Real Estate Investment Trust (REIT) ETF
for period ending February 28, 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 February 28, 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 |
5.4% |
3.7% |
14.1% |
1.0% |
5.3% |
5.3% |
9.3% |
7.4% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.8% |
-0.3% |
12.8% |
6.8% |
9.4% |
8.1% |
9.3% |
7.7% |
| Global Equities (ACWI) |
2.8% |
-0.3% |
15.3% |
9.2% |
12.8% |
9.3% |
9.6% |
|
| U.S. Equities (SPY) |
1.4% |
-1.3% |
18.4% |
12.4% |
16.7% |
12.9% |
13.9% |
10.4% |
| U.S. Bonds (BND) |
2.8% |
2.2% |
5.8% |
-0.5% |
-0.6% |
1.5% |
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 |
-0.376081233546455% |
-4.0217391304348% |
24.3380880057104% |
11.4571645928101% |
13.7010994248979% |
2.5757433987587% |
1.0595547639018% |
0% |
| DBB |
1.11405835543765% |
2.03426124197001% |
15.1283071576223% |
-3.9391098686009% |
9.60540653433794% |
3.84439095954805% |
0.389415015931038% |
0% |
| DBO |
-0.838574423480087% |
-3.60054347826088% |
1.82551557251545% |
-0.38437412892085% |
14.0201059024209% |
0.838596044967255% |
-3.46682739417445% |
0% |
| DBC |
2.89990645463052% |
0.136549840691869% |
5.38164835919672% |
0.804504756071611% |
12.4311948114412% |
3.31147810139856% |
0.421134623379182% |
1.59264904070286% |
| GLD |
8.7308470656259% |
1.82162747524752% |
39.0681950240347% |
13.8549038213033% |
12.1515270270676% |
8.52617264789892% |
6.02729134258857% |
9.41720831288666% |
| FXA |
0.557175624871831% |
0.00354329600575909% |
-3.02017802276574% |
-4.32015074173693% |
-0.638114140119517% |
-1.68249206876588% |
-1.13049223842429% |
0% |
| FXC |
-0.493669336156699% |
0.449420633099562% |
-4.58343908530956% |
-3.05614141255652% |
-0.876981305612368% |
-1.09843535041293% |
-1.8363212593201% |
0% |
| FXF |
0.493251639062842% |
0.868956052691239% |
-2.23858922505142% |
0.115685172972135% |
0.624809815703342% |
-0.388882309185279% |
0.413851042139246% |
0% |
| FXE |
0.459543111028093% |
0.140856079309226% |
-2.02992301117025% |
-1.5597101658141% |
-1.0223271981386% |
-1.03226403001332% |
-2.0555127840397% |
0% |
| FXB |
0.957947369595824% |
1.71221432642856% |
2.78237135042327% |
-0.205502017816173% |
0.634756151240112% |
-1.65186092288947% |
-1.12210571090017% |
0% |
| FXY |
4.60593654042989% |
3.11081217420548% |
-0.744577533182267% |
-9.07162324659643% |
-6.95501044070159% |
-2.77860751047859% |
-3.91633568093951% |
0% |
| UUP |
-0.101971447994575% |
-0.406641816333453% |
9.33281140060815% |
8.39401347089748% |
4.43560201640836% |
2.93438622765845% |
2.38205884233689% |
0% |
| EEM |
3.32376853180296% |
1.14700374531835% |
10.6423423709827% |
-0.138165750254671% |
3.5397662080922% |
2.83945110742096% |
2.84495500760007% |
4.94365182127288% |
| AMLP |
9.86183164099024% |
2.59735915900892% |
22.9514939087005% |
20.6255883710928% |
19.2287825028234% |
3.58631961612905% |
0% |
0% |
| IGIB |
2.70234829947105% |
1.98955004638044% |
7.72805452089964% |
1.19377807776166% |
0.796481767703816% |
2.62368473469414% |
3.26588869390401% |
0% |
| EMHY |
3.21173951659619% |
1.39632350854431% |
13.3686075112009% |
6.28883322152429% |
3.03998897597453% |
4.25334248174978% |
0% |
0% |
| HYD |
1.59770841773306% |
1.49994310940191% |
5.55173528575439% |
-0.628739421591684% |
-0.805306476650092% |
2.17646077475488% |
3.46856502369808% |
0% |
| IEF |
3.43368029333553% |
2.79986823391605% |
4.88810330493774% |
-2.52736830842276% |
-2.03787738310623% |
0.808421781438651% |
2.46864785171794% |
3.27143504984997% |
| IGOV |
1.14523685580425% |
0.699663125161942% |
-1.11822005408649% |
-6.77228817845754% |
-4.96482111669175% |
-1.55360645291399% |
-0.904712350444703% |
0% |
| IHY |
2.48523127311584% |
1.10296418465379% |
6.78360610686952% |
2.86533963172471% |
1.71825273913788% |
3.26053975386973% |
0% |
0% |
| ITM |
1.46776302815814% |
1.59999729796028% |
2.62962934879809% |
0.342324746245115% |
-0.0441744963868507% |
1.94244263096557% |
2.91733159851122% |
0% |
| JNK |
2.29535220667956% |
0.931555138194473% |
9.68962504918265% |
3.72028820969874% |
3.6686731058484% |
3.60837157412748% |
5.12356464764765% |
0% |
| MBB |
2.99944872189715% |
2.42965027468849% |
6.47912966262365% |
-0.330015899212699% |
-0.511723971399136% |
0.998627150953446% |
1.77639600784507% |
0% |
| TIP |
3.55701548568748% |
2.15720766595686% |
6.02639284677495% |
-0.987933916835471% |
1.7283539334894% |
2.22270606282808% |
2.9037422739014% |
3.33872774887032% |
| AGG |
2.76491238956167% |
2.23737177154544% |
5.82823423386722% |
-0.420125001751981% |
-0.516626898118067% |
1.45944554039961% |
2.36879510088237% |
3.02440829440558% |
| BND |
2.76685661127032% |
2.15599473204933% |
5.79577951679586% |
-0.488676078454242% |
-0.550977130986308% |
1.49173560723372% |
2.37768184829235% |
3.11277246444754% |
| EMB |
3.86301149932926% |
2.13100545444813% |
10.1019920999574% |
1.90613619366864% |
-0.0821328467004667% |
2.55118919108177% |
3.94948152257106% |
0% |
| PCY |
5.51577720214338% |
3.42302520773865% |
9.52574351511715% |
3.40796882961012% |
-0.970535452608479% |
2.2628390149118% |
4.00646625736933% |
0% |
| BIL |
0.674599117945385% |
0.32347245072204% |
4.9839804395357% |
3.97585030800691% |
2.37518363824578% |
1.66632855130169% |
1.08896841643531% |
0% |
| TLT |
6.214825688561% |
5.69440208958558% |
2.20635517533179% |
-9.9586650557085% |
-7.49731358440236% |
-0.860096619984796% |
2.86353942992366% |
3.35613875651439% |
| SHY |
1.11697777946049% |
0.73605344950991% |
5.15241534461279% |
2.08757365732766% |
1.19357318719695% |
1.34224600396169% |
1.16227590688784% |
1.90646958273326% |
| ACWI |
2.83404255319148% |
-0.297054212393766% |
15.2578335418031% |
9.21807149678841% |
12.7881269982029% |
9.25619206505568% |
9.61775173252355% |
0% |
| EFA |
7.89578098135169% |
2.95305401312469% |
8.93611357963815% |
6.74480565568596% |
8.6542449239184% |
5.29521629307048% |
6.0631610465161% |
4.99849504425474% |
| EFG |
6.21708148301146% |
1.05128708980153% |
2.84599878548393% |
3.85607341049987% |
6.82870171255825% |
5.51299934184715% |
6.40988184537248% |
5.31870284276894% |
| EFV |
9.20526014865639% |
4.4476850164054% |
14.9916376431827% |
9.37035772376113% |
9.70388651835203% |
4.52764616829862% |
5.25942249934783% |
4.21024352011579% |
| SCZ |
3.50617283950618% |
0.511508951406658% |
6.21977111094834% |
0.855627438399975% |
5.59540980839439% |
5.08488514275782% |
6.93820166622598% |
0% |
| IWB |
1.3130121678669% |
-1.73711464354529% |
18.0704284165075% |
11.9114982036736% |
16.3489311281583% |
12.5623377367513% |
13.7787073162056% |
10.3520241082196% |
| IWV |
1.12490650710544% |
-1.87534473248761% |
17.3228015215803% |
11.3815341589504% |
15.940155137494% |
12.1790028748229% |
13.4967535000735% |
10.1431318739836% |
| SPY |
1.38206388206388% |
-1.26948256953908% |
18.4450126614853% |
12.4488843344947% |
16.6970821554375% |
12.8828796497829% |
13.930511189624% |
10.3587471161555% |
| IWF |
-1.7381343692415% |
-3.59385306980039% |
19.7581149699977% |
14.6397450950663% |
19.4616680130723% |
15.7990236364849% |
16.1966814251163% |
12.3804793003141% |
| QQQ |
-0.598556422745133% |
-2.70347891018399% |
16.4424829840643% |
14.3452516935939% |
20.584916121298% |
17.6325128606516% |
18.6354210474873% |
14.8342398960729% |
| IWD |
4.99108734402851% |
0.428851916916395% |
15.667288844612% |
8.47851869632574% |
12.2281968290237% |
8.7689494708675% |
10.9125978577745% |
7.89960246332653% |
| IWC |
-5.52231937413714% |
-5.24615384615385% |
5.06716285930369% |
0.108469627754992% |
8.10667463943206% |
5.94756594546533% |
9.16143126618096% |
5.93120484366987% |
| IWR |
1.19909502262443% |
-2.83479960899315% |
12.1569014110047% |
6.99853915491282% |
12.190535761844% |
9.17703148948901% |
11.9022128326067% |
9.48344815133615% |
| IWP |
0.165680473372776% |
-5.72510581421252% |
14.244226800465% |
9.34373513596012% |
12.7543536695565% |
10.8089658939071% |
13.0578914934327% |
10.2902885091512% |
| IWS |
1.51538580485542% |
-1.79506357516827% |
11.4880725262011% |
5.93542272734406% |
11.4181058039161% |
7.78457366191692% |
10.8798073639809% |
8.60773939917703% |
| IWM |
-2.85572049239681% |
-5.22341928647121% |
6.60577078860085% |
3.22336216731729% |
9.3671797497235% |
7.18338732283272% |
10.047317397983% |
7.75516804662462% |
| IWO |
-3.82878187756236% |
-6.77309622444512% |
5.70497430531665% |
3.55412077295867% |
7.73793837153727% |
7.16615023582932% |
10.6840354234105% |
8.28533965689604% |
| IWN |
-1.87001279161843% |
-3.80366632829761% |
7.23726958023252% |
2.56500168911113% |
10.0357572279683% |
6.74043393250265% |
9.05807384617685% |
6.86678799672864% |
| IYR |
5.74897915323447% |
3.78612107150391% |
13.9244212198488% |
1.67737467993969% |
5.00340546978508% |
5.43792547590114% |
8.80733285148492% |
6.51301889120484% |
| VNQ |
5.41086663673103% |
3.69961347321923% |
14.1070545419729% |
1.02231952189251% |
5.33694176106481% |
5.29944185042583% |
9.27459486209159% |
7.36897810011157% |
| |
|
|
|
|
|
| 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 February 28, 2025
Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.
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Maximum Drawdown vs. Annual Return
●
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 |
-8.1% |
-10.5% |
-11.7% |
-8.1% |
-6.0% |
-4.8% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-3.7% |
-5.3% |
-5.0% |
-2.1% |
-0.7% |
0.4% |
| Global Equities (ACWI) |
-2.0% |
-3.1% |
-3.5% |
-3.4% |
-4.5% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-11.9% |
-20.1% |
-24.0% |
-12.8% |
-9.6% |
-4.2% |
| 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 |
-0.972453146104085% |
1.35613512881108% |
2.02678430255503% |
-10.1979914172784% |
-12.9237218302185% |
0% |
| DBB |
-7.50897587935959% |
-14.185663292055% |
-7.98322224439649% |
-9.31549999222033% |
-13.2655065814353% |
0% |
| DBO |
-15.8614155742716% |
-11.8732414192516% |
-6.88682300088298% |
-11.3985909000202% |
-15.0400690453536% |
0% |
| DBC |
-12.8089053156771% |
-12.9956550721194% |
-4.21480287509484% |
-9.66254545920147% |
-13.3619984887042% |
-8.72938607337771% |
| GLD |
16.8108883167082% |
3.54567132951366% |
-2.59705483195379% |
-3.72871855829434% |
-8.23300487627614% |
-1.73193258656653% |
| FXA |
-22.622400037977% |
-22.8577600941005% |
-19.879630212229% |
-16.5777612868759% |
-15.8312865044518% |
0% |
| FXC |
-32.8025913152173% |
-30.3996848466316% |
-25.0607818239757% |
-17.742052061384% |
-18.7276099742128% |
0% |
| FXF |
-24.2693985244987% |
-17.5765265268772% |
-19.4914411751622% |
-16.0401124654432% |
-14.1561822381223% |
0% |
| FXE |
-26.5191306684764% |
-22.6815600728442% |
-24.2384775156932% |
-17.7433806749308% |
-18.5835531159913% |
0% |
| FXB |
-16.9810881825802% |
-18.6268893334328% |
-19.3376028817243% |
-17.699147290556% |
-17.0506002259888% |
0% |
| FXY |
-18.1627927944618% |
-26.2899408117314% |
-31.1182037898872% |
-18.5856186710548% |
-20.8103048555927% |
0% |
| UUP |
-5.83669122429014% |
-0.542253174234194% |
-10.5685199621614% |
-9.00893268711297% |
-10.6610326905521% |
0% |
| EEM |
-6.55457337221597% |
-12.2947568560478% |
-13.1606941908831% |
-10.1133699317207% |
-11.3557345047522% |
-6.32781887263749% |
| AMLP |
-2.1306246194473% |
5.87428829338905% |
-6.02045333957207% |
-9.99002067001244% |
0% |
0% |
| IGIB |
-8.52122342308054% |
-14.7842378359673% |
-18.4174488184055% |
-9.74349071120816% |
-7.94312969388617% |
0% |
| EMHY |
2.45712476501938% |
-5.80208564606722% |
-13.7608988110596% |
-7.75920977775502% |
0% |
0% |
| HYD |
-11.8417060412859% |
-18.3462028462509% |
-19.252522407484% |
-10.7322114711239% |
-9.1626494905552% |
0% |
| IEF |
-13.5191489787032% |
-21.7620719216781% |
-25.7049164238187% |
-13.910164264511% |
-10.265506530345% |
-5.21956372889093% |
| IGOV |
-20.8268377461909% |
-22.88680734297% |
-26.7837964568086% |
-17.0273214369319% |
-16.439626553825% |
0% |
| IHY |
-9.73318332801974% |
-11.3075328804921% |
-15.852126363683% |
-8.95447491688556% |
0% |
0% |
| ITM |
-19.2514448175346% |
-18.0552608596233% |
-21.389213750756% |
-11.3641322325923% |
-8.95143583505829% |
0% |
| JNK |
-1.19143958929% |
-10.1223875084229% |
-12.7836266455768% |
-8.06307033955433% |
-6.01717551974108% |
0% |
| MBB |
-10.9902714899503% |
-18.3350016777243% |
-23.3592269649433% |
-14.3338977405904% |
-11.5080911149303% |
0% |
| TIP |
-11.0645794124164% |
-21.9617569016133% |
-17.8311877080072% |
-10.6569730759684% |
-8.47421583187784% |
-4.57547877575309% |
| AGG |
-11.8417373069267% |
-19.6546487815192% |
-23.9381909203156% |
-12.9290534598606% |
-9.63685706830144% |
-4.48308241619474% |
| BND |
-11.858820536987% |
-20.0687339728388% |
-24.0070488256183% |
-12.8292775418911% |
-9.61842416799236% |
-4.1551397717289% |
| EMB |
-5.80014041151752% |
-12.0575741788935% |
-18.0180886785469% |
-10.1649378253141% |
-8.66731552247635% |
0% |
| PCY |
-8.96305639488675% |
-9.04594271529081% |
-17.855700867783% |
-10.6125845861059% |
-9.34163698038761% |
0% |
| BIL |
-0.330551399127538% |
-59.1961193754924% |
-38.3697969526286% |
-25.6962719401501% |
-23.9797203600237% |
0% |
| TLT |
-15.5856795612103% |
-22.0138562782417% |
-25.9275217308582% |
-14.0815951594064% |
-11.0130574341566% |
-6.88385479653816% |
| SHY |
-11.5820386536101% |
-31.3116004483768% |
-32.2477168783239% |
-19.068903063152% |
-16.0328258274874% |
-7.37246813664139% |
| ACWI |
-1.95977766900993% |
-3.0978036438417% |
-3.49461534335921% |
-3.36862849449011% |
-4.48083195539469% |
0% |
| EFA |
-9.98812200512896% |
-5.74632177633269% |
-8.04433960138078% |
-7.58080224509254% |
-8.25321863113798% |
-5.75752858571711% |
| EFG |
-15.2639343555149% |
-8.36744490557318% |
-10.0353057394586% |
-7.45538612277391% |
-7.98298203698285% |
-5.44926358671458% |
| EFV |
-4.80046476118393% |
-3.07658924840126% |
-7.40514463600343% |
-8.51300379249815% |
-9.21174686028915% |
-6.5733050292548% |
| SCZ |
-12.4931950550759% |
-11.2127709338888% |
-11.3234500979668% |
-8.02465304578981% |
-7.77944556655677% |
0% |
| IWB |
-0.950193656841147% |
-0.600856130114131% |
-0.647146949603927% |
-0.503024097602436% |
-0.357522233999109% |
-0.148649159573425% |
| IWV |
-2.10450696303604% |
-1.21384974790282% |
-1.16707275645912% |
-1.00033272682701% |
-0.791622427183812% |
-0.49514896158996% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-1.22074175716155% |
0.887978785781353% |
0.599106975661345% |
1.412891424256% |
0.927140433621432% |
1.25366111977302% |
| QQQ |
-3.41721131622272% |
0.0789855183566806% |
0.981060126117724% |
2.0540996417504% |
1.92344466356251% |
2.15113562556312% |
| IWD |
-5.50847295321148% |
-3.96202880478961% |
-4.77463979431918% |
-4.29348963334099% |
-3.31389789211533% |
-2.70163094060675% |
| IWC |
-13.521452870487% |
-10.699676398696% |
-10.1905979743766% |
-8.12751642713287% |
-7.23521589754001% |
-5.69645297788375% |
| IWR |
-8.73363643275012% |
-5.65817669346073% |
-5.95404270106371% |
-4.63952481862947% |
-3.38632143328721% |
-1.99392754225695% |
| IWP |
-8.44217810274397% |
-3.90585836166559% |
-5.95885424191302% |
-3.63733103515903% |
-2.9024330037898% |
-1.60690262813553% |
| IWS |
-9.14830319976808% |
-6.56785021112867% |
-6.76116928619349% |
-5.95305364466503% |
-4.38040952813446% |
-2.85947188802201% |
| IWM |
-12.7561987255009% |
-8.58709494055374% |
-8.97755378704755% |
-7.01672353266833% |
-6.18484443667816% |
-4.14553695149733% |
| IWO |
-13.2120766135437% |
-8.3385270465492% |
-10.2295440988369% |
-7.11067433162746% |
-5.88420629945428% |
-3.85631751348102% |
| IWN |
-12.4456879959738% |
-9.02746252473773% |
-8.65637024128937% |
-7.42373896538369% |
-6.98580069624848% |
-4.85462921054909% |
| IYR |
-8.25762752411667% |
-9.98979653423103% |
-11.9976089158951% |
-7.91675194046021% |
-6.23935779113859% |
-5.25298224806182% |
| VNQ |
-8.13650185641761% |
-10.4887864763651% |
-11.7193291856438% |
-8.06892676341829% |
-6.02864890791698% |
-4.77556883603523% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
-7.3% |
-11.8% |
-12.2% |
-6.8% |
-3.4% |
-3.8% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.7% |
-3.9% |
-3.5% |
-1.3% |
-0.3% |
0.4% |
| Global Equities (ACWI) |
-1.3% |
-2.8% |
-3.1% |
-3.0% |
-4.1% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-3.8% |
-8.3% |
-7.1% |
-2.3% |
-0.2% |
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 |
11.8690710025269% |
4.32825737870957% |
6.96954699355861% |
-1.65258988962422% |
-3.80048481242845% |
0% |
| DBB |
17.9750176065032% |
-13.6499159183087% |
-1.46908008834444% |
-3.93402551230943% |
-9.44293444259473% |
0% |
| DBO |
-0.342340178171499% |
-7.53488066327574% |
3.37910150849481% |
-9.3202068000447% |
-15.8597977853603% |
0% |
| DBC |
3.11869411464782% |
-6.10747177592632% |
4.10254622530547% |
-3.48215534532584% |
-7.93601787710504% |
-5.11335572262406% |
| GLD |
35.1952433365754% |
6.85947529795282% |
6.0915163692841% |
5.14322305190519% |
3.21653109879115% |
6.79563260115171% |
| FXA |
-14.0196150740293% |
-12.8964176007589% |
-9.95765794837859% |
-8.22466864498679% |
-8.64772929737499% |
0% |
| FXC |
-12.9288206740681% |
-10.5168331918247% |
-7.7896619149729% |
-6.13783081981117% |
-7.44403658823591% |
0% |
| FXF |
-9.91631765363081% |
-6.97705683900394% |
-4.89740766976127% |
-4.00583273896211% |
-3.42055014552677% |
0% |
| FXE |
-8.36800715368997% |
-8.6703081077157% |
-6.77880571771383% |
-4.72498131053112% |
-6.64404838303521% |
0% |
| FXB |
-4.24697273033959% |
-8.20089772369663% |
-6.71877156232479% |
-7.10593501218975% |
-6.45732498884763% |
0% |
| FXY |
-12.3899410091422% |
-16.7891833131966% |
-12.4959508251644% |
-5.53652611752795% |
-5.23646873102617% |
0% |
| UUP |
7.2909927467108% |
4.58530265479326% |
3.90370803310874% |
2.39315875983927% |
3.75496883833772% |
0% |
| EEM |
2.60800562166233% |
-10.4840058743152% |
-9.32933212592005% |
-7.60303554893959% |
-9.76599478244879% |
-5.78810109282689% |
| AMLP |
3.6990183554506% |
9.53733838511025% |
-2.64152936658438% |
-12.72227433702% |
0% |
0% |
| IGIB |
-2.24631914389457% |
-7.23881328960556% |
-7.67021891358374% |
-2.44676883236005% |
-0.809196722546375% |
0% |
| EMHY |
3.68523243611422% |
-2.85895817612547% |
-8.12340823364106% |
-3.10966317917577% |
0% |
0% |
| HYD |
-2.76083035225543% |
-9.02886833836996% |
-10.8979332921738% |
-3.64916924822916% |
-1.00451020669149% |
0% |
| IEF |
-5.71371013986275% |
-10.5234684260391% |
-7.72966126524728% |
-2.08277071114563% |
1.22735458396797% |
1.76457036442405% |
| IGOV |
-12.524730854617% |
-16.3816127686105% |
-13.8219911155189% |
-6.71934667068308% |
-5.84311110497262% |
0% |
| IHY |
-1.23864082489564% |
-5.99810016585102% |
-8.55133076123359% |
-3.62243250074058% |
0% |
0% |
| ITM |
-4.43252142693494% |
-7.47143415818196% |
-6.79896872915464% |
-1.83624764078847% |
0.402294830136617% |
0% |
| JNK |
0.844608549870459% |
-5.30848915777087% |
-6.13123283753154% |
-3.24290209783061% |
-1.9891003858477% |
0% |
| MBB |
-3.99602019500148% |
-8.41007534940515% |
-6.60674907821978% |
-2.55174697532615% |
-0.745313816247645% |
0% |
| TIP |
-2.6158529257829% |
-8.91837015507879% |
-5.13908312887401% |
-1.92414181308044% |
-0.135021967979932% |
0.496869798657306% |
| AGG |
-3.88001559400826% |
-8.24025553590199% |
-6.81459461184121% |
-2.14554094894781% |
-0.0979306399450347% |
0.61801682004168% |
| BND |
-3.8440135893683% |
-8.29216302130051% |
-7.06198358483751% |
-2.25405172599637% |
-0.190666827397896% |
0.678109907340276% |
| EMB |
-1.02578313454678% |
-7.65717726595072% |
-11.429988340126% |
-4.53600282355583% |
-2.53479186661624% |
0% |
| PCY |
-4.22353997118273% |
-7.77308858617172% |
-14.5876064059728% |
-6.13518707073112% |
-3.57221885146897% |
0% |
| BIL |
0.171363252572518% |
-1.64888813554442% |
-0.966866869197508% |
-0.56430205523211% |
-0.409079569440115% |
0% |
| TLT |
-13.9646915864139% |
-20.076001305382% |
-15.5944337556588% |
-4.52387135173356% |
2.53659134972102% |
2.3106994294817% |
| SHY |
-0.718858957037339% |
-3.94461956157907% |
-2.54238914694967% |
-0.972652711047115% |
-0.367959792747569% |
0.209836593955223% |
| ACWI |
-1.25733968359988% |
-2.84075248542287% |
-3.08387926856213% |
-2.98812513556293% |
-4.12884614990731% |
0% |
| EFA |
-4.09185463584729% |
-4.83113890053301% |
-6.2291775150483% |
-6.11856238723488% |
-7.12749015523198% |
-5.30142853305762% |
| EFG |
-13.1288140352952% |
-8.66601126450492% |
-8.92799450356566% |
-6.31154214544076% |
-7.08845208607011% |
-4.93750869352084% |
| EFV |
4.14201621537647% |
-1.36864073977028% |
-4.62670602519947% |
-6.65483259991643% |
-7.84742080194654% |
-6.21508513273547% |
| SCZ |
-8.39541053852988% |
-10.9802646617248% |
-10.6850056302996% |
-7.09011883223657% |
-6.98183204588633% |
0% |
| IWB |
-0.926714106055183% |
-0.596144253208569% |
-0.636860292915467% |
-0.493432278816634% |
-0.341200485938446% |
-0.13443134717312% |
| IWV |
-2.14568422393208% |
-1.22089496327818% |
-1.15130866734201% |
-0.987361616851242% |
-0.76659461124539% |
-0.474900080564936% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
0.871091964472035% |
1.41616626554829% |
1.45862197452535% |
2.12485236733123% |
1.55631915823355% |
1.68379633296498% |
| QQQ |
-1.68420014964436% |
0.768433220244463% |
2.50398284154967% |
3.55955480184144% |
3.50744838616099% |
3.55497087666893% |
| IWD |
-3.43273739270396% |
-3.34751473512028% |
-3.8301642131172% |
-3.69135151263787% |
-2.74719442790496% |
-2.42631715341845% |
| IWC |
-18.9398386479579% |
-13.0402687378683% |
-10.7715188236335% |
-8.37818478770729% |
-7.01258761705902% |
-6.1014857330212% |
| IWR |
-9.96428611636773% |
-6.08093873946005% |
-6.13916225236967% |
-4.67532092994409% |
-3.18956291461715% |
-1.85175320904902% |
| IWP |
-10.9173614232336% |
-4.24396465294294% |
-6.01027255289686% |
-3.34958507502034% |
-2.39718723485977% |
-1.22081621845522% |
| IWS |
-9.75384358796352% |
-6.95172428152879% |
-6.79003464351356% |
-5.97473889724746% |
-4.05866380821526% |
-2.73732223261879% |
| IWM |
-19.5401484722464% |
-10.3693027658719% |
-9.70189570797777% |
-7.50129071370442% |
-6.34354856582211% |
-4.27790929388175% |
| IWO |
-22.8262325582346% |
-10.1717980387021% |
-11.6252992513502% |
-7.77609988944336% |
-5.9742856715865% |
-3.89846002340823% |
| IWN |
-16.636169442734% |
-10.8266418732847% |
-8.89724720449277% |
-7.66533059071328% |
-7.04236791173597% |
-4.99861983975088% |
| IYR |
-7.64365211430796% |
-11.0981118314721% |
-12.5708595837284% |
-6.72618048284269% |
-3.9099221990991% |
-4.62055410986853% |
| VNQ |
-7.2736031177906% |
-11.8130152521967% |
-12.2094755015257% |
-6.83000662316956% |
-3.4377160576757% |
-3.79164136039624% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
0.57 |
-0.10 |
0.19 |
0.25 |
0.50 |
0.35 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.92 |
0.14 |
0.49 |
0.58 |
0.80 |
0.61 |
| Global Equities (ACWI) |
1.06 |
0.28 |
0.59 |
0.52 |
0.59 |
|
| U.S. Equities (SPY) |
1.22 |
0.44 |
0.76 |
0.72 |
0.86 |
0.61 |
| U.S. Bonds (BND) |
0.19 |
-0.67 |
-0.52 |
-0.11 |
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 |
1.13786013079943 |
0.494050995831813 |
0.842999367007446 |
0.0864246192350938 |
