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Retirement Final Best ETFs High CAGR High Sharpe
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Retirement Final Best ETFs High CAGR High Sharpe

Currency in USD · Last updated May 30, 2025

Asset Allocation

CTA 3%DBMF 3%BOXX 2%KMLM 1.5%VGIT 10%VTIP 5%VGLT 4.5%VCADX 3%IAGG 2%BNDX 2%EDV 1.5%BUCK 1%GLDM 2%VTI 10%AVUV 7%AVLV 6%SRPT 5%VDC 5%VOO 3.5%AVDV 3%MGK 3%DGRO 3%VIG 3%SPMO 2%VYMI 2%IGRO 2%HPE 1%VOT 1%VIGI 1%VCR 1%AlternativesAlternativesBondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
AVDV
Avantis International Small Cap Value ETF		Foreign Small & Mid Cap Equities, Actively Managed
3%
AVLV
Avantis U.S. Large Cap Value ETF		Large Cap Value Equities
6%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
7%
BNDX
Vanguard Total International Bond ETF		Total Bond Market
2%
BOXX
Alpha Architect 1-3 Month Box ETF		Ultrashort Bond
2%
BUCK
Simplify Stable Income ETF		Government Bonds
1%
CTA
Simplify Managed Futures Strategy ETF		Systematic Trend
3%
DBMF
iM DBi Managed Futures Strategy ETF		Hedge Fund, Actively Managed
3%
DGRO
iShares Core Dividend Growth ETF		Large Cap Growth Equities, Dividend
3%
DHR
Danaher Corporation		Healthcare
0.50%
EDV
Vanguard Extended Duration Treasury ETF		Government Bonds
1.50%
ETH-USD
Ethereum
0.13%
GBTC
Grayscale Bitcoin Trust (BTC)		Financial Services
0.25%
GLDM
SPDR Gold MiniShares Trust		Precious Metals, Gold
2%
HPE
Hewlett Packard Enterprise Company		Technology
1%
IAGG
iShares Core International Aggregate Bond ETF		Total Bond Market
2%
IGRO
iShares International Dividend Growth ETF		Foreign Large Cap Equities, Dividend
2%
KMLM
KFA Mount Lucas Index Strategy ETF		Long-Short, Actively Managed
1.50%
MGK
Vanguard Mega Cap Growth ETF		Large Cap Blend Equities
3%
MSTR
MicroStrategy Incorporated		Technology
0.13%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
2%
SRPT
Sarepta Therapeutics, Inc.		Healthcare
5%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares		Municipal Bonds
3%
VCR
Vanguard Consumer Discretionary ETF		Consumer Discretionary Equities
1%
VDC
Vanguard Consumer Staples ETF		Consumer Staples Equities
5%
VGIT
Vanguard Intermediate-Term Treasury ETF		Government Bonds
10%
VGLT
Vanguard Long-Term Treasury ETF		Government Bonds
4.50%
VIG
Vanguard Dividend Appreciation ETF		Large Cap Growth Equities, Dividend
3%
VIGI
Vanguard International Dividend Appreciation ETF		Foreign Large Cap Equities, Dividend
1%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
3.50%
VOT
Vanguard Mid-Cap Growth ETF		Mid Cap Blend Equities
1%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
10%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		Inflation-Protected Bonds
5%
VYMI
Vanguard International High Dividend Yield ETF		Foreign Large Cap Equities, Dividend
2%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Dec 28, 2022, corresponding to the inception date of BOXX

