iShares MSCI EAFE Value ETF
for period ending December 31, 2024
Quick Links
Overview
EFV 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 EAFE Value 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, Int'l Equity: Lg Cap Val
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. The investment seeks to track the investment results of an index composed of developed market equities, excluding the U.S. and Canada, that exhibit value characteristics. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the MSCI EAFE Value Index (the "underlying index"), which is a subset of the MSCI EAFE Index. Constituents of the underlying index include securities from Europe, Australasia and the Far East. 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 EFV. 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 "EFV" 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 December 31, 2024
5-year graph
●
EFV
●
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 |
| EFV |
5.4% |
-2.5% |
5.4% |
5.9% |
5.1% |
4.3% |
4.3% |
3.9% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.4% |
-2.5% |
14.4% |
3.8% |
8.2% |
8.2% |
9.2% |
7.6% |
| Global Equities (ACWI) |
17.5% |
-2.7% |
17.5% |
5.4% |
10.1% |
9.4% |
9.2% |
|
| U.S. Equities (SPY) |
24.9% |
-2.4% |
24.9% |
8.8% |
14.5% |
13.0% |
13.8% |
10.3% |
| U.S. Bonds (BND) |
1.4% |
-1.7% |
1.4% |
-2.4% |
-0.4% |
1.3% |
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 |
33.4729789746052% |
3.44654648480236% |
33.4729789746052% |
13.7769169538909% |
11.9267366969072% |
1.83816786349527% |
0.814876891448169% |
0% |
| DBB |
7.88686675162489% |
-1.96972882051958% |
7.88686675162489% |
-1.27915693964634% |
7.46826566598369% |
3.20894937532483% |
-0.208731491995495% |
0% |
| DBO |
7.85417023349941% |
5.05962940812164% |
7.85417023349941% |
5.2108258999064% |
8.14120643196259% |
0.213673533089587% |
-3.54704694956435% |
0% |
| DBC |
2.17947023142337% |
1.71795500905925% |
2.17947023142337% |
4.57083289180726% |
8.29871869710166% |
2.85915033072419% |
-0.0439311475143866% |
2.02964100377288% |
| GLD |
26.6569022336141% |
-1.40885215196059% |
26.6569022336141% |
12.3012764921162% |
11.1228237408448% |
7.86354299310159% |
5.57487145436579% |
8.92529113064682% |
| FXA |
-7.74204109878418% |
-4.94039736313484% |
-7.74204109878418% |
-4.52369779388118% |
-2.20702377688754% |
-2.13387895813886% |
-1.15266555121459% |
0% |
| FXC |
-5.96056483707217% |
-2.51284700129183% |
-5.96056483707217% |
-3.02576702785464% |
-1.40826856639124% |
-1.76565661775061% |
-1.81428899213215% |
0% |
| FXF |
-7.45772558174616% |
-2.96400594942985% |
-7.45772558174616% |
-0.291847694493985% |
0.566719144038941% |
-0.0257329528695727% |
0.132279758479292% |
0% |
| FXE |
-4.18199804509548% |
-1.85745966924943% |
-4.18199804509548% |
-2.23953146273149% |
-1.45023367136258% |
-1.85337339053121% |
-2.41560231265838% |
0% |
| FXB |
1.35492625820952% |
-1.33262063897402% |
1.35492625820952% |
-0.774877237517013% |
-0.209819691693003% |
-1.84230403438876% |
-1.56974585560422% |
0% |
| FXY |
-10.9253912779213% |
-4.99189627228526% |
-10.9253912779213% |
-10.3987981522764% |
-7.68398630547008% |
-3.20707292803951% |
-3.9088954637581% |
0% |
| UUP |
13.4844434815803% |
2.99140951142411% |
13.4844434815803% |
8.78229133757615% |
4.90356616045933% |
3.46132510975965% |
2.5527964840919% |
0% |
| EEM |
6.4972650185694% |
-1.69193647220781% |
6.4972650185694% |
-2.67079020274696% |
0.788226783243595% |
2.87589500009862% |
2.18983559287813% |
5.22951297946381% |
| AMLP |
22.6955421229451% |
-6.15744349181606% |
22.6955421229451% |
23.1938092380012% |
12.0038672329857% |
2.52087106538705% |
0% |
0% |
| IGIB |
3.49089568482179% |
-1.57477801061875% |
3.49089568482179% |
-1.03391193885225% |
0.929797518501307% |
2.49449845646572% |
3.19751635216936% |
0% |
| EMHY |
11.9775923545361% |
-1.22088054953009% |
11.9775923545361% |
2.54561049424722% |
1.891230482712% |
4.11486212167897% |
0% |
0% |
| HYD |
4.94262334300908% |
-1.10738880078816% |
4.94262334300908% |
-2.62929485280735% |
-0.576613203379661% |
2.20069339536357% |
3.53142026025526% |
0% |
| IEF |
-0.635291945858885% |
-2.25636218779077% |
-0.635291945858885% |
-4.39885488916224% |
-1.45816956283612% |
0.640576676685178% |
2.42035405007899% |
3.06793210755836% |
| IGOV |
-6.49555672768473% |
-3.74748093537258% |
-6.49555672768473% |
-8.37336522866353% |
-4.99276671988595% |
-2.02824181111877% |
-1.04940019650658% |
0% |
| IHY |
3.54788233128169% |
-1.14114884528997% |
3.54788233128169% |
-0.321251684367552% |
0.896329924147499% |
3.13461369347456% |
0% |
0% |
| ITM |
0.722410767988313% |
-0.744018886017572% |
0.722410767988313% |
-1.44456728343779% |
0.311173383567809% |
1.83951082149469% |
2.9362700225376% |
0% |
| JNK |
7.70492746498543% |
-0.868849351653389% |
7.70492746498543% |
1.6956242327784% |
2.79799423586813% |
3.73136479224538% |
5.02340815002826% |
0% |
| MBB |
1.31297804867514% |
-1.75934915434823% |
1.31297804867514% |
-2.14886723177495% |
-0.789132933499204% |
0.773941122631228% |
1.68172118788101% |
0% |
| TIP |
1.6511308674467% |
-1.71318454980269% |
1.6511308674467% |
-2.53399191167658% |
1.63410010786365% |
2.05811143406254% |
2.67842021151605% |
3.131485762102% |
| AGG |
1.30760961466865% |
-1.69118984734226% |
1.30760961466865% |
-2.35874912345049% |
-0.346558371761485% |
1.29779216036205% |
2.29213986107151% |
2.88290341540136% |
| BND |
1.37655161915169% |
-1.68121573040227% |
1.37655161915169% |
-2.44639545813558% |
-0.374946269038123% |
1.32249369440931% |
2.30079922947901% |
2.97412649058979% |
| EMB |
5.53921391504089% |
-2.22194523561907% |
5.53921391504089% |
-2.38710990547852% |
-0.8426005849828% |
2.4503191098346% |
3.74098755158445% |
0% |
| PCY |
2.54849814003077% |
-4.08298492011378% |
2.54849814003077% |
-2.81646419950423% |
-2.11684076569916% |
1.94581544672869% |
3.70222666588951% |
0% |
| BIL |
5.19101822011554% |
0.402275045383349% |
5.19101822011554% |
3.73552618146096% |
2.28641244285401% |
1.59577665654664% |
1.04220023346746% |
0% |
| TLT |
-8.05845422169141% |
-6.37714790809692% |
-8.05845422169141% |
-13.3933941023412% |
-6.04358259069675% |
-1.15707335214308% |
2.60924571860282% |
3.15107310026452% |
| SHY |
3.91584829135545% |
0.251967399593633% |
3.91584829135545% |
1.32963440468121% |
1.26225138232636% |
1.26360147936897% |
1.15162459906795% |
1.83237154331628% |
| ACWI |
17.4558436016784% |
-2.65480620321993% |
17.4558436016784% |
5.44168343399209% |
10.1072040006011% |
9.39201989243563% |
9.17376660092246% |
0% |
| FM |
7.28135714913729% |
0.114499785585731% |
7.28135714913729% |
-4.58377315700758% |
0.851769693270854% |
1.67074536144984% |
0% |
0% |
| EFA |
3.51008036927369% |
-2.94788586230421% |
3.51008036927369% |
1.60936170611159% |
4.69785496398714% |
5.20766314485441% |
5.18079707088006% |
4.69412290919813% |
| EFG |
1.53507714867449% |
-3.57196163923451% |
1.53507714867449% |
-2.82223724312096% |
3.72318373462763% |
5.61198457436249% |
5.71408916109277% |
5.08528689725061% |
| EFV |
5.39967959831447% |
-2.51695973692838% |
5.39967959831447% |
5.89663509574005% |
5.06383053244222% |
4.25484398961296% |
4.27108574585668% |
3.91530771800017% |
| SCZ |
1.54406721013953% |
-3.15614048798144% |
1.54406721013953% |
-3.33441553445847% |
2.13084815188087% |
5.45967096720532% |
6.49561709723714% |
0% |
| IWB |
24.3211438616074% |
-2.82205489329782% |
24.3211438616074% |
8.28608591007482% |
14.1382323225871% |
12.7284136241404% |
13.6438763476724% |
10.2588682943565% |
| IWV |
23.4939744158483% |
-3.16676650431812% |
23.4939744158483% |
7.84346643180136% |
13.6744994291486% |
12.3604018331852% |
13.3761600241667% |
10.0385516858687% |
| SPY |
24.8851497230756% |
-2.4099758574649% |
24.8851497230756% |
8.83960405418933% |
14.4640136849807% |
13.0057494561536% |
13.7784987044181% |
10.2720747249267% |
| IWF |
33.1206307241641% |
0.906108118418025% |
33.1206307241641% |
10.2984167341339% |
18.7776899276658% |
16.5730311177369% |
16.2418599900997% |
12.3358460228133% |
| QQQ |
25.5764408069846% |
0.452402991661804% |
25.5764408069846% |
9.44782487880125% |
19.946279422596% |
18.2774692771882% |
