Portfolio Comparison Tools

VizMetrics provides the following reports for comparing portfolios and asset class funds.

Five of these reports (vm02, vm03, vm04, vm23, vm24) are available in the VizMetrics Free subscription.

Risk vs. Return Comparisons

  • vm02: Risk vs. Return Scatterplot - free using Standard Deviation
  • vm03: Risk vs. Return Scatterplot - free using Maximum Drawdown
  • vm04: One Million Portfolio Comparison - free

Global Asset Class Comparisons

  • vm23: Equity & Alternatives - free
  • vm24: Fixed Income - free
  • vm45: Country ETFs
  • vm46: Global Sectors and Currencies

Report Descriptions

vm02: Risk vs. Return Scatterplot using Standard Deviation

This report compares investable portfolios on a risk vs. return basis.
how to subscribe: Free Subscription, Investor Subscription
report category: Risk vs. Return Comparison
portfolios included: 73, including Tactical Portfolios using ETFs, Strategic Portfolios using ETFs, Income Funds
portfolio types: exchange-traded funds (ETFs), mutual funds
file format: PDF chart
metrics included: 2
risk vs. return scatterplots included: 1
update frequency: monthly

vm03: Risk vs. Return Scatterplot using Maximum Drawdown

This report compares investable portfolios on a risk vs. return basis.
how to subscribe: Free Subscription, Investor Subscription
report category: Risk vs. Return Comparison
portfolios included: 73, including Tactical Portfolios using ETFs, Strategic Portfolios using ETFs, Income Funds
portfolio types: exchange-traded funds (ETFs), mutual funds
file format: PDF chart
metrics included: 2
risk vs. return scatterplots included: 1
update frequency: monthly

vm04: One Million Portfolios Comparison

This report compares portfolios formed from a set of 14 global asset classes. The portfolios are compared to the efficient frontier on a risk vs. return basis.
how to subscribe: Free Subscription, Investor Subscription
report category: Risk vs. Return Comparison
portfolios included: 1,144,066
portfolio types: exchange-traded funds (ETFs)
file format: PDF chart
metrics included: 2
risk vs. return scatterplots included: 1
update frequency: annually

vm23: Equity & Alternatives

This report compares investable portfolios related to global equity & alternative asset classes.
how to subscribe: Free Subscription, Investor Subscription
report category: Global Asset Class Comparisons
portfolios included: 31, including U.S. equities, international equities, commodity portfolios, real estate portfolios, and equity benchmarks
portfolio types: exchange-traded funds (ETFs)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: monthly

vm24: Fixed Income

This report compares investable portfolios related to global fixed income asset classes.
how to subscribe: Free Subscription, Investor Subscription
report category: Global Asset Class Comparisons
portfolios included: 28, including U.S. bonds, international bonds, emerging market bonds, U.S. treasuries, municipal bonds, inflation-protected portfolios, and mortgage-backed securities
portfolio types: exchange-traded funds (ETFs)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: monthly

vm45: Country ETFs

This report compares investable portfolios related to country-specific equities.
how to subscribe: Investor Subscription
report category: Global Asset Class Comparisons
portfolios included: 43, including the Americas, Asia, Europe, the Middle East, and Africa.
portfolio types: exchange-traded funds (ETFs)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: monthly

vm46: Global Sectors and Currencies

This report compares investable portfolios related to currencies and global sectors.
how to subscribe: Investor Subscription
report category: Global Asset Class Comparisons
portfolios included: 21, including eight major currencies and 13 global sectors.
portfolio types: exchange-traded funds (ETFs)
file format: PDF (data and charts) and XLS (data)
metrics included: 39
risk vs. return scatterplots included: 6
update frequency: monthly

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