Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 55% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 32.50% |
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 2.50% |
Find the right asset allocation for No Worries
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in No Worries, 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 Every 3 months.
Loading charts...
Returns By Period
As of Jun 13, 2026, the No Worries returned 13.46% Year-To-Date and 13.59% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio No Worries | 0.87% | 2.29% | 13.46% | 13.36% | 25.89% | 17.46% | 11.22% | 13.59% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | -0.58% | 2.87% | 19.96% | 18.54% | 25.99% | 14.28% | 8.90% | 12.83% |
VOO Vanguard S&P 500 ETF | 1.74% | 2.12% | 10.99% | 11.51% | 27.95% | 21.25% | 13.93% | 15.72% |
VTEB Vanguard Tax-Exempt Bond ETF | 0.10% | 1.32% | 1.54% | 1.95% | 6.68% | 3.38% | 0.88% | 2.02% |
VTI Vanguard Total Stock Market ETF | 1.68% | 2.70% | 11.46% | 11.76% | 28.40% | 20.94% | 12.71% | 15.23% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 25, 2015, No Worries's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, No Worries closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.72% | 1.92% | -3.80% | 7.69% | 3.60% | 0.01% | 13.46% | ||||||
| 2025 | 2.16% | 0.22% | -3.76% | -3.02% | 4.05% | 3.85% | 1.27% | 3.03% | 1.86% | 0.83% | 1.15% | 0.20% | 12.15% |
| 2024 | 0.93% | 3.59% | 3.41% | -3.91% | 3.54% | 2.19% | 2.84% | 2.18% | 1.64% | -0.60% | 5.07% | -3.64% | 18.15% |
| 2023 | 4.58% | -2.74% | 2.06% | 0.61% | -1.09% | 5.56% | 3.27% | -1.54% | -4.36% | -2.62% | 7.91% | 4.95% | 16.95% |
| 2022 | -4.18% | -2.35% | 2.81% | -6.66% | 1.61% | -7.48% | 6.81% | -3.52% | -8.03% | 8.19% | 5.90% | -4.45% | -12.41% |
| 2021 | -0.83% | 3.41% | 5.63% | 3.84% | 1.45% | 1.04% | 1.65% | 2.34% | -3.96% | 5.46% | -1.03% | 4.98% | 26.22% |
Benchmark Metrics
No Worries has an annualized alpha of 2.06%, beta of 0.84, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since August 25, 2015.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.96%) than losses (85.09%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.06%
- Beta
- 0.84
- R²
- 0.97
- Upside Capture
- 88.96%
- Downside Capture
- 85.09%
Expense Ratio
No Worries has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
No Worries ranks 85 for risk / return — in the top 85% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for No Worries and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.85 | 2.14 | +0.72 |
| Sortino ratioReturn per unit of downside risk | 3.94 | 2.89 | +1.05 |
| Omega ratioGain probability vs. loss probability | 1.53 | 1.39 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.47 | 2.91 | +1.56 |
| Martin ratioReturn relative to average drawdown | 19.47 | 13.08 | +6.39 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 85 | 2.39 | 3.69 | 1.43 | 5.66 | 13.87 |
VOO Vanguard S&P 500 ETF | 78 | 2.28 | 3.07 | 1.42 | 3.15 | 14.25 |
VTEB Vanguard Tax-Exempt Bond ETF | 76 | 2.52 | 3.71 | 1.55 | 2.48 | 8.75 |
VTI Vanguard Total Stock Market ETF | 77 | 2.25 | 3.04 | 1.41 | 3.20 | 14.35 |
Loading charts...
Dividends
Dividend yield
No Worries provided a 1.98% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.98% | 2.22% | 2.21% | 2.25% | 2.28% | 1.78% | 2.11% | 2.28% | 2.41% | 2.07% | 2.26% | 2.23% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.24% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.35% | 3.29% | 3.14% | 2.79% | 2.09% | 1.64% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the No Worries. 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 No Worries was 31.28%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current No Worries drawdown is 1.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.28%Mar 2020 | 1mo 9d | 4mo 20d | 5mo 29dFeb 2020 - Aug 2020 |
Bear market2022 | -20.56%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -16.58%Dec 2018 | 3mo 1d | 3mo 11d | 6mo 12dSep 2018 - Apr 2019 |
2025 selloff2025 | -15.40%Apr 2025 | 4mo 7d | 2mo 24d | 7mo 1dDec 2024 - Jul 2025 |
2016 pullback2016 | -9.68%Feb 2016 | 3mo 9d | 1mo 17d | 4mo 26dNov 2015 - Mar 2016 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.39, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.20 | 1.11 | 1.07 | 1.06 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
No Worries correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2015 | 0.97 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VTEB has the lowest at 0.03.
Asset Correlations Table
Find what No Worries is missing
See which holdings overlap, where No Worries is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification