Asset Allocation
Find the right asset allocation for Stable growth
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stable growth, 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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Returns By Period
As of Jun 9, 2026, the Stable growth returned 7.17% Year-To-Date and 12.76% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio Stable growth | 0.25% | -0.85% | 7.17% | 8.73% | 23.30% | 21.94% | 14.31% | 12.76% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.03% | -0.67% | -0.07% | 0.23% | 4.87% | 3.89% | -0.05% | 1.53% |
BNDX Vanguard Total International Bond ETF | -0.12% | -0.16% | 0.37% | 0.55% | 1.86% | 4.01% | 0.25% | 1.65% |
IAU iShares Gold Trust | 0.20% | -8.43% | 0.26% | 3.08% | 30.27% | 29.88% | 17.71% | 12.71% |
IDV iShares International Select Dividend ETF | 0.23% | -2.36% | 10.84% | 14.01% | 33.84% | 24.24% | 11.70% | 10.33% |
QLEIX AQR Long-Short Equity Fund | -0.99% | 0.96% | -0.90% | 2.17% | 14.56% | 26.92% | 21.52% | 11.88% |
QQQ Invesco QQQ ETF | 1.56% | 0.68% | 16.71% | 15.00% | 35.78% | 27.15% | 16.98% | 21.59% |
SCHD Schwab U.S. Dividend Equity ETF | -0.03% | 2.12% | 18.71% | 19.28% | 26.37% | 14.73% | 8.49% | 12.65% |
VONG Vanguard Russell 1000 Growth ETF | 0.21% | -0.46% | 4.12% | 3.06% | 21.24% | 23.77% | 14.57% | 18.32% |
VT Vanguard Total World Stock ETF | 0.52% | -0.45% | 9.77% | 10.59% | 25.47% | 19.82% | 10.54% | 12.61% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2014, Stable growth's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +7.4%, while the worst month was Mar 2020 at -8.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Stable growth closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.9%, while the worst single day was Mar 12, 2020 at -7.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.06% | 3.47% | -4.49% | 3.63% | 2.45% | -1.84% | 7.17% | ||||||
| 2025 | 3.26% | 1.95% | 0.68% | 0.45% | 3.28% | 2.75% | 0.20% | 3.44% | 3.49% | 1.57% | 1.97% | 1.85% | 27.85% |
| 2024 | 1.42% | 1.73% | 4.54% | -1.08% | 3.59% | 0.44% | 2.56% | 1.67% | 1.94% | 0.01% | 2.91% | -1.71% | 19.36% |
| 2023 | 5.01% | -1.74% | 2.05% | 0.71% | -1.23% | 3.56% | 3.17% | -0.53% | -1.79% | -0.15% | 5.59% | 3.00% | 18.72% |
| 2022 | 0.21% | -0.13% | 1.21% | -3.39% | 2.38% | -6.79% | 2.34% | -3.46% | -6.35% | 5.22% | 6.91% | -1.23% | -3.99% |
| 2021 | -0.11% | 1.63% | 5.47% | 2.93% | 3.12% | -1.80% | 1.35% | 0.77% | -2.86% | 2.76% | -0.53% | 4.90% | 18.73% |
Benchmark Metrics
Stable growth has an annualized alpha of 4.81%, beta of 0.53, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.71%) than losses (48.08%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.81% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.53 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
- 4.81%
- Beta
- 0.53
- R²
- 0.82
- Upside Capture
- 61.71%
- Downside Capture
- 48.08%
Expense Ratio
Stable growth has an expense ratio of 0.45%, placing it in the medium range. 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
Stable growth ranks 82 for risk / return — in the top 82% 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 Stable growth and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.82 | 1.94 | +0.88 |
| Sortino ratioReturn per unit of downside risk | 3.74 | 2.63 | +1.11 |
| Omega ratioGain probability vs. loss probability | 1.55 | 1.35 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.59 | +1.15 |
| Martin ratioReturn relative to average drawdown | 15.15 | 11.84 | +3.30 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 40 | 1.32 | 1.96 | 1.23 | 1.83 | 5.43 |
