |
-6.26369759629559% |
-7.21434747454565% |
-8.51801420170807% |
-6.42599721691743% |
| SCZ |
-13.0631978764951% |
-11.5861729363611% |
-11.2615382073746% |
-7.2212322656929% |
-7.38942073884763% |
0% |
| IWB |
-0.329728555412665% |
-0.316153619899002% |
-0.514435368841825% |
-0.445562808848658% |
-0.296808295580657% |
-0.106489437327232% |
| IWV |
-1.56474187521705% |
-0.765942020914687% |
-1.03473211547271% |
-0.933807788307078% |
-0.70855299622149% |
-0.431387502194175% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
6.33015371567975% |
1.90235493361494% |
2.63929203171739% |
2.49045152690208% |
1.77891060899421% |
1.77737743041896% |
| QQQ |
0.994560854312969% |
0.788987046483602% |
3.63381570232901% |
3.85766323650203% |
3.72540334429343% |
3.49312114098111% |
| IWD |
-8.20792793013547% |
-3.32409966552185% |
-4.68764073783667% |
-3.9777332854679% |
-2.89890650090838% |
-2.46347834828489% |
| IWC |
-15.9203639504323% |
-9.92873188078862% |
-9.03363736859203% |
-8.07958854486618% |
-6.65949242073816% |
-6.0031699834738% |
| IWR |
-9.73016823769714% |
-4.52166159369343% |
-5.60555726649029% |
-4.59482988914957% |
-2.9716633934184% |
-1.73303212593299% |
| IWP |
-4.97222826810033% |
-1.6611322018472% |
-4.18504912542497% |
-2.78071075993428% |
-1.93462318062039% |
-0.948713608820453% |
| IWS |
-11.5122725395929% |
-5.70382582436723% |
-6.90886959028423% |
-6.1417557604129% |
-3.94779310587698% |
-2.66166684459273% |
| IWM |
-17.7348852534578% |
-7.20657200387864% |
-8.52191152022797% |
-7.15910436905109% |
-6.00371534351834% |
-4.10674053147586% |
| IWO |
-18.2960125692279% |
-6.56444880162439% |
-9.46044601523893% |
-7.15252512268875% |
-5.51433364115881% |
-3.64563273047745% |
| IWN |
-17.3074127122043% |
-8.05077877129877% |
-8.33818493999093% |
-7.59198861086022% |
-6.82099084820595% |
-4.89108643796681% |
| IYR |
-20.532983452784% |
-13.3653181448646% |
-13.2554850584897% |
-8.00647592429395% |
-4.16485452482165% |
-4.87240579964501% |
| VNQ |
-19.9691339989822% |
-13.6162856985613% |
-12.7281004389572% |
-8.19007136339676% |
-3.67655821846084% |
-4.04712108309493% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
0.95 |
-0.31 |
0.05 |
0.14 |
0.17 |
0.27 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.25 |
0.11 |
0.43 |
0.61 |
0.82 |
0.62 |
| Global Equities (ACWI) |
1.51 |
0.23 |
0.50 |
0.56 |
0.60 |
|
| U.S. Equities (SPY) |
1.80 |
0.41 |
0.67 |
0.76 |
0.88 |
0.62 |
| U.S. Bonds (BND) |
-0.43 |
-0.80 |
-0.53 |
-0.17 |
0.18 |
0.27 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
1.67496857989219 |
0.721021240550034 |
0.879530121637031 |
0.122004249018216 |
0.05481584138471 |
0 |
| DBB |
0.357232361561438 |
-0.237225838248208 |
0.333300991641974 |
0.166138536287778 |
0.0501326048039863 |
0 |
| DBO |
0.175470222894622 |
-0.0480505056314361 |
0.426305586264102 |
0.136153165807018 |
-0.012303050756571 |
0 |
| DBC |
-0.122793697591174 |
-0.111013849227749 |
0.473622244121122 |
0.172766183686545 |
0.0381800806511349 |
0.1035779364916 |
| GLD |
2.31956837137284 |
0.707013998883537 |
0.59749807607897 |
0.441268085965886 |
0.363483963559596 |
0.520976280941194 |
| FXA |
-0.907570524294555 |
-0.731696593905655 |
-0.339729503399734 |
-0.32134037590698 |
-0.164994071699634 |
0 |
| FXC |
-2.08516051678849 |
-1.18874552824348 |
-0.612641440905072 |
-0.38927023067092 |
-0.374742614575981 |
0 |
| FXF |
-1.40973916648907 |
-0.538457149090463 |
-0.317013480168161 |
-0.362178477592713 |
-0.0853038817744376 |
0 |
| FXE |
-1.20142498281134 |
-0.842156143093638 |
-0.561590933261201 |
-0.428858075438284 |
-0.392088964663829 |
0 |
| FXB |
-0.606969943193924 |
-0.663415758782956 |
-0.381172511742377 |
-0.397872963536112 |
-0.318503592641645 |
0 |
| FXY |
-0.783801628575425 |
-1.1610957357033 |
-1.00089249361762 |
-0.513256777232518 |
-0.539876629008145 |
0 |
| UUP |
0.94338206461243 |
0.429672731082124 |
0.23665341567025 |
0.156607022081413 |
0.171360273475525 |
0 |
| EEM |
0.946751015841563 |
-0.309537230415195 |
0.0455306879679363 |
0.138539845036638 |
0.165018778918642 |
0.269649743951875 |
| AMLP |
1.15995923236316 |
0.794106636512309 |
0.480480219203685 |
0.203568290163761 |
0 |
0 |
| IGIB |
-0.0769105721805559 |
-0.492784846286241 |
-0.240973401560931 |
0.0591262300132063 |
0.301130794731589 |
0 |
| EMHY |
1.56319278082642 |
-0.062891269251422 |
-0.024182475355719 |
0.243070690910128 |
0 |
0 |
| HYD |
-0.0309626244720959 |
-0.66231400785805 |
-0.264166307026611 |
0.0281733407820945 |
0.25823927967964 |
0 |
| IEF |
-0.631185730535438 |
-0.884011484282977 |
-0.60785534961174 |
-0.24217487924663 |
0.151287674614886 |
0.215322311403274 |
| IGOV |
-0.846858381011606 |
-0.900928704376093 |
-0.693250343890749 |
-0.373626460152453 |
-0.22983941340019 |
0 |
| IHY |
0.212717174413291 |
-0.321060889067665 |
