PortfolioMetrics

VOO vs. AGG - ETF Comparison

VOO - Vanguard S&P 500 ETF

The Vanguard S&P 500 ETF is a large-cap equity fund that tracks the S&P 500 Index, providing broad exposure to mega and large-cap stocks in the US market. The fund holds a diversified portfolio of over 500 securities, including well-known companies such as ExxonMobil, Apple, IBM, and GE. With a low expense ratio, this fund is an excellent choice for buy-and-hold investors seeking long-term growth and income through dividend payments.

AGG - iShares Core U.S. Aggregate Bond ETF

The iShares Core U.S. Aggregate Bond ETF provides broad-based exposure to investment grade U.S. bonds, making it a core holding for investors seeking fixed income exposure in their portfolios. The fund tracks the Bloomberg US Aggregate index, offering a diversified portfolio of hundreds of individual securities.

VOOAGG
Fund NameVanguard S&P 500 ETFiShares Core U.S. Aggregate Bond ETF
Fund ProviderVanguardBlackRock
IndexS&P 500Bloomberg US Aggregate
Asset ClassEquityBonds
ListingUS-listedUS-listed
Expense Ratio0.03%0.03%
Inception Date2010-09-072003-09-22
Number Of Holdings50411686
CurrencyUSDUSD
RegionUnited StatesUnited States
Investment StyleBlendBlend
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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