BNDX Vanguard Total International Bond ETF | 18 | 0.54 | 0.79 | 1.10 | 0.64 | 1.79 |
IAU iShares Gold Trust | 33 | 1.14 | 1.52 | 1.23 | 1.52 | 3.80 |
IDV iShares International Select Dividend ETF | 84 | 2.63 | 3.42 | 1.47 | 3.99 | 15.00 |
QLEIX AQR Long-Short Equity Fund | 48 | 2.06 | 3.02 | 1.38 | 2.49 | 7.84 |
QQQ Invesco QQQ ETF | 69 | 2.15 | 2.77 | 1.38 | 3.00 | 11.43 |
SCHD Schwab U.S. Dividend Equity ETF | 85 | 2.43 | 3.75 | 1.43 | 5.74 | 14.06 |
VONG Vanguard Russell 1000 Growth ETF | 37 | 1.36 | 1.87 | 1.24 | 1.31 | 4.39 |
VT Vanguard Total World Stock ETF | 65 | 1.96 | 2.68 | 1.36 | 2.64 | 11.68 |
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Dividends
Dividend yield
Stable growth provided a 2.16% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.16% | 2.30% | 3.76% | 7.15% | 5.41% | 1.58% | 1.95% | 1.66% | 3.28% | 3.76% | 2.33% | 2.87% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.98% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
BNDX Vanguard Total International Bond ETF | 4.50% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 4.51% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
QLEIX AQR Long-Short Equity Fund | 1.77% | 1.75% | 7.12% | 20.88% | 14.15% | 0.00% | 1.57% | 0.00% | 6.03% | 9.11% | 3.01% | 4.98% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SCHD Schwab U.S. Dividend Equity ETF | 3.27% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VONG Vanguard Russell 1000 Growth ETF | 0.44% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
VT Vanguard Total World Stock ETF | 1.63% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
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 Stable growth. 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 Stable growth was 22.81%, occurring on Mar 20, 2020. Recovery took 95 trading sessions.
The current Stable growth drawdown is 1.98%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -22.81%Mar 2020 | 29d | 4mo 18d | 5mo 17dFeb 2020 - Aug 2020 |
Bear market2022 | -15.84%Sep 2022 | 8mo 15d | 8mo 11d | 1y 4moJan 2022 - Jun 2023 |
Rate-hike selloffLate 2018 | -14.06%Dec 2018 | 10mo 29d | 8mo 22d | 1y 7moJan 2018 - Sep 2019 |
2015 pullback2015 | -8.29%Aug 2015 | 3mo 9d | 1mo 29d | 5mo 8dMay 2015 - Oct 2015 |
2025 selloff2025 | -8.05%Apr 2025 | 5d | 21d | 26dApr 2025 - Apr 2025 |
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 9 assets, with an effective number of assets of 6.39, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.55 | 1.49 | 1.48 | 1.38 | 1.39 |
The portfolio has a diversification ratio of 1.39, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Stable growth correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VT has the highest benchmark correlation at 0.95, while BND has the lowest at -0.01.
Asset Correlations Table
| IAU | BNDX | BND | QLEIX | IDV | SCHD | QQQ | VONG | VT | |
|---|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.26 | 0.36 | -0.02 | 0.19 | 0.01 | 0.02 | 0.01 | 0.10 |
| BNDX | 0.26 | 1.00 | 0.74 | -0.10 | 0.00 | -0.02 | 0.04 | 0.04 | 0.03 |
| BND | 0.36 | 0.74 | 1.00 | -0.13 | 0.02 | -0.04 | 0.02 | 0.02 | 0.01 |
| QLEIX | -0.02 | -0.10 | -0.13 | 1.00 | 0.48 | 0.50 | 0.40 | 0.42 | 0.49 |
| IDV | 0.19 | 0.00 | 0.02 | 0.48 | 1.00 | 0.69 | 0.56 | 0.58 | 0.81 |
| SCHD | 0.01 | -0.02 | -0.04 | 0.50 | 0.69 | 1.00 | 0.61 | 0.63 | 0.79 |
| QQQ | 0.02 | 0.04 | 0.02 | 0.40 | 0.56 | 0.61 | 1.00 | 0.97 | 0.86 |
| VONG | 0.01 | 0.04 | 0.02 | 0.42 | 0.58 | 0.63 | 0.97 | 1.00 | 0.88 |
| VT | 0.10 | 0.03 | 0.01 | 0.49 | 0.81 | 0.79 | 0.86 | 0.88 | 1.00 |
Find what Stable growth is missing
See which holdings overlap, where Stable growth is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification