Top Tier ETF Broker Playoffs II
10/26/2010 1 comments
These funds enable participants to gain exposure to 5 major assets: Us Equity , Foreign Equity , Emerging Market Equity , Reits , Fixed Income .
The list of minor asset classes covered:
Consumer Discretionary: RXI , VCR
Consumer Staples: KXI , VDC , PSL , DPN , RHS
Diversified Emerging Mkts: EEM , GMM , PXH , DEM , SCHE
Diversified Pacific/asia: EPP , VPL , GMF , PAF
Equity Energy: ITE , IXC , IPW , DBE , RYE , DKA
Europe Stock: IEV , VGK , PEF , DEB
Financial: IYF , VFH , IPF , PFI , DRF , RYF
Foreign Large Blend: EFA , VEU , GWL , PFA
Foreign Small/mid Growth: IFSM , VSS , SCHC
Health: IYH , IXJ , VHT , XBI , PBE , DBR , RYH
High Yield Bond: HYG , JNK , PHB
Industrials: IYJ , EXI , VIS
Intermediate Government: IEI , VGIT , ITE
Intermediate-term Bond: AGG , CIU , BIV , BND
Large Blend: IVV , IYY , IWV , VTI , VV , SPY , DLN , RSP , SCHX
Large Growth: IVW , IWZ , JKE , VUG , ELG , QQQQ , RPG , SCHG
Large Value: IVE , IWW , JKF , VTV , ELV , PWV , RPV , SCHV
Long Government: TLT , TLH , IEF , EDV , VGLT , TLO , PLW
Long-term Bond: CLY , LQD , BLV , VCLT
Mid-cap Blend: IJH , IWR , JKG , VO , MDY , EMM , PJG , DON , EZM , MVV
Mid-cap Growth: IJK , IWP , VOT , EMG , PWJ , RFG , UKW
Mid-cap Value: IJJ , IWS , JKI , VOE , EMV , PWP , RFV , UVU
Natural Resources: IYM , IGE , VAW , XLB , XME , PYZ , DBN , RTM , UYM
Real Estate: IYR , ICF , VNQ
Short Government: SHY , SHV , VGSH , PLK , USY
Short-term Bond: CSJ , BSV , VCSH
Small Blend: IJR , IWM , JKJ , VB , DSC , PJM , DES , SAA , UWM , SCHA
Small Growth: IJT , IWO , JKK , VBK , DSG , PWT , RZG , UKK
Small Value: IJS , IWN , JKL , VBR , DSV , PWY , RZV , UVT
Technology: MTK , PTF , DBT , RYT , ROM
Utilities: GII , PUI , DBU , RYU , UPW
World Stock: IOO , VT
As of Oct 22, 2010, this plan investment choice is rated as based on MyPlanIQ Plan Rating methodology that was designed to measure how effective a plan's available investment funds are . It has the following detailed ratings:
Diversification -- Rated as average (57%)
Fund Quality -- Rated as average (60%)
Portfolio Building -- Rated as average (39%)
Overall Rating: average (50%)
The chart and table below show the historical performance of moderate model portfolios employing strategic and tactical asset allocation strategies ( SAA and TAA , both provided by MyPlanIQ). For comparison purpose, we also include the moderate model portfolios of a typical 5 asset SIB (Simpler Is Better) plan .
This SIB plan has the following candidate index funds and their ETFs equivalent:
Foreign Equity:( EFA or VEU )
Emerging Market Equity:( EEM or VWO )
Reits:( IYR or VNQ or ICF )
Fixed Income:( AGG or BND )
Performance chart (as of Oct 22, 2010)
|
Portfolio Name
|
1Yr AR
|
1Yr Sharpe
|
3Yr AR
|
3Yr Sharpe
|
5Yr AR
|
5Yr Sharpe
|
|
13%
|
83%
|
6%
|
35%
|
13%
|
81%
|
|
|
15%
|
116%
|
2%
|
6%
|
8%
|
42%
|
|
|
11%
|
72%
|
7%
|
54%
|
15%
|
105%
|
|
|
14%
|
103%
|
3%
|
13%
|
9%
|
41%
|
Currently, asset classes in Emerging Market Equity( EEM , VWO ) , Reits( IYR , VNQ , ICF ) and Fixed Income( AGG , BND ) are doing relatively well. These asset classes are available to Vanguard 62 participants.
Emerging Markets Bond: PCY
Foreign Large Blend: EFA , VEU , GWL , PFA
Foreign Small/mid Value: SCZ
Inflation-protected Bond: TIP
Intermediate-term Bond: AGG , CIU , BIV , BND
Large Blend: IVV , IYY , IWV , VTI , VV , SPY , DLN , RSP , SCHX
Large Growth: IVW , IWZ , JKE , VUG , ELG , QQQQ , RPG , SCHG
Large Value: IVE , IWW , JKF , VTV , ELV , PWV , RPV , SCHV
Long-term Bond: CLY , LQD , BLV , VCLT
Mid-cap Blend: IJH , IWR , JKG , VO , MDY , EMM , PJG , DON , EZM , MVV
Mid-cap Growth: IJK , IWP , VOT , EMG , PWJ , RFG , UKW
Mid-cap Value: IJJ , IWS , JKI , VOE , EMV , PWP , RFV , UVU
Muni National Long: MUB , TFI , PZA , MLN
Small Blend: IJR , IWM , JKJ , VB , DSC , PJM , DES , SAA , UWM , SCHA
Small Growth: IJT , IWO , JKK , VBK , DSG , PWT , RZG , UKK
Small Value: IJS , IWN , JKL , VBR , DSV , PWY , RZV , UVT
World Stock: IOO , VT
As of Oct 22, 2010, this plan investment choice is rated as based on MyPlanIQ Plan Rating methodology that was designed to measure how effective a plan's available investment funds are.
It has the following detailed ratings:
Fund Quality -- Rated as poor (9%)
Portfolio Building -- Rated as below average (14%)
Overall Rating: below average (27%)
The chart and table below show the historical performance of moderate model portfolios employing strategic and tactical asset allocation strategies ( SAA and TAA , both provided by MyPlanIQ). For comparison purpose, we also include the moderate model portfolios of a typical 4 asset SIB (Simpler Is Better) plan .
This SIB plan has the following candidate index funds and their ETFs equivalent:
Foreign Equity:( EFA or VEU )
Emerging Market Equity:( EEM or VWO )
Fixed Income:( AGG or BND )
Performance chart (as of Oct 22, 2010)
Performance table (as of Oct 22, 2010)
|
Portfolio Name
|
1Yr AR
|
1Yr Sharpe
|
3Yr AR
|
3Yr Sharpe
|
5Yr AR
|
5Yr Sharpe
|
|
3%
|
24%
|
3%
|
19%
|
11%
|
71%
|
|
|
10%
|
68%
|
-0%
|
-3%
|
7%
|
28%
|
|
|
2%
|
14%
|
6%
|
47%
|
14%
|
90%
|
|
|
10%
|
75%
|
2%
|
5%
|
8%
|
37%
|
Currently, asset classes in Foreign Equity( EFA , VEU ) , Emerging Market Equity( EEM , VWO ) and Fixed Income( AGG , BND ) are doing relatively well. These asset classes are available to Fidelity 25 Commission Free ETFs participants.
To summarize:
Given the greater number and greater diversification, the Vanguard plan would be the one most likely to continue to deliver better risk adjusted returns and so is declared the winner and moves on to the final round
labels:investment,
Symbols:AGG,BIV,BLV,BND,BSV,CIU,CLY,CSJ,DBE,DBN,DBR,DBT,DBU,DEB,DEM,DES,DGG,DKA,DLN,DON,DPN,DRF,DSC,DSG,DSV,EDV,EEM,EFA,ELG,ELV,EMG,EMM,EMV,EPP,EXI,EZM,GII,GMF,GMM,GWL,HYG,ICF,IEF,IEI,IEV,IFSM,IGE,IJH,IJJ,IJK,IJR,IJS,IJT,IOO,IPF,IPW,ITE,IVE,IVV,IVW,IWM,IWN,IWO,IW,
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