Real Estate Investment Trust (REIT) ETF
for period ending March 31, 2025
Quick Links
Overview
VNQ is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Ingredient Provider Vanguard (investor.vanguard.com)
Description Real Estate Investment Trust (REIT) ETF gives investors access to real estate as an 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, U.S. Real Estate
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, Vanguard. The investment seeks to provide a high level of income and moderate long-term capital appreciation by tracking the performance of a benchmark index that measures the performance of publicly traded equity REITs. The fund employs an indexing investment approach designed to track the performance of the MSCI U.S. REIT Index. The index is composed of stocks of publicly traded equity real estate investment trusts (known as REITs). The fund attempts to replicate the index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index. You may consult investor.vanguard.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 VNQ. 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 "VNQ" 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 March 31, 2025
5-year graph
●
VNQ
●
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 |
| VNQ |
2.7% |
-2.6% |
9.0% |
-1.9% |
9.4% |
4.8% |
8.4% |
7.3% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.8% |
-3.5% |
6.4% |
5.2% |
10.7% |
7.8% |
8.8% |
7.6% |
| Global Equities (ACWI) |
-0.9% |
-3.7% |
7.5% |
7.2% |
15.2% |
9.0% |
8.9% |
|
| U.S. Equities (SPY) |
-4.3% |
-5.6% |
8.3% |
9.0% |
18.5% |
12.4% |
13.0% |
10.1% |
| U.S. Bonds (BND) |
2.8% |
0.0% |
4.9% |
0.4% |
-0.3% |
1.4% |
2.4% |
3.1% |
| 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 |
-0.940203083866131% |
-0.566251415628538% |
10.7513168019659% |
9.61245313049497% |
15.4161493020542% |
2.94021060545309% |
1.34218726875621% |
0% |
| DBB |
1.80371352785147% |
0.682056663168962% |
11.9120775470257% |
-5.50526273955954% |
12.0391213703156% |
3.88755147622031% |
-0.0926930609277177% |
0% |
| DBO |
0.139762403913357% |
0.986610288935874% |
-3.32379050706363% |
-3.01012361021382% |
20.8518522164602% |
1.75983840249259% |
-3.66500880074345% |
0% |
| DBC |
5.23854069223575% |
2.27272727272727% |
3.17846413686145% |
-1.36617309840409% |
17.3221229270571% |
4.19255833129544% |
0.602986519061655% |
1.44602754658987% |
| GLD |
19.0021889067856% |
9.44657575872678% |
40.0641648843088% |
16.8391899800023% |
14.245477241087% |
9.74875404119915% |
6.69852699889975% |
10.0013084203687% |
| FXA |
1.34112912700091% |
0.779609706873252% |
-2.61233399589855% |
-5.01762931288795% |
0.716670269960962% |
-1.36856997862878% |
-1.2543401514056% |
0% |
| FXC |
0.181179616103555% |
0.678197002902325% |
-4.38376724736503% |
-3.29241029135596% |
0.200558412356466% |
-0.902529301986121% |
-2.0207509394353% |
0% |
| FXF |
2.57791945829904% |
2.0744356314826% |
1.7461686210221% |
1.08786292815291% |
1.01995764499412% |
0.0201040578079681% |
0.425272428701295% |
0% |
| FXE |
4.82351716392879% |
4.34401144755121% |
2.19064993673319% |
0.320576143281848% |
-0.138716740785172% |
-0.203479334021928% |
-1.72323445353317% |
0% |
| FXB |
3.91428997875081% |
2.92829112138357% |
5.51957221815% |
1.49838854549484% |
1.85622967027439% |
-0.971782160297718% |
-0.902915722263697% |
0% |
| FXY |
4.91299897645854% |
0.293542074363984% |
0.44096031357177% |
-7.19437333369504% |
-6.95540897314186% |
-2.71894342020428% |
-3.56730791242827% |
0% |
| UUP |
-2.99116247450715% |
-2.89214018373597% |
5.12289242780575% |
6.76434952470295% |
3.59117581029404% |
2.35192008347427% |
2.13600146288977% |
0% |
| EEM |
4.49545671927309% |
1.13399676000927% |
8.92799288503492% |
1.3937715363576% |
7.39727044535061% |
3.11091803634145% |
2.38817242160736% |
5.43637625299782% |
| AMLP |
9.92532335644449% |
0.0577923328838326% |
18.4344780836042% |
19.898642970628% |
36.1271573790109% |
3.89464140042655% |
0% |
0% |
| IGIB |
2.73775487531345% |
0.0344749428115909% |
6.41687029763636% |
2.32823936022863% |
2.472690358776% |
2.60578947055863% |
3.24513461124176% |
0% |
| EMHY |
1.9161277435549% |
-1.2552949684885% |
9.56478387058688% |
5.62776312959217% |
6.65188515507433% |
4.07785982099538% |
0% |
0% |
| HYD |
-0.713164548080281% |
-2.27453256751803% |
2.22273812301932% |
-0.289702857901308% |
3.27550418941462% |
1.88434733870859% |
3.32547002461907% |
0% |
| IEF |
3.78780161708725% |
0.342365584157345% |
4.48211762630613% |
-1.05810904969834% |
-2.68494707741627% |
0.756833662927003% |
2.56429882440385% |
3.30996334686917% |
| IGOV |
2.6028110359188% |
1.44107050952136% |
0.0536280258802035% |
-5.10570042577604% |
-4.17246030480876% |
-1.22788200643072% |
-0.728606383250374% |
0% |
| IHY |
3.18527642135618% |
0.683069296467465% |
7.06836654563234% |
3.39846890201994% |
4.80951679005164% |
3.56459331342358% |
0% |
0% |
| ITM |
-0.834335940827047% |
-2.26879838510518% |
0.56637616472226% |
0.853790312984448% |
0.519653956803645% |
1.6563558319711% |
2.82167650339087% |
0% |
| JNK |
0.927065029159357% |
-1.33758489315886% |
6.9640970312614% |
3.72332833167466% |
5.8322933750383% |
3.56646448531246% |
4.79146503658034% |
0% |
| MBB |
3.02185910711559% |
0.0217577720041495% |
5.5796382970984% |
0.496968291473765% |
-0.719978451208714% |
0.96340123203793% |
1.77106887841145% |
0% |
| TIP |
4.26091037071796% |
0.679717237629141% |
6.06133115019565% |
-0.135420582399803% |
2.22823870255195% |
2.34139846572117% |
2.95059181818782% |
3.36243723437957% |
| AGG |
2.73790889551311% |
-0.0262769591494294% |
4.85537549883688% |
0.522805675568927% |
-0.416728964420821% |
1.41878185076068% |
2.36748955515862% |
3.0734683909841% |
| BND |
2.78015016370812% |
0.0129356417780446% |
4.91864680436132% |
0.445902173779356% |
-0.261753406395149% |
1.43783225839906% |
2.39377845608153% |
3.13850771004767% |
| EMB |
2.66803221718115% |
-1.15053402062756% |
6.70698681454318% |
1.88560367664299% |
2.97409103431556% |
2.4300738872906% |
3.69112549878621% |
0% |
| PCY |
2.86385820044621% |
-2.51329144514257% |
4.56388480361056% |
2.77371755724609% |
2.43934704593811% |
2.01627754759195% |
3.60583307764495% |
0% |
| BIL |
1.00415918383137% |
0.327351753841976% |
4.89735886289022% |
4.07343492593895% |
2.40021876055108% |
1.69956027850178% |
1.11099588664505% |
0% |
| TLT |
4.9352678796365% |
-1.20468851747341% |
0.192417176864002% |
-8.63200737628915% |
-8.85533600361319% |
-1.08806022433924% |
2.92301514572766% |
3.31704453597921% |
| SHY |
1.56273420141788% |
0.44083242176165% |
5.25436816246228% |
2.71945446243544% |
1.03248581837321% |
1.36159345588818% |
1.21015232556576% |
1.92806304361341% |
| ACWI |
-0.944680851063828% |
-3.67458412645866% |
7.51438259674315% |
7.17453925585032% |
15.2173613452159% |
9.0082603877317% |
8.89803759830567% |
0% |
| EFA |
8.09416743816955% |
0.18386859524393% |
5.56959548068376% |
6.62605120992588% |
12.0506498809336% |
5.46620405152378% |
5.63932434680638% |
5.14780782759281% |
| EFG |
3.27377878756583% |
-2.77102576567817% |
-2.15237597950886% |
2.78079464306844% |
8.55774325084837% |
5.29025621429484% |
5.74940706211842% |
5.3014104171095% |
| EFV |
12.3308557270822% |
2.86212914485167% |
13.3906334848326% |
10.1765424930201% |
15.0048200818129% |
5.02006542064131% |
5.03952524153577% |
4.49336914673224% |
| SCZ |
4.5761316872428% |
1.03371501272265% |
3.79305346476175% |
1.33906474039847% |
10.0523780635877% |
5.32621310391765% |
