Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 25% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds, Short-Term Bond | 25% |
VT Vanguard Total World Stock ETF | Global Equities | 25% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | Inflation-Protected Bonds | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 70/30 TIP15%, 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 Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of Apr 9, 2026, the 70/30 TIP15% returned 1.20% Year-To-Date and 4.75% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.51% | -0.19% | -0.92% | 0.43% | 36.13% | 18.22% | 10.44% | 12.72% |
Portfolio 70/30 TIP15% | 0.85% | 0.19% | 1.20% | 2.24% | 12.56% | 7.48% | 3.96% | 4.75% |
| Portfolio components: | ||||||||
VT Vanguard Total World Stock ETF | 3.18% | 1.17% | 2.74% | 4.74% | 42.78% | 18.64% | 9.80% | 12.16% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.17% | -0.69% | 0.20% | 1.14% | 4.15% | 2.98% | 0.33% | 1.30% |
VGSH Vanguard Short-Term Treasury ETF | 0.07% | -0.13% | 0.41% | 1.40% | 3.48% | 3.89% | 1.81% | 1.74% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.10% | 0.11% | 1.14% | 1.38% | 4.01% | 4.58% | 3.49% | 3.07% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 17, 2012, 70/30 TIP15%'s average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, your investment would double in approximately 17.0 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +3.5%, while the worst month was Sep 2022 at -4.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 70/30 TIP15% closed higher 56% of trading days. The best single day was Nov 10, 2022 with a return of +2.1%, while the worst single day was Mar 12, 2020 at -2.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.95% | 1.06% | -2.07% | 1.28% | 1.20% | ||||||||
| 2025 | 1.24% | 0.84% | -0.41% | 0.88% | 1.09% | 1.78% | 0.23% | 1.69% | 0.97% | 0.76% | 0.42% | 0.26% | 10.17% |
| 2024 | 0.28% | 0.57% | 1.16% | -1.53% | 1.92% | 0.92% | 1.61% | 1.24% | 1.28% | -1.40% | 1.39% | -0.99% | 6.58% |
| 2023 | 2.88% | -1.72% | 2.40% | 0.62% | -0.83% | 0.97% | 1.11% | -0.62% | -1.57% | -0.75% | 3.50% | 2.53% | 8.68% |
| 2022 | -1.88% | -0.62% | -0.92% | -2.77% | 0.56% | -2.65% | 2.77% | -2.32% | -4.28% | 1.66% | 3.07% | -1.43% | -8.74% |
| 2021 | -0.04% | 0.36% | 0.52% | 1.44% | 0.69% | 0.31% | 0.82% | 0.49% | -1.33% | 1.20% | -0.56% | 0.93% | 4.92% |
Benchmark Metrics
70/30 TIP15% has an annualized alpha of 1.36%, beta of 0.22, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 17, 2012.
- This portfolio participated in 28.37% of S&P 500 Index downside but only 25.59% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.22 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
- 1.36%
- Beta
- 0.22
- R²
- 0.74
- Upside Capture
- 25.59%
- Downside Capture
- 28.37%
Expense Ratio
70/30 TIP15% 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
70/30 TIP15% ranks 88 for risk / return — in the top 88% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.08 | 2.19 | +0.90 |
Sortino ratioReturn per unit of downside risk | 4.97 | 3.49 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.69 | 1.48 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.70 | +0.13 |
Martin ratioReturn relative to average drawdown | 17.83 | 16.45 | +1.38 |
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 | |
|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 87 | 2.73 | 4.25 | 1.57 | 4.07 | 18.20 |
VGIT Vanguard Intermediate-Term Treasury ETF | 27 | 1.15 | 1.71 | 1.20 | 1.30 | 4.10 |
VGSH Vanguard Short-Term Treasury ETF | 81 | 2.52 | 3.91 | 1.53 | 3.86 | 14.29 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 77 | 2.32 | 3.45 | 1.48 | 4.04 | 14.13 |
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Dividends
Dividend yield
70/30 TIP15% provided a 3.27% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.27% | 3.36% | 3.13% | 2.75% | 2.98% | 2.22% | 1.71% | 2.20% | 2.21% | 1.60% | 1.42% | 1.21% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.74% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.82% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
VGSH Vanguard Short-Term Treasury ETF | 3.92% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
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% |
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 70/30 TIP15%. 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 70/30 TIP15% was 12.19%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current 70/30 TIP15% drawdown is 0.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.19% | Nov 10, 2021 | 234 | Oct 14, 2022 | 345 | Mar 1, 2024 | 579 |
| -8.26% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -4.39% | Apr 27, 2015 | 186 | Jan 20, 2016 | 95 | Jun 6, 2016 | 281 |
| -4.14% | Jan 29, 2018 | 229 | Dec 24, 2018 | 37 | Feb 19, 2019 | 266 |
| -3.68% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VTIP | VGSH | VGIT | VT | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.06 | -0.12 | -0.16 | 0.95 | 0.83 |
| VTIP | 0.06 | 1.00 | 0.56 | 0.58 | 0.10 | 0.42 |
| VGSH | -0.12 | 0.56 | 1.00 | 0.80 | -0.09 | 0.25 |
| VGIT | -0.16 | 0.58 | 0.80 | 1.00 | -0.13 | 0.25 |
| VT | 0.95 | 0.10 | -0.09 | -0.13 | 1.00 | 0.89 |
| Portfolio | 0.83 | 0.42 | 0.25 | 0.25 | 0.89 | 1.00 |