Global Asset Classes, ranked by Total Return

for period ending October 31, 2024

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

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

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

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
      Total Return   Downside Deviation
Ingredient Name ID Category YTD Oct 1 year 3 year 5 year 10 year 15 year 20 year   1 year 3 year 5 year 10 year 15 year 20 year
    Group average  
   
Agriculture DBA Commodities 23.0% -2.3% 21.2% * * * * *   7.7% * * * * *
Industrial Metals DBB Commodities 11.9% -1.5% 20.2% * * * * *   10.0% * * * * *
Oil DBO Commodities 4.4% 3.9% -8.3% * * * * *   11.1% * * * * *
PowerSh Commodity DBC Commodities: Broad 2.5% 1.4% -3.3% * * * * *   5.5% * * * * *
SPDR Gold Trust GLD Commodities: Prec Metals 32.6% 4.3% 37.7% * * * * *   1.9% * * * * *
AUStralia FXA Currency: AUS Dollar -2.1% -4.7% 5.3% * * * * *   6.5% * * * * *
CAN Canada Dollar FXC Currency: CAN Dollar -3.0% -2.7% 1.8% * * * * *   3.5% * * * * *
CHF Swiss Franc FXF Currency: CHF Franc -2.7% -2.0% 5.2% * * * * *   5.1% * * * * *
EUR Euro FXE Currency: EUR Euro 0.4% -2.1% 5.1% * * * * *   3.4% * * * * *
GBP UK Pound FXB Currency: GBP Pound 3.9% -3.4% 9.5% * * * * *   3.8% * * * * *
JPY Japan Yen FXY Currency: JPY Yen -7.6% -5.5% -0.8% * * * * *   8.6% * * * * *
USD US Dollar indx UUP Currency: USD index 7.8% 3.6% 3.4% * * * * *   3.9% * * * * *
iShares MSCI EEM Equity: Emerging Mkts 11.3% -3.1% 24.3% * * * * *   6.7% * * * * *
Alerian US MLP AMLP Equity: MLP 16.1% -1.3% 20.2% * * * * *   4.7% * * * * *
US Corp Med 5-10y IGIB Fixed Income 3.8% -2.4% 14.3% * * * * *   4.1% * * * * *
Emerg Mkt Hi Yld EMHY Fixed Income 11.0% -1.0% 22.2% * * * * *   2.2% * * * * *
Muni Hi Yield HYD Fixed Income 4.5% -1.3% 14.0% * * * * *   2.4% * * * * *
US Treas 7-10yr IEF Fixed Income 0.6% -3.4% 9.4% * * * * *   5.5% * * * * *
Intl Treas IGOV Fixed Income -2.9% -4.0% 9.2% * * * * *   7.0% * * * * *
MktVectors Intl Hi Yield IHY Fixed Income 5.3% -1.9% 15.2% * * * * *   2.9% * * * * *
MktVectors Intermed Muni ITM Fixed Income -0.1% -1.7% 8.8% * * * * *   2.6% * * * * *
US Hi Yield JNK Fixed Income 6.9% -1.0% 15.8% * * * * *   1.9% * * * * *
US Mort Backed MBB Fixed Income 1.6% -2.8% 11.3% * * * * *   4.8% * * * * *
US Inflation Prot TIP Fixed Income 2.9% -1.8% 8.3% * * * * *   2.9% * * * * *
U.S. Total Bond Market AGG Fixed Income: Aggregate 1.9% -2.5% 10.5% * * * * *   4.2% * * * * *
U.S. Total Bond Market BND Fixed Income: Aggregate 2.0% -2.5% 10.4% * * * * *   4.1% * * * * *
iShares Emerg EMB Fixed Income: Aggregate 6.0% -2.4% 17.7% * * * * *   4.3% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Fixed Income: Aggregate 4.8% -4.2% 22.7% * * * * *   7.2% * * * * *
T-Bill 1-3 Month BIL Fixed Income: Cash-like 4.4% 0.4% 5.3% * * * * *   0.0% * * * * *
iShares Treas 20y+ TLT Fixed Income: Long-Term -3.7% -5.5% 15.0% * * * * *   10.4% * * * * *
iSh Treas 1-3y SHY Fixed Income: Short-Term 3.3% -0.6% 5.6% * * * * *   0.9% * * * * *
ACWI (Global) ACWI Int'l Equity: Core 16.0% -2.1% 32.4% * * * * *   5.4% * * * * *
iSh MSCI Frontier 100 FM Int'l Equity: Frontier 7.3% 0.2% 16.9% * * * * *   6.6% * * * * *
Intl Dev Core EFA Int'l Equity: Lg Cap 7.0% -5.3% 22.0% * * * * *   7.8% * * * * *
iSh EAFE Growth EFG Int'l Equity: Lg Cap Gro 5.0% -6.3% 21.8% * * * * *   9.6% * * * * *
iSh EAFE Value EFV Int'l Equity: Lg Cap Val 8.4% -4.6% 21.8% * * * * *   7.1% * * * * *
Intl Dev Sm Cap SCZ Int'l Equity: Small Cap 4.0% -6.3% 21.3% * * * * *   9.9% * * * * *
US Large Core IWB U.S. Equity: Lg / Mid 20.1% -0.7% 37.9% * * * * *   5.7% * * * * *
iSh Russell 3000 IWV U.S. Equity: Lg Cap 19.4% -0.8% 37.5% * * * * *   6.0% * * * * *
S&P 500 SPY U.S. Equity: Lg Cap 20.8% -0.9% 37.8% * * * * *   5.6% * * * * *
iSh Russ 1000 Gro IWF U.S. Equity: Lg Cap Gro 23.8% -0.4% 43.5% * * * * *   6.4% * * * * *
PowerShares QQQ QQQ U.S. Equity: Lg Cap Gro 18.7% -0.9% 38.8% * * * * *   6.5% * * * * *
iSh Russ 1000 Val IWD U.S. Equity: Lg Cap Val 15.2% -1.1% 30.7% * * * * *   5.8% * * * * *
iSh Russell IWC U.S. Equity: Micro Cap 7.8% 0.5% 34.9% * * * * *   13.4% * * * * *
iSh US Mid Core IWR U.S. Equity: Mid Cap 13.9% -0.5% 35.2% * * * * *   7.4% * * * * *
iSh US Mid Growth IWP U.S. Equity: Mid Cap Gro 14.6% 1.7% 38.3% * * * * *   8.0% * * * * *
iSh US Mid Value IWS U.S. Equity: Mid Cap Val 13.4% -1.3% 33.8% * * * * *   7.8% * * * * *
iSh Russ 2000 IWM U.S. Equity: Sm Cap 9.4% -1.4% 34.0% * * * * *   11.0% * * * * *
iSh Russell 2000 IWO U.S. Equity: Sm Cap Gro 11.7% -1.3% 36.4% * * * * *   11.3% * * * * *
iSh Russ 2000 Val IWN U.S. Equity: Sm Cap Val 7.2% -1.5% 31.5% * * * * *   10.9% * * * * *
iShares Real Estate IYR U.S. Real Estate 9.4% -3.5% 33.9% * * * * *   13.6% * * * * *
Vanguard Real Estate VNQ U.S. Real Estate 9.7% -3.4% 34.6% * * * * *   13.4% * * * * *