6.50485902350884% |
0% |
| IWB |
-4.53226258099634% |
-5.76952024600563% |
7.74180522869456% |
8.51650918254454% |
18.3169552210296% |
12.0414499934759% |
12.8683235264861% |
10.1052817960599% |
| IWV |
-4.72483956961544% |
-5.78467390356485% |
7.06238840958009% |
8.01396420886209% |
17.9860849248515% |
11.6302723480385% |
12.5882864356931% |
9.90733448946686% |
| SPY |
-4.26687342802018% |
-5.57192968240947% |
8.30129948036582% |
8.97287182473283% |
18.4794771014995% |
12.4158165655074% |
13.0494225783285% |
10.1444073939948% |
| IWF |
-9.9864323750848% |
-8.39420048957565% |
7.64066876423859% |
9.90529935201243% |
19.8974725541516% |
14.923353057131% |
15.0889069108628% |
12.0115641999245% |
| QQQ |
-8.13938585357911% |
-7.58623734168733% |
6.25539200864169% |
9.69634810997586% |
20.5067527130291% |
16.9872217423641% |
17.4299932941079% |
14.4829475515396% |
| IWD |
2.0707127578679% |
-2.78154523401716% |
7.05594223278536% |
6.44286261538449% |
15.9608907546728% |
8.61477293838011% |
10.2263345860956% |
7.83625906504473% |
| IWC |
-14.7304470105508% |
-9.7463523399546% |
-7.42759211768545% |
-3.69311374688704% |
11.8192644788579% |
4.6494189124882% |
7.85670718376532% |
5.60038470444686% |
| IWR |
-3.47445687103823% |
-4.61817558014508% |
2.53643689628125% |
4.44967460521433% |
16.1104178012309% |
8.65378482897203% |
11.0529431585655% |
9.26714958915258% |
| IWP |
-7.2296534980512% |
-7.38310161372078% |
3.35694600260552% |
6.03924225560479% |
14.7092592103019% |
9.94390419100826% |
12.013672491587% |
9.95603433516075% |
| IWS |
-2.26058190263552% |
-3.71960139593968% |
2.09054906052129% |
3.53911987411561% |
16.4571602556838% |
7.39444396877025% |
10.068859896151% |
8.42714650763048% |
| IWM |
-9.51409342804452% |
-6.8541070759875% |
-4.04424775351837% |
0.423798150600696% |
13.1682683229389% |
6.2376808342246% |
8.95116108048366% |
7.52790919639539% |
| IWO |
-11.0905281434755% |
-7.55085191566154% |
-4.85539606066111% |
0.76830966601602% |
10.7769931181783% |
6.13736915367415% |
9.54576208682358% |
8.08174803888795% |
| IWN |
-7.73671821063076% |
-5.97850421253416% |
-3.21255590277475% |
-0.18288642081099% |
15.1480089882716% |
5.9023009760115% |
8.02145189358481% |
6.65368358709801% |
| IYR |
3.27638607298679% |
-2.33817205617162% |
9.23903487303417% |
-1.32836591520803% |
9.38713368421855% |
5.0749625100704% |
7.96435845869186% |
6.52439590408171% |
| VNQ |
2.68297445152825% |
-2.58786619656938% |
9.0146751223309% |
-1.86636266014494% |
9.4094555143913% |
4.84244249805386% |
8.38070543495732% |
7.32085254473782% |
| |
|
|
|
|
|
| VNQ |
-4.7% |
40.5% |
-26.2% |
11.8% |
4.8% |
| 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% |
| 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 March 31, 2025
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Maximum Drawdown vs. Annual Return
●
VNQ
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
VNQ
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
VNQ
●
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 |
| VNQ |
-0.6% |
-9.5% |
-9.9% |
-8.0% |
-5.8% |
-4.6% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.4% |
-3.9% |
-5.0% |
-2.1% |
-0.7% |
0.4% |
| Global Equities (ACWI) |
-0.2% |
-1.7% |
-2.5% |
-3.1% |
-4.3% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-3.2% |
-15.0% |
-24.7% |
-12.6% |
-8.7% |
-3.8% |
| 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 |
2.45116858030906% |
2.45068604189123% |
2.91652632522617% |
-9.25171526299684% |
-11.7303491466742% |
0% |
| DBB |
1.50421951958302% |
-12.2009710403706% |
-7.81966485529826% |
-8.79577497651292% |
-12.7524022162656% |
0% |
| DBO |
-11.5589751086992% |
-11.0352565279986% |
-4.08164769065593% |
-10.4275502235991% |
-14.2633888376171% |
0% |
| DBC |
-6.61482640523342% |
-13.2761467030286% |
0.0695488265792008% |
-8.35809220034425% |
-12.3230893389274% |
-8.63427535147516% |
| GLD |
32.1473216703195% |
10.2388005419647% |
-2.86159259257194% |
-1.99421553691232% |
-6.76198173208388% |
-1.00906850491505% |
| FXA |
-13.4621697656529% |
-21.1327384123456% |
-19.4022140582812% |
-15.7097952502008% |
-15.1352401558113% |
0% |
| FXC |
-25.311842737811% |
-28.2551202302099% |
-24.0203010861097% |
-16.9574948946656% |
-18.2865078923256% |
0% |
| FXF |
-8.83052761921078% |
-12.2988472036413% |
-20.1735499022497% |
-14.8037455981611% |
-13.2753772032172% |
0% |
| FXE |
-7.94699750256011% |
-14.7078248642532% |
-23.1877466868768% |
-15.5379307836887% |
-17.1104768805197% |
0% |
| FXB |
-2.13607081123565% |
-11.7800046989222% |
-18.3521878243162% |
-16.0966039270271% |
-15.7959089617268% |
0% |
| FXY |
-7.70360228610664% |
-21.1293555778949% |
-32.0915534816261% |
-18.1070777984797% |
-19.4946781299628% |
0% |
| UUP |
-2.86991721031968% |
-0.742645355147828% |
-14.6430559624475% |
-9.93648475302335% |
-10.2991330115139% |
0% |
| EEM |
2.60680521006226% |
-7.47329450206957% |
-10.9852903890634% |
-9.3951065472742% |
-10.8286930724555% |
-5.74078851496759% |
| AMLP |
6.72059498057789% |
8.96914751402547% |
2.85690204217996% |
-9.34652092250698% |
0% |
0% |
| IGIB |
-0.0623058729398598% |
-9.51030434595648% |
-17.0139460651406% |
-9.35541461750174% |
-7.13503628036025% |
0% |
| EMHY |
6.61836253472743% |
-3.30931571552815% |
-9.9775810630574% |
-7.53980207417246% |
0% |
0% |
| HYD |
-9.60530733021941% |
-14.5807787648323% |
-15.3386199486096% |
-10.7489625087788% |
-8.53235416371331% |
0% |
| IEF |
-3.97155125731552% |
-16.2278170343168% |
-28.7379910015919% |
-13.6369193334371% |
-9.18761621104428% |
-4.91161316766182% |
| IGOV |
-10.1582180969884% |
-17.6430431543324% |
-26.7613047529041% |
-16.0853081969887% |
-15.290884565257% |
0% |
| IHY |
1.88973471239901% |
-7.03029444548051% |
-12.6555742889874% |
-7.9848557422241% |
0% |
0% |
| ITM |
-14.3818116363478% |
-13.942977849342% |
-21.8459645651846% |
-11.6712253396711% |
-8.34239494504889% |
0% |
| JNK |
2.47979526371787% |
-6.69728952434259% |
-10.3541867503767% |
-7.6872690094724% |
-5.70445040070574% |
0% |
| MBB |
-1.97315327676675% |
-13.5833861388604% |
-25.299929865515% |
-14.0743062839095% |
-10.694136726243% |
0% |
| TIP |
-0.243930401911043% |
-16.9034025481092% |
-18.2169583847804% |
-9.90176493970366% |
-7.48908398623331% |
-4.29436485298076% |
| AGG |
-3.29118546690788% |
-14.6224103338449% |
-25.0644554415726% |
-12.6721328871907% |
-8.80052191526245% |
-4.0966660795096% |
| BND |
-3.15084267365365% |
-15.0276810335609% |
-24.6777290674664% |
-12.6113975741183% |
-8.72513881398087% |
-3.84894967058153% |
| EMB |
-0.170149442739448% |
-8.71113315284731% |
-15.734137201535% |
-9.89588524448036% |
-8.18053248140465% |
0% |
| PCY |
-3.75612891945496% |
-6.2511671152232% |
-16.1616236264835% |
-10.443986016535% |
-8.95082726300656% |
0% |
| BIL |
10.3009710807982% |
-55.8686521090637% |
-39.7983161918467% |
-25.3201619215855% |
-23.0546818015284% |
0% |
| TLT |
-7.55874820209207% |
-17.7132069514268% |
-28.9086130448021% |
-13.9011222556187% |
-10.0653928129971% |
-6.70607501841188% |
| SHY |
0.142030702735931% |
-25.4137179260288% |
-35.5768973392468% |
-18.7687655017234% |
-14.8686917487818% |
-6.99172746030817% |
| ACWI |
-0.210503499563148% |
-1.7245415692193% |
-2.461452440718% |
-3.12791980308724% |
-4.26931380336036% |
0% |
| EFA |
-2.66871653936586% |
-2.36415793229335% |
-6.17030825772996% |
-6.91381514921947% |
-7.72878708010169% |
-5.39776553215716% |
| EFG |
-10.2102409032098% |
-5.86607599746436% |
