I'm very curious about how my lazy portfolio of ETFs (a 60/40 split using VTI, VEU, BND, plus VNQ and some slicing and dicing additions) has done through June compared to how just the simple, evenly-divided 3-ETF portfolio we've all heard of (VTI, VXUS, BND) has done or some other appropriate benchmark. I haven't found any current source that gives a thorough and continuous report of the starting value, distributions, and ending value (e.g., VTI/VXUS/BND) for a direct comparison with my results. Before I attempt to research it all myself and try to figure it correctly, is there a site where this is done reliably? Thanks, Rick.
Comments
Have a nice wked, Derf
http://www.portfoliovisualizer.com/backtest-asset-class-allocation
The bad part is that the data is only good thru 2013. The rest of the website is pretty neat as well.
Check it out.
Mike_E
While I'm not into math, stats, and backtesting, I can certainly see and understand the value of such sites for most investors. However, I wonder about the validity of such data. I looked at the High Yield Bond category. Glancing at the data for annual returns a few things jumped out at me as incorrect and erroneous most notably the 20.13% return for this category in 2009. In real life, not even close considering the average high yield bond fund that year returned a tad over 46% (Morningstar) and the Merrill Lynch High Yield Master II Index even more.
The below link to stockcharts.com includes up to date data regarding distributions, etc.
I have not found any deviations in accuracy over several years of use and verifying total returns. You will find the same return numbers posted at the Vanguard site as are shown at stockcharts with the selected tickers.
NOTE: I will post this now and then verify how the link opens as to a line chart or bar graph; and also the time frame of the graph. I will note how to view the chart as I use it for return numbers and comparisons.
Equal amounts invested on the first business day of this year indicates a combined return of 6.17% related to your original post.
VTI,BND,VXUS chart
EDIT: The page loads as a line graphic and for a 200 day period.
---place cursor onto the 200 days slider and right click. You may then select from those choices or you may adjust the slider from either end to change the start and end dates of your choice.
---date ranges are at the top left of the chart
---at the far left edge of the slider bar area you will see a green and red square together. Click on this to change the line graphic to a bar graph which will show the return % of whatever ticker(s) you are viewing. This percentage is always accurate for real total return numbers.
---you may chart 10 tickers (separated by a comma) at one time
---If you are unsure of a ticker, the system will attempt to list choices; OR, for example, you are trying to find a ticker with the "$" symbol included, you may type in the $ symbol and then the GO button and you will be taken to a list of all tickers that include and/or start with the $ symbol.
---there are many other features available at the site without having to register.
THE ABOVE, IS AN ACTIVE LINK, so save it and insert your own tickers.
I do believe you will find this site and charting most useful.
Regards,
Catch
Thanks for all your help!
Rick
Rick
The Stockcharts link indicates the same return info as the Vanguard site for YTD performance, inclusive of distributions, etc.
VTI ='d 8.27%
BND ='d 3.23%
VXUS = 'd 7.03%
I did the most simple method of adding the totals and dividing by 3 to arrive at the 6.17% combined return.
Perhaps I missed something.
Take care,
Catch
Good investing, Derf
For an exchange traded fund, net asset value % return may not be the same as the market price return. Take VTI : it's the same exact portfolio as VTSMX. The net asset value for VTSMX will be a result of the weighted average price and performance of all the stocks in its portfolio, and the net asset value will also be the market price. The exchange traded fund of the exact same portfolio can be different because it is traded on an exchange, and subject to the same market, auction, supply and demand forces as any stock is. In other words, the exchange traded fund can trade at a discount or premium to the net asset value of the stocks in the portfolio. It's similar to the way a closed end fund can trade at a premium or discount to the net asset value of the portfolio it contains, due to the daily bid and asks of those who are buying and selling it. The difference between the premiums and discounts of a closed end fund and that of an exchange traded fund is that exchange traded funds have Authorized Participants who act in such a way as to keep the exchange traded fund's price much closer to the net asset value. With closed end funds, they can have a market price dramatically out of line with the net asset value of the stocks or bonds in the portfolio. With exchange traded funds, the Authorized Participants keep the market price close to the net asset value, but it is still subject to market forces of buying and selling.
Thanks
I used Yahoo ending 2/nd quter.
VTI =7%
BND =3.84%
vxus=5.56%
Investing $100 in each = $16.40 return divided by 300 = 5.46 combined return.
Have a nice Sunday, Derf
You too have a nice Sunday, thanks.
You noted using the 6 month time frame at the stockcharts site. I used the YTD.
The 6 month indicates a time frame of Jan. 3 thru July 3; whereas the YTD time frame is Dec 31, 2013 ending price thru July 3.
Apparently, this is the reason for the variances in our numbers.
Regards,
Catch
The stockcharts is accurate from what I have found over the years.
The "day" slider may be moved left and/or right with the pc cusror, as well as moving either the left or right end of the slider for a shorter or longer time frame. It is a bit difficult to get the exact dates to align. But, you will likely be able to get to within a day or two of your actual begin and end dates choices.
For me, this is close enough for a quick and dirty look at a funds performance.
An example is that for an older fund, you can move the left "hash marks" on the slider to the left position and will find that you may travel the timeline backwards by about 3,900 days (10.7 years) using FAGIX as an example.
Note that generally when you first open this site page, that the graph is set to the line mode and the "days" at 200. But, as you have found; one can alter these as needed.
ALSO, the use of the charting/performance is not limited to mutual fund ticker symbols only.
And importantly, is that some tickers will not be found by the site system; if they are relatively new. I do not know how "old" a fund must be to be found within the site's list. An example is DSENX, which is about 9 months old and will not display (can not be found).
Take care,
Catch
Check out this site, it shows great promise. Let me know what you think.
http://longrundata.com/longrundata/index.php
You can enter a mutual fund or exchange traded fund symbol instead of a stock symbol. I always put in a starting investment amount of $100 to make the math easier.
Thanks,
Rick
I am sure, that when comparing your numbers to the Vanguard site, would find the same performance results for the time frame.
I am confident with the performance numbers I find at Stockcharts. And I like the visuals at the site, too. We all have our preferences as to visualization of data, eh?
Pleased to read that you find the site of value. As time allows, snoop around a bit more; as I will guess you may find something else of value. I know I have not had time to take full advantage of the other features of the site.
Regards,
Catch