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Retirement Final Best ETFs High CAGR High Sharpe-2.26%0.97%-5.31%4.18%N/AN/A
Portfolio components:
VTI
Vanguard Total Stock Market ETF		0.38%6.25%-2.68%13.67%15.23%12.13%
DHR
Danaher Corporation		-17.15%-4.73%-20.56%-24.51%5.57%18.26%
SRPT
Sarepta Therapeutics, Inc.		-69.08%-39.74%-71.80%-69.79%-24.40%4.09%
HPE
Hewlett Packard Enterprise Company		-18.41%6.54%-17.40%-4.10%15.92%N/A
AVUV
Avantis U.S. Small Cap Value ETF		-8.36%6.68%-15.78%-2.28%19.44%N/A
BOXX
Alpha Architect 1-3 Month Box ETF		1.85%0.37%2.27%4.93%N/AN/A
BUCK
Simplify Stable Income ETF		-1.01%0.01%-0.65%3.67%N/AN/A
KMLM
KFA Mount Lucas Index Strategy ETF		-5.84%0.53%-3.02%-10.11%N/AN/A
CTA
Simplify Managed Futures Strategy ETF		-2.40%-3.39%0.50%2.96%N/AN/A
DBMF
iM DBi Managed Futures Strategy ETF		-2.91%-0.16%-3.65%-10.16%5.69%N/A
GLDM
SPDR Gold MiniShares Trust		25.49%-0.03%23.80%40.57%13.56%N/A
AVDV
Avantis International Small Cap Value ETF		18.90%6.70%17.32%19.37%15.48%N/A
VOT
Vanguard Mid-Cap Growth ETF		5.91%7.78%-0.63%18.14%11.49%10.32%
MGK
Vanguard Mega Cap Growth ETF		0.42%9.21%1.56%18.45%17.89%16.06%
SPMO
Invesco S&P 500® Momentum ETF		11.09%11.40%9.23%30.41%21.21%N/A
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares		-0.58%-0.09%-1.54%2.90%0.76%2.15%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		3.51%-0.38%3.40%6.78%3.88%2.85%
VGIT
Vanguard Intermediate-Term Treasury ETF		3.53%-0.82%2.37%6.83%-0.96%1.36%
VGLT
Vanguard Long-Term Treasury ETF		0.73%-2.95%-4.83%1.50%-8.62%-0.25%
EDV
Vanguard Extended Duration Treasury ETF		-3.13%-4.98%-11.58%-4.39%-13.90%-1.89%
ETH-USD
Ethereum		-21.00%46.77%-26.74%-29.74%61.14%N/A
MSTR
MicroStrategy Incorporated		27.43%-2.91%-4.75%139.49%96.97%35.58%
IAGG
iShares Core International Aggregate Bond ETF		1.88%0.08%1.43%7.15%0.68%N/A
BNDX
Vanguard Total International Bond ETF		1.66%0.01%0.88%6.64%0.05%2.09%
VIGI
Vanguard International Dividend Appreciation ETF		12.78%3.94%7.76%14.21%9.91%N/A
VYMI
Vanguard International High Dividend Yield ETF		17.48%4.49%14.67%17.70%14.71%N/A
IGRO
iShares International Dividend Growth ETF		16.05%4.41%11.24%19.00%12.22%N/A
VCR
Vanguard Consumer Discretionary ETF		-4.99%9.29%-5.03%18.55%14.64%12.51%
VDC
Vanguard Consumer Staples ETF		6.82%1.68%1.53%13.57%11.01%8.67%
AVLV
Avantis U.S. Large Cap Value ETF		-1.24%5.09%-7.00%6.84%N/AN/A
DGRO
iShares Core Dividend Growth ETF		1.76%3.28%-3.30%11.82%13.13%11.38%
VIG
Vanguard Dividend Appreciation ETF		1.56%3.61%-2.40%12.85%13.07%11.50%
VOO
Vanguard S&P 500 ETF		0.90%6.28%-1.46%14.27%15.89%12.81%
GBTC
Grayscale Bitcoin Trust (BTC)		11.42%11.04%6.98%51.51%53.39%76.27%
*Annualized

Monthly Returns

The table below presents the monthly returns of Retirement Final Best ETFs High CAGR High Sharpe, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.62%-0.36%-4.05%-0.37%0.97%-2.26%
20241.21%3.06%2.93%-2.54%2.89%2.06%1.88%0.86%1.28%-1.50%4.37%-3.13%13.89%
20234.23%-1.99%1.59%0.47%-1.47%3.51%1.97%-1.00%-2.45%-4.23%6.18%5.06%11.87%
20220.81%0.81%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Retirement Final Best ETFs High CAGR High Sharpe 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.