-10.2465088953132% |
-7.18628563323963% |
-7.67213293166667% |
-5.2381113789214% |
| EFV |
5.53318429309032% |
1.29086962626813% |
-3.37041459685931% |
-7.56402231118189% |
-8.49660501901647% |
-6.11518058174624% |
| SCZ |
-4.49336422129093% |
-7.37312587489202% |
-8.76778984104782% |
-7.30820283979856% |
-7.22915799997012% |
0% |
| IWB |
-0.676545225863529% |
-0.49144735484361% |
-0.427454112036328% |
-0.552058073439241% |
-0.370616394924738% |
-0.179799325775306% |
| IWV |
-1.38667454882365% |
-1.02342358956564% |
-0.864846354461127% |
-1.06940830893964% |
-0.78959494401548% |
-0.509484823101475% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-1.3314902817653% |
0.254485863641325% |
-1.36123645695076% |
1.02779009508139% |
0.724149919159879% |
1.09116262499639% |
| QQQ |
-2.30705589531502% |
-0.14293956552021% |
-1.55326415035046% |
1.97250801170987% |
1.77641291700004% |
2.06346556200087% |
| IWD |
-1.50564671423346% |
-2.51318555633753% |
-2.16418382210421% |
-3.93571522767467% |
-3.04431447405053% |
-2.52956966331451% |
| IWC |
-9.7236191485777% |
-9.84578330908863% |
-9.33032957443062% |
-8.53618102073871% |
-7.23659555108063% |
-5.71203300474004% |
| IWR |
-5.24976331398723% |
-4.37105368587906% |
-3.88378228486201% |
-4.60247531283832% |
-3.21043830880241% |
-1.95332051348427% |
| IWP |
-4.39546555998597% |
-3.03684280933132% |
-6.2763518050607% |
-3.88349671958756% |
-2.89064807068476% |
-1.67099593768745% |
| IWS |
-5.67484789851666% |
-5.15699613874614% |
-3.44254298526909% |
-5.78870588979414% |
-4.14993766926096% |
-2.78226957440579% |
| IWM |
-8.45139865418635% |
-7.17041093336251% |
-7.73920479314457% |
-7.23074170853485% |
-6.08409966719066% |
-4.0936470300082% |
| IWO |
-8.70319020356312% |
-6.88842371061768% |
-9.77360862987121% |
-7.37103774940521% |
-5.80038650213225% |
-3.78309150172247% |
| IWN |
-8.06266995527818% |
-7.55951105493226% |
-6.28073036522881% |
-7.53892663387674% |
-6.82524983957332% |
-4.78873678822063% |
| IYR |
-0.493975075568216% |
-9.11624802774215% |
-9.91087438695545% |
-7.73799672372849% |
-6.00657390337471% |
-5.01581956876081% |
| VNQ |
-0.648065953425772% |
-9.49994484270163% |
-9.9253125499895% |
-7.9665496824988% |
-5.81423457039014% |
-4.57856361422519% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
0.6% |
-10.9% |
-8.9% |
-6.8% |
-3.4% |
-3.6% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.0% |
-2.9% |
-3.5% |
-1.3% |
-0.3% |
0.4% |
| Global Equities (ACWI) |
-0.1% |
-1.6% |
-2.0% |
-2.8% |
-3.9% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-0.8% |
-6.2% |
-7.4% |
-2.3% |
-0.1% |
0.7% |
| 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 |
4.8177688093639% |
3.31390219977556% |
8.99472957426108% |
-1.17246490807689% |
-3.38027944149719% |
0% |
| DBB |
8.69762066067647% |
-12.9486761141516% |
0.600012055774499% |
-3.57075773577015% |
-9.13337021458511% |
0% |
| DBO |
-7.01753865091269% |
-9.19418511912229% |
12.2295172524589% |
-7.82828191256553% |
-15.1245501244159% |
0% |
| DBC |
-0.50301040447555% |
-7.40727114947292% |
10.5728895934871% |
-2.22236962692116% |
-7.1960424326953% |
-5.10410135231776% |
| GLD |
36.9634867755443% |
10.810775883519% |
8.28777819995395% |
6.68791978179482% |
4.16595969326734% |
7.51700640269778% |
| FXA |
-8.29821433282807% |
-11.9425956147795% |
-9.19751983972909% |
-7.62470176537458% |
-8.25035689092465% |
0% |
| FXC |
-9.54113211618249% |
-9.70939223531382% |
-6.90874220349062% |
-5.7654450343357% |
-7.24068098423479% |
0% |
| FXF |
-3.2633773960797% |
-5.15482579066262% |
-4.95093464668218% |
-3.46126795067477% |
-3.1654799690411% |
0% |
| FXE |
-2.07806081934666% |
-5.87494030966687% |
-6.19543231054044% |
-3.66649764695912% |
-5.99378166444928% |
0% |
| FXB |
0.817384924510772% |
-5.16712935011973% |
-5.84917733182948% |
-6.12752501542896% |
-5.89209181754549% |
0% |
| FXY |
-5.57604828402605% |
-13.8065717545848% |
-13.16305104314% |
-5.46264655163323% |
-4.9951338946587% |
0% |
| UUP |
0.365063952433315% |
1.96642149707098% |
3.32072549820952% |
1.5511687780378% |
3.19287497054632% |
0% |
| EEM |
3.76651958303166% |
-6.45439569379987% |
-5.37968959387793% |
-6.81046795911428% |
-9.21096723769882% |
-4.95504978640768% |
| AMLP |
10.835715750402% |
11.670713939872% |
17.1027855566218% |
-11.5490208870551% |
0% |
0% |
| IGIB |
0.671588769741905% |
-4.63495527763492% |
-6.11796577296044% |
-2.32748956223226% |
-0.654484953651428% |
0% |
| EMHY |
3.63088457256537% |
-1.68006654489156% |
-4.02405723696267% |
-3.04771942852989% |
0% |
0% |
| HYD |
-3.56086614531487% |
-7.28980550003531% |
-5.68216176233278% |
-3.82765177670183% |
-1.00881429680577% |
0% |
| IEF |
-1.31863010470912% |
-7.80335358079405% |
-9.5623108571835% |
-2.12889361023265% |
1.26021167710684% |
1.79201180783803% |
| IGOV |
-5.64573514812279% |
-12.5771588575826% |
-13.9595482463804% |
-6.1803221576924% |
-5.40372735576688% |
0% |
| IHY |
1.7584371243959% |
-3.73187550853756% |
-5.15160027185418% |
-3.02261687867976% |
0% |
0% |
| ITM |
-5.00251435282505% |
-5.87483862565451% |
-6.55865725024909% |
-2.13469496184798% |
0.281905298063484% |
0% |
| JNK |
1.17476257016717% |
-3.54418982612875% |
-4.03328411112222% |
-3.06470033425816% |
-1.89030872646828% |
0% |
| MBB |
-0.266632261228229% |
-6.28433351575154% |
-7.71623056401788% |
-2.54425815459617% |
-0.696699265235034% |
0% |
| TIP |
0.66217873908382% |
-6.82035531975737% |
-5.23941524360755% |
-1.6984863989711% |
0.0165660600954751% |
0.554663127944188% |
| AGG |
-0.839425412186993% |
-6.13975862128736% |
-7.42838172411313% |
-2.14218587000035% |
-0.0548293162927821% |
0.684495144060256% |
| BND |
-0.759590694503591% |
-6.20681446473901% |
-7.40009063725064% |
-2.25604442493967% |
-0.125146320212591% |
0.720147909198399% |
| EMB |
0.558549011229519% |
-5.62440878588607% |
-8.22980559670634% |
-4.42678136213662% |
-2.41899466462049% |
0% |
| PCY |
-2.28655740148952% |
-5.54340438605233% |
-11.2866684698137% |
-6.1074223571154% |
-3.53434451761279% |
0% |
| BIL |
0.171992439703103% |
-1.51372771337441% |
-0.997544503927536% |
-0.55821409727203% |
-0.405361614246145% |
0% |
| TLT |
-6.87051529065745% |
-16.4218827668085% |
-19.275557606428% |
-4.74432500863935% |
2.40130179820283% |
2.22642142234633% |
| SHY |
0.339212526232794% |
-3.07001249504054% |
-3.01059730927116% |
-0.974347607896828% |
-0.338264367129554% |
0.22658632394468% |
| ACWI |
-0.0651526718250643% |
-1.57637208327216% |
-1.96942443499155% |
-2.75035981578851% |
-3.9177400769326% |
0% |
| EFA |
-0.623097450218582% |
-1.80789206815958% |
-3.52790650002214% |
-5.39720380527542% |
-6.55801284915894% |
-4.86389093229577% |
| EFG |
-9.34561830618365% |
-6.17304666111964% |
-8.9209423542145% |
-6.05258039920762% |
-6.79811665480148% |
-4.70453938280618% |
| EFV |
7.99660105034136% |
2.20255925361482% |
1.02682704991023% |
-5.54328478998855% |
-7.01770890163231% |
-5.60735341234803% |
| SCZ |
-2.51765791176697% |
-7.19121067518118% |
-6.65500147772944% |
-6.22846172597867% |
-6.32929679614239% |
0% |
| IWB |
-0.691014592164641% |
-0.492495410400344% |
-0.405185405925295% |
-0.545055306896908% |
-0.356285202904774% |
-0.166878881263118% |
| IWV |
-1.45204938901203% |
-1.03982950517806% |
-0.821878310293533% |
-1.06276205664999% |
-0.768276326007413% |
-0.491104230999429% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-1.30859974487874% |
0.487446366939013% |
-0.769921049984397% |
1.67514097250307% |
1.30293922741228% |
