Allocation & Manager Comparison
Compare risk and return for 64 asset allocation funds, model portfolios, and ideas from top gurus




How to get this report
The Allocation & Manager Comparison report is included in the Basic Subscription Package.






The Allocation & Manager Comparison is a 1-page report comparing 64 investable portfolios related to asset allocation funds, unconstrained funds, ETF model portfolios, "go-anywhere" global funds, and portfolios from investment gurus. Subscribe to the Basic Subscription to receive this report.

Asset Allocation and Portfolio Manager Comparison

The Allocation & Manager Comparison compares 27 metrics for each portfolio, plus three scatterplots at the bottom of the page comparing risk vs. return for the most recent 12-month, 36-month, and 60-month periods.

 What you can do
  • Identify the best risk-adjusted returns using the risk vs. return scatterplot chart
  • Compare portfolios head-to-head using 27 risk and return metrics, including 5-year total return, trends, alpha, and Modigliani risk-adjusted return.
  • Compare the correlation for each portfolio with five major asset classes
  • Find new ideas for using ETF portfolios or go-anywhere allocation funds
Update frequency: The VizMetrics Allocation & Manager Comparison is updated monthly.

How to subscribe
This daily comparison is available as part of the Basic Subscription, which includes 4 other in-depth, 1-page comparison reports. See the Pricing page for details.

 

Portfolio categories included on the Allocation & Manager Comparison 1-page VizMetrics report: 
  • 27 dynamic, multi-asset global allocation funds
  • 3 dynamic, equity-only global allocation funds
  • 8 balanced funds
  • 7 alternative managers
  • 16 model portfolios
  • 3 benchmarks

Portfolios types included on the Allocation & Manager Comparison:
  • exchange-traded funds (ETFs)
  • model ETF portfolios
  • open-end funds (mutual funds)
  • individual equity

Metrics included for each portfolio on the Allocation & Manager Comparison: 
  • recent yield
  • 1-year trailing total return
  • 3-year trailing total return
  • 5-year trailing total return
  • 60-month trend
  • calendar year total return (last four years)
  • standard deviation (1-year, 3-year, and 5-year)
  • maximum draw down during past 5 years
  • beta (vs. ACWI index)
  • R-squared
  • Modigliani risk-adjusted return % (1-year, 3-year, and 5-year)
  • Alpha % (1-year, 3-year, and 5-year)
  • correlation to All-Country World equities
  • correlation to S&P 500
  • correlation to broad commodities
  • correlation to total bond return
  • correlation to gold return

Graphical comparisons included: 
  • comparative graphs for all returns, across all portfolios
  • trend graph 60-month adjusted closing price
  • bubble comparison for recent yield
  • bubble comparison for standard deviation (1-year, 3-year, and 5-year)
  • heatmap for correlations to global equities, S&P 500, commodities, bonds, and gold