VTI
Vanguard Total Stock Market ETF
KMLM
KFA Mount Lucas Index Strategy ETF
DBMF
iM DBi Managed Futures Strategy ETF
CTA
Simplify Managed Futures Strategy ETF
AVDV
Avantis International Small Cap Value ETF
BUCK
Simplify Stable Income ETF
AVUV
Avantis U.S. Small Cap Value ETF
VYMI
Vanguard International High Dividend Yield ETF
IGRO
iShares International Dividend Growth ETF
BOXX
Alpha Architect 1-3 Month Box ETF
GLDM
SPDR Gold MiniShares Trust
VIGI
Vanguard International Dividend Appreciation ETF
AVLV
Avantis U.S. Large Cap Value ETF
SPMO
Invesco S&P 500® Momentum ETF
VCR
Vanguard Consumer Discretionary ETF
VDC
Vanguard Consumer Staples ETF
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
IAGG
iShares Core International Aggregate Bond ETF
DGRO
iShares Core Dividend Growth ETF
VOT
Vanguard Mid-Cap Growth ETF
MGK
Vanguard Mega Cap Growth ETF
BNDX
Vanguard Total International Bond ETF
EDV
Vanguard Extended Duration Treasury ETF
VIG
Vanguard Dividend Appreciation ETF
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
VGIT
Vanguard Intermediate-Term Treasury ETF
VGLT
Vanguard Long-Term Treasury ETF
VOO
Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Retirement Final Best ETFs High CAGR High Sharpe is 5, meaning it’s performing worse than 95% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Retirement Final Best ETFs High CAGR High Sharpe is 55
Overall Rank
The Sharpe Ratio Rank of Retirement Final Best ETFs High CAGR High Sharpe is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of Retirement Final Best ETFs High CAGR High Sharpe is 44
Sortino Ratio Rank
The Omega Ratio Rank of Retirement Final Best ETFs High CAGR High Sharpe is 44
Omega Ratio Rank
The Calmar Ratio Rank of Retirement Final Best ETFs High CAGR High Sharpe is 44
Calmar Ratio Rank
The Martin Ratio Rank of Retirement Final Best ETFs High CAGR High Sharpe is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

No data
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF		0.670.541.080.050.98
DHR
Danaher Corporation		-0.81-1.810.76-0.66-1.88
SRPT
Sarepta Therapeutics, Inc.		-1.00-2.350.63-0.83-2.32
HPE
Hewlett Packard Enterprise Company		-0.090.061.01-0.07-0.46
AVUV
Avantis U.S. Small Cap Value ETF		-0.09-0.390.95-0.08-0.79
BOXX
Alpha Architect 1-3 Month Box ETF		12.4231.289.376.33571.68
BUCK
Simplify Stable Income ETF		0.750.301.050.020.58
KMLM
KFA Mount Lucas Index Strategy ETF		-1.00-1.610.81-0.32-1.97
CTA
Simplify Managed Futures Strategy ETF		0.241.561.180.323.39
DBMF
iM DBi Managed Futures Strategy ETF		-1.04-1.530.83-0.67-1.74
GLDM
SPDR Gold MiniShares Trust		2.272.841.361.7211.46
AVDV
Avantis International Small Cap Value ETF		1.061.661.260.424.67
VOT
Vanguard Mid-Cap Growth ETF		0.821.171.170.212.49
MGK
Vanguard Mega Cap Growth ETF		0.710.831.120.121.61
SPMO
Invesco S&P 500® Momentum ETF		1.221.491.220.384.30
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares		0.68-0.460.930.64-1.19
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		3.323.291.470.7612.76
VGIT
Vanguard Intermediate-Term Treasury ETF		1.480.211.020.010.25
VGLT
Vanguard Long-Term Treasury ETF		0.12-1.280.860.03-1.72
EDV
Vanguard Extended Duration Treasury ETF		-0.21-1.520.83-0.08-1.96
ETH-USD
Ethereum		-0.410.661.070.010.12
MSTR
MicroStrategy Incorporated		1.433.071.373.7911.24
IAGG
iShares Core International Aggregate Bond ETF		2.191.551.180.255.05
BNDX
Vanguard Total International Bond ETF		1.791.121.140.153.03
VIGI
Vanguard International Dividend Appreciation ETF		0.930.611.080.060.93
VYMI
Vanguard International High Dividend Yield ETF		1.101.571.230.374.35
IGRO
iShares International Dividend Growth ETF		1.301.171.170.252.27
VCR
Vanguard Consumer Discretionary ETF		0.710.711.090.070.86
VDC
Vanguard Consumer Staples ETF		1.030.731.090.121.96
AVLV
Avantis U.S. Large Cap Value ETF		0.350.311.050.010.35
DGRO
iShares Core Dividend Growth ETF		0.780.261.040.010.37
VIG
Vanguard Dividend Appreciation ETF		0.800.311.040.020.51
VOO
Vanguard S&P 500 ETF		0.730.591.090.061.13
GBTC
Grayscale Bitcoin Trust (BTC)		0.982.751.331.889.12

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.