1.50709846264218% |
| QQQ |
-2.40764317856322% |
0.138240590234759% |
-0.604518621244161% |
3.3994895609078% |
3.24166571697324% |
3.42132005530407% |
| IWD |
-0.771138063469371% |
-2.16197597038055% |
-0.782592371719192% |
-3.32093221823857% |
-2.48520252836645% |
-2.24263945685923% |
| IWC |
-17.3095796148918% |
-13.1000083144945% |
-8.02915036090346% |
-9.2750433653267% |
-7.31410484033729% |
-6.20029488701736% |
| IWR |
-6.14794339835402% |
-4.80003150073948% |
-3.26497294573264% |
-4.65828858076317% |
-3.02264031853144% |
-1.81501395446412% |
| IWP |
-6.51605053095083% |
-3.54072110751016% |
-6.11536840994717% |
-3.73865546943442% |
-2.47689450601513% |
-1.32576416442681% |
| IWS |
-6.21958062544806% |
-5.58680944495049% |
-2.22652530034486% |
-5.79990823741087% |
-3.8303517185813% |
-2.65490254449513% |
| IWM |
-13.8242920861427% |
-9.13333226901702% |
-7.03718753217949% |
-7.93728676516326% |
-6.34804257214639% |
-4.24472505121849% |
| IWO |
-15.2347004263693% |
-8.88024321504327% |
-10.146471412788% |
-8.29977086040724% |
-6.0243431438393% |
-3.83939568743098% |
| IWN |
-12.3888024132631% |
-9.610976231644% |
-4.27439293604768% |
-7.98488508161234% |
-6.98104885115425% |
-4.94936997713893% |
| IYR |
0.827541000728242% |
-10.3122012934638% |
-8.80334551390958% |
-6.59479554528818% |
-3.80727405121138% |
-4.3253085424795% |
| VNQ |
0.603059563659739% |
-10.8898293157363% |
-8.91164106492456% |
-6.80943505839816% |
-3.38632688341796% |
-3.56278659748656% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
0.31 |
-0.24 |
0.37 |
0.23 |
0.46 |
0.35 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.21 |
0.03 |
0.59 |
0.54 |
0.74 |
0.60 |
| Global Equities (ACWI) |
0.31 |
0.17 |
0.74 |
0.50 |
0.54 |
|
| U.S. Equities (SPY) |
0.33 |
0.26 |
0.87 |
0.69 |
0.81 |
0.60 |
| U.S. Bonds (BND) |
0.06 |
-0.57 |
-0.49 |
-0.12 |
0.20 |
0.30 |
| 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 |
0.510709299031956 |
0.363299789219502 |
1.00584834511448 |
0.1137728430173 |
0.0496600131693533 |
0 |
| DBB |
0.459670687764938 |
-0.396976876601854 |
0.487930372444099 |
0.174534160287302 |
0.0117802908528769 |
0 |
| DBO |
-0.579026464702742 |
-0.33380732588515 |
0.704242170446442 |
0.126758505176208 |
-0.0480439590358276 |
0 |
| DBC |
-0.204070590085455 |
-0.478607291512477 |
0.863807915732532 |
0.194540090983028 |
0.0306180391924937 |
0.075503505170842 |
| GLD |
2.45704099480512 |
0.765464425293505 |
0.732960092690941 |
0.570456855557957 |
0.392940437589517 |
0.546622543649596 |
| FXA |
-0.748387291348873 |
-0.915964253485034 |
-0.191751082354106 |
-0.302777617607658 |
-0.189398597593674 |
0 |
| FXC |
-1.73440075293679 |
-1.23238120011892 |
-0.444538009121832 |
-0.390119442838922 |
-0.418693283790792 |
0 |
| FXF |
-0.379912333171928 |
-0.444261684416861 |
-0.252380362579244 |
-0.259808350887983 |
-0.0733678010560253 |
0 |
| FXE |
-0.307806520589467 |
-0.569291449396645 |
-0.422298156934306 |
-0.30547327640001 |
-0.338779279601855 |
0 |
| FXB |
0.144114296341532 |
-0.403421298899353 |
-0.144842931398524 |
-0.337039262876261 |
-0.248125255188864 |
0 |
| FXY |
-0.264754220924567 |
-0.947439783364047 |
-0.948227531987383 |
-0.46137199637142 |
-0.498991682534466 |
0 |
| UUP |
0.0878411089309944 |
0.18635650594114 |
0.0592495915142302 |
0.0470092864181926 |
0.119711888988763 |
0 |
| EEM |
0.51011798757856 |
-0.137784831455965 |
0.299776329985568 |
0.13144854696753 |
0.135750392183547 |
0.272610756560399 |
| AMLP |
0.823771698138739 |
0.720845550226205 |
1.0267872304801 |
0.214433545108785 |
0 |
0 |
| IGIB |
0.299088535317152 |
-0.278205804641795 |
-0.0696407981181883 |
0.0802787527444569 |
0.310245029996802 |
0 |
| EMHY |
0.80177656572042 |
0.0564949009531829 |
0.327601075998201 |
0.216048864463862 |
0 |
0 |
| HYD |
-0.448330432214171 |
-0.544899886121602 |
0.0233138483178301 |
0.0128943284211069 |
0.241306521378526 |
0 |
| IEF |
0.00495959801795152 |
-0.639908255273228 |
-0.728788975057757 |
-0.183243278431105 |
0.182537194448498 |
0.249326807366174 |
| IGOV |
-0.47821587953266 |
-0.730292011571726 |
-0.618609310751421 |
-0.329296810096985 |
-0.209452945185051 |
0 |
| IHY |
0.44561809351266 |
-0.143545963172715 |
0.176623808251525 |
0.179652540581102 |
0 |
0 |
| ITM |
-0.829793137440336 |
-0.512860502830153 |
-0.338471457627257 |
-0.0643536641430441 |
0.234295194029456 |
0 |
| JNK |
0.488432753822234 |
-0.129521499942841 |
0.294807049770677 |
0.192478474055378 |
0.421436180827984 |
0 |
| MBB |
0.155601312951342 |
-0.492963533757308 |
-0.526898688781651 |
-0.211520355762264 |
0.0717737260629162 |
0 |
| TIP |
0.280295445671075 |
-0.641217093680161 |
-0.134691457166763 |
0.0369630920174888 |
0.277148652136821 |
0.280211770084298 |
| AGG |
0.0509717112984185 |
-0.549453265390652 |
-0.515582389966169 |
-0.128351738930692 |
0.193388255171834 |
0.284534187395877 |
| BND |
0.0612160149311867 |
-0.569544664315342 |
-0.493334176734579 |
-0.124594578253197 |
0.198212542244647 |
0.299562018500391 |
| EMB |
0.295888312762164 |
-0.227819763076522 |
0.0143867562797414 |
0.0660631013624103 |
0.266683618276695 |
0 |
| PCY |
0.0380785931212212 |
-0.0742252552871367 |
0.0094198261098078 |
0.0463538408740043 |
0.228989618531338 |
0 |
| BIL |
1.9188876115159 |
-0.839978465443196 |
-0.746950644251655 |
-0.577732765148584 |
-0.52388543599576 |
0 |
| TLT |
-0.246901005694461 |
-0.735799387203754 |
-0.750841454816559 |
-0.172046216969555 |
0.164355726933346 |
0.17340714763837 |
| SHY |
0.298879181893287 |
-0.863144749121636 |
-0.899327369229015 |
-0.432003673367859 |
-0.1773053840469 |
0.0818105011099381 |
| ACWI |
0.306072388581551 |
0.166120917365018 |
0.741232662819977 |
0.500779065009881 |
0.543771057030494 |
0 |
| EFA |
0.124048670910384 |
0.137343186540825 |
0.555748878537548 |
0.275543728658911 |
0.328256195954056 |
0.275299096218584 |
| EFG |
-0.468445669179981 |
-0.0414824328763675 |
0.349667541814651 |
0.260770037746428 |
0.332444754024134 |
0.284371658600958 |
| EFV |
0.732701046974798 |
0.324396407320929 |
0.701411068268609 |
0.242600195004307 |
0.284567027841793 |
0.235242855154865 |
| SCZ |
-0.0118377352277403 |
-0.128416389839687 |
0.425572162301395 |
0.258292799891506 |
0.365507711573928 |
0 |
| IWB |
0.282089586783895 |
0.235702827364604 |
0.848932845627181 |
0.655499850371957 |
0.784051095963563 |
0.587500058335458 |
| IWV |
0.229797265815707 |
0.209348836774569 |
0.827800212635253 |
0.62642925778968 |
0.759261093524894 |
0.568880843625416 |
| SPY |
0.330929742406165 |
0.259998345673173 |
0.868846538631785 |
0.686028679100135 |
0.805635050638859 |
0.597187337462946 |
| IWF |
0.247113120028146 |
0.290345202888898 |
0.816370669603014 |
0.752507232128343 |
0.854201375434958 |
0.667193397941653 |
| QQQ |
0.16758828196792 |
0.276765224235157 |
0.810525545756814 |
0.809198946226741 |
0.919265231240214 |
0.73161266218315 |
| IWD |
0.22384062839274 |
0.126971899767783 |
0.759105249377123 |
0.458317435084507 |
0.621010037371443 |
0.446453296834469 |
| IWC |
-0.391012576623288 |
-0.245862239438412 |
0.428755580484607 |
0.213415040990748 |
0.38720421113044 |
0.277744889272312 |
| IWR |
-0.0549933499380756 |
0.0424212122290039 |
0.684538807806852 |
0.428151179444095 |
0.617800025360966 |
0.490678647883586 |
| IWP |
0.031435090491873 |
0.123496373711077 |
0.575920769928127 |
0.475470638053518 |
0.641277064477759 |
0.511295332522631 |
| IWS |
-0.0913126133424767 |
-6.14445717184401e-06 |
0.705201276089487 |
0.359822453406759 |