0.0302051974918011 |
0 |
| DBB |
0.614214564817483 |
-0.317031945101163 |
0.379036903944847 |
0.174122300486713 |
0.0387251416611959 |
0 |
| DBO |
-0.139474969370337 |
-0.186845035543227 |
0.477442208615964 |
0.0968732749267396 |
-0.0396027854502305 |
0 |
| DBC |
0.109294128363156 |
-0.276555358463537 |
0.554545426916944 |
0.145741616586662 |
0.0211405610941015 |
0.0837969715765181 |
| GLD |
2.48437708013713 |
0.613017744852619 |
0.628462632105258 |
0.498998180855233 |
0.356213378848062 |
0.516997669761799 |
| FXA |
-0.80760487759085 |
-0.837037737771525 |
-0.297984172558207 |
-0.329553361528721 |
-0.175891240772312 |
0 |
| FXC |
-1.81187543937745 |
-1.19075069317072 |
-0.569299613980955 |
-0.411840242748825 |
-0.388207578674782 |
0 |
| FXF |
-0.971587854076169 |
-0.558560024637377 |
-0.294944881505803 |
-0.309979383438647 |
-0.0722151357573461 |
0 |
| FXE |
-1.19261213042158 |
-0.836208927834442 |
-0.54993705195906 |
-0.418119858570143 |
-0.379633395153996 |
0 |
| FXB |
-0.278643398433121 |
-0.600317055236632 |
-0.280152127663241 |
-0.412069075608317 |
-0.273219529948782 |
0 |
| FXY |
-0.362072435214626 |
-1.07760168773795 |
-0.941634263748227 |
-0.464169657825867 |
-0.529928791608328 |
0 |
| UUP |
0.719996558382818 |
0.394023304722397 |
0.189629485983017 |
0.140517069975048 |
0.156873114114293 |
0 |
| EEM |
0.671969385299881 |
-0.219007447810822 |
0.0965761301027077 |
0.118241524378844 |
0.161538565459824 |
0.25037537942285 |
| AMLP |
1.04488606154431 |
0.750663597907496 |
0.578527787844525 |
0.205964306790944 |
0 |
0 |
| IGIB |
0.489972096065457 |
-0.383897313467567 |
-0.227521149119186 |
0.0877003446262381 |
0.317394884751793 |
0 |
| EMHY |
1.44182713319268 |
0.108058379464829 |
0.0433283047696378 |
0.234972903654911 |
0 |
0 |
| HYD |
0.184329052422978 |
-0.574455468566432 |
-0.256593213174715 |
0.0450406548097183 |
0.259818484164513 |
0 |
| IEF |
0.0462212052178004 |
-0.773968847329437 |
-0.619327895910703 |
-0.170703685411436 |
0.171825358354744 |
0.244638697492521 |
| IGOV |
-0.632904679818078 |
-0.855570002726824 |
-0.684769444797382 |
-0.360878724705759 |
-0.226953487556029 |
0 |
| IHY |
0.379491885127156 |
-0.191802107027913 |
-0.0785827524282616 |
0.151939897827944 |
0 |
0 |
| ITM |
-0.494534086876627 |
-0.560982517249684 |
-0.389425999354882 |
-0.0154881316116856 |
0.254137092100467 |
0 |
| JNK |
1.13271308557512 |
-0.131070099640748 |
0.0778888924889242 |
0.201685781674336 |
0.461169637578042 |
0 |
| MBB |
0.271436232745437 |
-0.57576234753015 |
-0.487769889462438 |
-0.19878868361247 |
0.0776215198421831 |
0 |
| TIP |
0.25727885641757 |
-0.741109708986288 |
-0.192747631249136 |
0.022301672220489 |
0.27287350834831 |
0.277386671498228 |
| AGG |
0.191826446276466 |
-0.649526138976587 |
-0.520726561685216 |
-0.114706984031836 |
0.198304361196035 |
0.275343447377445 |
| BND |
0.189692956897741 |
-0.670495348007809 |
-0.524149876794627 |
-0.108536923026791 |
0.199550718489379 |
0.295371279846871 |
| EMB |
0.732141472247055 |
-0.227296304247523 |
-0.189963810048503 |
0.0807934056081581 |
0.294748177260032 |
0 |
| PCY |
0.467420829946707 |
-0.040610407584623 |
-0.163658018025822 |
0.0672100341376452 |
0.263283387083258 |
0 |
| BIL |
1.9133181948877 |
-0.900932587282849 |
-0.714768337247859 |
-0.576271130749384 |
-0.523587154305959 |
0 |
| TLT |
-0.112645805719584 |
-0.806985756314084 |
-0.633578757319957 |
-0.153138802865768 |
0.161839131745501 |
0.176541913223997 |
| SHY |
0.197817796185664 |
-1.02346538207628 |
-0.790051268169693 |
-0.424226225516034 |
-0.192012303227935 |
0.0728744989183078 |
| ACWI |
1.06341702738925 |
0.277254590247616 |
0.586475008887952 |
0.519849991986821 |
0.589033194025838 |
0 |
| EFA |
0.382164673961938 |
0.142780571673829 |
0.362564905564047 |
0.267117197228832 |
0.353995762061797 |
0.267231833597498 |
| EFG |
-0.089659487401485 |
0.00893766971540671 |
0.263859516963832 |
0.276581964827791 |
0.371913946311917 |
0.285726888982753 |
| EFV |
0.827373130123341 |
0.28174092336176 |
0.403137977416331 |
0.216074193799833 |
0.297740383841103 |
0.220574415815077 |
| SCZ |
0.164545303364528 |
-0.154330687047122 |
0.203165149370068 |
0.246565630695475 |
0.389515261031425 |
0 |
| IWB |
1.14520871540725 |
0.411246277691337 |
0.729983573437988 |
0.691994111588889 |
0.84213525915825 |
0.604507302566173 |
| IWV |
1.050481838247 |
0.381121265864838 |
0.705812453933408 |
0.663916244919975 |
0.816463758506308 |
0.584820445835827 |
| SPY |
1.22366831558234 |
0.440979095137794 |
0.7589970812612 |
0.719916762998331 |
0.86292312967179 |
0.612371630648527 |
| IWF |
1.12138531070327 |
0.501442985524702 |
0.798094973537998 |
0.807671518935093 |
0.922653800502028 |
0.691869938150282 |
| QQQ |
0.941685601460257 |
0.4683360396888 |
0.818188853697241 |
0.847338588698177 |
0.983573087983507 |
0.751784584973727 |
| IWD |
0.77302511654707 |
0.23509261710229 |
0.531464951256815 |
0.470129108445282 |
0.662480151762656 |
0.450835871854043 |
| IWC |
0.111419884285217 |
-0.102483005016437 |
0.297426715451029 |
0.269632533821236 |
0.4451940861001 |
0.292775630311664 |
| IWR |
0.505922030177999 |
0.159272317264919 |
0.486475337859697 |
0.458570345028321 |
0.664655316417614 |
0.503078057608404 |
| IWP |
0.540209930015957 |
0.261042589359123 |
0.49147138932679 |
0.522319696768238 |
0.697652325851073 |
0.529865114797197 |
| IWS |
0.470452329355874 |
0.110747875143234 |
0.450280014906759 |
0.38237193068681 |
0.604728496118132 |
0.452380597663712 |
| IWM |
0.177107622995528 |
0.0138874606077966 |
0.34877330818208 |
0.329808851055644 |
0.504230888684128 |
0.382864725758741 |
| IWO |
0.139104465111852 |
0.0288616626006744 |
0.286713938540946 |
0.326639254916836 |
0.525289439157016 |
0.402848659049041 |
| IWN |
0.204298001036762 |
-0.00921182615179968 |
0.370774905893818 |
0.308047116172891 |
0.45569474419082 |
0.340593527383327 |
| IYR |
0.555973098373619 |
-0.0729927394180681 |
0.179088173508604 |
0.2602422364637 |
0.48794651388941 |
0.321685164046157 |
| VNQ |
0.565981597331491 |
-0.100584696314249 |
0.192862315491108 |
0.251697142140638 |
0.503043921238767 |
0.354711159927892 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
0.79 |
-0.14 |
0.27 |
0.36 |
0.76 |
0.50 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.47 |
0.19 |
0.72 |
0.85 |
1.23 |
0.89 |
| Global Equities (ACWI) |
1.79 |
0.39 |
0.88 |
0.77 |
0.89 |
|
| U.S. Equities (SPY) |
2.28 |
0.64 |
1.18 |
1.10 |
1.36 |
0.90 |
| U.S. Bonds (BND) |
1.47 |
0.19 |
0.72 |
0.85 |
1.23 |
0.89 |
| 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 |
2.38427803526168 |
0.796993395557515 |
1.44496039037034 |
0.124820998343334 |
0.0446168251710761 |
0 |
| DBB |
1.25370832937371 |
-0.441452327377065 |
0.590849676614283 |
0.26423571111269 |
0.0562897703242857 |
0 |
| DBO |
-0.204718299212804 |
-0.266213057441004 |
0.735031906452307 |
0.133458632783479 |
-0.0522805008389598 |
0 |
| DBC |
0.167445596214028 |
-0.377237846036249 |
0.835874681636294 |
0.202490011326553 |
0.0285478036991252 |
0.114083491266285 |
| GLD |
7.44746738505407 |
1.11548525111229 |
1.12681635865569 |
0.861693323616204 |
0.566978614773462 |
0.850203273578601 |
| FXA |
-0.944491416739432 |
-0.961663787901761 |
-0.386221853700582 |
-0.438910898209348 |
-0.243448638942936 |
0 |
| FXC |
-1.82550743342324 |
-1.2452103824796 |
-0.661468870241019 |
-0.531572674604445 |
-0.48880384040499 |
0 |
| FXF |
-1.15867712245806 |
-0.711746229320543 |
-0.389135729226127 |
-0.412413705843974 |
-0.100783815967908 |
0 |
| FXE |
-1.32129936171934 |
-0.981661250049904 |
-0.693945708771366 |
-0.549743653702608 |
-0.488729688056602 |
0 |
| FXB |
-0.37302625527921 |
-0.723198332618729 |
-0.364136063133236 |
-0.524905121840183 |
-0.356033248243184 |
0 |
| FXY |
-0.487319412736693 |
-1.25501070906951 |
-1.09779902060226 |
-0.596620213046452 |
-0.663257981719539 |
0 |
| UUP |
1.35824041711962 |
0.612019644573075 |
0.278479732944508 |
0.202091868901953 |
0.234956082174996 |
0 |
| EEM |
1.14556165700369 |
-0.309300483811089 |
0.136351613923516 |
0.172829256888976 |
0.23737710742635 |
0.369142370616209 |
| AMLP |
2.48101926110897 |
1.26378923421523 |
0.888068107480474 |
0.303766654878812 |
0 |
0 |
| IGIB |
0.679697473701208 |
-0.494392748844004 |
-0.295156785869779 |
0.117720947355936 |
0.435896308410929 |
0 |
| EMHY |
2.72917241533835 |
0.159624876226753 |
0.0565545738901321 |
0.321320418506847 |
0 |
0 |
| HYD |
0.262197163221668 |
-0.710863772826196 |
-0.297132030815958 |
0.0530302879622665 |
0.315174006951597 |
0 |
| IEF |
0.0593337496999984 |
-0.911318182188224 |
-0.745398001783871 |
-0.225093134417967 |
0.246961523542265 |
0.366330676620407 |
| IGOV |
-0.755607490219058 |
-1.01207039291566 |
-0.829964091747304 |
-0.453929118916808 |
-0.291205392490849 |
0 |
| IHY |
0.594980953745359 |
-0.251166199601203 |
-0.10075141494613 |
0.20672874021089 |
0 |
0 |
| ITM |
-0.625856768326289 |
-0.710333064666112 |
-0.506516909754198 |
-0.0205082514460398 |
0.357226091496263 |
0 |
| JNK |
1.8437679716619 |
-0.170104721191663 |
0.101291983217105 |
0.272124833827484 |
0.663033731897305 |
0 |
| MBB |
0.361552799730494 |
-0.708538490502535 |
-0.599299078768241 |
-0.249095878194251 |
0.100499724482272 |
0 |
| TIP |
0.348372848625637 |
-0.83649164713393 |
-0.234863530168062 |
0.0282579390332818 |
0.367628531088514 |
0.382505171800065 |
| AGG |
0.251415606549829 |
-0.786810099172818 |
-0.636235947422105 |
-0.148156609959488 |
0.267905971081543 |
0.395273315046952 |
| BND |
0.247848029629156 |
-0.803980398319319 |
-0.640383192122608 |
-0.140102683260885 |
0.269001686489758 |
0.419402439630891 |
| EMB |
1.08452689332795 |
-0.305183213925438 |
-0.239658075537697 |
0.105859468481045 |
0.399528686541665 |
0 |
| PCY |
0.655100565186749 |
-0.0572836534352861 |
-0.209626320118112 |
0.0883713673703631 |
0.355276792908857 |
0 |
| BIL |
4.65869502065044 |
-0.884341991373646 |
-0.707626602813628 |
-0.573194289377338 |
-0.521402594340984 |
0 |
| TLT |
-0.140920276814747 |
-0.982652144982741 |
-0.788452680193929 |
-0.21358026951589 |
0.250953782490279 |
0.273509555434599 |
| SHY |
0.267903577715781 |
-1.05875485969845 |
-0.843939366494619 |
-0.476474010405397 |
-0.221357628465585 |
0.0926126051063613 |
| ACWI |
1.78678544736784 |
0.392764813585551 |
0.876550707558258 |
0.765326406000328 |
0.890467913671165 |
0 |
| EFA |
0.579152429123447 |
0.207495192910009 |
0.538827730721777 |
0.385696169866602 |
0.524051454812908 |
0.377882063198108 |
| EFG |
-0.121458567883645 |
0.0128671872052687 |
0.387004339414191 |
0.399425005646065 |
0.547530893886548 |
0.402340270848567 |
| EFV |
1.42179005193392 |
0.418713339621141 |
0.595502099816161 |
0.307613392747992 |
0.437257608166945 |
0.31330530118449 |
| SCZ |
0.233200430197422 |
-0.208663543675996 |
0.285248968421572 |
0.344938098341194 |
0.569765912401424 |
0 |
| IWB |
2.07573849344988 |
0.596684764794774 |
1.13840869064499 |
1.0542464806425 |
1.32499418384643 |
0.888942553411242 |
| IWV |
1.8567597167436 |
0.553303746078358 |
1.09589897108151 |
1.00570254233284 |
1.27883613427468 |
0.855201821469183 |
| SPY |
2.28418748847393 |
0.638940729794826 |
1.18398288516594 |
1.09980605359029 |
1.36229751386395 |
0.902248285729309 |
| IWF |
2.18376221370804 |
0.740014556441178 |
1.29091290837356 |
1.28721278267658 |
1.5100531137189 |
1.05950245038678 |
| QQQ |
1.82250053141904 |
0.690826777532328 |
1.33390603247703 |
1.37877863939474 |
1.66372513807883 |
1.17433144898124 |
| IWD |
1.22652935868727 |
0.337973994275712 |
0.79183443930157 |
0.687446175671641 |
1.00499603942892 |
0.640652258460023 |
| IWC |
0.196800757657324 |
-0.151873410398974 |
0.453056086914628 |
0.400492904668539 |
0.678082746878379 |
0.421836338464918 |
| IWR |
0.795639406921891 |
0.235947618351018 |
0.726333297200651 |
0.673554814052128 |
1.01721303852842 |
0.729673727953701 |
| IWP |
0.944636718534848 |
0.407311628157276 |
0.779264453626836 |
0.811529586475401 |
1.11889365334134 |
0.790666972309603 |
| IWS |
0.729198090584204 |
0.160040098016039 |
0.649118922552496 |
0.546288160129348 |
0.899924400243694 |
0.642621450807822 |
| IWM |
0.289792705908099 |
0.020927336006166 |
0.52567277142512 |
0.484477374880719 |
0.766965427216616 |
0.556339585352273 |
| IWO |
0.217266417147857 |
0.0430230018353012 |
0.432059890697822 |
0.477455351199981 |
0.804231229786252 |
0.589435311779334 |
| IWN |
0.351756939839694 |
-0.0139313903147635 |
0.551936823303034 |
0.452233057346529 |
0.683801998320224 |
0.488856248665928 |
| IYR |
0.776592271243618 |
-0.100420593751879 |
0.244627932896554 |
0.366117388030379 |
0.72239558043872 |
0.44898501486737 |
| VNQ |
0.794641117140258 |
-0.137746709782667 |
0.265371614293727 |
0.355933406378694 |
0.755672761134509 |
0.501516790553657 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
11.3 |
0.6 |
4.7 |
5.3 |
9.9 |
6.4 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
15.9 |
8.7 |
12.7 |
11.6 |
13.7 |
11.3 |
| Global Equities (ACWI) |
17.4 |
9.4 |
13.3 |
9.5 |
9.4 |
|
| U.S. Equities (SPY) |
18.1 |
12.1 |
16.4 |
12.5 |
13.6 |
10.0 |
| U.S. Bonds (BND) |
15.9 |
8.7 |
12.7 |
11.6 |
13.7 |
11.3 |
| 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 |
42.6820278556479 |
49.1183741658968 |
52.696336729012 |
11.850191364892 |
2.64394163671466 |
0 |
| DBB |
-26.3974135001879 |
-7.11891805309525 |
15.9997663346171 |
6.71405594335879 |
0.0665933679245646 |
0 |
| DBO |
-7.68730052799744 |
-3.17880575616268 |
25.0315065061949 |
0.663291138053512 |
-4.34957581144625 |
0 |
| DBC |
-27.1304626972613 |
2.36139576106028 |
32.3945323593095 |
6.91746386065492 |
0.138416433947128 |
2.17440868515427 |
| GLD |
-572.071444585469 |
65.3221359957405 |
58.1179644132614 |
75.0771139409387 |
53.8645239234303 |
93.1232492760368 |
| FXA |
-7.40420351233372 |
-10.6810505649503 |
-2.19723112888771 |
-5.00205918145618 |
-3.04745342684407 |
0 |
| FXC |
-18.9544120147329 |
-12.3898006561402 |
-4.57540397205957 |
-5.45975317788852 |
-6.59955902142142 |
0 |
| FXF |
-12.2385132089161 |
-1.03671548045421 |
1.71943635421597 |
-5.60382405936584 |
0.36773516453511 |
