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Vanguard Tactical Allocation

Vanguard ETFs have some of the lowest expense ratios in the industry, averaging about 75% less than the industry average.
Additionally, Vanguard ETFs can be traded commission free within a Vanguard brokerage account. These factors combined make Vanguard ETFs attractive to investors wishing to deploy a more active strategy.

 

  • The Vanguard Tactical ETF model starts with a broad cross section of asset-classes (bonds, equities, sectors, real estate, and international equities)
  • Each month, the ETFs are ranked on a combination of trend, relative momentum, and volatility
  • The top three scoring ETFs are then held until the next monthly rebalancing
  • During periods of stock market weakness, the model may automatically allocated to cash and short term bonds in order to protect capital

From: $208.25 / month

Clear selection






Model Inception Date:12/31/2004Data as of 01/31/2017
ModelBenchmark (SPY)
Total Return:280.9%140.2%

Compound Annual Growth (CAGR):11.7%7.5%

Sharpe Ratio:0.710.35
MAR Ratio: 0.750.13
Correlation to benchmark:0.47
Volatility:13.8%19.5%
Maximum Drawdown:-16.8%-55.2%
Winning Period %: 63.4%
Best Monthly Period:9.10%
Worst Monthly Period:-7.01%

Exchange Traded FundSymbol
Vanguard Intermediate Term Bond ETF BIV
Vanguard Long-Term Bond ETF BLV
Vanguard Total Bond Market ETFBND
Vanguard Short-Term Bond ETFBSV
Vanguard Mega Cap 300 ETFMGC
Vanguard Mega Cap 300 GrowthMGK
Vanguard Mega Cap 300 ValueMGV
Vanguard Small Cap ETFVB
Vanguard Small Cap Growth ETFVBK
Vanguard Small Cap Value ETF
VBR
Vanguard MSCI EAFE ETFVEA
Vanguard MSCI European ETFVGK
Vanguard Dividend Appreciation ETFVIG
Vanguard REIT ETFVNQ
Vanguard Mid Cap ETFVO
Vanguard Mid Cap ValueVOE
Vanguard S&P 500 ETFVOO
Vanguard Mid Cap Growth ETFVOT
Vanguard MSCI Pacific ETFVPL
Vanguard Total World Stock Index ETFVT
Vanguard Total Stock Market ETFVTI
Vanguard MSCI Emerging Markets ETFVWO
Vanguard High Dividend Yield ETFVYM

How do our investment strategies compare?

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