Retirement Final Best ETFs High CAGR High Sharpe Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.37
  • All Time: 1.02

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 0.58 to 1.13, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Retirement Final Best ETFs High CAGR High Sharpe compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Retirement Final Best ETFs High CAGR High Sharpe provided a 2.43% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.43%2.42%2.29%2.48%1.91%1.43%1.75%1.52%1.26%1.46%1.12%0.97%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
DHR
Danaher Corporation		0.60%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%
SRPT
Sarepta Therapeutics, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HPE
Hewlett Packard Enterprise Company		3.01%2.44%2.89%3.01%3.04%4.05%2.89%3.13%1.59%1.40%0.36%0.00%
AVUV
Avantis U.S. Small Cap Value ETF		1.80%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%
BOXX
Alpha Architect 1-3 Month Box ETF		0.26%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BUCK
Simplify Stable Income ETF		8.23%8.84%4.84%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF		0.87%0.82%0.00%8.12%6.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CTA
Simplify Managed Futures Strategy ETF		4.83%4.80%7.78%6.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF		6.05%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%0.00%
GLDM
SPDR Gold MiniShares 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%
AVDV
Avantis International Small Cap Value ETF		3.62%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%
VOT
Vanguard Mid-Cap Growth ETF		0.65%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%
MGK
Vanguard Mega Cap Growth ETF		0.44%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%
SPMO
Invesco S&P 500® Momentum ETF		0.48%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares		2.99%2.86%2.57%2.36%2.15%2.27%2.52%2.71%2.68%2.78%2.87%3.08%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF		2.76%2.70%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%
VGIT
Vanguard Intermediate-Term Treasury ETF		3.73%3.67%2.72%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%
VGLT
Vanguard Long-Term Treasury ETF		4.45%4.33%3.33%2.83%1.82%2.15%2.46%2.71%2.55%2.69%3.21%2.75%
EDV
Vanguard Extended Duration Treasury ETF		4.90%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAGG
iShares Core International Aggregate Bond ETF		4.20%4.28%3.55%2.28%1.16%1.95%2.82%3.02%1.74%1.56%0.13%0.00%
BNDX
Vanguard Total International Bond ETF		4.26%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
VIGI
Vanguard International Dividend Appreciation ETF		1.82%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF		4.13%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%
IGRO
iShares International Dividend Growth ETF		2.07%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%0.00%0.00%
VCR
Vanguard Consumer Discretionary ETF		0.82%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%
VDC
Vanguard Consumer Staples ETF		2.33%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
AVLV
Avantis U.S. Large Cap Value ETF		1.68%1.58%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF		2.23%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%
VIG
Vanguard Dividend Appreciation ETF		1.79%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
VOO
Vanguard S&P 500 ETF		1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
GBTC
Grayscale Bitcoin Trust (BTC)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.26%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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Retirement Final Best ETFs High CAGR High Sharpe. 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 Retirement Final Best ETFs High CAGR High Sharpe was 13.25%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Retirement Final Best ETFs High CAGR High Sharpe drawdown is 5.36%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.25%Dec 7, 2024123Apr 8, 2025———