18.5099442624352% |
14.4679164584119% |
| IWD |
14.1754137698795% |
-6.85689885231313% |
14.1754137698795% |
5.45583721255651% |
8.52314751877707% |
8.30870896190523% |
10.5633117975392% |
7.72407716423413% |
| IWC |
13.6333160497263% |
-5.55196053591185% |
13.6333160497263% |
-1.11561689507171% |
6.7635293592285% |
6.65037192686633% |
9.71107240716949% |
6.03451880249246% |
| IWR |
15.2194539432744% |
-7.07810739116068% |
15.2194539432744% |
3.63066367703813% |
9.76145268678557% |
9.46279306541029% |
11.920117579153% |
9.42646144393897% |
| IWP |
21.8620286572134% |
-6.21433997234201% |
21.8620286572134% |
3.92187220546103% |
11.3144047015864% |
11.340282169687% |
13.0984306895605% |
10.2713634692592% |
| IWS |
12.9214370595447% |
-7.31029712154472% |
12.9214370595447% |
3.67786108995922% |
8.39147177963118% |
7.89950216560842% |
10.9093251408792% |
8.57487658655183% |
| IWM |
11.3908344255836% |
-8.37076145857776% |
11.3908344255836% |
1.14742081516939% |
7.30537298979372% |
7.75745784348465% |
10.3023493063328% |
7.77560900935779% |
| IWO |
15.042487250009% |
-8.41547141790548% |
15.042487250009% |
0.174906035923628% |
6.78102839223103% |
8.08627366058044% |
10.9605203170514% |
8.32853304947356% |
| IWN |
7.64158747218484% |
-8.50527931541298% |
7.64158747218484% |
1.67506133155486% |
7.07896357185271% |
6.96208634733837% |
9.31366072066326% |
6.86810057419569% |
| IYR |
4.41927180297288% |
-8.28521947265493% |
4.41927180297288% |
-4.52322301988664% |
2.53665651597434% |
5.15722751387488% |
8.38370535851578% |
5.91951959588299% |
| VNQ |
4.80727219260584% |
-8.37611626088456% |
4.80727219260584% |
-4.73760390104596% |
2.9760156923117% |
5.04853661978073% |
8.87351389749385% |
6.76652501280031% |
| |
|
|
|
|
|
| EFV |
15.8% |
-3.0% |
11.1% |
-5.2% |
18.9% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
21.8% |
16.4% |
14.0% |
-16.7% |
17.5% |
| Global Equities (ACWI) |
26.6% |
16.3% |
18.7% |
-18.4% |
22.3% |
| U.S. Equities (SPY) |
31.2% |
18.4% |
28.7% |
-18.2% |
26.2% |
| U.S. Bonds (BND) |
8.8% |
7.7% |
-1.9% |
-13.1% |
5.4% |
| 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 |
-0.697094686936395% |
-2.5362386282649% |
22.3667870007247% |
2.52541503893984% |
7.6310543282736% |
| DBB |
-1.16042553826642% |
15.5287979711187% |
28.9687171610854% |
-11.8033665814941% |
1.11276302746959% |
| DBO |
28.0353839606251% |
-20.9934483773066% |
60.7354444240378% |
13.0520436760381% |
-4.48624264803972% |
| DBC |
11.8376108213777% |
-7.83697718802477% |
41.360535033944% |
19.3381047925849% |
-6.22460154221798% |
| GLD |
17.8556904373739% |
24.8145617346329% |
-4.14892032504178% |
-0.772115217246239% |
12.6915838291174% |
| FXA |
0.129925993810764% |
9.52350855981821% |
-6.16946364880147% |
-6.4795204395478% |
0.873294276868242% |
| FXC |
5.9511910711165% |
1.9247050425502% |
0.219895404397619% |
-6.43799822735651% |
3.64766976490269% |
| FXF |
0.316185948560288% |
8.18450819287408% |
-4.07886034404914% |
-2.28680218958219% |
9.62222426685186% |
| FXE |
-2.90461788489074% |
7.93977873933371% |
-7.82637923902186% |
-6.56633974962763% |
4.36126866589124% |
| FXB |
3.86576822928071% |
2.87316229551748% |
-1.53723850110821% |
-10.4499892346964% |
7.63522680479234% |
| FXY |
0.367368624530151% |
4.60939954215214% |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
| UUP |
4.08765048567645% |
-6.66154033909668% |
5.73433156103185% |
9.45907489834206% |
3.63023939965812% |
| EEM |
18.1716844171569% |
17.0335264963521% |
-3.61506944684574% |
-20.5632849615499% |
8.9857861217226% |
| AMLP |
5.97523431913112% |
-32.1883605644408% |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
| IGIB |
14.5949940384283% |
9.64395182780677% |
-1.45079652168194% |
-14.2423245395042% |
9.21544637468605% |
| EMHY |
12.974642147241% |
3.8347587027951% |
-1.91783307204367% |
-13.571830654467% |
11.420418464724% |
| HYD |
8.58216579302804% |
0.175553140117612% |
5.05000335419787% |
-16.2630266222899% |
5.05476833906597% |
| IEF |
8.02980179417172% |
10.0067525304147% |
-3.3293811969846% |
-15.3224471675499% |
3.84577301390396% |
| IGOV |
3.76049055767753% |
10.8829883297037% |
-9.24862266459218% |
-22.0709678133312% |
5.56833628419986% |
| IHY |
12.2937080022723% |
8.6391439076694% |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
| ITM |
7.794599064576% |
5.87374376331711% |
0.211272131214879% |
-9.49920989230485% |
5.01787458403322% |
| JNK |
14.8747678606137% |
4.95788483561819% |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
| MBB |
6.18468130200205% |
4.07802353206683% |
-1.43116649109989% |
-11.9288470331859% |
5.00229938339551% |
| TIP |
8.34813624906328% |
10.8362642607544% |
5.67099926412111% |
-12.2485594077103% |
3.79897566544987% |
| AGG |
8.45565236108594% |
7.47708555312345% |
-1.76966487938421% |
-13.0229490718201% |
5.64604835614513% |
| BND |
8.83598208831886% |
7.714106491634% |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683275% |
| EMB |
15.4771925266927% |
5.42209326552676% |
-2.23745681275348% |
-18.9402646344802% |
8.7182561367158% |
| PCY |
17.6535010244914% |
2.28307465836379% |
-4.28984314228292% |
-24.4509577564376% |
18.4731184444347% |
| BIL |
2.15977648563013% |
0.400179264852674% |
-0.0983405768986034% |
1.40457752023322% |
4.65170866921711% |
| TLT |
14.1206545379385% |
18.1520596338079% |
-4.60230322759316% |
-31.2335291660792% |
2.74590442167644% |
| SHY |
3.38023620381835% |
3.03428893894182% |
-0.677718035374231% |
-3.8792510030099% |
4.16228386765611% |
| ACWI |
26.5777652204882% |
16.332736917886% |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
| FM |
19.8540619143207% |
-3.4134790770491% |
24.3467325339888% |
-24.4266259999584% |
7.1454283630821% |
| EFA |
22.0366772498114% |
7.58864729501965% |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
| EFG |
27.4636460647714% |
17.8437843842894% |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
| EFV |
15.7811099758605% |
-2.97358887228282% |
11.1040024989595% |
-5.22055012276389% |
18.8756780437068% |
| SCZ |
24.6407462138673% |
11.6927071102026% |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
| IWB |
31.0527951551751% |
20.7743128019761% |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
| IWV |
30.6557369749862% |
20.5483203906353% |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
| SPY |
31.221744049021% |
18.373186435145% |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
| IWF |
35.8581031286208% |
38.25497944599% |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
| QQQ |
38.9597622540161% |
48.6187814997514% |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
| IWD |
26.127303287795% |
2.72540988295156% |
24.9459408097814% |
-7.7555406871766% |
11.3522477044979% |
| IWC |
22.2097100617347% |
20.880275234036% |
18.6795920967858% |
-21.935163313637% |
8.99886849410814% |
| IWR |
30.2303352927279% |
16.9153042320047% |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
| IWP |
35.0422205395688% |
35.241361554231% |
12.5968963062359% |
-26.735206964838% |
25.7063324448986% |
| IWS |
26.7313752015837% |
4.80313839972486% |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
| IWM |
25.394705365148% |
20.0298627741317% |
14.5390544720052% |
-20.4867085633861% |
16.8356154368217% |
| IWO |
28.4787572517784% |
34.6809781696101% |
2.53860451634156% |
-26.2716823496301% |
18.5179809518975% |
| IWN |
22.017753227298% |
4.66346011618424% |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
| IYR |
28.1715865465893% |
-6.12386483117237% |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
| VNQ |
28.8724744754407% |
-4.68092698194492% |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
Compare: Risk vs. Return
for period ending December 31, 2024
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Maximum Drawdown vs. Annual Return
●
EFV
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
EFV
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
EFV
●
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 |
| EFV |
-19.5% |
-2.9% |
-9.5% |
-8.9% |
-9.9% |
-6.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-8.0% |
-5.5% |
-4.2% |
-2.0% |
-0.7% |
0.3% |
| Global Equities (ACWI) |