-0.123353713111206 |
0.177390154738209 |
0 |
0 |
| ITM |
-0.903359864059399 |
-0.632210976930831 |
-0.392482001818625 |
-0.062903835502539 |
0.253239431132087 |
0 |
| JNK |
0.953004162552908 |
-0.178736537480058 |
0.0355146498263179 |
0.225353013799203 |
0.461684628980363 |
0 |
| MBB |
-0.362899463000914 |
-0.700241901332423 |
-0.530111986824117 |
-0.241395000743757 |
0.0505640051371849 |
0 |
| TIP |
-0.411687350779951 |
-0.787494525231414 |
-0.222180682267573 |
-0.0331858467773478 |
0.235318964466225 |
0.256730672061096 |
| AGG |
-0.444103904960653 |
-0.778558732752278 |
-0.535114976411187 |
-0.166774225580187 |
0.175486655595112 |
0.250103407821152 |
| BND |
-0.428210801500177 |
-0.798053466945309 |
-0.533077786790218 |
-0.166204910920847 |
0.179628700860321 |
0.268010276934045 |
| EMB |
0.542411694998596 |
-0.411740016722909 |
-0.237788839667949 |
0.0728605336625536 |
0.291649944917856 |
0 |
| PCY |
0.230325729573676 |
-0.24990005509818 |
-0.221650791860827 |
0.0415163921204665 |
0.254386941595925 |
0 |
| BIL |
2.57392779378219 |
-0.906607306854786 |
-0.712557544495203 |
-0.574153556468616 |
-0.524420527474534 |
0 |
| TLT |
-0.745751284794644 |
-0.960725878678707 |
-0.614934225463089 |
-0.235171274562196 |
0.135602528605308 |
0.152006807652593 |
| SHY |
-0.440679024357982 |
-1.11784437971038 |
-0.757189000579353 |
-0.458985133668929 |
-0.201706403673377 |
0.0479353101620092 |
| ACWI |
1.50642197493141 |
0.227787992187212 |
0.495146443750978 |
0.558325806232081 |
0.601510791108797 |
0 |
| FM |
0.483794847663164 |
-0.478086662132682 |
-0.0382011028194764 |
0.0716728748527476 |
0 |
0 |
| EFA |
0.378404162062057 |
0.0313046742961526 |
0.241822872105032 |
0.289443407842712 |
0.344400681915233 |
0.269927646723751 |
| EFG |
0.171094005702868 |
-0.0675767055419112 |
0.177085946014157 |
0.307177724481555 |
0.372642576485306 |
0.294507645053122 |
| EFV |
0.576736009664462 |
0.148281996109079 |
0.270419757038197 |
0.229181380340753 |
0.281203227387109 |
0.221387981859084 |
| SCZ |
0.238485828984992 |
-0.208799596750371 |
0.109007174087286 |
0.284807899751442 |
0.386448233396047 |
0 |
| IWB |
1.77055274323653 |
0.397444320175016 |
0.649771015178847 |
0.73921425544783 |
0.866643007592956 |
0.618026657269563 |
| IWV |
1.67370957177236 |
0.375598606291807 |
0.625859866217745 |
0.711553478954549 |
0.84172869218362 |
0.599208000628462 |
| SPY |
1.80496093055135 |
0.413260482865001 |
0.672590390247474 |
0.764275143318889 |
0.884795782735934 |
0.624249665688309 |
| IWF |
1.98835878097717 |
0.496800398027498 |
0.764383840750994 |
0.868035225152747 |
0.956048147966646 |
0.708619601994887 |
| QQQ |
1.63827452124524 |
0.444113148564295 |
0.782964499827105 |
0.900366690331567 |
1.01386640424492 |
0.759013661107787 |
| IWD |
0.981460923578699 |
0.209779131324767 |
0.417864913077754 |
0.497963950062021 |
0.675139925253438 |
0.460475232207551 |
| IWC |
0.637191620045002 |
-0.0117803899870716 |
0.285665921763574 |
0.318143334796601 |
0.477794861022125 |
0.306496562392377 |
| IWR |
1.02985681001038 |
0.199646317598077 |
0.42888733524595 |
0.506447518843559 |
0.697237465513801 |
0.520570134297831 |
| IWP |
1.27243879581251 |
0.338780603106728 |
0.481738337634781 |
0.592150148947396 |
0.741681932314416 |
0.554603941670721 |
| IWS |
0.877476821054624 |
0.137920278200047 |
0.371757057730837 |
0.416276034941042 |
0.631390959475643 |
0.467467268590838 |
| IWM |
0.699193547070886 |
0.107242925561039 |
0.318432076227616 |
0.385265895609269 |
0.538948644780854 |
0.401031020287219 |
| IWO |
0.828532049453906 |
0.137917787273692 |
0.286157578787328 |
0.39440005259299 |
0.56460495889224 |
0.424339431490661 |
| IWN |
0.544423929057274 |
0.0691297982711051 |
0.322745870881997 |
0.34924100008146 |
0.484605120910514 |
0.355642155903119 |
| IYR |
0.463595318724344 |
-0.195630390319295 |
0.0775276180420195 |
0.226883614022112 |
0.494841143863878 |
0.320982268889946 |
| VNQ |
0.469482657864796 |
-0.204932649345828 |
0.0967439741742498 |
0.213113335355565 |
0.510459248215714 |
0.353860381714007 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
1.73 |
-0.43 |
0.06 |
0.20 |
0.24 |
0.40 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
2.02 |
0.15 |
0.62 |
0.90 |
1.26 |
0.90 |
| Global Equities (ACWI) |
2.65 |
0.32 |
0.73 |
0.83 |
0.91 |
|
| U.S. Equities (SPY) |
3.57 |
0.60 |
1.03 |
1.17 |
1.40 |
0.92 |
| U.S. Bonds (BND) |
2.02 |
0.15 |
0.62 |
0.90 |
1.26 |
0.90 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
3.90040235621011 |
1.20889425447684 |
1.52846111311047 |
0.177500509308443 |
0.0813292862387103 |
0 |
| DBB |
0.708558346701582 |
-0.335760958792179 |
0.518410585948621 |
0.252045330238666 |
0.0730141732273667 |
0 |
| DBO |
0.270062108614608 |
-0.069586175760759 |
0.647862096750582 |
0.188289324282092 |
-0.0162893644326509 |
0 |
| DBC |
