VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD

Asset Allocation

Position	Category/Sector	Target Weight
AIA iShares Asia 50 ETF	Asia Pacific Equities	5%
BND Vanguard Total Bond Market ETF	Total Bond Market	17%
GLD SPDR Gold Shares	Gold, Precious Metals	25%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	12%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	17%
VTV Vanguard Value ETF	Large Cap Value Equities	12%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	12%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD, 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.

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The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI

Returns By Period

As of Apr 4, 2026, the VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD returned 3.70% Year-To-Date and 10.09% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD	0.15%	-2.85%	3.70%	7.37%	30.43%	18.15%	11.32%	10.09%
Portfolio components:
VTV Vanguard Value ETF	0.43%	-0.55%	4.16%	6.74%	28.76%	15.18%	10.89%	12.04%
VYMI Vanguard International High Dividend Yield ETF	0.45%	1.55%	6.74%	13.95%	45.31%	20.38%	12.59%	10.46%
SPMO Invesco S&P 500 Momentum ETF	0.81%	-1.90%	-2.78%	-3.43%	41.76%	28.84%	17.49%	17.58%
AIA iShares Asia 50 ETF	1.37%	0.20%	9.81%	11.11%	66.96%	23.56%	5.34%	12.12%
BND Vanguard Total Bond Market ETF	-0.15%	-0.70%	0.16%	1.05%	3.49%	3.25%	0.25%	1.64%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	0.01%	0.05%	1.12%	1.44%	3.85%	4.57%	3.50%	3.07%
GLD SPDR Gold Shares	-0.41%	-9.69%	7.91%	17.36%	52.89%	31.87%	21.31%	13.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 3, 2016, VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2022 with a return of +6.5%, while the worst month was Mar 2026 at -5.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +4.4%, while the worst single day was Mar 12, 2020 at -5.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.09%	4.23%	-5.85%	0.56%									3.70%
2025	3.69%	1.69%	1.69%	1.57%	2.37%	2.57%	0.33%	2.89%	4.67%	1.34%	1.82%	1.23%	29.07%
2024	0.02%	2.20%	4.25%	-0.92%	2.85%	1.15%	2.62%	2.02%	2.72%	-0.07%	0.74%	-1.93%	16.62%
2023	4.07%	-3.75%	3.28%	1.06%	-2.47%	1.62%	2.10%	-1.35%	-2.54%	0.60%	4.64%	3.23%	10.54%
2022	-1.45%	0.57%	0.39%	-3.77%	0.31%	-4.11%	1.62%	-2.67%	-5.53%	2.81%	6.52%	-0.52%	-6.24%
2021	-0.52%	-0.83%	1.04%	2.53%	2.83%	-1.18%	0.95%	0.85%	-2.58%	2.49%	-1.67%	2.70%	6.63%

Benchmark Metrics

VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD has an annualized alpha of 5.22%, beta of 0.37, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.85%) than losses (36.79%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.22% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.37 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 5.22%

Beta: 0.37

R²: 0.59

Upside Capture: 48.85%

Downside Capture: 36.79%

Expense Ratio

VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD has an expense ratio of 0.16%, 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.

AIA

iShares Asia 50 ETF

GLD

SPDR Gold Shares

SPMO

Invesco S&P 500 Momentum ETF

VYMI

Vanguard International High Dividend Yield ETF

VTV

Vanguard Value ETF

BND

Vanguard Total Bond Market ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD ranks 87 for risk / return — in the top 87% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.85	1.84	+1.00
Sortino ratio Return per unit of downside risk	3.85	2.97	+0.88
Omega ratio Gain probability vs. loss probability	1.60	1.40	+0.19
Calmar ratio Return relative to maximum drawdown	2.94	1.82	+1.11
Martin ratio Return relative to average drawdown	12.44	7.76	+4.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTV Vanguard Value ETF	83	2.22	3.50	1.44	2.11	8.71
VYMI Vanguard International High Dividend Yield ETF	93	3.16	4.46	1.63	3.36	12.91
SPMO Invesco S&P 500 Momentum ETF	78	2.03	3.12	1.42	1.89	7.15
AIA iShares Asia 50 ETF	92	2.66	3.37	1.47	3.64	12.67
BND Vanguard Total Bond Market ETF	40	0.82	1.17	1.15	1.68	4.54
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	92	2.16	3.17	1.45	4.25	13.63
GLD SPDR Gold Shares	80	1.92	2.34	1.35	2.52	8.99

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.85
5-Year: 1.28
10-Year: 1.17
All Time: 1.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD provided a 2.17% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.17%	2.20%	2.14%	2.15%	2.80%	2.07%	1.51%	1.88%	1.99%	1.52%	1.48%	0.94%
Portfolio components:
VTV Vanguard Value ETF	2.01%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
VYMI Vanguard International High Dividend Yield ETF	3.59%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%
SPMO Invesco S&P 500 Momentum ETF	0.88%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
AIA iShares Asia 50 ETF	2.28%	2.50%	2.78%	2.07%	2.59%	1.54%	1.11%	2.24%	2.49%	1.45%	2.29%	2.88%
BND Vanguard Total Bond Market ETF	3.93%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.62%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%
GLD SPDR Gold Shares	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD. 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 VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD was 15.73%, occurring on Mar 19, 2020. Recovery took 55 trading sessions.

The current VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD drawdown is 5.51%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-15.73%	Feb 24, 2020	19	Mar 19, 2020	55	Jun 8, 2020	74
-14.97%	Nov 15, 2021	218	Sep 27, 2022	297	Dec 1, 2023	515
-8.75%	Jan 29, 2018	229	Dec 24, 2018	113	Jun 7, 2019	342
-8.31%	Mar 3, 2026	18	Mar 26, 2026	—	—	—
-6.29%	Apr 3, 2025	4	Apr 8, 2025	11	Apr 24, 2025	15

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 6.02, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	BND	VTIP	GLD	AIA	SPMO	VTV	VYMI	Portfolio
Benchmark	1.00	0.03	0.09	0.04	0.63	0.80	0.84	0.73	0.68
BND	0.03	1.00	0.56	0.37	0.02	0.04	-0.02	0.04	0.31
VTIP	0.09	0.56	1.00	0.38	0.07	0.06	0.09	0.16	0.37
GLD	0.04	0.37	0.38	1.00	0.17	0.07	0.03	0.21	0.63
AIA	0.63	0.02	0.07	0.17	1.00	0.51	0.52	0.72	0.66
SPMO	0.80	0.04	0.06	0.07	0.51	1.00	0.63	0.56	0.64
VTV	0.84	-0.02	0.09	0.03	0.52	0.63	1.00	0.75	0.64
VYMI	0.73	0.04	0.16	0.21	0.72	0.56	0.75	1.00	0.77
Portfolio	0.68	0.31	0.37	0.63	0.66	0.64	0.64	0.77	1.00

The correlation results are calculated based on daily price changes starting from Mar 3, 2016

VTV, VYMI, SPMO, AIA, VTIP, BND + 25% GLD

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table