-6.2% |
-3.4% |
-4.1% |
-3.3% |
-4.8% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-26.5% |
-20.9% |
-21.3% |
-13.3% |
-9.6% |
-4.5% |
| 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 |
0.449568384842941% |
8.99370841826949% |
1.78352970187497% |
-11.2630980130063% |
-13.0439461696434% |
0% |
| DBB |
-18.2255406028292% |
-8.63498909104095% |
-7.54919461461535% |
-9.97527144331087% |
-13.55970611351% |
0% |
| DBO |
-17.6869662112443% |
-3.60460534047489% |
-8.30072007246516% |
-11.8801789305781% |
-14.946831514739% |
0% |
| DBC |
-24.0365987698864% |
-4.43582416520922% |
-6.23943527258773% |
-10.2073098239243% |
-13.6104916333185% |
-8.29213785022019% |
| GLD |
-0.351563559767147% |
5.49630378256524% |
-1.26547934394754% |
-4.64664865332625% |
-8.47688002176709% |
-2.07870654839091% |
| FXA |
-33.9406788432693% |
-19.5021598613666% |
-20.179366842346% |
-17.3293201262003% |
-15.7013805381508% |
0% |
| FXC |
-42.6831805515319% |
-27.0076244352615% |
-24.3502609523151% |
-18.7089099193013% |
-18.4954241753897% |
0% |
| FXF |
-37.5945951041921% |
-14.7617379850981% |
-17.4356647396243% |
-15.0701471764369% |
-14.4251081819838% |
0% |
| FXE |
-36.6812432244986% |
-20.704358864096% |
-23.2046581468313% |
-19.2578843060809% |
-19.0047189225368% |
0% |
| FXB |
-26.2203156672256% |
-16.3787882342503% |
-18.9885993853715% |
-18.0865084248405% |
-17.6215158510965% |
0% |
| FXY |
-33.023418938956% |
-25.3686133604762% |
-30.8644468723825% |
-19.4295795832384% |
-20.6447675763713% |
0% |
| UUP |
-5.29972410520511% |
4.45463440393576% |
-6.89473023480899% |
-7.86968015108696% |
-10.1168855685444% |
0% |
| EEM |
-18.401144110096% |
-11.2539190012683% |
-13.6522875647997% |
-10.2093220289088% |
-11.7385044603964% |
-6.0523886381178% |
| AMLP |
-8.25091344192717% |
11.5824269905001% |
-7.1532795784348% |
-10.6711832348612% |
0% |
0% |
| IGIB |
-22.4913183309019% |
-15.2275327785454% |
-15.9378931752356% |
-10.0660794983022% |
-7.87462110085249% |
0% |
| EMHY |
-7.23732668325696% |
-7.62059449244259% |
-13.0680437567551% |
-8.03210582224151% |
0% |
0% |
| HYD |
-19.9784302401277% |
-18.4044987905856% |
-16.7861105893884% |
-10.7761208420146% |
-8.86677833530825% |
0% |
| IEF |
-28.0861276676924% |
-22.1415548903858% |
-22.0555978039672% |
-14.2847968081402% |
-10.1549816966205% |
-5.5670389995303% |
| IGOV |
-33.2464564768044% |
-21.7333932129631% |
-24.8752215974004% |
-17.9167558296367% |
-16.5105343671045% |
0% |
| IHY |
-22.7254991570773% |
-12.6848035295229% |
-14.9204669620983% |
-9.24059622960488% |
0% |
0% |
| ITM |
-31.613413638814% |
-18.0417963302167% |
-18.3296363263543% |
-11.6387536077381% |
-8.67236298748106% |
0% |
| JNK |
-12.8541327421287% |
-9.96097803853768% |
-12.0358653944582% |
-7.88555600758983% |
-5.9856005480042% |
0% |
| MBB |
-25.7599010897075% |
-18.5652386932131% |
-22.0879439511161% |
-15.0594947916415% |
-11.5578070345012% |
0% |
| TIP |
-27.4124466582164% |
-22.2679289378467% |
-15.824130221486% |
-11.1316720021913% |
-8.8600347233787% |
-4.98766514888521% |
| AGG |
-26.452369856149% |
-20.416132792546% |
-21.2976202445722% |
-13.4101034806516% |
-9.60991314379729% |
-4.81246900587258% |
| BND |
-26.4870272954965% |
-20.9447369137168% |
-21.3449404063472% |
-13.3189346791522% |
-9.59173915431876% |
-4.48074566187446% |
| EMB |
-19.0616427392401% |
-14.2717862483841% |
-16.9424859764527% |
-10.4009558147761% |
-8.79647020971403% |
0% |
| PCY |
-22.3904019816312% |
-11.5306151578289% |
-16.9792238387709% |
-11.0986782212816% |
-9.5388216320031% |
0% |
| BIL |
4.64578510090213% |
-51.5225447571821% |
-36.9945935929619% |
-26.0953479032944% |
-24.0960000299169% |
0% |
| TLT |
-30.6006299056013% |
-22.6505283342165% |
-21.9081126749109% |
-14.4529575120626% |
-11.1152391963663% |
-7.0132532322008% |
| SHY |
-25.6910244587465% |
-31.9017262329365% |
-28.9998613703457% |
-19.4045339475313% |
-15.5624981391521% |
-7.89379751188878% |
| ACWI |
-6.22257302781743% |
-3.39390160072706% |
-4.0558435056557% |
-3.33614210409845% |
-4.77992427768603% |
0% |
| FM |
-17.660443721059% |
-14.0222856957697% |
-13.5353004599053% |
-11.3000666639173% |
0% |
0% |
| EFA |
-21.3176634412325% |
-7.17941892071514% |
-9.75851124996748% |
-7.77861878558874% |
-8.90637455874045% |
-5.93669818360245% |
| EFG |
-22.8559429099215% |
-10.519341170328% |
-10.7574752172703% |
-7.46792940754202% |
-8.45734730857901% |
-5.56927187787365% |
| EFV |
-19.5008614503644% |
-2.92305655784912% |
-9.51027906358329% |
-8.88379663433655% |
-9.90503539698756% |
-6.73015902064028% |
| SCZ |
-22.7040033499748% |
-11.5405458209113% |
-12.2210878623886% |
-7.8086901907115% |
-8.00185599811629% |
0% |
| IWB |
-1.1143127550251% |
-0.57867366156943% |
-0.558170812757801% |
-0.449382151731667% |
-0.33123535069228% |
-0.151663811027694% |
| IWV |
-2.66202466059534% |
-1.05405004454242% |
-1.11686350942205% |
-0.933548655429687% |
-0.751195557848236% |
-0.511481064908884% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
4.64251693841714% |
0.680843152546776% |
2.43134287865205% |
2.02792690499604% |
1.13130190600325% |
1.30160798134961% |
| QQQ |
-1.13923831964512% |
-0.286502673180997% |
2.88499112099073% |
2.48064565973723% |
1.91778217609328% |
1.9036389876973% |
| IWD |
-12.8379816754474% |
-3.38028886981891% |
-6.14686659248139% |
-4.85809804508654% |
-3.48290633347074% |
-2.78112190109636% |
| IWC |
-15.8682810795196% |
-8.04049900374382% |
-8.83832069498721% |
-7.77795781118911% |
-6.70317596273753% |
-5.5391282761137% |
| IWR |
-12.9826842749511% |
-4.97273042982296% |
-5.71699576264565% |
-4.48693665783494% |
-3.21035085714036% |
-1.95220336240645% |
| IWP |
-9.94618718639903% |
-4.59861703634207% |
-4.70592525379945% |
-3.25663302859095% |
-2.66219012180166% |
-1.50570470420807% |
| IWS |
-14.594657187143% |
-4.94227247280989% |
-7.00924842701726% |
-5.96093434536486% |
-4.20000502714213% |
-2.80262905996927% |
| IWM |
-16.7290001048933% |
-6.57415700788059% |
-8.22833732657263% |
-6.71280350352801% |
-5.83608024941434% |
-4.04169351493807% |
| IWO |
-15.0219317419362% |
-7.19319486155787% |
-8.64041857509414% |
-6.56005931601047% |
-5.51286559740203% |
-3.73040468398169% |
| IWN |
-18.6031992769541% |
-6.17481520641001% |
-8.51105807505037% |
-7.39305061473163% |
-6.64718075250932% |
-4.76959263486977% |
| IYR |
-20.2318086705141% |
-11.3805353675493% |
-11.8028802684839% |
-8.28331085558119% |
-6.46947988786054% |
-5.59916926752684% |
| VNQ |
-20.0099401767879% |
-11.5161297934462% |
-11.4405590829185% |
-8.41634862764565% |
-6.23244043423579% |
-5.11708159868923% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
-9.7% |
-2.0% |
-7.6% |
-7.1% |
-8.7% |
-6.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-5.8% |
-4.1% |
-2.9% |
-1.2% |
-0.3% |
0.3% |
| Global Equities (ACWI) |
-5.1% |
-3.2% |
-3.7% |
-2.9% |
-4.5% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-10.3% |
-8.9% |
-6.1% |
-2.3% |
-0.2% |
0.6% |
| 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 |
21.2496066055935% |
7.81501651374321% |
5.7895232363735% |
-2.38474553104941% |
-3.9753977834224% |
0% |
| DBB |
15.0238092155464% |
-8.46759944235615% |
-2.30024730552274% |
-4.65790331048461% |
-10.164713088151% |
0% |
| DBO |
9.19796277861908% |
-0.499115934539065% |
-1.74800696886906% |
-10.2631453822375% |
-15.9078774979915% |
0% |
| DBC |
2.6509347263424% |
-1.118777765426% |
0.517229464236147% |
-4.07001114168014% |
-8.42117406105916% |
-4.5995060712495% |
| GLD |
25.4463436897805% |
6.31227805398289% |
5.66632910274915% |
4.86687198469624% |
2.79847219370849% |
6.31018319399857% |
| FXA |
-21.3569843694214% |
-11.3248774106422% |
-10.4387320349033% |
-8.72149871905575% |
-8.56934237242563% |
0% |
| FXC |
-16.4123451147819% |
-9.29274744337496% |
-7.6272083483084% |
-6.96095332419535% |
-7.37117428151328% |
0% |
| FXF |
-15.8976029596928% |
-6.40729190918437% |
-4.46203629926491% |
-3.36042041943599% |
-3.66917224152258% |
0% |
| FXE |
-11.7698170233825% |
-8.35606887625453% |
-6.66994228807192% |
-5.58971310924744% |
-6.95770704735058% |
0% |
| FXB |
-7.60341075243771% |
-7.32381179797866% |
-6.89405161098225% |
