Bond funds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | Total Bond Market | 14.29% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 14.29% |
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 14.29% |
SCHO Schwab Short-Term U.S. Treasury ETF | Government Bonds | 14.29% |
SWVXX Schwab Value Advantage Money Fund | 14.29% | |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | Corporate Bonds | 14.29% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bond funds, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Aug 6, 2010, corresponding to the inception date of SCHO
Returns By Period
As of Sep 18, 2024, the Bond funds returned 4.79% Year-To-Date and 1.97% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Bond funds | 4.79% | 1.52% | 5.50% | 9.13% | 1.33% | 1.97% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 5.20% | 2.05% | 6.67% | 10.44% | 0.52% | 1.88% |
BIV Vanguard Intermediate-Term Bond ETF | 5.65% | 2.09% | 7.22% | 11.34% | 0.97% | 2.38% |
BSV Vanguard Short-Term Bond ETF | 4.52% | 1.35% | 4.74% | 8.01% | 1.58% | 1.74% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 6.38% | 2.19% | 7.43% | 13.48% | 1.79% | 3.19% |
VGIT Vanguard Intermediate-Term Treasury ETF | 4.81% | 1.82% | 6.27% | 9.15% | 0.54% | 1.62% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.07% | 1.13% | 4.05% | 6.87% | 1.49% | 1.35% |
SWVXX Schwab Value Advantage Money Fund | 2.83% | 0.00% | 2.16% | 4.42% | 2.06% | 1.40% |
Monthly Returns
The table below presents the monthly returns of Bond funds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.14% | -1.00% | 0.66% | -1.42% | 1.29% | 0.76% | 1.85% | 1.18% | 4.79% | ||||
| 2023 | 2.21% | -1.86% | 2.32% | 0.55% | -0.75% | -0.40% | 0.18% | -0.14% | -1.33% | -0.68% | 3.06% | 2.51% | 5.64% |
| 2022 | -1.43% | -0.69% | -2.24% | -2.40% | 0.71% | -1.14% | 1.84% | -2.16% | -2.76% | -0.43% | 2.42% | -0.36% | -8.46% |
| 2021 | -0.42% | -0.97% | -0.81% | 0.54% | 0.27% | 0.37% | 0.80% | -0.17% | -0.68% | -0.34% | 0.08% | -0.15% | -1.48% |
| 2020 | 1.49% | 1.25% | -0.78% | 1.61% | 0.84% | 0.60% | 0.81% | -0.30% | -0.06% | -0.30% | 0.69% | 0.15% | 6.16% |
| 2019 | 0.98% | 0.02% | 1.45% | 0.13% | 1.32% | 1.04% | 0.08% | 1.87% | -0.39% | 0.36% | -0.09% | 0.08% | 7.04% |
| 2018 | -0.87% | -0.60% | 0.38% | -0.58% | 0.52% | 0.01% | 0.10% | 0.51% | -0.37% | -0.27% | 0.41% | 1.37% | 0.58% |
| 2017 | 0.23% | 0.43% | 0.03% | 0.64% | 0.52% | -0.12% | 0.44% | 0.60% | -0.43% | -0.01% | -0.19% | 0.19% | 2.35% |
| 2016 | 1.01% | 0.60% | 0.76% | 0.24% | -0.09% | 1.57% | 0.33% | -0.31% | 0.17% | -0.58% | -1.83% | 0.06% | 1.89% |
| 2015 | 1.77% | -0.86% | 0.42% | -0.10% | -0.23% | -0.67% | 0.45% | -0.23% | 0.81% | -0.07% | -0.25% | -0.24% | 0.79% |
| 2014 | 1.16% | 0.44% | -0.25% | 0.55% | 0.78% | 0.00% | -0.24% | 0.82% | -0.53% | 0.68% | 0.50% | -0.01% | 3.96% |
| 2013 | -0.42% | 0.47% | 0.14% | 0.78% | -1.46% | -1.35% | 0.37% | -0.63% | 0.85% | 0.63% | -0.12% | -0.61% | -1.38% |
Expense Ratio
Bond funds has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bond funds is 69, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.83 | 2.68 | 1.32 | 0.64 | 7.53 |
BIV Vanguard Intermediate-Term Bond ETF | 1.91 | 2.83 | 1.34 | 0.69 | 7.84 |
BSV Vanguard Short-Term Bond ETF | 3.08 | 5.00 | 1.64 | 1.44 | 17.91 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 2.30 | 3.46 | 1.42 | 0.84 | 10.77 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.85 | 2.76 | 1.34 | 0.64 | 7.20 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.57 | 6.15 | 1.82 | 2.19 | 25.95 |
SWVXX Schwab Value Advantage Money Fund | 3.18 | — | — | — | — |
Dividends
Dividend yield
Bond funds granted a 3.07% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bond funds | 3.07% | 2.69% | 1.80% | 1.69% | 1.89% | 2.23% | 2.16% | 1.84% | 1.74% | 1.82% | 1.94% | 2.06% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.36% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BIV Vanguard Intermediate-Term Bond ETF | 3.45% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
BSV Vanguard Short-Term Bond ETF | 3.08% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.06% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.30% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.21% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% | 0.29% |
SWVXX Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Bond funds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Bond funds was 12.53%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Bond funds drawdown is 0.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.53% | Jan 4, 2021 | 454 | Oct 20, 2022 | — | — | — |
| -5.61% | Mar 9, 2020 | 9 | Mar 19, 2020 | 42 | May 19, 2020 | 51 |
| -3.91% | May 2, 2013 | 88 | Sep 5, 2013 | 174 | May 15, 2014 | 262 |
| -3.27% | Jul 11, 2016 | 112 | Dec 15, 2016 | 175 | Aug 28, 2017 | 287 |
| -3.26% | Nov 5, 2010 | 28 | Dec 15, 2010 | 112 | May 26, 2011 | 140 |
Volatility
Volatility Chart
The current Bond funds volatility is 0.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SWVXX | SCHO | VCIT | BSV | BND | VGIT | BIV | |
|---|---|---|---|---|---|---|---|
| SWVXX | 1.00 | 0.01 | -0.03 | -0.01 | -0.02 | -0.01 | -0.01 |
| SCHO | 0.01 | 1.00 | 0.63 | 0.77 | 0.68 | 0.76 | 0.71 |
| VCIT | -0.03 | 0.63 | 1.00 | 0.77 | 0.87 | 0.81 | 0.89 |
| BSV | -0.01 | 0.77 | 0.77 | 1.00 | 0.80 | 0.84 | 0.83 |
| BND | -0.02 | 0.68 | 0.87 | 0.80 | 1.00 | 0.90 | 0.94 |
| VGIT | -0.01 | 0.76 | 0.81 | 0.84 | 0.90 | 1.00 | 0.92 |
| BIV | -0.01 | 0.71 | 0.89 | 0.83 | 0.94 | 0.92 | 1.00 |