0.560986064632709 |
0.442302357408578 |
| IWM |
-0.290010887667067 |
-0.0965683670418482 |
0.50196878468187 |
0.285027648157733 |
0.452516255732197 |
0.371609174231456 |
| IWO |
-0.307286350145845 |
-0.079307058989329 |
0.401429326045345 |
0.2791349587678 |
0.472798706866929 |
0.392889610291908 |
| IWN |
-0.259825066855797 |
-0.117540537564856 |
0.576208803380111 |
0.269186259906137 |
0.407389973155632 |
0.330248100346829 |
| IYR |
0.31966936841155 |
-0.215962519851751 |
0.374132897492535 |
0.239096441709517 |
0.443692322402072 |
0.321906912875882 |
| VNQ |
0.3081402838143 |
-0.237037586463756 |
0.373875430706277 |
0.225910608123495 |
0.457721323509211 |
0.352353489581238 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
0.43 |
-0.32 |
0.56 |
0.32 |
0.68 |
0.50 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.31 |
0.05 |
0.90 |
0.79 |
1.14 |
0.87 |
| Global Equities (ACWI) |
0.46 |
0.23 |
1.19 |
0.74 |
0.82 |
|
| U.S. Equities (SPY) |
0.50 |
0.37 |
1.43 |
1.04 |
1.26 |
0.88 |
| U.S. Bonds (BND) |
0.31 |
0.05 |
0.90 |
0.79 |
1.14 |
0.87 |
| 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 |
0.814347985711842 |
0.576932876894385 |
1.87089617381784 |
0.165299569933077 |
0.0737108743234771 |
0 |
| DBB |
0.929434769759497 |
-0.546014833599099 |
0.783330726493276 |
0.264860909364348 |
0.0170218102190346 |
0 |
| DBO |
-0.754279476130581 |
-0.458482136347891 |
1.21236305094141 |
0.175165549191466 |
-0.0633756667139876 |
0 |
| DBC |
-0.270024378114147 |
-0.604139951658624 |
1.51951680324813 |
0.271940763809581 |
0.0413640883020203 |
0.102634750032104 |
| GLD |
7.66590161339318 |
1.47635328256265 |
1.35511837022424 |
1.00501189156955 |
0.631700877172056 |
0.904755881152165 |
| FXA |
-0.87976058590027 |
-1.03725134854485 |
-0.2539660813004 |
-0.404413018725162 |
-0.261617639225827 |
0 |
| FXC |
-1.76763713598826 |
-1.2799797042791 |
-0.528610259639257 |
-0.504471504201119 |
-0.523120402612595 |
0 |
| FXF |
-0.499103363848557 |
-0.57357132899845 |
-0.334845357456043 |
-0.347991353273084 |
-0.102368774129016 |
0 |
| FXE |
-0.443304598417195 |
-0.708120253585599 |
-0.550843571337415 |
-0.414306279616427 |
-0.439974379680468 |
0 |
| FXB |
0.21028886981432 |
-0.500376196173187 |
-0.192419580699264 |
-0.435296192681059 |
-0.324560899479319 |
0 |
| FXY |
-0.358700884980375 |
-1.13323437375136 |
-1.10487379418837 |
-0.593108328065138 |
-0.628842804664623 |
0 |
| UUP |
0.136114359535123 |
0.278241003209758 |
0.0847875902924868 |
0.0661803361724019 |
0.177848303801241 |
0 |
| EEM |
0.847797308847531 |
-0.196227945407351 |
0.462286351413431 |
0.192207423815612 |
0.198246676261488 |
0.40351574390815 |
| AMLP |
1.94600794480289 |
1.21462499757295 |
2.50043268256027 |
0.316367948310647 |
0 |
0 |
| IGIB |
0.412854224884749 |
-0.364779744403671 |
-0.0961002822469132 |
0.107751312610763 |
0.42608045786508 |
0 |
| EMHY |
1.4043534450241 |
0.0831908229564965 |
0.512941564974656 |
0.295247940437984 |
0 |
0 |
| HYD |
-0.565750080398368 |
-0.679319534296662 |
0.0326797658567902 |
0.0151604944489773 |
0.292443440565185 |
0 |
| IEF |
0.00636134449457589 |
-0.770987394969623 |
-0.854171029972599 |
-0.241397782215473 |
0.262548839242265 |
0.373413939183687 |
| IGOV |
-0.58018995910799 |
-0.878076717324305 |
-0.755239901148869 |
-0.415352117305578 |
-0.269083827647167 |
0 |
| IHY |
0.698486239963144 |
-0.188419983056398 |
0.255127459240488 |
0.244934880700707 |
0 |
0 |
| ITM |
-0.962753733032718 |
-0.660591465815694 |
-0.450622617498412 |
-0.0846445697879176 |
0.327792916427823 |
0 |
| JNK |
0.736137306193057 |
-0.168127160321662 |
0.425394004904247 |
0.259445464673585 |
0.602506057344341 |
0 |
| MBB |
0.207049999100448 |
-0.613700915775877 |
-0.644932579428535 |
-0.264904573889666 |
0.0929208678173837 |
0 |
| TIP |
0.379860318526193 |
-0.730750496162537 |
-0.164771180113238 |
0.0468523864682346 |
0.373398128687083 |
0.386405280881024 |
| AGG |
0.0666025680605693 |
-0.676667818282227 |
-0.630198513666386 |
-0.165693028835473 |
0.261243113875822 |
0.409007558907161 |
| BND |
0.0797965233263133 |
-0.693968862889787 |
-0.604772278319646 |
-0.16070563589834 |
0.267186946733288 |
0.42550179113788 |
| EMB |
0.425846773849291 |
-0.305867924863442 |
0.0202435259810908 |
0.0865031754931216 |
0.360607190905596 |
0 |
| PCY |
0.0516810176317913 |
-0.104303122624445 |
0.0131948856043485 |
0.0608515545927351 |
0.307961105508986 |
0 |
| BIL |
4.68321013148049 |
-0.828048659981051 |
-0.736760765775241 |
-0.574608438363281 |
-0.521692931304623 |
0 |
| TLT |
-0.307223047456212 |
-0.90788655254555 |
-0.912611220837041 |
-0.23967636104307 |
0.254959752442315 |
0.26857365203439 |
| SHY |
0.404828625998479 |
-0.910154670649337 |
-0.934140554355789 |
-0.484772544981769 |
-0.204532596039485 |
0.103994820062892 |
| ACWI |
0.456170771944328 |
0.233398806244873 |
1.19237541800236 |
0.735131443149285 |
0.816452136160844 |
0 |
| EFA |
0.182705806222935 |
0.199601675341605 |
0.898161249287569 |
0.397971330417477 |
0.483730140033377 |
0.389486659782049 |
| EFG |
-0.609623865380596 |
-0.0594695213360823 |
0.528978220686048 |
0.375981391163711 |
0.486470291061162 |
0.400358721571164 |
| EFV |
1.22766994916135 |
0.483255918513588 |
1.20380662413655 |
0.345830156359275 |
0.416551479564777 |
0.334407363309463 |
| SCZ |
-0.0163360967136401 |
-0.173759302314704 |
0.65614574867215 |
0.361382351104202 |
0.531800859483061 |
0 |
| IWB |
0.422054727238037 |
0.335170003392174 |
1.40882221396119 |
0.991153701375733 |
1.22107840669632 |
0.860934849024853 |
| IWV |
0.341228913216334 |
0.297933564787452 |
1.37058610115544 |
0.941992145699493 |
1.17751397168433 |
0.829189286692014 |
| SPY |
0.501705018406868 |
0.369234368296335 |
1.43091000392544 |
1.04054312712975 |
1.25943881178233 |
0.877023441544612 |
| IWF |
0.364494942012728 |
0.415573104360356 |
1.33176399214083 |
1.18087065107206 |
1.37638947201955 |
1.01393348877935 |
| QQQ |
0.248362358354552 |
0.398606376553233 |
1.31763527624115 |
1.30228981537635 |
1.53317001434101 |
1.13690454413563 |
| IWD |
0.332598972132159 |
0.181206707090295 |
1.28836705803442 |
0.669289780738226 |
0.936394798848652 |
0.634109802252027 |
| IWC |
-0.59155885980467 |
-0.352765400065393 |
0.723159858482311 |
0.31354635401188 |
0.582668546582329 |
0.398414482472826 |
| IWR |
-0.0799512043688266 |
0.0620892473308226 |
1.15202527533766 |
0.626762096328558 |
0.938966617793278 |
0.710546355986671 |
| IWP |
0.0490389574637984 |
0.187877332043649 |
0.960508021982038 |
0.731529276617292 |
1.01713910455099 |
0.759658729217015 |
| IWS |
-0.130875993623478 |
-8.79677503715751e-06 |
1.18515756977333 |
0.513104102529005 |
0.829423231877912 |
0.627740797776253 |
| IWM |
-0.434957101594356 |
-0.142827059348517 |
0.839169150801123 |
0.416218221050344 |
0.682037590491387 |
0.538633941805752 |
| IWO |
-0.443020498011156 |
-0.115784415708562 |
0.65061975622012 |
0.405277091279511 |
0.71712014278977 |
0.573362215623572 |
| IWN |
-0.410191371372868 |
-0.175083851108293 |
0.992874318232546 |
0.393474944703338 |
0.606394562156382 |
0.473128286174554 |
| IYR |
0.444803818687964 |
-0.291471356157715 |
0.558946583786583 |
0.33609727738335 |
0.65051433704495 |
0.449303352732491 |
| VNQ |
0.430160521698203 |
-0.319193597058811 |
0.558081700153112 |
0.319082989616168 |
0.6806477261239 |
0.498094168568521 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
8.4 |
-2.2 |
9.2 |
4.9 |
9.0 |
6.4 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.2 |
6.5 |
14.5 |
11.1 |
12.9 |