0 |
| FXE |
-21.0281367151787 |
-8.5183703720846 |
-7.5776198854025 |
-9.97657328345074 |
-9.65888856935712 |
0 |
| FXB |
14.9017406657286 |
-1.56211997168004 |
0.966435394807021 |
-6.58455622185171 |
-4.75378889239897 |
0 |
| FXY |
-2.17092478693141 |
-30.1949507397504 |
-44.4386207507831 |
-62.0337501294893 |
295.628638886159 |
0 |
| UUP |
-44.5269015302506 |
-31.3604515436089 |
-19.3902894085029 |
-16.4356780886058 |
-8.81751718670074 |
0 |
| EEM |
43.4105617664119 |
-0.695757062669248 |
4.47956687834092 |
3.23518225760203 |
2.79708829944917 |
4.40711071325339 |
| AMLP |
21.3439562519716 |
25.2845562164495 |
13.6097124678662 |
2.45328448617662 |
0 |
0 |
| IGIB |
19.4625004343181 |
2.04160321206881 |
1.17802943949681 |
8.52727996041234 |
14.0978833219945 |
0 |
| EMHY |
36.3755720547118 |
11.4336697807388 |
4.60359543763851 |
8.10444382229447 |
0 |
0 |
| HYD |
20.2134217083895 |
-2.36790280576675 |
-2.27628789848673 |
5.41791295631367 |
13.0583569383124 |
0 |
| IEF |
10.6818510200398 |
-8.15103243726743 |
-13.5712068360516 |
7.37704510771649 |
-102.326606855749 |
-89.7413740890801 |
| IGOV |
-3.02089879731771 |
-12.1244536653677 |
-12.8657166735952 |
-6.87355024400456 |
-4.51649938872082 |
0 |
| IHY |
27.2453627182135 |
5.26746438752598 |
2.64894042995375 |
6.6684026416737 |
0 |
0 |
| ITM |
13.7657005625168 |
-0.00752065839705885 |
-1.52410157706228 |
10.9361142045452 |
31.4848949069219 |
0 |
| JNK |
31.5053387589054 |
6.71659417940497 |
6.87727635922898 |
7.51499843959544 |
10.5829951084862 |
0 |
| MBB |
14.7442390478921 |
-1.85088768649363 |
-4.16231950381652 |
5.24438721746234 |
17.4069007638527 |
0 |
| TIP |
20.1651217846645 |
-3.8875447109684 |
5.24802929633861 |
10.3970470792657 |
20.6638729358398 |
24.3171843407097 |
| AGG |
15.2377378920441 |
-2.34077852427118 |
-3.89814560685208 |
8.5876804154691 |
26.0085372852142 |
37.0515682897752 |
| BND |
15.3616646115741 |
-2.56959683362881 |
-3.78055631071674 |
8.02042732613191 |
23.6394948340402 |
36.6041973399756 |
| EMB |
21.0344428808063 |
2.6905695846612 |
-0.712372462723782 |
4.83433128711705 |
8.98920224203406 |
0 |
| PCY |
13.9965399156065 |
3.75574938870353 |
-1.70981905377502 |
3.31070397485843 |
7.48748470614197 |
0 |
| BIL |
4002.30858254236 |
486.519947736014 |
-4438.99637486827 |
1478.54287489168 |
-7313.31066515343 |
0 |
| TLT |
2.23375114558456 |
-15.5902873449415 |
-22.043432354294 |
-8.90435354574567 |
-26.7077735672511 |
-34.8378111481933 |
| SHY |
61.067566007429 |
26.1189065930135 |
29.2170312023677 |
113.380142383962 |
328.642120890156 |
-149.090251196408 |
| ACWI |
17.3690135198529 |
9.40697509888413 |
13.263124317182 |
9.47914829637284 |
9.41222554633668 |
0 |
| EFA |
14.2454135557803 |
7.33077957743269 |
9.61594578031657 |
5.74158125228705 |
6.08026088282336 |
4.68587434893224 |
| EFG |
3.0539621645401 |
3.47430848758373 |
6.9753132384363 |
5.73778330658315 |
6.28355777844524 |
5.0341421069752 |
| EFV |
33.0264887123233 |
12.013191455678 |
11.3758075923006 |
4.97656099455271 |
5.26338950474738 |
3.83567636189219 |
| SCZ |
8.16663969865703 |
0.560856114763462 |
5.41980560357774 |
5.07720457401459 |
6.59898822415167 |
0 |
| IWB |
17.0364542053265 |
11.4687105510431 |
15.6653472110124 |
12.0226050294337 |
13.232329679499 |
9.86035168046449 |
| IWV |
15.7936667733791 |
10.7956668456125 |
15.147850605847 |
11.5277183469797 |
12.8090252011397 |
9.51068912104407 |
| SPY |
18.1002373460107 |
12.1041090190201 |
16.3523068399629 |
12.5381043343083 |
13.5857358741494 |
10.013971800681 |
| IWF |
18.8043432482953 |
12.8473866644686 |
17.4132994304721 |
14.3865156724431 |
14.9956204072481 |
11.5792304920284 |
| QQQ |
16.4821352373854 |
12.0273615842466 |
18.3389824752837 |
15.5518270558536 |
16.6835659420318 |
13.0844197218934 |
| IWD |
14.6208220243188 |
8.94398265478042 |
12.4805946037535 |
8.77184548160324 |
10.803085418141 |
7.58386939680832 |
| IWC |
3.35510033090975 |
-0.214474316945944 |
6.6717817504859 |
4.9349394583479 |
7.4687423657604 |
4.673768372111 |
| IWR |
9.30563438108696 |
6.09477227034823 |
10.554866839757 |
8.09608158207414 |
10.5700342198821 |
8.20415547107105 |
| IWP |
9.31522984465043 |
7.72022231683891 |
10.7452965634814 |
9.3459561397283 |
11.324299213412 |
8.76698701382514 |
| IWS |
9.2481010485556 |
5.25563715595707 |
9.94732337201793 |
6.8746774861487 |
9.74488652308193 |
7.41034429602428 |
| IWM |
4.00257280856281 |
2.46801533013189 |
7.6610919862564 |
5.84998731892148 |
8.09950606993505 |
6.19951468211593 |
| IWO |
3.08232443931079 |
2.70662266046644 |
6.16236554989292 |
5.71709276446242 |
8.47874681435043 |
6.54675581652944 |
| IWN |
4.93117435775312 |
1.95250058396344 |
8.30063904766171 |
5.59630526191959 |
7.41838132907543 |
5.54706689651816 |
| IYR |
11.0509141919192 |
1.2721680815834 |
4.3713786801223 |
5.46133083730358 |
9.37781006695991 |
5.65693086553039 |
| VNQ |
11.326105452031 |
0.641487956400383 |
4.6935367580385 |
5.33141959090193 |
9.89997120711637 |
6.42334956932022 |
Compare: Risk & Volatility
for period ending February 28, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
8.4% |
28.4% |
32.8% |
32.8% |
32.8% |
68.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.6% |
16.0% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
3.6% |
21.3% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
4.0% |
20.2% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
10.3% |
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% |
32% |
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% |
15.9% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
10.1% |
15.4% |
18.3% |
22.7% |
36.6% |
0% |
| FXC |
6.7% |
10.6% |
13.9% |
14.1% |
32.2% |
0% |
| FXF |
7.2% |
8.5% |
13.4% |
14.6% |
29% |
0% |
| FXE |
6.6% |
11.8% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
6.4% |
15% |
21.6% |
30.3% |
36.3% |
0% |
| FXY |
8.8% |
25.2% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
3.3% |
8% |
9.7% |
12% |
17.3% |
0% |
| EEM |
7.3% |
23.6% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
6.2% |
14.5% |
23.3% |
69.8% |
0% |
0% |
| IGIB |
2.7% |
11.2% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.3% |
16.1% |
24.7% |
24.7% |
0% |
0% |
| HYD |
1.7% |
13.1% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
13.6% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
21.2% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
16.7% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2% |
7.3% |
15% |
15% |
15% |
0% |
| JNK |
1.3% |
11.9% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3% |
11.3% |
17% |
17% |
17% |
0% |
| TIP |
3% |
11.2% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
10.2% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
10.3% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
17% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
22.4% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.2% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
33.8% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