-7.38516787540608% |
-6.8099112249923% |
0% |
| FXY |
-26.3043103198484% |
-16.7638087830327% |
-12.6743739026112% |
-5.84703851605351% |
-5.15764321999034% |
0% |
| UUP |
13.0854207776207% |
4.28887939245507% |
3.95118031874998% |
3.09377261132153% |
3.95778828164404% |
0% |
| EEM |
-5.45378814290648% |
-10.3779181739703% |
-10.3944625733221% |
-7.64247925317954% |
-10.3752287827842% |
-5.42971484768071% |
| AMLP |
-4.26814982041505% |
15.5047602462018% |
-7.14999214304382% |
-13.8457162465089% |
0% |
0% |
| IGIB |
-8.4399307731092% |
-7.85462585702693% |
-6.35664254836486% |
-2.49631507438139% |
-0.7840759239087% |
0% |
| EMHY |
-0.941527881383981% |
-4.67385296988467% |
-7.8419035095522% |
-3.24980744939696% |
0% |
0% |
| HYD |
-5.82645109942429% |
-9.44224523440264% |
-9.17756448040413% |
-3.53377171473666% |
-0.847183477421444% |
0% |
| IEF |
-13.7088296814666% |
-10.9785245652629% |
-6.40242603506774% |
-2.07690919852311% |
1.23818543896575% |
1.57064485773357% |
| IGOV |
-20.8047555929563% |
-15.7294409734586% |
-12.6240432451441% |
-7.18172098440045% |
-5.91549951594488% |
0% |
| IHY |
-6.13347726456634% |
-7.39334723157124% |
-8.01919407741052% |
-3.81033689309579% |
0% |
0% |
| ITM |
-8.44765155604499% |
-7.97460096683548% |
-5.59964452790424% |
-1.81626458990896% |
0.465144871505442% |
0% |
| JNK |
-2.75548010177456% |
-5.40402269260889% |
-5.73552814530202% |
-3.11321335132518% |
-1.96864983505569% |
0% |
| MBB |
-11.5009762268053% |
-8.76873031574234% |
-6.21742786406238% |
-2.71727793330757% |
-0.775814028091411% |
0% |
| TIP |
-8.69314508833287% |
-9.05703726035322% |
-4.39143890382944% |
-1.95383345986238% |
-0.268297944203793% |
0.309958553897043% |
| AGG |
-10.497587251847% |
-8.86597952650362% |
-5.87404198980886% |
-2.20749850839606% |
-0.109838062006135% |
0.491428077189626% |
| BND |
-10.3439104843807% |
-8.94557696538412% |
-6.06541883868636% |
-2.30753140146124% |
-0.203479995059331% |
0.557651743634808% |
| EMB |
-9.18575014807612% |
-9.83154571929722% |
-10.5824018667414% |
-4.58822522425243% |
-2.65905223399666% |
0% |
| PCY |
-16.7841430471681% |
-11.1237313904978% |
-13.7173281132352% |
-6.38217235744447% |
-3.78576080920042% |
0% |
| BIL |
0.221122344354796% |
-1.64755662861478% |
-0.972984720833277% |
-0.565677023138101% |
-0.411813334426591% |
0% |
| TLT |
-31.0194571972328% |
-21.0611393641723% |
-12.664337860673% |
-4.50321342070653% |
2.31036593352093% |
2.11532575835599% |
| SHY |
-2.27140787845447% |
-4.26989588135444% |
-2.26036729474398% |
-0.968668040974856% |
-0.32440388205833% |
0.147325831140342% |
| ACWI |
-5.08716129044926% |
-3.18927345966981% |
-3.67680288749006% |
-2.94710596358522% |
-4.45155820580846% |
0% |
| FM |
-10.075961473843% |
-12.1415148158451% |
-10.7201452786662% |
-8.01025862136533% |
0% |
0% |
| EFA |
-15.3572839425346% |
-6.78065532981131% |
-8.34758484082718% |
-6.30266508663254% |
-7.89687304742928% |
-5.53065285926927% |
| EFG |
-21.7556675541629% |
-11.7894698145811% |
-9.92208789981694% |
-6.26486978801527% |
-7.64299009033505% |
-5.09023171250039% |
| EFV |
-9.74602525157821% |
-1.96617117871592% |
-7.61018048277871% |
-7.05618834524373% |
-8.73403274596017% |
-6.43930703234395% |
| SCZ |
-17.8012344197398% |
-11.8772418799734% |
-12.0745933509808% |
-6.82176667208283% |
-7.22791467419593% |
0% |
| IWB |
-1.07298249098418% |
-0.57888418204462% |
-0.550866379243441% |
-0.438541538503763% |
-0.315171897524042% |
-0.137894400424594% |
| IWV |
-2.65747238912538% |
-1.0669976672785% |
-1.11034203486238% |
-0.917232453951403% |
-0.725796816336873% |
-0.492088775328739% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
8.18447135881724% |
0.991408160682712% |
3.3905644571473% |
2.80153566633922% |
1.76107594003949% |
1.72892912832667% |
| QQQ |
1.77442570444512% |
-0.0413813416932731% |
4.52100988179017% |
4.07274089587227% |
3.49453539798406% |
3.26824474207413% |
| IWD |
-11.6250564276061% |
-2.97665254240668% |
-5.52778869788241% |
-4.28010647040498% |
-2.93659866084766% |
-2.5156409550724% |
| IWC |
-19.1990835897337% |
-10.3006935738965% |
-9.35080574942191% |
-7.80010995731178% |
-6.24999243200323% |
-5.89528483976823% |
| IWR |
-14.475037080777% |
-5.49221325063827% |
-5.99271325526095% |
-4.45925313378605% |
-2.98957423319269% |
-1.80706871064341% |
| IWP |
-11.1020089649915% |
-5.55572025993288% |
-4.60185062725243% |
-2.87465400422705% |
-2.13922254043718% |
-1.11570008358229% |
| IWS |
-15.8902142490456% |
-5.28772644508865% |
-7.37868917435237% |
-5.91716722049899% |
-3.84860876995624% |
-2.67435026272383% |
| IWM |
-23.4362567038179% |
-8.23125579869637% |
-9.04436718924505% |
-7.03217103213286% |
-5.87505748757979% |
-4.14921635936683% |
| IWO |
-23.6671703884734% |
-9.35215727392935% |
-9.63070632589313% |
-6.94818402999342% |
-5.46950900843529% |
-3.73845347227205% |
| IWN |
-23.4051758124103% |
-7.5240628211397% |
-9.26517865131672% |
-7.55796445452311% |
-6.57589796172213% |
-4.89758984509848% |
| IYR |
-26.8055663725018% |
-13.6339287751634% |
-12.6352260300193% |
-6.85357962560851% |
-4.3004440049533% |
-5.18354710377996% |
| VNQ |
-26.0217001400265% |
-13.8643031157683% |
-12.1442433550531% |
-6.88401731851974% |
-3.80948754581152% |
-4.36497189557311% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
0.09 |
0.11 |
0.18 |
0.20 |
0.24 |
0.21 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.07 |
-0.04 |
0.41 |
0.59 |
0.79 |
0.60 |
| Global Equities (ACWI) |
1.21 |
0.08 |
0.45 |
0.53 |
0.56 |
|
| U.S. Equities (SPY) |
1.70 |
0.26 |
0.65 |
0.73 |
0.85 |
0.61 |
| U.S. Bonds (BND) |
-0.57 |
-0.89 |
-0.48 |
-0.13 |
0.19 |
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 |
1.6972684718285 |
0.691435668153188 |
0.712525146838845 |
0.0313423929004159 |
0.0147453192082233 |
0 |
| DBB |
0.231385543354327 |
-0.178558037079332 |
0.288328303647628 |
0.14484845264878 |
0.0131074761094959 |
0 |
| DBO |
0.260498272321609 |
0.0925259098147917 |
0.30104483418751 |
0.0804802412085779 |
-0.0394252761719637 |
0 |
| DBC |
-0.340558547910313 |
0.0156794439806367 |
0.343931877304207 |
0.124008496332543 |
-0.00216654852445068 |
0.108126885225869 |
| GLD |
1.66404987087814 |
0.527703287764718 |
0.574644964176147 |
0.453600425433295 |
0.332239405371938 |
0.490903950751836 |
| FXA |
-1.29389541791301 |
-0.817003400807721 |
-0.42022457601629 |
-0.363523785846609 |
-0.173634085588518 |
0 |
| FXC |
-2.14144795538322 |
-1.15677088552358 |
-0.629454168308259 |
-0.45948644198914 |
-0.378495202726574 |
0 |
| FXF |
-1.65089803438412 |
-0.575794055975984 |
-0.29156825941245 |
-0.23095354253088 |
-0.0973554024019464 |
0 |
| FXE |
-1.55348034818696 |
-0.894710024075557 |
-0.595304162504767 |
-0.501659064539512 |
-0.415186331721504 |
0 |
| FXB |
-0.550265075603929 |
-0.646209867641291 |
-0.366939555883244 |
-0.421947219652457 |
-0.318733477491883 |
0 |
| FXY |
-1.20796516828002 |
-1.19669127613247 |
-1.02262367233241 |
-0.503556023484139 |
-0.523604236268194 |
0 |
| UUP |
1.28242381925753 |
0.472679178031802 |
0.269053084684698 |
0.226274274316596 |
0.186338581478508 |
0 |
| EEM |
0.184952234976114 |
-0.343310301100302 |
-0.0410131978596194 |
0.124276972260667 |
0.129386565368381 |
0.26370052068179 |
| AMLP |
1.04528144633444 |
0.843645087809158 |
0.416214889639117 |
0.17439681261987 |
0 |
0 |
| IGIB |
-0.204902307146618 |
-0.583699201732064 |
-0.203089199417459 |
0.0793180808065453 |
0.313815755916857 |
0 |
| EMHY |
1.1349092381579 |
-0.166863918887388 |
-0.0324059336216365 |
0.22888069556664 |
0 |
0 |
| HYD |
0.0141708066295635 |
-0.751262734127914 |
-0.231177318743563 |
0.0544104013362544 |
0.271526816165428 |
0 |
| IEF |
-0.719878129025706 |
-0.965379807765124 |
-0.522690543525566 |
-0.180270074781407 |
0.171435738831871 |
0.21784964541781 |
| IGOV |
-1.22069073600172 |
-0.966747126489989 |
-0.679121360761329 |
-0.403526022140304 |
-0.238240638971826 |
0 |
| IHY |
-0.230181673112035 |
-0.445825764156094 |
-0.139471187776873 |
0.145838123131246 |
0 |
0 |
| ITM |
-1.05058894991782 |
-0.733625526336084 |
-0.330912445880763 |
-0.0200298631263467 |
0.264508069903155 |
0 |
| JNK |
0.647999998893977 |
-0.300288191604256 |
0.00491408297079943 |