11.2 |
| Global Equities (ACWI) |
9.0 |
7.3 |
16.3 |
9.3 |
8.7 |
|
| U.S. Equities (SPY) |
8.0 |
8.6 |
18.1 |
12.1 |
12.7 |
9.8 |
| U.S. Bonds (BND) |
8.2 |
6.5 |
14.5 |
11.1 |
12.9 |
11.2 |
| 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 |
30.5494003670483 |
42.8131096734432 |
75.5079272700856 |
14.2094880293523 |
3.59730213484005 |
0 |
| DBB |
-27.7796371145738 |
-10.5969986448352 |
21.9564795479708 |
6.92154686870909 |
-0.668530097411599 |
0 |
| DBO |
12.9587617612423 |
-18.3291161188263 |
59.3229156493498 |
1.96275156793104 |
-4.64963257510082 |
0 |
| DBC |
-9.89898951820063 |
-12.117878377573 |
76.6957943617868 |
9.40305465646366 |
0.476782472662811 |
1.93569453394404 |
| GLD |
-88.6371773640529 |
120.092788658011 |
82.3399256387093 |
118.715575780801 |
72.4703870052061 |
116.58248055741 |
| FXA |
-10.8773520201822 |
-13.4016995609591 |
0.86523236738078 |
-4.34800974681232 |
-3.36439167033809 |
0 |
| FXC |
-37.9498817134977 |
-14.473702478551 |
-0.582192725540292 |
-4.85540380833106 |
-7.36908867043609 |
0 |
| FXF |
16.8199276048911 |
3.72000921038233 |
3.98670993647802 |
-2.67997468612687 |
0.456380564463218 |
0 |
| FXE |
-15.0325689528858 |
-0.12227415966438 |
-2.7482629806716 |
-4.6025526154721 |
-8.66648126916505 |
0 |
| FXB |
-2370.92677922292 |
3.56477758994922 |
5.31118749990143 |
-4.60773824276716 |
-4.14323733857745 |
0 |
| FXY |
0.268188768132834 |
-24.4421255713755 |
-39.3615844176659 |
-63.7815302775614 |
480.438908228847 |
0 |
| UUP |
359.086909273538 |
-28.7759079603377 |
-15.5646659276256 |
-14.0238577607186 |
-8.01431422290851 |
0 |
| EEM |
68.2912008384875 |
1.56662657683036 |
11.3501427765088 |
3.66815410155887 |
2.33909067389112 |
4.94671467110784 |
| AMLP |
22.4908614791842 |
25.0146498214889 |
34.5347255628348 |
2.73592623883125 |
0 |
0 |
| IGIB |
21.068876944904 |
4.82678023353174 |
6.19700519412678 |
8.58531012706038 |
14.0670974245363 |
0 |
| EMHY |
27.0589242676111 |
10.3172593324915 |
13.0876228551735 |
7.79152698644989 |
0 |
0 |
| HYD |
6.28680473661722 |
-1.50001657665653 |
7.9684855796576 |
4.53005862568888 |
12.2224206510975 |
0 |
| IEF |
13.627156404789 |
-4.03451127620751 |
-13.1732435044869 |
6.66991197080352 |
-117.673475045698 |
-90.2784557612568 |
| IGOV |
-1.05171401323527 |
-9.72821462000087 |
-10.675121133037 |
-5.9200571281283 |
-3.91866131225568 |
0 |
| IHY |
40.2588224372709 |
6.63876413131961 |
10.277091479881 |
7.556026105497 |
0 |
0 |
| ITM |
0.932535469851362 |
1.49030663487893 |
0.724838823828511 |
8.68967704940611 |
28.061232998947 |
0 |
| JNK |
22.0297660666827 |
6.75479813175237 |
12.8176511553715 |
7.48446209644277 |
9.93713019103147 |
0 |
| MBB |
16.550077703808 |
0.429159784976304 |
-4.47203624476825 |
5.03259537614754 |
17.3957980670543 |
0 |
| TIP |
29.7983777026252 |
-1.45216065834017 |
7.00530327484439 |
11.3789889932109 |
21.2802985614902 |
24.8336565084316 |
| AGG |
16.4544312423211 |
0.555314299230855 |
-3.18298582222154 |
8.37215761230229 |
25.9073642623782 |
38.2216773511769 |
| BND |
16.9706065716271 |
0.320189745342356 |
-2.44780378411482 |
7.73293627015497 |
23.7015801208402 |
37.2951034573861 |
| EMB |
15.8880435677124 |
2.69894962122238 |
5.08780382450106 |
4.60792723250593 |
8.41072346630434 |
0 |
| PCY |
7.08136677260273 |
3.00830207819619 |
3.06217183407208 |
2.89661009281343 |
6.69376559287431 |
0 |
| BIL |
1066.2379734524 |
461.349477280891 |
-1898.35195080188 |
7358.08257785564 |
-1669.05184204353 |
0 |
| TLT |
-0.230382623589755 |
-13.7360600648022 |
-19.7800802113461 |
-10.3852241541675 |
-29.7392845765685 |
-35.3903350771158 |
| SHY |
85.9794100844022 |
35.2774984115526 |
16.5056306197009 |
129.251349386893 |
373.438564026875 |
-145.561745360223 |
| ACWI |
8.9747452934919 |
7.30629536432784 |
16.2700622874662 |
9.26415676026703 |
8.73165321691476 |
0 |
| EFA |
12.658852756356 |
7.46066080910463 |
14.4991875416252 |
6.04677848730199 |
5.71866730231744 |
4.88202273775331 |
| EFG |
-3.60937707183675 |
2.45110282264801 |
8.79889475058557 |
5.53102541959186 |
5.65213349466267 |
5.04163174601755 |
| EFV |
68.5029136060494 |
13.9013525417731 |
20.9089940136569 |
5.71956028327366 |
5.13842944704249 |
4.17183207433031 |
| SCZ |
7.73968998470149 |
1.14405422085182 |
11.003307013835 |
5.44430821316843 |
6.27874924166672 |
0 |
| IWB |
7.13707212786769 |
8.08753799120471 |
17.6886797763439 |
11.5048090687769 |
12.3374746002173 |
9.61485411955248 |
| IWV |
6.34260366279554 |
7.49296501707089 |
17.2662534438316 |
10.9871260004158 |
11.9271475668689 |
9.28166914302149 |
| SPY |
7.95794180078477 |
8.62951414515178 |
18.1361194219184 |
12.0724588859264 |
12.7060648987474 |
9.80104971441371 |
| IWF |
6.18191522350584 |
8.45915086481142 |
17.0744296413802 |
13.4759214880355 |
13.8599907585715 |
11.1859745287368 |
| QQQ |
5.37103005292482 |
7.98406547817983 |
17.1648442737247 |
14.9225883756447 |
15.5503156882089 |
12.7404310948802 |
| IWD |
7.73381738203835 |
6.83665413128971 |
17.6515293815896 |
8.68167161095663 |
10.1813996706321 |
7.55213650465146 |
| IWC |
-5.39594150846098 |
-3.58111125356394 |
10.5199929548632 |
3.74932410985669 |
6.34560372652135 |
4.38704026092975 |
| IWR |
1.98169218782982 |
3.7982610990817 |
14.8820494626049 |
7.63675117516816 |
9.83418127893333 |
8.02297846233869 |
| IWP |
2.09619987797238 |
4.83578975382962 |
12.4308553212388 |
8.53624353667028 |
10.3734739685241 |
8.46050910802669 |
| IWS |
1.74290593028413 |
3.05860979291506 |
15.8983041384678 |
6.54923074705488 |
9.0577914271848 |
7.26785918431016 |
| IWM |
-3.10789581747281 |
0.0686838045805156 |
11.5066427322063 |
5.02437203545771 |
7.20220652286382 |
6.0124263382719 |
| IWO |
-3.29321332683788 |
0.354731175056272 |
8.9772916472618 |
4.83256806380917 |
7.55123662429974 |
6.38095803903511 |
| IWN |
-2.85929834510623 |
-0.464319768443539 |
13.9326249324003 |
4.85573122100299 |
6.56570680507407 |
5.37210747279847 |
| IYR |
8.6308486871659 |
-1.6663712037381 |
9.22065492042437 |
5.10658973971089 |
8.5710558677016 |
5.69971734512749 |
| VNQ |
8.41289165674588 |
-2.17744446813072 |
9.16242119611485 |
4.86488252488256 |
9.04336447762491 |
6.41013681308642 |
Compare: Risk & Volatility
for period ending March 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
8.4% |
25.4% |
32.8% |
32.8% |
32.8% |
68.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.2% |
10.3% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
4.0% |
14.7% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
6.8% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
7.9% |
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% |
10.1% |
40.6% |
60.4% |
0% |
| DBB |
9.5% |
26% |
32% |
35.7% |
54.6% |
0% |
| DBO |
11.9% |
30.8% |
30.8% |
62.9% |
83.5% |
0% |
| DBC |
5.3% |
23% |
23% |
38.7% |
64.8% |
74.5% |
| GLD |
4.5% |
14.1% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
10.1% |
11.7% |
18.3% |
22.7% |
36.6% |
0% |
| FXC |
6.7% |
9.5% |
13.9% |
14.1% |
32.2% |
0% |
| FXF |
7.2% |
8.5% |
13.4% |
14.6% |
29% |
0% |
| FXE |
6.6% |
9% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
6.4% |
11.4% |
21.6% |
30.3% |
36.3% |
0% |
| FXY |
8.8% |
20.9% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
3.3% |
8% |
9.6% |
12% |
17.3% |
0% |
| EEM |
7.3% |
19.1% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
6.2% |
14.5% |
23.3% |
69.8% |
0% |
0% |
| IGIB |
2.7% |
8.6% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.3% |
12.1% |
24.7% |
24.7% |
0% |
0% |
| HYD |
2.3% |
11% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
12.2% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
14.7% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
12.1% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.3% |
6.8% |
15% |
15% |
15% |
0% |
| JNK |
1.3% |
9.2% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3% |
10.5% |
17% |
17% |
17% |
0% |
| TIP |
3% |
9.3% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
8.2% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
7.9% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
11.8% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
15.4% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.1% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
26.9% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
2.3% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
4% |
14.7% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
8.4% |
18.2% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
17.2% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
19.8% |
23.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
19.8% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
7.4% |
12.8% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
7.7% |
12.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
6.8% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
11.7% |
14% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
10.1% |
15.2% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
6.9% |
13.8% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
19.5% |
20.5% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
10.3% |
13% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
13% |
13% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
9.4% |
15.4% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
17.1% |
17.1% |
27% |
32.3% |
32.3% |
52.5% |
| IWO |
18.6% |
18.6% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
15.6% |
15.6% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
8.3% |
24.1% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.4% |
25.4% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
19.2% |
21.1% |
21.8% |
19.3% |
19.2% |
24.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.6% |
13.6% |
13.4% |
11.3% |
10.5% |
10.7% |
| Global Equities (ACWI) |
10.6% |
17.7% |
18.2% |
16.1% |
16.2% |
|
| U.S. Equities (SPY) |
12.9% |
18.8% |
19.9% |
17.3% |
16.5% |
16.7% |
| U.S. Bonds (BND) |
5.9% |
7.6% |
6.4% |
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 |
13.2% |
13% |
12.9% |
11.9% |
13.2% |
0% |
| DBB |
19% |
21.1% |
22.7% |
19.4% |
19.6% |
0% |
| DBO |
11.7% |
19.1% |
33.1% |
30.5% |
28.1% |
0% |
| DBC |
6.2% |
12% |
18.1% |
17.4% |
17.2% |
19.1% |
| GLD |
16.2% |
16.5% |
17% |
15.5% |
17% |
18.7% |
| FXA |
8.7% |
9.8% |
10.6% |
9.9% |
11.1% |
0% |
| FXC |
4.8% |
5.9% |
6% |
7.1% |
7.5% |
0% |
| FXF |
6.9% |
8.7% |
8% |
7.4% |
9.2% |
0% |
| FXE |
7% |
8% |
7.3% |
7% |
8.3% |
0% |
| FXB |
7% |
8.4% |
8.1% |
8.3% |
8.2% |
0% |
| FXY |
12.5% |
11.6% |
9.6% |
9.4% |
9% |
0% |
| UUP |
7.1% |
8.2% |
7.3% |
6.7% |
7.4% |
0% |
| EEM |
8.8% |
18.1% |
17.8% |
17.9% |
18.8% |
22.7% |
| AMLP |
18.8% |
24% |
42.9% |
34.1% |
0% |
0% |
| IGIB |
6.1% |
9.3% |
8.3% |
6.8% |
5.9% |
0% |
| EMHY |
6.2% |
11.9% |
11.4% |
11.1% |
0% |
0% |
| HYD |
5% |
9% |
8.8% |
9.9% |
9.1% |
0% |
| IEF |
7.4% |
8.8% |
7.3% |
6.7% |
6.6% |
6.8% |
| IGOV |
8.5% |
12.3% |
10.5% |
8.9% |
8.7% |
0% |
| IHY |
5.5% |
10.6% |
10.2% |
9.6% |
0% |
0% |
| ITM |
4.6% |
7.7% |
7.2% |
6.2% |
6.1% |
0% |
| JNK |
4.7% |
9.9% |
9.1% |
8.4% |
8.5% |
0% |
| MBB |
6.7% |
8.6% |
6.7% |
5.1% |
4.4% |
0% |
| TIP |
5.1% |
7.2% |
6.4% |
5.2% |
5.3% |
6% |
| AGG |
6% |
7.7% |
6.4% |
5.2% |
4.6% |
4.7% |
| BND |
5.9% |
7.6% |
6.4% |
5.2% |
4.6% |
4.6% |
| EMB |
7.4% |
12.2% |
11.4% |
10.4% |
9.8% |
0% |
| PCY |
11.1% |
17.5% |
15.5% |
13.3% |
12.2% |
0% |
| BIL |
0.2% |
0.5% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
13.7% |
15.9% |
13.8% |
13.7% |
14.5% |
14.5% |
| SHY |
1.8% |
2.3% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
10.6% |
17.7% |
18.2% |
16.1% |
16.2% |
0% |
| EFA |
11.7% |
18.8% |
18.4% |
16.1% |
16.8% |
18.2% |
| EFG |
12.2% |
20.3% |
19.7% |
16.6% |
17.1% |
18.1% |
| EFV |
12.8% |
18.7% |
19.2% |
17.3% |
18% |
19.3% |
| SCZ |
12.6% |
18.8% |
19.7% |
17.6% |
18.2% |
0% |
| IWB |
13.4% |
19% |
20.3% |
17.6% |
16.7% |
16.9% |
| IWV |
13.7% |
19.2% |
20.4% |
17.7% |
16.9% |
17.2% |
| SPY |
12.9% |
18.8% |
19.9% |
17.3% |
16.5% |
16.7% |
| IWF |
16.8% |
22.7% |
24.4% |
20.1% |
18.6% |
18.3% |
| QQQ |
15.3% |
24.3% |
25.9% |
21.9% |
20.5% |
21.2% |
| IWD |
14.4% |
18.1% |
19% |
17.1% |
16.5% |
17% |
| IWC |
22.8% |
24.7% |
28.3% |
24.3% |
23.7% |
23.5% |
| IWR |
16.2% |
21.1% |
22.3% |
19.4% |
18.7% |
19.4% |
| IWP |
21.2% |
23.7% |
25.2% |
20.9% |
20% |
20.5% |
| IWS |
15.5% |
21% |
22.1% |
19.6% |
18.7% |
19.7% |
| IWM |
21.3% |
24.3% |
25.8% |
22.6% |
22% |
22.2% |
| IWO |
22% |
24.6% |
26.5% |
23.2% |
22.7% |
22.8% |
| IWN |
21.1% |
24.5% |
26.3% |
23.1% |
22.1% |
22.4% |
| IYR |
19.2% |
21% |
21.6% |
19% |
18.5% |
23.3% |
| VNQ |
19.2% |
21.1% |
21.8% |
19.3% |
19.2% |
24.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
13.5% |
14.6% |
13.7% |
13.1% |
12.5% |
16.8% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
6.1% |
9.1% |
8.0% |
7.3% |
6.5% |
7.1% |
| Global Equities (ACWI) |
6.6% |
11.6% |
10.4% |
10.5% |
10.4% |
|
| U.S. Equities (SPY) |
8.1% |
12.2% |
11.3% |
10.9% |
10.2% |
11.0% |
| U.S. Bonds (BND) |
4.0% |
5.2% |
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 |
7.8% |
7.2% |
6.2% |
7.8% |
8.6% |
0% |
| DBB |
8.8% |
14.4% |
13.4% |
12.3% |
13.3% |
0% |
| DBO |
8.5% |
12.9% |
18.5% |
21.6% |
20.9% |
0% |
| DBC |
4.2% |
8.5% |
9.5% |
12.1% |
12.5% |
13.8% |
| GLD |
4.7% |
7.3% |
8.6% |
8.4% |
10.3% |
11% |
| FXA |
7% |
7.8% |
7.3% |
7% |
7.8% |
0% |
| FXC |
4% |
4.8% |
4.5% |
5.1% |
5.8% |
0% |
| FXF |
4.6% |
5.8% |
5.4% |
5.1% |
6.4% |
0% |
| FXE |
4.3% |
5.5% |
5% |
4.7% |
6.2% |
0% |
| FXB |
4.2% |
5.9% |
5.4% |
6% |
6% |
0% |
| FXY |
8.9% |
8.8% |
7.6% |
6.9% |
6.9% |
0% |
| UUP |
4% |
4.6% |
4.5% |
4.4% |
4.8% |
0% |
| EEM |
4.8% |
11.6% |
10.6% |
11.8% |
12.5% |
14.9% |
| AMLP |
7.6% |
13.2% |
16.7% |
22.7% |
0% |
0% |
| IGIB |
3.9% |
6% |
5.2% |
4.6% |
3.9% |
0% |
| EMHY |
2.7% |
7% |
6.5% |
7.8% |
0% |
0% |
| HYD |
3.4% |
6.2% |
5.5% |
8.2% |
7.3% |
0% |
| IEF |
5.4% |
6.3% |
5.5% |
4.5% |
4.2% |
4.2% |
| IGOV |
6.6% |
9.4% |
8% |
6.6% |
6.4% |
0% |
| IHY |
2.8% |
7.2% |
6.4% |
6.6% |
0% |
0% |
| ITM |
3.3% |
4.9% |
4.7% |
4.2% |
4% |
0% |
| JNK |
2.4% |
6.9% |
5.7% |
5.9% |
5.7% |
0% |
| MBB |
4.6% |
5.8% |
4.7% |
3.5% |
2.9% |
0% |
| TIP |
3.2% |
5.4% |
4.6% |
3.6% |
3.5% |
4% |
| AGG |
4.1% |
5.3% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
4% |
5.2% |
4.5% |
3.5% |
3% |
2.8% |
| EMB |
4.5% |
8% |
7.4% |
7.5% |
7% |
0% |
| PCY |
7.7% |
11.5% |
10.3% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
10.8% |
12% |
10.8% |
9.3% |
8.9% |
9% |
| SHY |
0.8% |
1.3% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
6.6% |
11.6% |
10.4% |
10.5% |
10.4% |
0% |
| EFA |
7.5% |
11.8% |
10.5% |
10.7% |
11.1% |
12.6% |
| EFG |
9% |
13.2% |
12.3% |
11.1% |
11.3% |
12.5% |
| EFV |
7.1% |
11.4% |
10.3% |
11.7% |
12% |
13.3% |
| SCZ |
8.8% |
12.9% |
12% |
12.1% |
12.2% |
0% |
| IWB |
8.5% |
12.3% |
11.4% |
11.1% |
10.4% |
11.3% |
| IWV |
8.8% |
12.5% |
11.5% |
11.3% |
10.6% |
11.5% |
| SPY |
8.1% |
12.2% |
11.3% |
10.9% |
10.2% |
11% |
| IWF |
11.1% |
14.9% |
14.2% |
12.3% |
11.1% |
11.7% |
| QQQ |
10% |
15.9% |
15.1% |
13.1% |
11.9% |
13.2% |
| IWD |
9.3% |
11.6% |
10.3% |
11.3% |
10.6% |
11.7% |
| IWC |
14.7% |
16.2% |
15.9% |
16.1% |
15.4% |
16% |
| IWR |
10.8% |
13.4% |
12.4% |
12.8% |
11.9% |
13.1% |
| IWP |
13.3% |
14.5% |
14.3% |
13.1% |
12.2% |
13.5% |
| IWS |
10.4% |
13.6% |
12.2% |
13.3% |
12.3% |
13.6% |
| IWM |
13.9% |
15.3% |
14.5% |
15% |
14.2% |
15% |
| IWO |
15% |
15.8% |
15.6% |
15.5% |
14.6% |
15.3% |
| IWN |
13% |
15.3% |
14.3% |
15.3% |
14.5% |
15.3% |
| IYR |
13.6% |
14.5% |
13.6% |
13% |
12.3% |
16.3% |
| VNQ |
13.5% |
14.6% |
13.7% |
13.1% |
12.5% |
16.8% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
1.03 |
1.01 |
0.99 |
0.92 |
0.89 |
1.09 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.74 |
0.74 |
0.71 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.80 |
0.93 |
0.91 |
0.94 |
0.98 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.74 |
0.74 |
0.71 |
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 |
0.340692746742461 |
0.216501336193841 |
0.199618664786798 |
0.182754855101589 |
0.277660744562279 |
0 |
| DBB |
-0.416446039943967 |
0.551912915643442 |
0.532679369895408 |
0.512052271532227 |
0.652252968410931 |
0 |
| DBO |
-0.282986002382772 |
0.182959247355655 |
0.345709483635332 |
0.721681106287267 |
0.862082415240646 |
0 |
| DBC |
-0.286403622518003 |
0.14107508960884 |
0.221378048024177 |
0.409356405162279 |
0.544543590351782 |
0.569650762386613 |
| GLD |
-0.448128069800614 |
0.137359057814841 |
0.168838135979203 |
0.0792263045498296 |
0.0876933266392265 |
0.0828422134664708 |
| FXA |
0.271728971352175 |
0.400022920084424 |
0.431459344857846 |
0.393726729675548 |
0.474884611406166 |
0 |
| FXC |
0.124562309907405 |
0.251198197304731 |
0.24527834333907 |
0.256598015479049 |
0.320814245118378 |
0 |
| FXF |
0.0834017229083159 |
0.200135323991668 |
0.169713868376087 |
0.120618162345499 |
0.179487812362462 |
0 |
| FXE |
-0.122885999255471 |
0.186315214610597 |
0.175410586161741 |
0.118811681101637 |
0.238458039535268 |
0 |
| FXB |
-0.00218320303432799 |
0.324012041921036 |
0.284846277922107 |
0.285419824345092 |
0.300797009681479 |
0 |
| FXY |
0.363932593710935 |
0.308390978160411 |
0.185428680290805 |
0.0480123491308369 |
-0.0081397770351825 |
0 |
| UUP |
0.0133102450264592 |
-0.223137766981047 |
-0.208666099601179 |
-0.143224670284327 |
-0.223680246799475 |
0 |
| EEM |
0.12570631501644 |
0.67049408730304 |
0.621482293629729 |
0.754483121519966 |
0.874192165720846 |
1.02957597355745 |
| AMLP |
0.804376498462137 |
0.781753309784412 |
1.03616864232271 |
1.29801881002558 |
0 |
0 |
| IGIB |
0.288269404863762 |
0.411222716720885 |
0.343606728168153 |
0.263523595245154 |
0.206281142732355 |
0 |
| EMHY |
0.340790568753084 |
0.51219081344299 |
0.482022407377025 |
0.479302984884598 |
0 |
0 |
| HYD |
0.298940482832543 |
0.422035694361071 |
0.367967850418017 |
0.340169915327135 |
0.243987048896917 |
0 |
| IEF |
0.303714129623595 |
0.34736963992248 |
0.229883001552796 |
0.0619912204472685 |
-0.0188737618563599 |
-0.0328606159938466 |
| IGOV |
0.275483306350155 |
0.560129306168268 |
0.423022645655459 |
0.265409547915721 |
0.27355363921828 |
0 |
| IHY |
0.16704435099983 |
0.460192765100033 |
0.434574229412455 |
0.426313460126757 |
0 |
0 |
| ITM |
0.239152817615356 |
0.342501751959836 |
0.243221349942905 |
0.151098613323011 |
0.0883182440309314 |
0 |
| JNK |
0.300536071587859 |
0.500380705117646 |
0.428232569986661 |
0.430639739262398 |
0.447624945179226 |
0 |
| MBB |
0.316390092616455 |
0.35793337882579 |
0.237774488530529 |
0.123205524409063 |
0.0820721873941693 |
0 |
| TIP |
0.191888750712454 |
0.329700614894842 |
0.269064871144037 |
0.175590361088513 |
0.122518682295414 |
0.121572091237288 |
| AGG |
0.27421293102194 |
0.323146722921464 |
0.238796741944446 |
0.128452451683347 |
0.0781295949320846 |
0.071428333359603 |
| BND |
0.269600800977239 |
0.320261643884519 |
0.247205715549222 |
0.141534152174783 |
0.086509876811867 |
0.0749468367519184 |
| EMB |
0.400529436355164 |
0.571424521945482 |
0.517066586189081 |
0.452853550505121 |
0.398035654437723 |
0 |
| PCY |
0.596004593401152 |
0.807884253140667 |
0.684478037135433 |
0.577544030576108 |
0.487390147264328 |
0 |
| BIL |
0.00427109266101604 |
0.00808514462472633 |
-0.00108349828392 |
0.000184314674994578 |
-0.00045992472356289 |
0 |
| TLT |
0.655173121848923 |
0.653416264454826 |
0.465048350912033 |
0.137832162567802 |
-0.0867424184164509 |
-0.0840253942190284 |
| SHY |
0.0571184482198739 |
0.067354457936175 |
0.0417510941974932 |
0.00787795083871197 |
0.00232111712469613 |
-0.010886825794172 |
| ACWI |
0.799022666678042 |
0.93497199820606 |
0.914194635695602 |
0.935314776333826 |
0.979731982730681 |
0 |
| EFA |
0.412852404691936 |
0.842109525027292 |
0.807444704590691 |
0.847202586087868 |
0.92608406596397 |
0.984110563610925 |
| EFG |
0.691458279203805 |
0.994424607962446 |
0.933570158993055 |
0.894390851503052 |
0.956461730361167 |
0.983422230599226 |
| EFV |
0.190463078406921 |
0.707354538624256 |
0.701203625227288 |
0.817669105566886 |
0.913930532734604 |
0.994769538468871 |
| SCZ |
0.445714982382948 |
0.870332054783256 |
0.882372942225366 |
0.915241244476997 |
0.981326233422279 |
0 |
| IWB |
1.03662221938675 |
1.01058585589977 |
1.01610735050366 |
1.01680021319455 |
1.01519689018728 |
1.01529612359144 |
| IWV |
1.05934898146191 |
1.02370777279828 |
1.0218040238239 |
1.02728544917299 |
1.02664351953906 |
1.03041561410068 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.18042885106392 |
1.13036660833269 |
1.14522799796374 |
1.08192937978265 |
1.06389315030118 |
1.04311041388193 |
| QQQ |
1.10072635431284 |
1.17145712994917 |
1.17469140482174 |
1.11534699234535 |
1.09879670336744 |
1.10982036374269 |
| IWD |
0.867952295950791 |
0.892176906812865 |
0.884769400853204 |
0.952744543845703 |
0.970689416605624 |
0.992156508406423 |
| IWC |
1.44014715227759 |
1.12715610900135 |
1.0908663958726 |
1.14848999626008 |
1.18402437781962 |
1.19830836103421 |
| IWR |
1.1066699612425 |
1.08110443661339 |
1.05946833205122 |
1.08821499598067 |
1.08901647989003 |
1.11227918053893 |
| IWP |
1.43764359243236 |
1.17786025984959 |
1.15566476798873 |
1.12468048389023 |
1.12501509594731 |
1.136181822257 |
| IWS |
1.002458796302 |
1.04484141845658 |
1.01355480658553 |
1.07662816619494 |
1.07371673268841 |
1.11226547227287 |
| IWM |
1.41176078310991 |
1.17117086787689 |
1.11456581574935 |
1.17314623858394 |
1.19516197898195 |
1.19495044306511 |
| IWO |
1.57862647338245 |
1.19795500456807 |
1.16222529561904 |
1.19895082647343 |
1.21866190467789 |
1.21273174215655 |
| IWN |
1.24363153234493 |
1.13336570216701 |
1.06258880724352 |
1.14482104618678 |
1.16942386280027 |
1.17464625186096 |
| IYR |
1.03068394730185 |
1.00321200404746 |
0.980817098425941 |
0.926568428572693 |
0.889155419909128 |
1.08444644711806 |
| VNQ |
1.03071783122237 |
1.0148228219216 |
0.989487127993477 |
0.924808522191689 |
0.888756366644547 |
1.08850950745889 |
Compare: Correlation
for period ending March 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.81 |
0.88 |
0.87 |
0.78 |
0.74 |
|
| to S&P500 (SPY) |
0.70 |
0.83 |
0.85 |
0.78 |
0.74 |
0.74 |
| to U.S. Bonds (BND) |
0.92 |
0.84 |
0.72 |
0.60 |
0.53 |
0.41 |
| to Commodities (DBC) |
-0.73 |
0.12 |
0.22 |
0.26 |
0.30 |
0.31 |
| to Gold (GLD) |
0.01 |
0.32 |
0.26 |
0.17 |
0.18 |
0.13 |
