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Three fund portfolio using inflation indexed bonds

The Taylor Larimore three-fund portfolio is a portfolio design consisting of three “total” market index funds covering the US stock market, the international stock market, and the US taxable investment grade bond market.  Newspaper columnist Scott Burns has suggested a

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Posted in Market statistics, Portfolios

Three fund portfolios for taxable accounts

The Taylor Larimore three-fund portfolio is a portfolio design consisting of three “total” market index funds covering the US stock market, the international stock market, and the US taxable investment grade bond market. However, investors with large taxable accounts and

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Posted in Market statistics, Portfolios

Portfolio Diversification: REITs and International/Emerging Bonds

Vanguard and others have put a lot of emphasis on bonds diversification using international bonds in recent years, while the Bogleheads community mostly shrugged. This article studies the effect of such diversification through backtesting techniques, looking at both regular International bonds and Emerging Market bonds. We’ll take a close look by studying monthly returns to better analyze the volatility and correlation properties of various portfolios. Then we’ll perform a similar study about diversification of equities with domestic, global or international real estate funds.

Posted in Asset allocation, Bonds, international stocks, Market history, Market statistics, Portfolios, REITS

Update: Vanguard brokerage commission expense (1994 – 2016)

Mutual funds that buy and sell stock incur costs on these transactions. These transaction costs are not included in a fund’s expense ratio. Transaction costs include brokerage commission expense, buy and sell spread costs, and market impact costs, Among these

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US public companies (1976 – 2016)

The following chart and table reflect the  reduction in the number of public companies included in the total US stock market over the forty year period between 1976 and 2016. The most commonly cited factors in reducing the number of

Posted in Market statistics

Vanguard mid cap index fund tracking error

Tracking error is the ultimate measure of judging an index fund manager’s performance. Since an index manager does not engage in security selection with an index fund, it is the manager’s transactional skill which distinguishes performance. How well the manager

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Posted in Market statistics, Vanguard

Vanguard small cap index fund tracking error

Tracking error is the ultimate measure of judging an index fund manager’s performance. Since an index manager does not engage in security selection with an index fund, it is the manager’s transactional skill which distinguishes performance. How well the manager

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Posted in Market statistics, Vanguard

Vanguard US large cap index fund tracking error

Tracking error is the ultimate measure of judging an index fund manager’s performance. Since an index manager does not engage in security selection with an index fund, it is the manager’s transactional skill which distinguishes performance. How well the manager

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Posted in Market statistics, Vanguard

Vanguard investment grade bond fund tracking error

Tracking error is one means of measuring active manager performance against an appropriate market index. Vanguard’s investment grade bond funds are actively managed, defined asset class funds. The funds include three bond funds structured across three bond maturity levels: short,

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Posted in Bonds, Market statistics

Vanguard active government bond fund tracking error

The following tables provide historical annual tracking error data for Vanguard actively managed bond funds. Tracking error is one means of measuring active manager performance against an appropriate market index. Vanguard’s U.S. government bond funds are actively managed, defined asset

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Posted in Bonds, Market statistics
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