0.223542183335052 |
0.455144389483273 |
0 |
| MBB |
-0.503323154763583 |
-0.758292851829529 |
-0.518502242826954 |
-0.229121647467591 |
0.0672935854292135 |
0 |
| TIP |
-0.66524368000051 |
-0.913441725197336 |
-0.193492729653583 |
0.00617290323685108 |
0.241050955635489 |
0.246873930673598 |
| AGG |
-0.570310168703133 |
-0.861534526833012 |
-0.48045552023179 |
-0.13112817330985 |
0.192272479821297 |
0.249969347183576 |
| BND |
-0.574111171831867 |
-0.888162280745396 |
-0.482712448680529 |
-0.125472043445487 |
0.193500376113557 |
0.270271693824196 |
| EMB |
0.109791449015194 |
-0.531568963442236 |
-0.241461254990583 |
0.0777825127853601 |
0.278575985904683 |
0 |
| PCY |
-0.176347439937746 |
-0.362848824951381 |
-0.22741546939244 |
0.0485187778513124 |
0.242622015187686 |
0 |
| BIL |
2.50697909145883 |
-0.910390895140595 |
-0.714334458250711 |
-0.57735663010946 |
-0.525356489750477 |
0 |
| TLT |
-0.958207948700322 |
-1.03651363021454 |
-0.506886404990764 |
-0.161872944933636 |
0.147456992819211 |
0.163418983074909 |
| SHY |
-0.515043024096428 |
-1.1926913386707 |
-0.722405113749022 |
-0.427157723500438 |
-0.170830782927942 |
0.0388635380987338 |
| ACWI |
1.21392318334551 |
0.0835515680396578 |
0.446087433907951 |
0.530942081398406 |
0.562770112074823 |
0 |
| FM |
0.250408523011933 |
-0.505116051744147 |
-0.0285798638278409 |
0.054881461220142 |
0 |
0 |
| EFA |
-0.075548710665948 |
-0.117457461198846 |
0.161986056549762 |
0.265640114261711 |
0.304096496398863 |
0.251089663416649 |
| EFG |
-0.210592792615869 |
-0.295594870114089 |
0.113589562778165 |
0.286419207163422 |
0.333742674988659 |
0.273452874537731 |
| EFV |
0.0882479427202953 |
0.108232297140335 |
0.182585221479407 |
0.204111720050801 |
0.244798997354504 |
0.205729821758289 |
| SCZ |
-0.193769762795336 |
-0.357483674510883 |
0.0449167752776424 |
0.271108099117375 |
0.367706437490072 |
0 |
| IWB |
1.6106849113978 |
0.235725270035209 |
0.621022654404893 |
0.703243058701289 |
0.835702063496593 |
0.599849158851267 |
| IWV |
1.48870286624776 |
0.21235571585023 |
0.595268543352025 |
0.676126021698704 |
0.81094520087732 |
0.579383404393891 |
| SPY |
1.69878373677889 |
0.26481089110378 |
0.645661279060322 |
0.727988957297445 |
0.854898666549006 |
0.607911115692873 |
| IWF |
2.02524531909038 |
0.317514928148853 |
0.769560584485397 |
0.849443126491543 |
0.92686915038866 |
0.690361804263003 |
| QQQ |
1.60212648421995 |
0.27575170408178 |
0.792601351726193 |
0.87801678109833 |
0.975515301898592 |
0.733188201833285 |
| IWD |
0.675842246283241 |
0.0848740366306503 |
0.351319036647522 |
0.446072573237227 |
0.643951140860752 |
0.441305512655047 |
| IWC |
0.451792710010684 |
-0.135636830431135 |
0.254375520918017 |
0.302135255903501 |
0.471142874527954 |
0.298051720482429 |
| IWR |
0.668246378072201 |
0.015330534387743 |
0.385867890287263 |
0.47707637146699 |
0.667648122532594 |
0.501091887873784 |
| IWP |
0.913709323993939 |
0.0465411306490419 |
0.439163585750489 |
0.553221501999996 |
0.704165523438227 |
0.531197680284313 |
| IWS |
0.535378156753222 |
0.016509409885959 |
0.326498345869255 |
0.391927912934435 |
0.608183161191901 |
0.451390339072992 |
| IWM |
0.375451946230374 |
-0.0571318528182198 |
0.274778331059412 |
0.358729978367348 |
0.518418316540873 |
0.384705478607694 |
| IWO |
0.520145743686343 |
-0.0882209182178569 |
0.254725525392442 |
0.370273472560614 |
0.540622191568911 |
0.405917753971737 |
| IWN |
0.214129440648058 |
-0.0348316988500756 |
0.267154834106043 |
0.320812710741702 |
0.469530112078288 |
0.341370658116695 |
| IYR |
0.058812107354226 |
-0.338133121983901 |
0.0768855656268195 |
0.24885559888111 |
0.466138691531631 |
0.295789775009833 |
| VNQ |
0.0785942277044811 |
-0.345607809005371 |
0.0949269435805257 |
0.241829231250061 |
0.482970400569886 |
0.329303812876656 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
0.13 |
0.16 |
0.26 |
0.29 |
0.36 |
0.29 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.73 |
-0.06 |
0.60 |
0.86 |
1.22 |
0.88 |
| Global Equities (ACWI) |
2.12 |
0.12 |
0.65 |
0.78 |
0.85 |
|
| U.S. Equities (SPY) |
3.35 |
0.38 |
0.99 |
1.12 |
1.35 |
0.90 |
| U.S. Bonds (BND) |
1.73 |
-0.06 |
0.60 |
0.86 |
1.22 |
0.88 |
| 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 |
3.96483915375763 |
1.15230480731505 |
1.19205281361886 |
0.0445654724401709 |
0.0217324100647546 |
0 |
| DBB |
0.441703863302576 |
-0.253730552543669 |
0.444648375399635 |
0.218813219786231 |
0.0188363315428002 |
0 |
| DBO |
0.409271661593178 |
0.140570822971729 |
0.445272485276261 |
0.110280287529366 |
-0.0520521273417878 |
0 |
| DBC |
-0.475303585835445 |
0.0232705250713362 |
0.499879324900268 |
0.171856366529102 |
-0.00291273969589907 |
0.147865971934649 |
| GLD |
4.50828225437401 |
0.953197281456475 |
1.02084175170199 |
0.77732123730136 |
0.526644622159405 |
0.803864195565858 |
| FXA |
-1.41072706117939 |
-0.945639407930299 |
-0.534695087886498 |
-0.480368156449856 |
-0.240383910137479 |
0 |
| FXC |
-2.0498297133839 |
-1.2143725900388 |
-0.72693724728734 |
-0.571722143557434 |
-0.477162647552888 |
0 |
| FXF |
-1.74320028261866 |
-0.731799745115968 |
-0.384773174529664 |
-0.322396580286616 |
-0.135484137800086 |
0 |
| FXE |
-1.62402455563005 |
-1.04412926313381 |
-0.747902683612165 |
-0.638819008359862 |
-0.531712387807254 |
0 |
| FXB |
-0.712480592293184 |
-0.774114801063775 |
-0.471036588487711 |
-0.536513465742258 |
-0.411625117652302 |
0 |
| FXY |
-1.4275408598299 |
-1.36809274851476 |
-1.17597682770331 |
-0.643825315097282 |
-0.656303383036003 |
0 |
| UUP |
2.53125431390705 |
0.735800579699797 |
0.396689863178308 |
0.334381534367395 |
0.27967988407184 |
0 |
| EEM |
0.280042105000414 |
-0.478320368976497 |
-0.0570041011541695 |
0.182090911997306 |
0.188901476816617 |
0.390522254216906 |
| AMLP |
2.41983442890989 |
1.46680297777983 |
0.62701210544677 |
0.256601056170023 |
0 |
0 |
| IGIB |
-0.266253765176952 |
-0.735670316476893 |
-0.264350473496735 |
0.106499043512937 |
0.430834479985548 |
0 |
| EMHY |
2.17169044581674 |
-0.236117923239212 |
-0.0420506821059053 |
0.313108902680099 |
0 |
0 |
| HYD |
0.0194658700418305 |
-0.909533402507785 |
-0.268249424022436 |
0.0641969385142009 |
0.329566875933807 |
0 |
| IEF |
-0.829999741628088 |
-1.10653814045542 |
-0.644004066493144 |
-0.239602421700703 |
0.246329054583222 |
0.324840494342402 |
| IGOV |
-1.34753115086992 |
-1.13035209346037 |
-0.823738736382874 |
-0.505390771880457 |
-0.305515315471192 |
0 |
| IHY |
-0.338116320469178 |
-0.566491635381054 |
-0.178220388617373 |
0.199078490375181 |
0 |
0 |
| ITM |
-1.2005567801886 |
-0.903442203369788 |
-0.433496917672449 |
-0.0265654475485876 |
0.371826705088342 |
0 |
| JNK |
1.04575414024946 |
-0.384314298248055 |
0.00637247120786808 |
0.302878707692232 |
0.654240964663299 |
0 |
| MBB |
-0.611247926715247 |
-0.913273150765567 |
-0.632104643310804 |
-0.285163058130046 |
0.0868085205996467 |
0 |
| TIP |
-0.78316391816472 |
-1.00758041052329 |
-0.235923911938536 |
0.00788510942184091 |
0.323767081603508 |
0.339533333542487 |
| AGG |
-0.680228236625805 |
-1.01606080617467 |
-0.590598206815537 |
-0.169356026267134 |
0.259183254701903 |
0.357483156560599 |
| BND |
-0.684777082227983 |
-1.03635607465233 |
-0.593752229748875 |
-0.162288881695348 |
0.26026726350802 |
0.382347357563835 |
| EMB |
0.153896985049595 |
-0.681944847493182 |
-0.303500868192837 |
0.101886882640326 |
0.37727504151837 |
0 |
| PCY |
-0.230017720861518 |
-0.485535442945486 |
-0.28969780243581 |
0.0636965804389933 |
0.326737919350723 |
0 |
| BIL |
6.70245698527253 |
-0.893011492819504 |
-0.707213672447601 |
-0.574243538307924 |
-0.52312371909694 |
0 |
| TLT |
-1.0481602785847 |
-1.21738863407333 |
-0.65232750502864 |
-0.2275532398599 |
0.227869151285333 |
0.252555417832516 |
| SHY |
-0.636366585203402 |
-1.21167493465598 |
-0.781359576082381 |
-0.480957071278367 |
-0.198112247091634 |
0.0492590019071331 |
| ACWI |
2.11763177572977 |
0.11628769543712 |
0.653770089419089 |
0.784887831566927 |
0.846916774837053 |
0 |
| FM |
0.428047913576249 |
-0.660250345193042 |
-0.0362549630114983 |
0.072557317664532 |
0 |
0 |
| EFA |
-0.105745163992323 |
-0.166193219945878 |
0.234138881823592 |