-0.180906445678783 |
-0.157420375539105 |
0.704136632031275 |
0.240787788295832 |
0.0516587879129981 |
0.141534969046297 |
| GLD |
7.08055464081884 |
1.31836812438641 |
1.07126070454772 |
0.750163010080288 |
0.579087557178333 |
0.857057253533936 |
| FXA |
-1.05055631527285 |
-0.85479548283529 |
-0.438091602752444 |
-0.428135559769756 |
-0.228540262806587 |
0 |
| FXC |
-2.01819031564471 |
-1.24337527655129 |
-0.709214285613366 |
-0.504098741715577 |
-0.472704569685503 |
0 |
| FXF |
-1.56176566812842 |
-0.687882688530238 |
-0.417777191721976 |
-0.476779780727679 |
-0.118954235845432 |
0 |
| FXE |
-1.32981796914302 |
-0.988165289065084 |
-0.707989864781275 |
-0.563272959521605 |
-0.504043927465713 |
0 |
| FXB |
-0.779399056664438 |
-0.793385581917376 |
-0.488670635443007 |
-0.50851692943732 |
-0.41133931422913 |
0 |
| FXY |
-0.995679186650774 |
-1.3331749214325 |
-1.15415433020025 |
-0.655068762076711 |
-0.674114793730379 |
0 |
| UUP |
1.7924037472533 |
0.668177817900284 |
0.348272101352856 |
0.225371390318945 |
0.256827871204478 |
0 |
| EEM |
1.72569763205942 |
-0.432361407454947 |
0.0640154155628402 |
0.203084621515465 |
0.242539640335149 |
0.399365893870639 |
| AMLP |
2.79786639550895 |
1.34466112082152 |
0.726196517742099 |
0.30020106864529 |
0 |
0 |
| IGIB |
-0.100435465104269 |
-0.627580759177587 |
-0.311934695121782 |
0.079147614740643 |
0.412686845769909 |
0 |
| EMHY |
3.03038313927394 |
-0.0898607329637521 |
-0.0314028380811078 |
0.332725961098376 |
0 |
0 |
| HYD |
-0.0424757896017656 |
-0.812655758812616 |
-0.305687078255077 |
0.0331481927789432 |
0.313209705867758 |
0 |
| IEF |
-0.732334664455552 |
-1.02254592949935 |
-0.734181376556933 |
-0.315490094931824 |
0.216550999549855 |
0.321032805313926 |
| IGOV |
-0.991036207738008 |
-1.06135001894668 |
-0.839759959156539 |
-0.469638026834155 |
-0.294876465577544 |
0 |
| IHY |
0.331157831911065 |
-0.413864893566128 |
-0.157771471626044 |
0.242624711951658 |
0 |
0 |
| ITM |
-1.05731082431016 |
-0.794598418966105 |
-0.51021946057835 |
-0.0828810360550669 |
0.355904985047805 |
0 |
| JNK |
1.55850422313776 |
-0.231504542704727 |
0.0461059032611325 |
0.305384938166379 |
0.663786633643261 |
0 |
| MBB |
-0.444445388733505 |
-0.84790611033049 |
-0.645532163527198 |
-0.300010118780718 |
0.065042173347944 |
0 |
| TIP |
-0.502778875219835 |
-0.880834984697447 |
-0.269186404522375 |
-0.041760751264366 |
0.31566252194112 |
0.353276992601538 |
| AGG |
-0.53387342728295 |
-0.927094388103641 |
-0.651451966996862 |
-0.21377603394048 |
0.235940404339156 |
0.357675555742392 |
| BND |
-0.515580357698766 |
-0.941042052396239 |
-0.649832108980693 |
-0.212815886307359 |
0.241110069771334 |
0.3791006545469 |
| EMB |
0.785961942373687 |
-0.535739288686693 |
-0.299007143265434 |
0.0953680762504203 |
0.395153369609366 |
0 |
| PCY |
0.310594789403711 |
-0.33870027411423 |
-0.28251963262779 |
0.0544418126020321 |
0.342737522813535 |
0 |
| BIL |
6.82418127830985 |
-0.88954647609859 |
-0.705528393801645 |
-0.571145001952415 |
-0.522213671828509 |
0 |
| TLT |
-0.831990343446209 |
-1.13942100285968 |
-0.770158902358181 |
-0.322316001444652 |
0.209325709526098 |
0.234607228117356 |
| SHY |
-0.546699107667555 |
-1.14427254090589 |
-0.815033693569139 |
-0.513760367155871 |
-0.232149518317037 |
0.0607797479546451 |
| ACWI |
2.64845874839827 |
0.321386935099844 |
0.726705443930733 |
0.826156240601932 |
0.909471643909861 |
0 |
| FM |
0.866513335809271 |
-0.626217375007927 |
-0.0484506761843211 |
0.09485743796749 |
0 |
0 |
| EFA |
0.572980255044826 |
0.0450809684161126 |
0.352108514213468 |
0.42065002582265 |
0.509542790477006 |
0.381864203843173 |
| EFG |
0.244192229579586 |
-0.0966156397266415 |
0.256004598845958 |
0.446245039002439 |
0.54861090784165 |
0.41511236946144 |
| EFV |
0.947433881298185 |
0.217669438233344 |
0.3911594684946 |
0.327661635170737 |
0.412337206792942 |
0.314518946251883 |
| SCZ |
0.338907944995418 |
-0.28115272719401 |
0.150452263279122 |
0.401511436143154 |
0.565306278338307 |
0 |
| IWB |
3.42610184066686 |
0.57582724185098 |
0.992742631828522 |
1.13149524394472 |
1.36470636164875 |
0.909060812934891 |
| IWV |
3.16657037109352 |
0.544977616306591 |
0.951718137033873 |
1.08297821724678 |
1.31971617609492 |
0.876550586346541 |
| SPY |
3.5723360289487 |
0.59719792804175 |
1.0275181010951 |
1.17278284698758 |
1.39757385507369 |
0.919862996843755 |
| IWF |
4.70440304206865 |
0.732599471140571 |
1.22528369058103 |
1.3931337374537 |
1.56862018264352 |
1.08642943930289 |
| QQQ |
3.56285470593035 |
0.652838236120931 |
1.26644793877637 |
1.47340852359909 |
1.71799292327291 |
1.1862579013091 |
| IWD |
1.57255363294119 |
0.30146809638411 |
0.607728450579772 |
0.730577449808585 |
1.02484706026545 |
0.654786750842894 |
| IWC |
1.23843001818998 |
-0.0176527386536691 |
0.433820442634731 |
0.475038415905074 |
0.730149990349012 |
0.442249766853205 |
| IWR |
1.70282384367477 |
0.296915408589472 |
0.631315509152574 |
0.74730439226045 |
1.07001161461133 |
0.755656986482034 |
| IWP |
2.57656134807741 |
0.537088567101268 |
0.761376341394608 |
0.930186624155806 |
1.19698058300396 |
0.829840925597126 |
| IWS |
1.39974385436221 |
0.199616073141839 |
0.526952483020709 |
0.595979795423839 |
0.941374102309261 |
0.664458210146201 |
| IWM |
1.23392214718888 |
0.163488689037694 |
0.4755947107608 |
0.569656767314587 |
0.822743573358939 |
0.58369976472174 |
| IWO |
1.47007479363634 |
0.209309370221738 |
0.43114873724041 |
0.582353983984948 |
0.868924245778412 |
0.622596310107595 |
| IWN |
0.97277284469945 |
0.105256420820368 |
0.474500168963294 |
0.514448060875593 |
0.728851095648202 |
0.510892624444609 |
| IYR |
0.640479240082651 |
-0.265950110732641 |
0.104713237505681 |
0.318505793926546 |
0.733828553128845 |
0.447962320777501 |
| VNQ |
0.65217353119214 |
-0.278160565055532 |
0.131780869166735 |
0.300492840755817 |
0.768144193550121 |
0.500263527861246 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
40.0 |
-3.3 |
3.1 |
3.6 |
2.8 |
4.8 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
20.5 |
7.8 |
11.6 |
12.1 |
14.0 |
11.4 |
| Global Equities (ACWI) |
23.1 |
8.3 |
11.5 |
10.1 |
9.6 |
|
| U.S. Equities (SPY) |
25.9 |
11.5 |
14.7 |
13.3 |
13.9 |
10.2 |
| U.S. Bonds (BND) |
20.5 |
7.8 |
11.6 |
12.1 |
14.0 |
11.4 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
85.9195701018085 |
71.116629326319 |
53.9751665442849 |
14.4482421335668 |
3.81025544560443 |
0 |
| DBB |
-15.6638087551147 |
-4.94274791288845 |
14.2434800570052 |
6.37862775238389 |
0.355861740280318 |
0 |
| DBO |
-21.3900161777874 |
10.5288776229521 |
20.6510661132647 |
2.12423897817624 |
-3.54343129326621 |
0 |
| DBC |
-13.1165999143715 |
15.6489935183728 |
26.4669801556638 |
7.84216967120383 |
0.612846519455564 |
2.79106138869766 |
| GLD |
-216.147712699875 |
82.6295469361342 |
55.1913086975479 |
75.872025500653 |
53.4572525600365 |
92.752508448483 |
| FXA |
-9.75548211908523 |
-9.05941004603052 |
-3.44864078340001 |
-4.89609799884148 |
-2.83480925780482 |
0 |
| FXC |
-22.3837972492317 |
-12.882000986909 |
-6.01244145527985 |
-4.95696711341622 |
-6.33453886717746 |
0 |
| FXF |
-34.3940150304352 |
-0.780433746691253 |
0.380358164657596 |
-9.59613690041775 |
-0.396343046671102 |
0 |
| FXE |
-18.0975878366463 |
-9.23477764066266 |
-8.57574696457647 |
-10.9776130215125 |
-10.2058214286914 |
0 |
| FXB |
2.88091370506781 |
-3.295472848628 |
-2.08052569296267 |
-6.23980365458511 |
-6.14648743624325 |
0 |
| FXY |
-11.45769727413 |
-32.7546934780439 |
-49.7073964837236 |
-71.5206205400814 |
410.396224505337 |
0 |
| UUP |
-46.0940869341907 |
-32.4106690585034 |
-21.3215096926336 |
-16.9199220221003 |
-9.16651376831224 |
0 |
| EEM |
40.0475175675649 |
-3.26493828807578 |
3.08108178761324 |
3.6413895254119 |
2.83844742056658 |
4.7999448910786 |
| AMLP |
22.1500279587511 |
27.3901895885292 |
10.2550922622576 |
2.37808728691511 |
0 |
0 |
| IGIB |
11.0652797887882 |
-0.769334046033143 |
0.799479510793422 |
7.66506552251505 |
13.4029909395188 |
0 |
| EMHY |
35.4739096965091 |
6.70882168039627 |
2.93752200608056 |
8.20626989471529 |
0 |
0 |
| HYD |
14.9794986974842 |
-4.59206808297787 |
-2.6868052010161 |
4.84477601815228 |
12.8228741034757 |
0 |
| IEF |
-1.07164639282279 |
-10.8303761544893 |
-15.2644884857375 |
-1.07813140304473 |
-104.859467996547 |
-85.2628481720757 |
| IGOV |
-6.93012974856599 |
-13.2369778735827 |
-13.8704593604665 |
-7.47828105379914 |
-4.67193884520314 |
0 |
| IHY |
23.4522350086178 |
1.81806758637204 |
1.5540163142945 |
7.10690946998686 |
0 |
0 |
| ITM |
4.6506866809984 |
-2.06488081568806 |
-1.9054588260349 |
8.78935313991981 |
30.5122258263679 |
0 |
| JNK |
31.175760080003 |
5.49448885086509 |
5.99616965175568 |
7.87288323255039 |
10.5226546780801 |
0 |
| MBB |
4.66526000683564 |
-4.97609320092549 |
-6.00393810256649 |
3.17039240530956 |
15.2307042403857 |
0 |
| TIP |
8.48340494095816 |
-5.15490122108757 |
4.55460476991389 |
8.55104777298275 |
18.6634368630383 |
23.0533285740442 |
| AGG |
4.77454189154407 |
-5.61126372449233 |
-4.82854895667419 |
6.18970714124965 |
23.7440893433756 |
34.800083513192 |
| BND |
5.31347196596364 |
-5.77526043303147 |
-4.51875695139721 |
5.64104456293316 |
21.7867629570821 |
34.3871994407325 |
| EMB |
16.9622519170663 |
-1.73977942160552 |
-1.88981484287756 |
4.57109863423634 |
8.80409682334225 |
0 |
| PCY |
9.0234678186119 |
-1.15374864374756 |
-3.11205621677729 |
2.67037606461655 |
7.16207548784356 |
0 |
| BIL |
-16977.2382001738 |
390.206148691218 |
9562.70193532405 |
1575.2554303621 |
53866.334767286 |
0 |
| TLT |
-6.46852711908018 |
-18.4385323267011 |
-24.9662673164823 |
-18.4557399364008 |
-23.3815925074793 |
-31.4137116494252 |
| SHY |
59.1957416539609 |
19.1710239748282 |
36.2021256419064 |
103.669822680018 |
257.077269610801 |
-146.681104218292 |
| ACWI |
23.0974902336001 |
8.2980157568773 |
11.4656334507836 |
10.1175950995191 |
9.58826004130331 |
0 |
| FM |
15.5585058192218 |
-6.719236945585 |
0.493113678761931 |
2.38434097856929 |
0 |
0 |
| EFA |
11.9613478387061 |
4.67288969083342 |
6.8032047411958 |
6.07849940995587 |
5.86746611043626 |
4.71559103068503 |
| EFG |
6.40045047717608 |
1.75351830036914 |
5.04869757875748 |
6.24726971086944 |
6.2646815934349 |
5.17839594869594 |
| EFV |
20.8762940037464 |
8.31885631064829 |
7.84192563494313 |
5.14728092886605 |
4.90279591549784 |
3.83039491314282 |
| SCZ |
9.61109804039446 |
-0.724014074968836 |
3.26804567263272 |
5.7392788611567 |
6.52131272862407 |
0 |
| IWB |
25.4418776310917 |
11.1170609581258 |
14.1735705302179 |
12.835441054875 |
13.6079242015888 |
10.0735499033622 |
| IWV |
24.140173540902 |
10.6194281805054 |
13.6484685709481 |
12.3458585167321 |
13.1975662815804 |
9.73860633739876 |
| SPY |
25.8844595201835 |
11.4622893851752 |
14.7373490294955 |
13.3026587869571 |
13.9170639670534 |
10.1992762232156 |
| IWF |
32.2680804172259 |
12.663159942222 |
16.9473633294896 |
15.5003817472138 |
15.5434697080047 |
11.8591930858458 |
| QQQ |
27.2150531992085 |
11.4118312383973 |
17.8427326600736 |
16.5893478074202 |
17.218399760302 |
13.2208318152157 |
| IWD |
17.8824867545219 |
8.32351712805491 |
9.98456591009518 |
9.23978233545021 |
10.9817729853208 |
7.73320582556503 |
| IWC |
12.9945024901355 |
1.84241549690672 |
6.4573838204246 |
5.94487751810074 |
8.09581373542633 |
4.93567669352763 |
| IWR |
17.175609295278 |
6.89898526233796 |
9.40731376360364 |
8.93310001857697 |
11.1028318848173 |
8.49659366742274 |
| IWP |
21.0407483124391 |
9.36884188843903 |
10.6968780529702 |
10.6202418883451 |
12.0686118105604 |
9.19366560297848 |
| IWS |
15.5140317253483 |
5.78577263033734 |
8.23966499936749 |
7.47655356794817 |
10.1827277741093 |
7.66441340433492 |
| IWM |
12.4489271186151 |
4.50166181745263 |
7.0085499991712 |
6.89846994380767 |
8.71192516682665 |
6.52564900147903 |
| IWO |
13.166280110179 |
5.08729852044845 |
6.24117293416072 |
6.99905615577066 |
9.18157940046449 |
6.93759833874638 |
| IWN |
11.4559467242523 |
3.6926381783074 |
7.15535427469489 |
6.41030895924647 |
7.93898989289837 |
5.82234022983734 |
| IYR |
9.04691967057329 |
-1.38592869511075 |
2.11297633177972 |
4.7899360110345 |
9.44580211773592 |
5.62053507865878 |
| VNQ |
9.28070535908642 |
-1.59847299899077 |
2.56327118095726 |
4.55112099403013 |
9.98205138673334 |
6.38187111742241 |
Compare: Risk & Volatility
for period ending January 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
7.3% |
26.2% |
36.5% |
36.5% |
36.5% |
60.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.6% |
16.0% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
3.6% |
21.3% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
4.0% |
20.2% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
12.7% |
17.3% |
17.3% |
17.3% |
17.3% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
5.5% |
10.1% |
11.4% |
40.6% |
60.4% |
0% |
| DBB |
9.5% |
32% |
32% |
35.7% |
54.6% |
0% |
| DBO |
11.9% |
30.8% |
31.8% |
62.9% |
83.5% |
0% |
| DBC |
5.3% |
23% |
23% |
38.7% |
64.8% |
74.5% |
| GLD |
4.5% |
15.9% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
10.1% |
15.4% |
18.3% |
22.7% |
36.6% |
0% |
| FXC |
6.7% |
10.6% |
13.9% |
14.1% |
32.2% |
0% |
| FXF |
7.2% |
9.1% |
13.4% |
14.6% |
29% |
0% |
| FXE |
6.6% |
13.1% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
6.4% |
16.9% |
21.6% |
30.3% |
36.3% |
0% |
| FXY |
8.8% |
29.5% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
3.3% |
8% |
9.7% |
12% |
17.3% |
0% |
| EEM |
7.3% |
26.2% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
6.2% |
14.5% |
48.4% |
69.8% |
0% |
0% |
| IGIB |
2.7% |
14.1% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.3% |
16.1% |
24.7% |
24.7% |
0% |
0% |
| HYD |
1.7% |
16% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
17.1% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
24.2% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
17.5% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.2% |
10.8% |
15% |
15% |
15% |
0% |
| JNK |
1.3% |
13.1% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3% |
13.4% |
17% |
17% |
17% |
0% |
| TIP |
3% |
12.8% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
12.8% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
12.7% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
17.9% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
23% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.2% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
