REGAL My Portfolio-Vanguard 50/50 CRSP

Asset Allocation

Position	Category/Sector	Target Weight
VUG Vanguard Growth ETF	Large Cap Growth Equities	15.30%
BNDX Vanguard Total International Bond ETF	Global Bonds	14.70%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	14.30%
BSV Vanguard Short-Term Bond Index Fund ETF Shares	Short-Term Bond	14.10%
VTV Vanguard Value ETF	Large Cap Value Equities	10.90%
VMBS Vanguard Mortgage-Backed Securities ETF	Mortgage Backed Securities	6.90%
BIV Vanguard Intermediate-Term Bond Index ETF	Intermediate Core Bond	6.70%
BLV Vanguard Long-Term Bond ETF	Long-Term Bond	6.60%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	5.30%
VB Vanguard Small-Cap ETF	Small Cap Blend Equities	3.20%
USD=X USD Cash		2%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in REGAL My Portfolio-Vanguard 50/50 CRSP, 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 REGAL My Portfolio-Vanguard 50/50 CRSP returned 5.15% Year-To-Date and 7.51% 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 REGAL My Portfolio-Vanguard 50/50 CRSP	0.00%	-0.48%	5.15%	5.75%	14.48%	11.83%	5.48%	7.51%
Portfolio components:
BIV Vanguard Intermediate-Term Bond Index ETF	-0.05%	-0.94%	-0.67%	-0.33%	4.70%	4.27%	0.08%	1.83%
BLV Vanguard Long-Term Bond ETF	-0.38%	-1.02%	-0.54%	-0.73%	5.53%	1.83%	-3.70%	0.81%
BNDX Vanguard Total International Bond ETF	-0.12%	-0.16%	0.37%	0.55%	1.86%	4.01%	0.25%	1.65%
BSV Vanguard Short-Term Bond Index Fund ETF Shares	-0.01%	-0.38%	0.10%	0.53%	3.66%	4.42%	1.57%	1.91%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	0.40%	0.41%	12.60%	12.39%	25.97%	15.91%	6.58%	11.18%
VEA Vanguard FTSE Developed Markets ETF	1.00%	-1.37%	12.02%	14.95%	28.06%	18.65%	9.09%	10.14%
VMBS Vanguard Mortgage-Backed Securities ETF	0.04%	-0.83%	0.27%	0.91%	6.83%	4.37%	0.40%	1.31%
VTV Vanguard Value ETF	0.25%	2.67%	11.91%	13.41%	25.49%	17.72%	11.30%	12.42%
VUG Vanguard Growth ETF	0.33%	-0.73%	6.14%	5.11%	23.11%	24.71%	14.33%	17.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 4, 2013, REGAL My Portfolio-Vanguard 50/50 CRSP's average daily return is +0.02%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.5%, while the worst month was Mar 2020 at -7.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, REGAL My Portfolio-Vanguard 50/50 CRSP closed higher 38% of trading days. The best single day was Mar 24, 2020 with a return of +4.0%, while the worst single day was Mar 12, 2020 at -5.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.70%	1.71%	-3.99%	4.73%	2.65%	-1.51%							5.15%
2025	1.79%	0.70%	-1.81%	0.80%	2.63%	2.89%	0.40%	1.87%	2.13%	1.26%	0.34%	0.35%	14.10%
2024	-0.16%	1.68%	2.00%	-2.73%	2.84%	1.29%	2.06%	1.69%	1.76%	-2.04%	2.62%	-2.07%	9.08%
2023	5.42%	-2.62%	2.88%	0.89%	-0.78%	2.83%	1.76%	-1.64%	-3.21%	-1.97%	6.49%	4.27%	14.63%
2022	-3.21%	-1.91%	-0.42%	-5.73%	0.29%	-4.67%	4.91%	-3.57%	-6.57%	2.58%	5.74%	-2.96%	-15.22%
2021	-0.45%	0.57%	1.09%	2.33%	0.76%	1.12%	0.91%	1.04%	-2.51%	2.46%	-0.95%	1.58%	8.14%

Benchmark Metrics

REGAL My Portfolio-Vanguard 50/50 CRSP has an annualized alpha of 1.07%, beta of 0.46, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.