0.384698716065006 |
0.447468737706915 |
0.354630778346092 |
| EFG |
-0.278832664555341 |
-0.403607933290988 |
0.163227852311655 |
0.414575566638672 |
0.488958791417585 |
0.384671774962585 |
| EFV |
0.134806993592863 |
0.157746427832886 |
0.261941704925113 |
0.291005834542668 |
0.357347460526775 |
0.291910789132467 |
| SCZ |
-0.26359099329595 |
-0.472056516868575 |
0.061717658407233 |
0.381860152728335 |
0.537460785076797 |
0 |
| IWB |
3.1018220330525 |
0.335789405134283 |
0.948266364743609 |
1.07494967973447 |
1.31335721325368 |
0.88163328815852 |
| IWV |
2.81024984577479 |
0.302602060914573 |
0.904780017296256 |
1.02765114823949 |
1.26886127289011 |
0.846668416999849 |
| SPY |
3.35469916342198 |
0.377359328825064 |
0.986262393856797 |
1.11548109658547 |
1.34777637392294 |
0.895299208837796 |
| IWF |
4.78791278057429 |
0.455710941852188 |
1.23374279988452 |
1.36368888439868 |
1.51664232109422 |
1.05721544822975 |
| QQQ |
3.48393412285325 |
0.395783484686002 |
1.282585408719 |
1.43690318571352 |
1.64289223916728 |
1.14212174364285 |
| IWD |
1.05631572324588 |
0.120578971235904 |
0.508837588994954 |
0.65121361814887 |
0.975181660776686 |
0.626627196627616 |
| IWC |
0.843510141940812 |
-0.196903666745958 |
0.385085507097889 |
0.450429711196465 |
0.719701977823965 |
0.429738295831342 |
| IWR |
1.08826167078731 |
0.0221567787199323 |
0.566975064446675 |
0.70292228116896 |
1.02261456998416 |
0.726554361099739 |
| IWP |
1.80667232125135 |
0.0681040437220216 |
0.690697454374003 |
0.865878846177456 |
1.13168775236886 |
0.79301902813979 |
| IWS |
0.843070633824984 |
0.0236330849157683 |
0.462188026386987 |
0.560626499228375 |
0.905922481576289 |
0.641180408388189 |
| IWM |
0.642299739164277 |
-0.0842137910065785 |
0.409702634362554 |
0.529802102356313 |
0.790563589499777 |
0.559385446777632 |
| IWO |
0.906555145693936 |
-0.125991483809482 |
0.383481134128417 |
0.546301025478949 |
0.830761927152591 |
0.594827950526566 |
| IWN |
0.364832994680932 |
-0.0523490981255817 |
0.391242754564048 |
0.471719261003811 |
0.705876544697923 |
0.490010076680302 |
| IYR |
0.0788336654841569 |
-0.449538813059737 |
0.103841883578181 |
0.350812634721619 |
0.689163002365642 |
0.411429903602643 |
| VNQ |
0.105993825150159 |
-0.458590260131502 |
0.129294725309988 |
0.343086637966651 |
0.724528316773936 |
0.463968243056469 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
9.88 |
7.70 |
5.61 |
4.63 |
4.18 |
3.53 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
18.38 |
4.71 |
11.23 |
11.68 |
13.57 |
11.17 |
| Global Equities (ACWI) |
19.39 |
5.42 |
10.39 |
9.63 |
8.94 |
|
| U.S. Equities (SPY) |
24.54 |
8.49 |
14.11 |
12.66 |
13.43 |
9.92 |
| U.S. Bonds (BND) |
18.38 |
4.71 |
11.23 |
11.68 |
13.57 |
11.17 |
| 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 |
90.9174036333751 |
76.1199607924201 |
45.0601046465808 |
7.80187690814137 |
1.72055354274155 |
0 |
| DBB |
-12.4051279464682 |
-3.08708537832176 |
12.2536144947975 |
5.43113241871504 |
-0.808614682324621 |
0 |
| DBO |
-23.6906396049456 |
46.6160609260465 |
13.1677692810602 |
-0.176551988188808 |
-4.40254614756508 |
0 |
| DBC |
-6.70466248444186 |
42.8714814908176 |
19.6934415631784 |
5.70233896983167 |
-0.699633246208438 |
2.94093970306141 |
| GLD |
-139.522000392621 |
64.9014791618984 |
54.9141639800958 |
96.4740704737237 |
48.6946304687252 |
86.447926401697 |
| FXA |
-18.6349311841175 |
-11.6964397756113 |
-5.75902588524995 |
-6.07506335069438 |
-3.10397297652491 |
0 |
| FXC |
-22.9118279696109 |
-12.7972687321105 |
-6.650852128775 |
-7.54070803015629 |
-6.49821973044562 |
0 |
| FXF |
-44.7681597737959 |
-2.90876590256402 |
1.37719737549915 |
-3.43776833586933 |
-1.13819537690347 |
0 |
| FXE |
-34.429046557852 |
-11.7312517380315 |
-10.278215671707 |
-15.0818090359679 |
-11.0330799427954 |
0 |
| FXB |
5.01883466385722 |
-3.26344171230338 |
-1.82798774361689 |
-7.01325910932129 |
-6.2457865219105 |
0 |
| FXY |
-21.5676311431201 |
-36.8364422115124 |
-51.9610631400255 |
-78.9757046544536 |
256.005194570281 |
0 |
| UUP |
-57.2848241261128 |
-34.5797539017981 |
-22.1367337999187 |
-18.9397726980606 |
-9.50076771360872 |
0 |
| EEM |
17.533248662508 |
-4.46803308578341 |
0.620963612338377 |
3.27796572654842 |
2.04176583146396 |
4.66782014547501 |
| AMLP |
20.2349180293448 |
34.0603956970763 |
8.2162110653519 |
1.65832167467252 |
0 |
0 |
| IGIB |
8.98576077301364 |
-3.27574474846011 |
1.61535154933432 |
8.20091374509633 |
13.8877290342019 |
0 |
| EMHY |
29.1252277940488 |
4.09556020490598 |
2.66885187461488 |
7.84041060468547 |
0 |
0 |
| HYD |
15.7680993507756 |
-7.09184771425647 |
-1.94151406845563 |
5.60893548676208 |
13.4096550655079 |
0 |
| IEF |
-2.41856763210118 |
-13.442332622391 |
-12.0098648023193 |
5.58717728900954 |
-94.0009174715162 |
-84.1799342853356 |
| IGOV |
-14.5927002034868 |
-15.1585406778631 |
-13.6878022747135 |
-8.59509971688713 |
-5.05107150349469 |
0 |
| IHY |
13.5135134222828 |
-1.35658499342141 |
1.08392508528594 |
6.30729242705469 |
0 |
0 |
| ITM |
1.76893714295336 |
-5.29098673974307 |
-0.160172615173849 |
10.7524232814502 |
31.3414259157726 |
0 |
| JNK |
26.6688027326429 |
2.68219855259151 |
5.20181727177593 |
7.82230846459834 |
10.4020411736185 |
0 |
| MBB |
2.44654240036296 |
-6.84913023034718 |
-5.87696051461525 |
3.44140578441171 |
16.3622133327873 |
0 |
| TIP |
4.82251894380437 |
-8.55507597106326 |
5.20304668770574 |
9.96947102464832 |
19.2289373782636 |
22.5312477086528 |
| AGG |
2.79178254201816 |
-8.14445868794857 |
-3.43484999442169 |
7.6048956844417 |
25.2548021814505 |
34.7585133769566 |
| BND |
3.03012735375429 |
-8.46673774948505 |
-3.33547728970865 |
7.14475435605095 |
22.8970884578305 |
34.6134360725315 |
| EMB |
10.5938350899475 |
-4.55499217118811 |
-2.06024216250447 |
4.66672190419148 |
8.45162852093994 |
0 |
| PCY |
3.04946880398454 |
-3.73452774043629 |
-3.31234955363171 |
2.80594326950472 |
6.84867043196626 |
0 |
| BIL |
27407.6031893761 |
315.125193280229 |
15028.5837151177 |
1319.81017960995 |
31045.6339294529 |
0 |
| TLT |
-9.30655624934022 |
-20.677365746343 |
-21.3026772741972 |
-13.6816492992501 |
-24.1205757261906 |
-32.3572363669443 |
| SHY |
58.1920067185938 |
13.4887404072294 |
38.6635186585976 |
122.446210904053 |
443.741287838507 |
-145.286086101898 |
| ACWI |
19.3862840271764 |
5.41600657093356 |
10.3885081834079 |
9.63463138995448 |
8.93572930763541 |
0 |
| FM |
11.1438033884531 |
-7.79121119342922 |
0.677539618591286 |
1.9052227678426 |
0 |
0 |
| EFA |
4.52939139580311 |
1.44637735884604 |
4.97906197543561 |
5.63488412456314 |
5.12301779291724 |
4.3693439554494 |
| EFG |
1.28917802169492 |
-3.05957154142333 |
3.64004223966548 |
5.87377751940364 |
5.55493680511877 |
4.79061266205681 |
| EFV |
9.88292264733199 |
7.70020230203445 |
5.61101552504169 |
4.62837952369872 |
4.1845766137788 |
3.53191985860577 |
| SCZ |
1.65537018177875 |
-4.02541635852565 |
1.82384018939687 |
5.47598548196112 |
6.17406083285084 |
0 |
| IWB |
23.3747657660518 |
7.87978886411479 |
13.5176253846289 |
12.1981615075497 |
13.1028366800155 |
9.76651394724784 |
| IWV |
21.7614414458719 |
7.34540905264776 |
12.9545216712077 |
11.7178023966344 |
12.6939215804492 |
9.40342082225991 |
| SPY |
24.5360578977544 |
8.49051222886814 |
14.1149218596595 |
12.6566576308324 |
13.4294068790969 |
9.92298289960549 |
| IWF |
32.687829199788 |
8.77542871025125 |
17.0260576091022 |
15.1548255881374 |
15.0359923083218 |
11.5324666649261 |
| QQQ |
26.6780359639586 |
7.67232743661507 |
18.0489488665355 |
16.1450201638101 |
16.5044677776596 |
12.7296862998267 |
| IWD |
13.2188793545073 |
5.78023394068425 |
8.48689951421653 |
8.27756670978057 |
10.450441206286 |
7.40316585209287 |
| IWC |
9.49563009866689 |
-1.33291781030967 |
5.59104233105031 |
5.56110159483962 |
7.95351004977038 |
4.75759480448569 |
| IWR |
11.9782431925231 |
3.03547812550133 |
8.44059619338484 |
8.4042488351101 |
10.5982916639629 |
8.15496833525545 |
| IWP |
15.3052537293296 |
3.02114425492375 |
9.70730188229007 |
9.8895082636827 |
11.3997037462568 |
8.77167872822741 |
| IWS |
10.5021097334616 |
3.21292291434411 |
7.20283729987569 |
7.02554689041602 |
9.78280454897095 |