37.4% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
3.6% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
3.6% |
21.3% |
25.7% |
25.7% |
25.7% |
0% |
| FM |
5.1% |
28.8% |
33.1% |
35.1% |
0% |
0% |
| EFA |
8.4% |
22.2% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
23.9% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
21.1% |
23.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
25.4% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
4.2% |
20.5% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
4.4% |
20.5% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
4% |
20.2% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
4.2% |
23.9% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
4.4% |
26.1% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
6.9% |
17.2% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
8% |
26.3% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
7.1% |
19.7% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
6.2% |
21.5% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
7.3% |
18.9% |
22.8% |
31.7% |
31.7% |
57.3% |
| IWM |
8.4% |
19% |
27% |
32.3% |
32.3% |
52.5% |
| IWO |
8.4% |
19.3% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
8.5% |
19.3% |
25.1% |
37.9% |
37.9% |
55.1% |
| IYR |
8.3% |
27.2% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.4% |
28.4% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
10.1% |
17.9% |
18.8% |
18.0% |
19.0% |
22.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.3% |
13.6% |
14.1% |
11.3% |
10.5% |
10.7% |
| Global Equities (ACWI) |
11.2% |
17.8% |
19.4% |
16.3% |
16.3% |
|
| U.S. Equities (SPY) |
12.8% |
19.0% |
21.0% |
17.4% |
16.6% |
16.6% |
| U.S. Bonds (BND) |
5.7% |
7.5% |
6.4% |
5.1% |
4.6% |
4.6% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
18.7% |
13.3% |
13.4% |
11.9% |
13.2% |
0% |
| DBB |
19.3% |
22.3% |
22.8% |
19.3% |
19.9% |
0% |
| DBO |
13.9% |
21% |
34.8% |
30.7% |
28.4% |
0% |
| DBC |
7.5% |
14.1% |
20% |
17.5% |
17.2% |
19.3% |
| GLD |
15.6% |
15.7% |
16.2% |
15.1% |
16.8% |
18.5% |
| FXA |
8.5% |
10.2% |
10.8% |
9.9% |
11.2% |
0% |
| FXC |
4.6% |
6% |
6.3% |
7.1% |
7.6% |
0% |
| FXF |
6.6% |
8.6% |
7.9% |
7.4% |
9.2% |
0% |
| FXE |
5.3% |
7.5% |
7% |
6.9% |
8.2% |
0% |
| FXB |
6% |
8.1% |
8.1% |
8.3% |
8.2% |
0% |
| FXY |
11.5% |
11.4% |
9.4% |
9.3% |
9% |
0% |
| UUP |
6.3% |
8% |
7.2% |
6.7% |
7.4% |
0% |
| EEM |
10.1% |
17.9% |
18.8% |
18% |
19% |
22.9% |
| AMLP |
20.3% |
24.4% |
49.1% |
34% |
0% |
0% |
| IGIB |
6.1% |
9.3% |
8.9% |
6.8% |
5.9% |
0% |
| EMHY |
6.2% |
12.1% |
13.7% |
11.1% |
0% |
0% |
| HYD |
4.3% |
8.9% |
12.4% |
9.8% |
9% |
0% |
| IEF |
7.1% |
8.7% |
7.6% |
6.6% |
6.6% |
6.8% |
| IGOV |
8.1% |
12.1% |
10.4% |
8.9% |
8.6% |
0% |
| IHY |
5.4% |
10.6% |
11.7% |
9.6% |
0% |
0% |
| ITM |
3.7% |
7.8% |
7.4% |
6.1% |
6.1% |
0% |
| JNK |
4.3% |
9.9% |
10.4% |
8.4% |
8.6% |
0% |
| MBB |
6.5% |
8.4% |
6.7% |
5% |
4.4% |
0% |
| TIP |
4.8% |
7.1% |
6.4% |
5.1% |
5.3% |
6% |
| AGG |
5.8% |
7.7% |
6.4% |
5.1% |
4.6% |
4.6% |
| BND |
5.7% |
7.5% |
6.4% |
5.1% |
4.6% |
4.6% |
| EMB |
7.2% |
12.3% |
13% |
10.4% |
9.8% |
0% |
| PCY |
10.5% |
17.5% |
16.8% |
13.2% |
12.3% |
0% |
| BIL |
0.1% |
0.6% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
11.9% |
15.2% |
14.4% |
13.6% |
14.4% |
14.4% |
| SHY |
1.9% |
2.4% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
11.2% |
17.8% |
19.4% |
16.3% |
16.3% |
0% |
| FM |
11.1% |
15.9% |
19.2% |
17% |
0% |
0% |
| EFA |
12.5% |
18.5% |
19.4% |
16.3% |
16.9% |
18.2% |
| EFG |
13.7% |
20.3% |
20.1% |
16.8% |
17.2% |
18.1% |
| EFV |
12.4% |
18.1% |
20.9% |
17.4% |
18% |
19.3% |
| SCZ |
13.4% |
18.6% |
21.2% |
17.8% |
18.3% |
0% |
| IWB |
13.2% |
19.1% |
21.4% |
17.7% |
16.9% |
16.9% |
| IWV |
13.7% |
19.3% |
21.6% |
17.8% |
17% |
17.2% |
| SPY |
12.8% |
19% |
21% |
17.4% |
16.6% |
16.6% |
| IWF |
15.3% |
22.7% |
24.7% |
20.1% |
18.6% |
18.3% |
| QQQ |
14% |
24.6% |
26% |
22.1% |
20.7% |
21.1% |
| IWD |
16.2% |
18.3% |
21% |
17.3% |
16.7% |
17% |
| IWC |
25.5% |
25.1% |
29.9% |
24.5% |
24% |
23.5% |
| IWR |
18.3% |
21.4% |
24.3% |
19.6% |
18.9% |
19.4% |
| IWP |
22.9% |
23.7% |
25.9% |
21.1% |
20.1% |
20.4% |
| IWS |
17.9% |
21.3% |
24.8% |
19.7% |
19% |
19.7% |
| IWM |
24% |
24.7% |
27.5% |
22.9% |
22.3% |
22.2% |
| IWO |
25.4% |
24.8% |
27.6% |
23.5% |
23% |
22.8% |
| IWN |
23.4% |
25.1% |
28.7% |
23.3% |
22.5% |
22.4% |
| IYR |
19.1% |
21.4% |
23.1% |
19% |
18.9% |
23.3% |
| VNQ |
19.1% |
21.5% |
23% |
19.2% |
19.5% |
24.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
5.0% |
11.7% |
12.7% |
11.8% |
12.6% |
15.1% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.3% |
9.0% |
9.0% |
7.2% |
6.5% |
7.0% |
| Global Equities (ACWI) |
5.9% |
11.6% |
12.6% |
10.5% |
10.5% |
|
| U.S. Equities (SPY) |
6.0% |
12.1% |
13.1% |