This portfolio participated in 56.42% of S&P 500 Index downside but only 49.29% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.46 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: 1.07%

Beta: 0.46

R²: 0.87

Upside Capture: 49.29%

Downside Capture: 56.42%

Expense Ratio

REGAL My Portfolio-Vanguard 50/50 CRSP 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.

VWO

Vanguard FTSE Emerging Markets ETF

BNDX

Vanguard Total International Bond ETF

Vanguard Small-Cap ETF

VTV

Vanguard Value ETF

VMBS

Vanguard Mortgage-Backed Securities ETF

VUG

Vanguard Growth ETF

VEA

Vanguard FTSE Developed Markets ETF

BSV

Vanguard Short-Term Bond Index Fund ETF Shares

BIV

Vanguard Intermediate-Term Bond Index ETF

BLV

Vanguard Long-Term Bond ETF

Return for Risk

Risk / Return Rank

REGAL My Portfolio-Vanguard 50/50 CRSP ranks 38 for risk / return — below 38% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

The table below presents risk-adjusted performance metrics for REGAL My Portfolio-Vanguard 50/50 CRSP and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.92	1.94	-0.02
Sortino ratioReturn per unit of downside risk	2.73	2.63	+0.10
Omega ratioGain probability vs. loss probability	1.37	1.35	+0.01
Calmar ratioReturn relative to maximum drawdown	2.45	2.59	-0.13
Martin ratioReturn relative to average drawdown	10.22	11.84	-1.63
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
BIV Vanguard Intermediate-Term Bond Index ETF	34	1.18	1.76	1.21	1.49	4.40
BLV Vanguard Long-Term Bond ETF	21	0.69	1.04	1.12	0.97	2.42
BNDX Vanguard Total International Bond ETF	18	0.54	0.79	1.10	0.64	1.79
BSV Vanguard Short-Term Bond Index Fund ETF Shares	70	2.06	3.30	1.39	2.85	9.83
USD=X USD Cash	—	—	—	—	—	—
VB Vanguard Small-Cap ETF	56	1.59	2.28	1.28	2.91	10.66
VEA Vanguard FTSE Developed Markets ETF	56	1.75	2.39	1.32	2.42	9.39
VMBS Vanguard Mortgage-Backed Securities ETF	54	1.60	2.38	1.29	2.55	8.40
VTV Vanguard Value ETF	84	2.52	3.58	1.45	4.03	15.20
VUG Vanguard Growth ETF	40	1.43	1.95	1.25	1.40	4.90

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.

REGAL My Portfolio-Vanguard 50/50 CRSP Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.92
5-Year: 0.61
10-Year: 0.84
All Time: 0.82

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 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of REGAL My Portfolio-Vanguard 50/50 CRSP 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

REGAL My Portfolio-Vanguard 50/50 CRSP provided a 2.94% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.94%	2.99%	2.97%	2.74%	2.10%	2.21%	1.97%	2.50%	2.56%	2.12%	2.20%	2.20%
Portfolio components:
BIV Vanguard Intermediate-Term Bond Index ETF	4.24%	4.01%	3.79%	3.09%	2.41%	3.42%	2.95%	2.75%	2.88%	2.69%	3.01%	3.02%
BLV Vanguard Long-Term Bond ETF	4.84%	4.67%	5.09%	4.06%	4.17%	3.37%	6.12%	3.57%	4.07%	3.63%	4.16%	4.37%
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%
BSV Vanguard Short-Term Bond Index Fund ETF Shares	4.00%	3.83%	3.38%	2.46%	1.50%	1.45%	1.79%	2.29%	1.99%	1.65%	1.48%	1.40%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.21%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%
VEA Vanguard FTSE Developed Markets ETF	2.69%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VMBS Vanguard Mortgage-Backed Securities ETF	4.20%	4.20%	3.94%	3.31%	2.35%	1.02%	2.01%	2.77%	2.72%	2.16%	2.10%	2.12%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
VUG Vanguard Growth ETF	0.38%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

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 REGAL My Portfolio-Vanguard 50/50 CRSP. 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 REGAL My Portfolio-Vanguard 50/50 CRSP was 20.75%, occurring on Oct 14, 2022. Recovery took 530 trading sessions.