2.3% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
3.6% |
21.3% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
8.4% |
22.2% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
23.9% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
21.1% |
23.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
25.1% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
4.2% |
20.5% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
4.4% |
20.5% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
4% |
20.2% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
4.2% |
23.9% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
4.4% |
26.1% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
6.9% |
17.2% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
10.8% |
26.3% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
7.1% |
19.7% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
6.2% |
21.5% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
7.3% |
18.9% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
11% |
19% |
27% |
32.3% |
32.3% |
52.5% |
| IWO |
11.9% |
19.3% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
10.2% |
19.3% |
21.3% |
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 |
| VNQ |
19.6% |
21.9% |
23.2% |
19.3% |
19.5% |
24.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.1% |
13.5% |
14.0% |
11.3% |
10.5% |
10.7% |
| Global Equities (ACWI) |
10.3% |
17.8% |
19.2% |
16.1% |
16.3% |
|
| U.S. Equities (SPY) |
11.9% |
19.0% |
20.7% |
17.2% |
16.5% |
16.6% |
| U.S. Bonds (BND) |
5.9% |
7.7% |
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 |
19.3% |
13.3% |
13.4% |
12% |
13.2% |
0% |
| DBB |
19.7% |
21.7% |
23% |
19.4% |
19.8% |
0% |
| DBO |
13.9% |
20.4% |
34.7% |
30.3% |
28.1% |
0% |
| DBC |
7.4% |
13.3% |
19.9% |
17.4% |
17.2% |
19.2% |
| GLD |
15.5% |
15.1% |
16.2% |
15.1% |
16.7% |
18.5% |
| FXA |
8.6% |
10% |
10.8% |
9.9% |
11.2% |
0% |
| FXC |
4.7% |
6% |
6.3% |
7.1% |
7.6% |
0% |
| FXF |
6.6% |
8.6% |
7.9% |
7.4% |
9.2% |
0% |
| FXE |
5.3% |
7.5% |
7% |
6.9% |
8.2% |
0% |
| FXB |
6.3% |
8.2% |
8% |
8.3% |
8.2% |
0% |
| FXY |
12.4% |
11.7% |
9.6% |
9.4% |
9.1% |
0% |
| UUP |
6.4% |
8% |
7.2% |
6.7% |
7.4% |
0% |
| EEM |
9.2% |
18% |
18.9% |
17.9% |
19% |
22.7% |
| AMLP |
19.5% |
24.1% |
49.7% |
34.1% |
0% |
0% |
| IGIB |
6.2% |
9.4% |
9% |
6.8% |
5.9% |
0% |
| EMHY |
6% |
11.9% |
13.7% |
11.1% |
0% |
0% |
| HYD |
4.4% |
9% |
12.4% |
9.9% |
9% |
0% |
| IEF |
7.5% |
8.9% |
7.6% |
6.7% |
6.6% |
6.8% |
| IGOV |
8.3% |
12.2% |
10.5% |
8.9% |
8.7% |
0% |
| IHY |
5.4% |
10.6% |
11.7% |
9.6% |
0% |
0% |
| ITM |
4% |
7.9% |
7.4% |
6.1% |
6.1% |
0% |
| JNK |
4.3% |
9.9% |
10.4% |
8.4% |
8.6% |
0% |
| MBB |
6.8% |
8.6% |
6.8% |
5.1% |
4.4% |
0% |
| TIP |
5.1% |
7.2% |
6.5% |
5.2% |
5.3% |
6% |
| AGG |
6.1% |
7.8% |
6.4% |
5.2% |
4.6% |
4.7% |
| BND |
5.9% |
7.7% |
6.4% |
5.2% |
4.6% |
4.6% |
| EMB |
7.5% |
12.2% |
13.1% |
10.4% |
9.8% |
0% |
| PCY |
11.1% |
17.5% |
17% |
13.3% |
12.3% |
0% |
| BIL |
0.1% |
0.5% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
13.9% |
15.9% |
14.3% |
13.7% |
14.5% |
14.5% |
| SHY |
1.8% |
2.4% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
10.3% |
17.8% |
19.2% |
16.1% |
16.3% |
0% |
| EFA |
12.4% |
18.8% |
19.4% |
16.1% |
17% |
18.2% |
| EFG |
12.6% |
20.4% |
20.1% |
16.6% |
17.2% |
18.1% |
| EFV |
13.3% |
18.5% |
21% |
17.3% |
18.1% |
19.3% |
| SCZ |
13.3% |
18.8% |
21.1% |
17.6% |
18.4% |
0% |
| IWB |
12.4% |
19.1% |
21.1% |
17.5% |
16.8% |
16.9% |
| IWV |
12.8% |
19.3% |
21.3% |
17.7% |
17% |
17.2% |
| SPY |
11.9% |
19% |
20.7% |
17.2% |
16.5% |
16.6% |
| IWF |
14.5% |
22.7% |
24.6% |
19.9% |
18.6% |
18.3% |
| QQQ |
13.3% |
24.6% |
25.9% |
21.8% |
20.6% |
21.1% |
| IWD |
15.6% |
18.3% |
20.7% |
17.1% |
16.7% |
17% |
| IWC |
23.2% |
24.9% |
29.9% |
24.3% |
23.9% |
23.5% |
| IWR |
17% |
21.4% |
24.1% |
19.4% |
18.8% |
19.4% |
| IWP |
21.1% |
23.8% |
25.8% |
20.9% |
20.1% |
20.4% |
| IWS |
16.8% |
21.3% |
24.6% |
19.6% |
18.9% |
19.7% |
| IWM |
22.3% |
24.5% |
27.4% |
22.7% |
22.2% |
22.2% |
| IWO |
22.8% |
24.7% |
27.6% |
23.2% |
22.9% |
22.8% |
| IWN |
22.4% |
24.8% |
28.6% |
23.2% |
22.4% |
22.3% |
| IYR |
19.6% |
21.9% |
23.3% |
19.1% |
18.8% |
23.3% |
| VNQ |
19.6% |
21.9% |
23.2% |
19.3% |
19.5% |
24.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
13.8% |
14.9% |
16.2% |
13.2% |
12.6% |
16.8% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.1% |
8.9% |
8.9% |
7.2% |
6.5% |
7.0% |
| Global Equities (ACWI) |
5.6% |
11.5% |
12.2% |
10.5% |
10.5% |
|
| U.S. Equities (SPY) |
5.8% |
12.1% |
12.6% |
10.8% |
10.1% |
11.0% |
| U.S. Bonds (BND) |
4.0% |
5.4% |
4.5% |
3.5% |
3.0% |
2.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
8.7% |
7.3% |
7.2% |
7.9% |
8.7% |
0% |
| DBB |
9.1% |
14.6% |
14% |
12.3% |
13.3% |
0% |
| DBO |
9% |
13.2% |
21.9% |
21.6% |
21% |
0% |
| DBC |
4.2% |
8.7% |
12.7% |
12.2% |
12.5% |
13.8% |
| GLD |
4.7% |
7.1% |
8.4% |
8.3% |
10.3% |
10.9% |
| FXA |
6.9% |
7.8% |
7.7% |
7% |
7.8% |
0% |
| FXC |
4% |
4.8% |
4.9% |
5.1% |
5.8% |
0% |
| FXF |
4.8% |
5.8% |
5.4% |
5.1% |
6.4% |
0% |
| FXE |
4.1% |
5.4% |
4.9% |
4.8% |
6.2% |
0% |
| FXB |
4.1% |
5.9% |
5.6% |
6.1% |
6% |
0% |
| FXY |
8.8% |
9.2% |
7.6% |
6.9% |
7% |
0% |
| UUP |
2.6% |
4.3% |
4.3% |
4.3% |
4.7% |
0% |
| EEM |
4.9% |
11.6% |
12.7% |
11.8% |
12.6% |
15% |
| AMLP |
7.9% |
13.3% |
31.7% |
22.7% |
0% |
0% |
| IGIB |
3.9% |
6.3% |
6.3% |
4.6% |
3.9% |
0% |
| EMHY |
2.5% |
7% |
10.1% |
7.8% |
0% |
0% |
| HYD |
2.5% |
6.3% |
10.4% |
8.2% |
7.3% |
0% |
| IEF |
5.4% |
6.6% |
5.6% |
4.5% |
4.2% |
4.2% |
| IGOV |
6.5% |
9.5% |
8% |
6.6% |
6.4% |
0% |
| IHY |
2.8% |
7.2% |
8.7% |
6.7% |
0% |
0% |
| ITM |
2.4% |
5.2% |
5% |
4.2% |
4% |
0% |
| JNK |
2% |
6.9% |
7.5% |
5.9% |
5.7% |
0% |
| MBB |
4.6% |
6% |
4.7% |
3.5% |
2.9% |
0% |
| TIP |
3.2% |
5.5% |
4.6% |
3.6% |
3.5% |
4% |
| AGG |
4.1% |
5.5% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
4% |
5.4% |
4.5% |
3.5% |
3% |
2.8% |
| EMB |
4.5% |
8% |
9.9% |
7.5% |
7% |
0% |
| PCY |
7.5% |
11.4% |
12.8% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
10.9% |
12.2% |
10.9% |
9.3% |
8.9% |
9% |
| SHY |
0.8% |
1.5% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.6% |
11.5% |
12.2% |
10.5% |
10.5% |
0% |
| EFA |
7.7% |
11.8% |
12.4% |
10.7% |
11.1% |
12.6% |
| EFG |
9% |
13.2% |
13% |
11% |
11.4% |
12.5% |
| EFV |
7.2% |
11.3% |
13.6% |
11.7% |
12% |
13.3% |
| SCZ |
8.9% |
12.9% |
14.4% |
12.1% |
12.2% |
0% |
| IWB |
6.3% |
12.1% |
12.9% |
11% |
10.3% |
11.2% |
| IWV |
6.7% |
12.3% |
13% |
11.2% |
10.5% |
11.4% |
| SPY |
5.8% |
12.1% |
12.6% |
10.8% |
10.1% |
11% |
| IWF |
6.9% |
14.4% |
14.5% |
12% |
11% |
11.6% |
| QQQ |
6.3% |
15.7% |
15.1% |
12.9% |
11.8% |
13.1% |
| IWD |
9.5% |
11.7% |
13.3% |
11.3% |
10.7% |
11.7% |
| IWC |
12.7% |
15.7% |
18.9% |
15.9% |
15.3% |
15.9% |
| IWR |
10.5% |
13.3% |
15.5% |
12.7% |
11.9% |
13.1% |
| IWP |
11.8% |
14.1% |
15.6% |
12.9% |
12.1% |
13.4% |
| IWS |
10.5% |
13.7% |
16.5% |
13.3% |
12.4% |
13.6% |
| IWM |
13.3% |
15.1% |
17.5% |
14.9% |
14.2% |
14.9% |
| IWO |
14.3% |
15.5% |
17.7% |
15.4% |
14.6% |
15.2% |
| IWN |
12.6% |
15.2% |
18.5% |
15.3% |
14.5% |
15.2% |
| IYR |
13.9% |
14.8% |
16.4% |
13.1% |
12.3% |
16.3% |
| VNQ |
13.8% |
14.9% |
16.2% |
13.2% |
12.6% |
16.8% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| VNQ |
1.22 |
1.06 |
1.06 |
0.93 |
0.90 |
1.09 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.78 |
0.74 |
0.71 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.86 |
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) |
0.78 |
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 |
0.562140879795639 |
0.226236911665756 |
0.253458303527008 |
0.188264308532073 |
0.27034615231349 |
0 |
| DBB |
-0.560037135533847 |
0.601760710282775 |
0.578797903993578 |
0.521237188608047 |
0.670332524809964 |
0 |
| DBO |
-0.192621616866411 |
0.229378420805307 |
0.54632471216073 |
0.744500719460614 |
0.876315961574573 |
0 |
| DBC |
-0.185653783347772 |
0.194685468729149 |
0.373100601110954 |
0.428871454290925 |
0.55166359750161 |
0.573891069212578 |
| GLD |
-0.0676898315325276 |
0.20682312817679 |
0.203151501102798 |
0.108973253005709 |
0.105496449484856 |
0.0974239308437306 |
| FXA |
0.454465268632211 |
0.436747867529002 |
0.44733093513546 |
0.405286565132218 |
0.484098474123896 |
0 |
| FXC |
0.260003549408629 |
0.274493256382269 |
0.267027049097256 |
0.264336247237762 |
0.330491259751609 |
0 |
| FXF |
0.211084834932722 |
0.220976870531596 |
0.162864126690206 |
0.130920888466093 |
0.187840960904583 |
0 |
| FXE |
0.112929564745064 |
0.223573922957121 |
0.180413181749423 |
0.138027287162029 |
0.248505620732513 |
0 |
| FXB |
0.163577939626527 |
0.352263170093731 |
0.300051961386876 |
0.303230190629695 |
0.308570923021043 |
0 |
| FXY |
0.501792072767581 |
0.311853416924926 |
0.164266703890614 |
0.0503497341275258 |
-0.0144137286985073 |
0 |
| UUP |
-0.201856311044399 |
-0.256668439363186 |
-0.210972957378341 |
-0.157560332967288 |
-0.231049566870719 |
0 |
| EEM |
0.237213402372409 |
0.694123123776064 |
0.713236564915613 |
0.771108269428844 |
0.893850827883362 |
1.04351281486263 |
| AMLP |
1.05916252480783 |
0.802102788832975 |
1.38753902640749 |
1.32130795222463 |
0 |
0 |
| IGIB |
0.379359231376365 |
0.415851012218374 |
0.383442414157489 |
0.267249278761733 |
0.207202266589349 |
0 |
| EMHY |
0.358037866074999 |
0.519873148344996 |
0.585458408978378 |
0.482274570837688 |
0 |
0 |
| HYD |
0.257599136128382 |
0.411129517096465 |
0.505244434541531 |
0.33807952878715 |
0.239217669036027 |
0 |
| IEF |
0.425331525494938 |
0.352365623128374 |
0.175566751532468 |
0.0628498889723616 |
-0.0207558190533712 |
-0.032612156478352 |
| IGOV |
0.484291420440853 |
0.587000758167049 |
0.412693405806411 |
0.276186497661004 |
0.276649581540883 |
0 |
| IHY |
0.236327585651506 |
0.478515682463683 |
0.518500683568522 |
0.437250807288286 |
0 |
0 |
| ITM |
0.165981674739101 |
0.32584503910047 |
0.25519940253006 |
0.146090950186583 |
0.0817076344272974 |
0 |
| JNK |
0.296611625261977 |
0.502563174737351 |
0.483316013019212 |
0.43427770276804 |
0.451553580360358 |
0 |
| MBB |
0.416050928584617 |
0.364577072726443 |
0.205774517330628 |
0.124676498581519 |
0.0822444335032586 |
0 |
| TIP |
0.281754684745878 |
0.342815152337644 |
0.263637746645224 |
0.180621548891376 |
0.123837722307541 |
0.123120851141616 |
| AGG |
0.359860430546955 |
0.326771759607076 |
0.220977434008232 |
0.129798754843877 |
0.0778213616249176 |
0.0723217154527435 |
| BND |
0.354844630393394 |
0.324351035548172 |
0.236936676203363 |
0.143004885540471 |
0.0859961918429175 |
0.075619665233037 |
| EMB |
0.463868562612906 |
0.580308677796445 |
0.599276620747991 |
0.456405187101482 |
0.401004016823725 |
0 |
| PCY |
0.655945559045315 |
0.81560114829519 |
0.769268985030339 |
0.579352220555827 |
0.489041525372478 |
0 |
| BIL |
0.00115913229287138 |
0.00746336303255252 |
-0.000457402563846759 |
0.00089382138203056 |
-0.000101758715721826 |
0 |
| TLT |
0.833387310639768 |
0.660888420028139 |
0.355756253102268 |
0.135312679271931 |
-0.0943082772551878 |
-0.0864395133273462 |
| SHY |
0.0787265703131736 |
0.0667255474744594 |
0.029051475690439 |
0.00879757837231483 |
0.0024875100890872 |
-0.0104748248441902 |
| ACWI |
0.858601336758864 |
0.943267744204661 |
0.938191589338297 |
0.940107325147664 |
0.985205504415277 |
0 |
| EFA |
0.603095040415833 |
0.873035435400821 |
0.864134407397862 |
0.862208642544944 |
0.940483614312648 |
0.993137967910003 |
| EFG |
0.819009318141316 |
1.01064660998693 |
0.929553437307315 |
0.900735310175082 |
0.965234464892375 |
0.988038760447904 |
| EFV |
0.443488330088293 |
0.751305965744903 |
0.822720596049104 |
0.84051433457815 |
0.933741874782484 |
1.0077670376586 |
| SCZ |
0.719389615834269 |
0.910843457846328 |
0.968786498440786 |
0.933606231181505 |
0.999157162702626 |
0 |
| IWB |
1.04045436259213 |
1.0085460642432 |
1.0216279024721 |
1.016215902574 |
1.01523558784545 |
1.01489775588548 |
| IWV |
1.07498951634987 |
1.0223322932535 |
1.02954407379748 |
1.02658888802996 |
1.02677432342226 |
1.03024675013595 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.03238594393787 |
1.11267529754721 |
1.09783288192613 |
1.07421759881806 |
1.05710238583925 |
1.03942174681861 |
| QQQ |
0.976676106386771 |
1.16405217221183 |
1.10366760168412 |
1.11162100009787 |
1.09632711589146 |
1.10738304705664 |
| IWD |
1.04799261653357 |
0.909409565603732 |
0.952151871832717 |
0.960365087718491 |
0.978222621895965 |
0.996170523589372 |
| IWC |
1.40752498526583 |
1.10179014011795 |
1.16339227124631 |
1.13533117828085 |
1.18047396990494 |
1.19527308232267 |
| IWR |
1.26935205186413 |
1.09171656368681 |
1.12230316366949 |
1.09092973983492 |
1.09341533591185 |
1.11390780782809 |
| IWP |
1.49212115179022 |
1.16563480314 |
1.15488467728818 |
1.11964901418174 |
1.12264043349378 |
1.13442773189843 |
| IWS |
1.20492814170396 |
1.06374303361728 |
1.11319699524307 |
1.08220325410643 |
1.08108309148114 |
1.11505805312388 |
| IWM |
1.56424274400005 |
1.16635695763239 |
1.177691698577 |
1.16899603957072 |
1.19791774939509 |
1.19531820007253 |
| IWO |
1.73901193575866 |
1.18573804334108 |
1.19972809081265 |
1.19315449326913 |
1.21943258058332 |
1.2129006433038 |
| IWN |
1.3977389085667 |
1.13711944153669 |
1.16749829222169 |
1.14283591006869 |
1.17455522224931 |
1.17575879341709 |
| IYR |
1.22882556759911 |
1.04750259321591 |
1.0657118715188 |
0.932584073764192 |
0.90240231734121 |
1.09038694697782 |
| VNQ |
1.21509368642073 |
1.05620721271197 |
1.06362572681258 |
0.929333444962089 |
0.902004597770751 |
1.09354203890547 |
Compare: Correlation
for period ending February 28, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.81 |
0.87 |
0.89 |
0.78 |
0.74 |
|
| to S&P500 (SPY) |
0.72 |
0.84 |
0.87 |
0.78 |
0.74 |
0.74 |
| to U.S. Bonds (BND) |
0.93 |
0.77 |
0.69 |
0.60 |
0.52 |
0.41 |
| to Commodities (DBC) |
-0.55 |
0.19 |
0.38 |
0.26 |
0.30 |
0.30 |
| to Gold (GLD) |
0.16 |
0.36 |
0.28 |
0.18 |
0.19 |
0.13 |