10.8% |
10.1% |
11.0% |
| U.S. Bonds (BND) |
4.2% |
5.4% |
4.5% |
3.5% |
3.0% |
2.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
7.6% |
7% |
7.1% |
7.8% |
8.7% |
0% |
| DBB |
9.1% |
14.8% |
14% |
12.2% |
13.3% |
0% |
| DBO |
8.5% |
13.4% |
22.3% |
21.8% |
21.1% |
0% |
| DBC |
4.5% |
8.9% |
13% |
12.2% |
12.5% |
13.9% |
| GLD |
4.6% |
7.2% |
8.4% |
8.5% |
10.3% |
10.9% |
| FXA |
6.9% |
7.9% |
7.8% |
7% |
7.8% |
0% |
| FXC |
4% |
4.8% |
4.9% |
5.1% |
5.8% |
0% |
| FXF |
5.2% |
5.8% |
5.3% |
5.2% |
6.4% |
0% |
| FXE |
4.1% |
5.4% |
4.9% |
4.9% |
6.2% |
0% |
| FXB |
4% |
5.9% |
5.7% |
6.1% |
6.1% |
0% |
| FXY |
8.6% |
9.1% |
7.6% |
6.9% |
6.9% |
0% |
| UUP |
2.6% |
4.3% |
4.3% |
4.3% |
4.7% |
0% |
| EEM |
5% |
11.7% |
12.7% |
11.8% |
12.6% |
15.1% |
| AMLP |
8% |
13.4% |
31.9% |
22.7% |
0% |
0% |
| IGIB |
4.1% |
6.3% |
6.3% |
4.6% |
3.9% |
0% |
| EMHY |
2.5% |
7.5% |
10.1% |
7.8% |
0% |
0% |
| HYD |
2.5% |
6.3% |
10.4% |
8.1% |
7.3% |
0% |
| IEF |
5.6% |
6.6% |
5.6% |
4.6% |
4.2% |
4.2% |
| IGOV |
6.5% |
9.5% |
8% |
6.6% |
6.4% |
0% |
| IHY |
2.8% |
7.4% |
8.7% |
6.7% |
0% |
0% |
| ITM |
2.4% |
5.2% |
5% |
4.2% |
4% |
0% |
| JNK |
2% |
6.8% |
7.5% |
5.9% |
5.7% |
0% |
| MBB |
4.8% |
5.9% |
4.7% |
3.5% |
2.9% |
0% |
| TIP |
3.3% |
5.5% |
4.6% |
3.6% |
3.5% |
4% |
| AGG |
4.3% |
5.4% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
4.2% |
5.4% |
4.5% |
3.5% |
3% |
2.8% |
| EMB |
4.4% |
8.5% |
9.8% |
7.5% |
7% |
0% |
| PCY |
7.3% |
12% |
12.7% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
10.4% |
11.9% |
10.9% |
9.4% |
8.9% |
9% |
| SHY |
0.9% |
1.5% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.9% |
11.6% |
12.6% |
10.5% |
10.5% |
0% |
| FM |
5.7% |
11.1% |
14.7% |
12.5% |
0% |
0% |
| EFA |
7.7% |
11.8% |
12.7% |
10.7% |
11.1% |
12.6% |
| EFG |
9.3% |
13.2% |
13.3% |
11.1% |
11.4% |
12.6% |
| EFV |
7% |
11.2% |
13.9% |
11.7% |
12% |
13.3% |
| SCZ |
9% |
12.9% |
14.8% |
12.2% |
12.2% |
0% |
| IWB |
6.4% |
12.2% |
13.4% |
11.1% |
10.3% |
11.2% |
| IWV |
6.8% |
12.3% |
13.5% |
11.2% |
10.5% |
11.5% |
| SPY |
6% |
12.1% |
13.1% |
10.8% |
10.1% |
11% |
| IWF |
6% |
14.4% |
14.7% |
12% |
11% |
11.6% |
| QQQ |
5.9% |
15.8% |
15.3% |
12.9% |
11.8% |
13.1% |
| IWD |
9.8% |
11.6% |
13.9% |
11.3% |
10.7% |
11.7% |
| IWC |
12.7% |
15.7% |
19% |
15.9% |
15.3% |
15.9% |
| IWR |
10.8% |
13.3% |
15.9% |
12.8% |
12% |
13.1% |
| IWP |
11.1% |
13.9% |
15.7% |
12.9% |
12.1% |
13.3% |
| IWS |
10.9% |
13.7% |
16.9% |
13.4% |
12.4% |
13.6% |
| IWM |
13.3% |
15.1% |
17.7% |
15% |
14.2% |
14.9% |
| IWO |
14.1% |
15.3% |
17.7% |
15.4% |
14.6% |
15.2% |
| IWN |
12.7% |
15.3% |
18.9% |
15.4% |
14.6% |
15.2% |
| IYR |
13.7% |
14.7% |
16.5% |
13% |
12.3% |
16.3% |
| VNQ |
13.6% |
14.7% |
16.3% |
13.1% |
12.6% |
16.8% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EEM |
0.34 |
0.71 |
0.70 |
0.77 |
0.90 |
1.05 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.77 |
0.74 |
0.70 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.89 |
0.95 |
0.94 |
0.94 |
0.99 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.77 |
0.74 |
0.70 |
0.67 |
0.65 |
0.65 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.378237490315759 |
0.197033320911636 |
0.253857795218591 |
0.181488214822376 |
0.267400109851918 |
0 |
| DBB |
-0.630908222924873 |
0.567309637112586 |
0.574170229449065 |
0.519199380674682 |
0.675256126114498 |
0 |
| DBO |
-0.28794813323316 |
0.194776194270593 |
0.579951402862883 |
0.749143530670834 |
0.878600571554315 |
0 |
| DBC |
-0.250926043498124 |
0.162396210794074 |
0.397445323136034 |
0.433727683429617 |
0.554495139381172 |
0.576130912094852 |
| GLD |
-0.170527928746057 |
0.182638481118584 |
0.204026928263132 |
0.0965938849804916 |
0.108184125051889 |
0.0985428762162605 |
| FXA |
0.428935996574567 |
0.417427185131361 |
0.440672404426967 |
0.404046196037537 |
0.485444047714771 |
0 |
| FXC |
0.268570805414932 |
0.270982840981845 |
0.262061013347305 |
0.266632426718359 |
0.332262230470827 |
0 |
| FXF |
0.167968436547873 |
0.215688611830941 |
0.157932118411059 |
0.124013180778042 |
0.187789291503122 |
0 |
| FXE |
0.129222195131714 |
0.222415493802988 |
0.174493890692099 |
0.135619697846716 |
0.247883569064817 |
0 |
| FXB |
0.192359517854377 |
0.35324877659586 |
0.30479253901038 |
0.308236091518379 |
0.307421306655491 |
0 |
| FXY |
0.523000777502303 |
0.314265053426621 |
0.157049007683647 |
0.050346939437993 |
-0.010621673911887 |
0 |
| UUP |
-0.226938966820398 |
-0.253343724265358 |
-0.205171766472715 |
-0.157252804989724 |
-0.231353264127992 |
0 |
| EEM |
0.339656203350806 |
0.709088453853575 |
0.703458606368638 |
0.774982304205214 |
0.895987905345522 |
1.04695387064307 |
| AMLP |
1.1450316156363 |
0.777855967657464 |
1.416889494849 |
1.31665837015336 |
0 |
0 |
| IGIB |
0.349734151535943 |
0.423484629474211 |