The current REGAL My Portfolio-Vanguard 50/50 CRSP drawdown is 1.90%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-20.75%Oct 2022	11mo 8d	1y 5mo	2y 4moNov 2021 - Mar 2024
COVID crash2020	-18.02%Mar 2020	1mo 2d	3mo 19d	4mo 21dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-9.09%Dec 2018	10mo 29d	2mo 24d	1y 1moJan 2018 - Mar 2019
2016 pullback2016	-8.69%Feb 2016	9mo 20d	4mo 28d	1y 2moApr 2015 - Jul 2016
2025 selloff2025	-7.87%Apr 2025	1mo 18d	1mo 5d	2mo 23dFeb 2025 - May 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 11 assets, with an effective number of assets of 8.69, 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	1.24	1.31	1.31	1.29	1.30

The portfolio has a diversification ratio of 1.30, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

REGAL My Portfolio-Vanguard 50/50 CRSP correlation to the S&P 500 Index

REGAL My Portfolio-Vanguard 50/50 CRSP has a 0.92 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013	0.91

Benchmark Correlations

Correlation vs. S&P 500 Index. VUG has the highest benchmark correlation at 0.94, while BSV has the lowest at -0.04.

-0.04

-0.02

-0.01

0.00

0.02

0.02

0.68

0.80

0.86

VTV

0.87

VUG

0.94

Portfolio Correlations

Correlation vs. REGAL My Portfolio-Vanguard 50/50 CRSP. VEA has the highest portfolio correlation at 0.85, while USD=X has the lowest at 0.00.

0.00

0.17

0.21

0.21

0.21

0.22

0.73

0.74

0.78

VUG

0.82

VEA

0.85

Asset Correlations Table

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

	USD=X	BNDX	BSV	VMBS	BLV	BIV	VWO	VUG	VB	VTV	VEA
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BNDX	0.00	1.00	0.58	0.57	0.67	0.67	0.03	0.04	0.01	-0.02	0.04
BSV	0.00	0.58	1.00	0.72	0.67	0.83	0.00	-0.02	-0.04	-0.08	0.03
VMBS	0.00	0.57	0.72	1.00	0.73	0.80	0.04	0.02	0.01	-0.02	0.07
BLV	0.00	0.67	0.67	0.73	1.00	0.85	0.01	0.01	-0.01	-0.06	0.02
BIV	0.00	0.67	0.83	0.80	0.85	1.00	0.02	0.00	-0.03	-0.07	0.04
VWO	0.00	0.03	0.00	0.04	0.01	0.02	1.00	0.59	0.58	0.56	0.75
VUG	0.00	0.04	-0.02	0.02	0.01	0.00	0.59	1.00	0.72	0.63	0.67
VB	0.00	0.01	-0.04	0.01	-0.01	-0.03	0.58	0.72	1.00	0.79	0.71
VTV	0.00	-0.02	-0.08	-0.02	-0.06	-0.07	0.56	0.63	0.79	1.00	0.71
VEA	0.00	0.04	0.03	0.07	0.02	0.04	0.75	0.67	0.71	0.71	1.00

The correlation results are calculated based on daily price changes starting from Jun 4, 2013

Diversification Analysis

Find what REGAL My Portfolio-Vanguard 50/50 CRSP is missing

See which holdings overlap, where REGAL My Portfolio-Vanguard 50/50 CRSP is concentrated, and which low-correlation assets could fill the gaps.

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