7.37767832476482 |
| IWM |
7.3654622103164 |
0.691623787436114 |
5.95430617720336 |
6.36269551879027 |
8.33158621890633 |
6.21759527805315 |
| IWO |
8.67356103906027 |
-0.145548982896208 |
5.47953990840162 |
6.51881878359893 |
8.73269044228356 |
6.58826371005587 |
| IWN |
5.56960935583329 |
1.20226337168515 |
5.76297272594528 |
5.80337468753123 |
7.65361168889469 |
5.54472140445686 |
| IYR |
3.08749966043371 |
-4.52149605579376 |
2.05759003635371 |
5.29332925194095 |
8.81754784100232 |
5.07435421910691 |
| VNQ |
3.43358740297292 |
-4.70047459792066 |
2.48159744056366 |
5.21506087365944 |
9.35604218886633 |
5.82817255931305 |
Compare: Risk & Volatility
for period ending December 31, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
7.2% |
22.9% |
25.4% |
33.2% |
33.2% |
59.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.6% |
16.9% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
3.6% |
22.2% |
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% |
13.7% |
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% |
13.7% |
40.6% |
60.4% |
0% |
| DBB |
9.5% |
32% |
32% |
35.7% |
54.6% |
0% |
| DBO |
11.9% |
30.8% |
39% |
62.9% |
83.5% |
0% |
| DBC |
5.3% |
23% |
25.2% |
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 |
5.8% |
9.7% |
13.1% |
14.1% |
32.2% |
0% |
| FXF |
6.8% |
9.1% |
13.4% |
16.1% |
29% |
0% |
| FXE |
6.6% |
13.4% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
5.7% |
17% |
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% |
29.4% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
6.2% |
14.5% |
56.1% |
69.8% |
0% |
0% |
| IGIB |
2.7% |
15.4% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.3% |
19.9% |
24.7% |
24.7% |
0% |
0% |
| HYD |
1.7% |
17.1% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
17.4% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
25.3% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
20.4% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.2% |
11.2% |
15% |
15% |
15% |
0% |
| JNK |
1.3% |
13.8% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3.6% |
14.4% |
17% |
17% |
17% |
0% |
| TIP |
3% |
12.8% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
13.8% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
13.7% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
22.4% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
29.3% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.2% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
38.4% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
4% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
3.6% |
22.2% |
25.7% |
25.7% |
25.7% |
0% |
| FM |
5.1% |
29.3% |
33.1% |
35.1% |
0% |
0% |
| EFA |
8.4% |
24.5% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
26.6% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
22.9% |
25.4% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
27.6% |
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% |
24.2% |
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% |
25.1% |
26.7% |
26.7% |
55.4% |
| IWC |
8% |
26.3% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
7.1% |
19.7% |
26.5% |
27.1% |
27.1% |
54.1% |
| IWP |
6.2% |
21.5% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
7.3% |
18.9% |
30.4% |
31.7% |
31.7% |
57.3% |
| IWM |
8.4% |
19% |
28.4% |
32.3% |
32.3% |
52.5% |
| IWO |
8.4% |
19.3% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
8.5% |
19.3% |
32.3% |
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 |
| EFV |
11.2% |
17.8% |
20.6% |
17.2% |
17.9% |
19.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.2% |
13.6% |
14.0% |
11.3% |
10.5% |
10.7% |
| Global Equities (ACWI) |
10.9% |
17.6% |
19.3% |
16.2% |
16.3% |
|
| U.S. Equities (SPY) |
12.6% |
18.9% |
20.9% |
17.3% |
16.6% |
16.6% |
| U.S. Bonds (BND) |
5.7% |
7.5% |
6.5% |
5.2% |
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 |
18.9% |
13.2% |
13.5% |
12% |
13.1% |
0% |
| DBB |
19.3% |
22.6% |
22.8% |
19.3% |
20% |
0% |
| DBO |
14.3% |
22.6% |
34.7% |
30.6% |
28.3% |
0% |
| DBC |
7.1% |
14.9% |
20.1% |
17.5% |
17.2% |
19.3% |
| GLD |
14.2% |
15% |
15.9% |
15.3% |
16.6% |
18.4% |
| FXA |
8.7% |
10.2% |
10.8% |
10% |
11.2% |
0% |
| FXC |
4.6% |
6% |
6.3% |
7.5% |
7.6% |
0% |
| FXF |
6.7% |
8.6% |
7.9% |
7.9% |
9.2% |
0% |
| FXE |
5.4% |
7.4% |
7% |
7.2% |
8.3% |
0% |
| FXB |
5.9% |
8.1% |
8.1% |
8.3% |
8.2% |
0% |
| FXY |
11.3% |
11.3% |
9.4% |
9.3% |
9.1% |
0% |
| UUP |
6.7% |
8.1% |
7.2% |
6.9% |
7.4% |
0% |
| EEM |
11% |
17.7% |
18.8% |
18% |
19% |
22.8% |
| AMLP |
19% |
25.3% |
48.1% |
33.7% |
0% |
0% |
| IGIB |
6.1% |
9.3% |
9% |
6.8% |
5.9% |
0% |
| EMHY |
6.3% |
12% |
13.6% |
11.1% |
0% |
0% |
| HYD |
4.3% |
9% |
12.5% |
9.9% |
9.1% |
0% |
| IEF |
7% |
8.7% |
7.8% |
6.8% |
6.6% |
6.8% |
| IGOV |
8.3% |
12.1% |
10.5% |
8.9% |
8.6% |
0% |
| IHY |
5.3% |
10.6% |
11.7% |
9.6% |
0% |
0% |
| ITM |
3.7% |
7.9% |
7.5% |
6.2% |
6.1% |
0% |
| JNK |
4.2% |
9.9% |
10.3% |
8.4% |
8.6% |
0% |
| MBB |
6.5% |
8.4% |
6.7% |
5% |
4.4% |
0% |
| TIP |
4.6% |
7.1% |
6.5% |
5.2% |
5.3% |
6% |
| AGG |
5.8% |
7.7% |
6.4% |
5.2% |
4.6% |
4.6% |
| BND |
5.7% |
7.5% |
6.5% |
5.2% |
4.6% |
4.6% |
| EMB |
7.2% |
12.2% |
12.9% |
10.4% |
9.8% |
0% |
| PCY |
10.3% |
17.4% |
16.8% |
13.2% |
12.2% |
0% |
| BIL |
0.1% |
0.6% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
11.7% |
15% |
15.1% |
14.1% |
14.4% |
14.5% |
| SHY |
1.9% |
2.5% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
10.9% |
17.6% |
19.3% |
16.2% |
16.3% |
0% |
| FM |
11.3% |
15.8% |
19.2% |
17% |
0% |
0% |
| EFA |
11.1% |
18% |
19.1% |
16.1% |
16.9% |
18.1% |
| EFG |
12.2% |
20% |
19.8% |
16.7% |
17.1% |
18% |
| EFV |
11.2% |
17.8% |
20.6% |
17.2% |
17.9% |
19.2% |
| SCZ |
12.9% |
18.4% |
21% |
17.7% |
18.3% |
0% |
| IWB |
12.9% |
19% |
21.3% |
17.6% |
16.8% |
16.9% |
| IWV |
13.4% |
19.2% |
21.4% |
17.8% |
17% |
17.2% |
| SPY |
12.6% |
18.9% |
20.9% |
17.3% |
16.6% |
16.6% |
| IWF |
15.4% |
22.9% |
24.7% |
20.1% |
18.6% |
18.3% |
| QQQ |
13.9% |
24.7% |
26% |
22% |
20.7% |
21.1% |
| IWD |
15.2% |
17.8% |
20.7% |
17.1% |
16.6% |
16.9% |
| IWC |
25.4% |
25.2% |
29.8% |
24.5% |
23.9% |
23.5% |
| IWR |
17.5% |
21.2% |
24% |
19.4% |
18.8% |
19.4% |
| IWP |
21.2% |
23.7% |
25.5% |
20.8% |
20% |
20.3% |
| IWS |
17.3% |
21% |
24.6% |
19.7% |
18.9% |
19.7% |
| IWM |
23.4% |
24.6% |
27.2% |
22.8% |
22.2% |
22.2% |
| IWO |
24.6% |
25% |
27.4% |
23.4% |
22.9% |
22.8% |
| IWN |
22.9% |
24.8% |
28.5% |
23.3% |
22.4% |
22.3% |
| IYR |
19% |
21.3% |
23% |
19.1% |
18.9% |
23.3% |
| VNQ |
19% |
21.3% |
23% |
19.4% |
19.5% |
24.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
6.7% |
11.1% |
13.8% |
11.7% |
12.0% |
13.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.2% |
9.2% |
9.0% |
7.2% |
6.5% |
7.0% |
| Global Equities (ACWI) |
5.7% |
11.7% |
12.5% |
10.5% |
10.5% |
|
| U.S. Equities (SPY) |
5.9% |
12.3% |
13.0% |
10.8% |
10.2% |
11.0% |
| U.S. Bonds (BND) |
4.1% |
5.5% |
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% |
7.5% |
8.1% |
8.7% |
0% |
| DBB |
9.4% |
15% |
14.1% |
12.3% |
13.6% |
0% |
| DBO |
8.6% |
13.7% |
22.9% |
21.9% |
21.1% |
0% |
| DBC |
4.4% |
9% |
13.4% |
12.3% |
12.6% |
13.9% |
| GLD |
4.6% |
7.1% |
8.3% |
8.5% |
10.2% |
10.9% |
| FXA |
7.5% |
8% |
7.9% |
7.1% |
7.8% |
0% |
| FXC |
4.1% |
4.8% |
4.9% |
5.7% |
5.8% |
0% |
| FXF |
5.6% |
5.9% |
5.4% |
5.3% |
6.4% |
0% |
| FXE |
4.4% |
5.4% |
4.9% |
5.2% |
6.2% |
0% |
| FXB |
3.9% |
5.9% |
5.7% |
6.2% |
6.1% |
0% |
| FXY |
9% |
9% |
7.6% |
6.9% |
7% |
0% |
| UUP |
2.7% |
4.3% |
4.3% |
4.3% |
4.7% |
0% |
| EEM |
6.7% |
11.6% |
12.9% |
11.8% |
12.7% |
15% |
| AMLP |
7.8% |
13.6% |
31.3% |
22.5% |
0% |
0% |
| IGIB |
4% |
6.4% |
6.3% |
4.6% |
3.9% |
0% |
| EMHY |
2.5% |
7.5% |
10.1% |
7.8% |
0% |
0% |
| HYD |
2.5% |
6.5% |
10.4% |
8.2% |
7.3% |
0% |
| IEF |
5.5% |
6.6% |
5.6% |
4.6% |
4.2% |
4.2% |
| IGOV |
7% |
9.5% |
8% |
6.7% |
6.4% |
0% |
| IHY |
2.9% |
7.5% |
8.7% |
6.7% |
0% |
0% |
| ITM |
2.5% |
5.5% |
5.1% |
4.2% |
4% |
0% |
| JNK |
2% |
6.9% |
7.5% |
5.9% |
5.7% |
0% |
| MBB |
4.7% |
6% |
4.7% |
3.5% |
2.9% |
0% |
| TIP |
3.3% |
5.5% |
4.6% |
3.6% |
3.5% |
4% |
| AGG |
4.2% |