0.361683136054554 |
0.266323067433718 |
0.20862057676182 |
0 |
| EMHY |
0.397770635046892 |
0.542110904479665 |
0.5797345970247 |
0.483357037017709 |
0 |
0 |
| HYD |
0.288012136142707 |
0.416367395439233 |
0.478416217202119 |
0.335926653948983 |
0.240711415351416 |
0 |
| IEF |
0.410109485739233 |
0.356649945995733 |
0.154034631470933 |
0.0604040830674795 |
-0.0186741431495038 |
-0.0318270325659352 |
| IGOV |
0.462644034206827 |
0.587129199941518 |
0.39204072596523 |
0.273912976272852 |
0.277458205829278 |
0 |
| IHY |
0.238005147153131 |
0.493067451009736 |
0.505914349471448 |
0.441087603674104 |
0 |
0 |
| ITM |
0.20595986195329 |
0.328283417379554 |
0.238175663584584 |
0.142983374108708 |
0.0833925291325322 |
0 |
| JNK |
0.277615631760326 |
0.503400976799074 |
0.471031156622953 |
0.436693721122626 |
0.452406192226819 |
0 |
| MBB |
0.393631497790658 |
0.372075985208417 |
0.194820556933783 |
0.125942639784768 |
0.0841097624594715 |
0 |
| TIP |
0.277691086827106 |
0.340223320689683 |
0.249626688842478 |
0.17872390392512 |
0.124486164241601 |
0.123926560186295 |
| AGG |
0.343531369882323 |
0.334141116978696 |
0.204650517179105 |
0.129242477465025 |
0.0794793421197048 |
0.0731914953351364 |
| BND |
0.339727648765919 |
0.331483753692258 |
0.219225418804554 |
0.141481605567098 |
0.0876725089987749 |
0.0763822148191685 |
| EMB |
0.489454901925057 |
0.605302373920887 |
0.580824870532713 |
0.456926788886227 |
0.403289445061804 |
0 |
| PCY |
0.720897639698514 |
0.854359435934065 |
0.747291413922936 |
0.578028247640935 |
0.492432066067655 |
0 |
| BIL |
-0.000280749360352631 |
0.00900069786240134 |
0.000207997665923189 |
0.000818419756191943 |
1.33934633202749e-05 |
0 |
| TLT |
0.900977905559893 |
0.674324522717782 |
0.307574878927613 |
0.128655380505043 |
-0.0905389687874699 |
-0.0843470048923318 |
| SHY |
0.061406217909318 |
0.0702757575086914 |
0.0242387935925076 |
0.00862536794734073 |
0.00303163225874873 |
-0.0103059461228918 |
| ACWI |
0.886147616729614 |
0.946651721469569 |
0.939109480507295 |
0.942121496653917 |
0.985831182118959 |
0 |
| FM |
0.60612433507644 |
0.651214666489359 |
0.742360332554365 |
0.692271935180302 |
0 |
0 |
| EFA |
0.72123793374827 |
0.887576622331634 |
0.874151086772775 |
0.87062496012533 |
0.942843100304147 |
0.995946373595709 |
| EFG |
0.948942747358874 |
1.02005359060752 |
0.929319699144918 |
0.905906282365405 |
0.966454716144839 |
0.98994537355279 |
| EFV |
0.529486000199633 |
0.769344032555239 |
0.839531806727789 |
0.850951325436416 |
0.93703880357535 |
1.01157689548145 |
| SCZ |
0.726458388445456 |
0.915099934113972 |
0.975587618187638 |
0.940200490815263 |
0.998989284311511 |
0 |
| IWB |
1.02755732427257 |
1.00609227531168 |
1.02060360531657 |
1.01575381902122 |
1.01497940374585 |
1.01468976434504 |
| IWV |
1.06427170782506 |
1.01799374887634 |
1.02895979452284 |
1.02598020798343 |
1.02650877457044 |
1.03004554844273 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
0.995104376288249 |
1.11102063748662 |
1.08305378901752 |
1.07246611937423 |
1.05527994528727 |
1.03794943158528 |
| QQQ |
0.942738562478693 |
1.16566333167422 |
1.08714190884655 |
1.11133380472842 |
1.09564633981644 |
1.10580750337027 |
| IWD |
1.05945296366446 |
0.906346447844383 |
0.963691304004632 |
0.961665807058736 |
0.979819169428655 |
0.997485402194081 |
| IWC |
1.36282938237607 |
1.06860095936809 |
1.14163286981554 |
1.1308574604178 |
1.17877228921355 |
1.1931835740013 |
| IWR |
1.24485888939236 |
1.07512232218335 |
1.11618643852277 |
1.08911892238427 |
1.09360525858919 |
1.11349327741604 |
| IWP |
1.42011629591436 |
1.1429526021615 |
1.13364418071613 |
1.11693065344887 |
1.12033646838387 |
1.13242364531057 |
| IWS |
1.19576858919861 |
1.04886366106274 |
1.11618604524963 |
1.07922348788891 |
1.0820367148535 |
1.11531903454248 |
| IWM |
1.48319662410875 |
1.13344832430657 |
1.16626600990064 |
1.16546497523362 |
1.19607697211872 |
1.19349603031618 |
| IWO |
1.68185531071397 |
1.15067949691696 |
1.17413392081703 |
1.1902644732101 |
1.21615983993804 |
1.21022399764414 |
| IWN |
1.29107111116172 |
1.1060051713163 |
1.16355936285876 |
1.13852725604139 |
1.17395128426427 |
1.17478203844117 |
| IYR |
1.30044899510729 |
1.06689016544541 |
1.06529390863788 |
0.924111418634573 |
0.908230884462795 |
1.0934204916748 |
| VNQ |
1.27891541812465 |
1.06993759515385 |
1.0601190761314 |
0.918742727785361 |
0.907781966127214 |
1.09643279275386 |
Compare: Correlation
for period ending January 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.53 |
0.79 |
0.81 |
0.81 |
0.84 |
|
| to S&P500 (SPY) |
0.39 |
0.67 |
0.70 |
0.69 |
0.72 |
0.74 |
| to U.S. Bonds (BND) |
0.40 |
0.75 |
0.63 |
0.43 |
0.29 |
0.26 |
| to Commodities (DBC) |
0.06 |
0.21 |
0.44 |
0.46 |
0.54 |
0.58 |
| to Gold (GLD) |
0.38 |
0.53 |
0.42 |
0.32 |
0.30 |
0.32 |