5.5% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
4.1% |
5.5% |
4.5% |
3.5% |
3% |
2.8% |
| EMB |
4.5% |
8.6% |
9.8% |
7.5% |
6.9% |
0% |
| PCY |
7.4% |
12.1% |
12.7% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
10.3% |
11.9% |
11.1% |
9.5% |
8.9% |
9% |
| SHY |
0.9% |
1.6% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.7% |
11.7% |
12.5% |
10.5% |
10.5% |
0% |
| FM |
6.1% |
11.1% |
14.7% |
12.5% |
0% |
0% |
| EFA |
7.4% |
11.7% |
12.6% |
10.7% |
11.1% |
12.5% |
| EFG |
8.9% |
13.7% |
13.1% |
11.1% |
11.4% |
12.5% |
| EFV |
6.7% |
11.1% |
13.8% |
11.7% |
12% |
13.2% |
| SCZ |
9% |
13% |
14.7% |
12.2% |
12.2% |
0% |
| IWB |
6.3% |
12.4% |
13.3% |
11% |
10.4% |
11.2% |
| IWV |
6.7% |
12.5% |
13.5% |
11.2% |
10.5% |
11.5% |
| SPY |
5.9% |
12.3% |
13% |
10.8% |
10.2% |
11% |
| IWF |
6% |
15% |
14.7% |
12% |
11% |
11.6% |
| QQQ |
5.9% |
16.3% |
15.3% |
12.9% |
11.9% |
13.2% |
| IWD |
9.4% |
11.5% |
13.7% |
11.3% |
10.7% |
11.6% |
| IWC |
13.1% |
16.3% |
19% |
16% |
15.3% |
15.9% |
| IWR |
10.4% |
13.6% |
15.7% |
12.7% |
12% |
13.1% |
| IWP |
10.4% |
15.3% |
15.6% |
12.8% |
12.1% |
13.3% |
| IWS |
10.6% |
13.6% |
16.8% |
13.3% |
12.4% |
13.6% |
| IWM |
13.3% |
15.6% |
17.6% |
14.9% |
14.2% |
14.9% |
| IWO |
13.8% |
16.6% |
17.6% |
15.4% |
14.6% |
15.2% |
| IWN |
13% |
15.4% |
18.8% |
15.3% |
14.5% |
15.2% |
| IYR |
13.9% |
15% |
16.4% |
13.1% |
12.4% |
16.4% |
| VNQ |
13.9% |
15.1% |
16.3% |
13.2% |
12.6% |
16.9% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
0.51 |
0.72 |
0.84 |
0.84 |
0.94 |
1.01 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.77 |
0.74 |
0.70 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.88 |
0.94 |
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 |
0.364329444369708 |
0.17640346879825 |
0.256937815888195 |
0.190861257580237 |
0.270718146547645 |
0 |
| DBB |
-0.607633791350758 |
0.527438851028053 |
0.58098562213501 |
0.526567450307216 |
0.689850592018741 |
0 |
| DBO |
-0.316795094321197 |
0.104293112245113 |
0.591756617261602 |
0.767016523692643 |
0.884973977397235 |
0 |
| DBC |
-0.273000827461422 |
0.0984743451748991 |
0.403668746586387 |
0.440180515167989 |
0.561755712675904 |
0.571432721555731 |
| GLD |
-0.188556717465787 |
0.184158894699148 |
0.196192223183597 |
0.0778908895507533 |
0.10731736905573 |
0.0992065357990735 |
| FXA |
0.434191725430219 |
0.416604514936486 |
0.443845131648994 |
0.408715208406221 |
0.483817799927206 |
0 |
| FXC |
0.2753886189597 |
0.26371711994355 |
0.264230862103998 |
0.28044428117554 |
0.332919000463683 |
0 |
| FXF |
0.17438325467282 |
0.220347577386754 |
0.158021880225318 |
0.109031424334176 |
0.190487565879725 |
0 |
| FXE |
0.131606603244239 |
0.220660450040522 |
0.175062049110022 |
0.146034551332658 |
0.250582262823622 |
0 |
| FXB |
0.200411948242044 |
0.344412176445736 |
0.30575233284022 |
0.312464693739517 |
0.307221144077538 |
0 |
| FXY |
0.522750181901128 |
0.291773291130666 |
0.154598032552637 |
0.0450285916272627 |
-0.0166324253545971 |
0 |
| UUP |
-0.229298978510286 |
-0.243876793808427 |
-0.20574283344162 |
-0.164322631219177 |
-0.231950167102198 |
0 |
| EEM |
0.350657959149069 |
0.675886227807254 |
0.707183076748642 |
0.770844903689113 |
0.901544995606629 |
1.04554610118681 |
| AMLP |
1.10435091781528 |
0.670712037988478 |
1.41850973824336 |
1.30962482926887 |
0 |
0 |
| IGIB |
0.349642499824409 |
0.422195216774315 |
0.359491835334186 |
0.261605803673689 |
0.205103694047691 |
0 |
| EMHY |
0.399258698041531 |
0.536317026006569 |
0.577828493240505 |
0.480302689008065 |
0 |
0 |
| HYD |
0.291318022261315 |
0.41997329865688 |
0.47679542669356 |
0.330116396313068 |
0.2373162038388 |
0 |
| IEF |
0.407011058162914 |
0.353208542583951 |
0.15048140989966 |
0.0521703243491778 |
-0.0220344894546952 |
-0.0322979615667246 |
| IGOV |
0.469046061219737 |
0.575415354244663 |
0.390264151833606 |
0.276591745848989 |
0.276870367180546 |
0 |
| IHY |
0.236710499039127 |
0.49414044305332 |
0.504867085608545 |
0.441635123211518 |
0 |
0 |
| ITM |
0.21104138389216 |
0.339002760163048 |
0.236734860776457 |
0.138612381335911 |
0.0825481968870604 |
0 |
| JNK |
0.275821742483423 |
0.502025626013483 |
0.470778245870768 |
0.432388083675228 |
0.449365297318953 |
0 |
| MBB |
0.39397895708284 |
0.364711864585107 |
0.193675753987078 |
0.12345225292363 |
0.0814455437938487 |
0 |
| TIP |
0.26999148314353 |
0.33700270421321 |
0.246972275989527 |
0.171425304764516 |
0.121136615111552 |
0.123490450806782 |
| AGG |
0.343335404860921 |
0.332476479103331 |
0.202527096732735 |
0.124748632250373 |
0.0769377650155374 |
0.0728975823160487 |
| BND |
0.339081389617994 |
0.330172891398082 |
0.217071810560149 |
0.136240074966851 |
0.0852382348852902 |
0.0758386038233221 |
| EMB |
0.4899190940441 |
0.600703937123566 |
0.578423464965569 |
0.450257660013158 |
0.40133043210068 |
0 |
| PCY |
0.721242437973383 |
0.847645604703851 |
0.744466292308027 |
0.569050571606654 |
0.489603766727848 |
0 |
| BIL |
0.000176663619994003 |
0.0107463142533588 |
0.000128909061176804 |
0.000944594041238484 |
2.23254712634075e-05 |
0 |
| TLT |
0.90340033646803 |
0.664614927077586 |
0.30008784030921 |
0.110086521333859 |
-0.0937023195025774 |
-0.0865951975368884 |
| SHY |
0.0612928934257665 |
0.0726934131547593 |
0.0236181182853132 |
0.0074686643816555 |
0.0018085600680882 |
-0.0102093721277258 |
| ACWI |
0.882415204088437 |
0.94028534529512 |
0.939317946619624 |
0.938585785081827 |
0.987571855837302 |
0 |
| FM |
0.622073549054098 |
0.633131981647339 |
0.741916567174051 |
0.693700263526264 |
0 |
0 |
| EFA |
0.697883726030266 |
0.871328545820072 |
0.873410124260499 |
0.862230919417512 |
0.943136534141825 |
0.994435578471194 |
| EFG |
0.919954655908616 |
1.03652718215794 |
0.926937570267459 |
0.895997972625908 |
0.965807087279164 |
0.988640786895923 |
| EFV |
0.511041920818508 |
0.720441236842981 |
0.840264776684252 |
0.843870331785265 |
0.937249877949735 |
1.00971030924998 |
| SCZ |
0.721878041523196 |
0.915062451112208 |
0.976925685111089 |
0.933271126944967 |
0.995540121537453 |
0 |
| IWB |
1.02555260986195 |
1.00725974028306 |
1.02008600659593 |
1.01485144225688 |
1.01464933487483 |
1.01466874696143 |
| IWV |
1.06357304722191 |
1.02028008961308 |
1.02862984385167 |
1.02504800826082 |
1.02624457826409 |
1.03041861506511 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.00256088278433 |
1.13377080907627 |
1.08237611580103 |
1.0705460909504 |
1.05698166365665 |
1.0393920525214 |
| QQQ |
0.945622421970832 |
1.18591563363911 |
1.08577999429152 |
1.11045865969585 |
1.10035977419983 |
1.10912588892964 |
| IWD |
1.04595265406095 |
0.883484204902406 |
0.963138031711511 |
0.96158900503685 |
0.977396051572831 |
0.996193451052841 |
| IWC |
1.39898290965127 |
1.09887399587872 |
1.14727042903686 |
1.13309925993662 |
1.177087917569 |
1.19502126827 |
| IWR |
1.24144767132758 |
1.08107247558404 |
1.11512986118695 |
1.08441592091076 |
1.09178215892818 |
1.1131091189373 |
| IWP |
1.40559164926922 |
1.1825917859821 |
1.12959430017009 |
1.11139907579923 |
1.11839212211332 |
1.13117134716847 |
| IWS |
1.19712567791648 |
1.03605637401903 |
1.11655721481433 |
1.07470784240117 |
1.07946890512791 |
1.11495573527772 |
| IWM |
1.49912419410649 |
1.15428214637851 |
1.1682773706037 |
1.1643439476689 |
1.19464135873975 |
1.19443560603739 |
| IWO |
1.6940441600074 |
1.19675030310433 |
1.17380960343914 |
1.18689935893381 |
1.21513851451207 |
1.21115996191426 |
| IWN |
1.30933700749154 |
1.1028943719504 |
1.16777782345441 |
1.13950845466267 |
1.1712860881549 |
1.17571439092224 |
| IYR |
1.31827706082401 |
1.07758909553057 |
1.06316839214957 |
0.908338676796018 |
0.911207251502847 |
1.09776092287507 |
| VNQ |
1.2984030531521 |
1.08216641115715 |
1.05856164422616 |
0.901129422706415 |
0.911114112152754 |
1.1011055561875 |
Compare: Correlation
for period ending December 31, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.67 |
0.84 |
0.87 |
0.88 |
0.91 |
|
| to S&P500 (SPY) |
0.49 |
0.75 |
0.79 |
0.79 |
0.80 |
0.83 |
| to U.S. Bonds (BND) |
0.72 |
0.72 |
0.49 |
0.31 |
0.19 |
0.23 |
| to Commodities (DBC) |
-0.22 |
0.33 |
0.61 |
0.55 |
0.60 |
0.56 |
| to Gold (GLD) |
0.42 |
0.35 |
0.20 |
0.07 |
0.10 |
0.13 |