-7.5%Aug 1, 202392Oct 31, 202343Dec 13, 2023135
-4.66%Feb 3, 202344Mar 18, 202386Jun 12, 2023130
-4.47%Jul 17, 202422Aug 7, 202416Aug 23, 202438
-3.4%Apr 1, 202419Apr 19, 202425May 14, 202444
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 34 assets, with an effective number of assets of 20.27, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCBOXXBUCKKMLMCTAGLDMSRPTETH-USDVCADXGBTCDBMFVTIPVGITBNDXEDVMSTRIAGGVGLTDHRVDCHPESPMOMGKAVDVVYMIAVUVVCRIGRODGROVIGIAVLVVIGVOTVOOVTIPortfolio
^GSPC1.000.000.10-0.05-0.080.070.280.300.100.320.240.090.060.120.130.410.140.120.470.460.600.820.920.620.620.710.850.630.820.710.850.890.901.000.990.86
BOXX0.001.000.100.000.000.03-0.050.020.100.040.060.040.040.060.020.060.070.030.030.05-0.000.030.060.050.02-0.010.050.050.030.05-0.010.050.060.060.050.04
BUCK0.100.101.00-0.010.060.010.010.040.080.050.080.100.100.080.110.050.100.120.080.080.060.090.080.110.140.120.140.120.130.100.150.110.090.120.120.11
KMLM-0.050.00-0.011.000.32-0.020.01-0.04-0.260.010.38-0.20-0.29-0.29-0.26-0.04-0.25-0.27-0.09-0.06-0.04-0.03-0.04-0.05-0.04-0.11-0.03-0.06-0.06-0.06-0.07-0.04-0.07-0.03-0.03-0.05
CTA-0.080.000.060.321.00-0.04-0.040.02-0.250.040.32-0.35-0.39-0.33-0.30-0.01-0.33-0.33-0.06-0.09-0.01-0.03-0.05-0.08-0.09-0.08-0.08-0.13-0.08-0.16-0.07-0.06-0.07-0.06-0.06-0.08
GLDM0.070.030.01-0.02-0.041.000.030.080.150.110.070.350.310.240.210.130.240.230.060.080.060.060.030.350.340.100.050.350.080.290.100.080.130.080.110.20
SRPT0.28-0.050.010.01-0.040.031.000.14-0.010.110.020.070.050.040.040.150.060.040.200.190.160.240.200.200.220.260.220.240.270.240.270.270.290.240.270.46
ETH-USD0.300.020.04-0.040.020.080.141.00-0.000.550.080.020.030.050.040.490.040.040.110.080.230.220.200.210.190.270.260.200.200.220.240.210.280.240.250.37
VCADX0.100.100.08-0.26-0.250.15-0.01-0.001.000.02-0.280.390.560.510.560.060.500.580.120.160.030.040.090.130.150.070.100.190.110.190.060.120.110.110.100.15
GBTC0.320.040.050.010.040.110.110.550.021.000.110.00-0.000.040.040.700.050.040.160.130.250.230.260.250.240.290.340.260.240.250.280.240.330.290.310.32
DBMF0.240.060.080.380.320.070.020.08-0.280.111.00-0.29-0.40-0.31-0.360.10-0.32-0.380.100.050.170.230.160.220.200.180.160.140.190.150.230.210.230.230.240.18
VTIP0.090.040.10-0.20-0.350.350.070.020.390.00-0.291.000.770.600.560.050.580.620.050.13-0.070.050.080.220.210.110.110.240.130.220.090.110.110.120.110.21
VGIT0.060.040.10-0.29-0.390.310.050.030.56-0.00-0.400.771.000.800.810.060.780.870.100.14-0.070.020.060.170.170.060.100.240.080.240.030.090.100.080.080.20
BNDX0.120.060.08-0.29-0.330.240.040.050.510.04-0.310.600.801.000.760.110.900.800.080.16-0.030.040.120.170.150.100.140.240.100.240.070.120.140.120.120.21
EDV0.130.020.11-0.26-0.300.210.040.040.560.04-0.360.560.810.761.000.080.740.980.110.19-0.010.040.100.150.170.110.160.220.140.230.100.140.130.120.130.23
MSTR0.410.060.05-0.04-0.010.130.150.490.060.700.100.050.060.110.081.000.110.080.220.120.280.290.360.320.290.360.430.290.280.320.350.290.460.380.400.40
IAGG0.140.070.10-0.25-0.330.240.060.040.500.05-0.320.580.780.900.740.111.000.780.100.180.010.070.130.180.190.120.160.250.130.260.090.140.150.140.140.24
VGLT0.120.030.12-0.27-0.330.230.040.040.580.04-0.380.620.870.800.980.080.781.000.110.19-0.010.050.100.160.180.100.160.230.130.240.090.140.140.120.120.23
DHR0.470.030.08-0.09-0.060.060.200.110.120.160.100.050.100.080.110.220.100.111.000.340.250.280.310.330.330.430.390.350.490.410.450.500.450.440.440.44
VDC0.460.050.08-0.06-0.090.080.190.080.160.130.050.130.140.160.190.120.180.190.341.000.150.310.240.340.410.360.340.430.640.440.450.620.370.420.420.48
HPE0.60-0.000.06-0.04-0.010.060.160.230.030.250.17-0.07-0.07-0.03-0.010.280.01-0.010.250.151.000.540.480.410.410.530.470.390.470.410.570.490.560.570.580.51
SPMO0.820.030.09-0.03-0.030.060.240.220.040.230.230.050.020.040.040.290.070.050.280.310.541.000.700.460.480.530.570.480.620.540.660.680.690.780.760.65
MGK0.920.060.08-0.04-0.050.030.200.200.090.260.160.080.060.120.100.360.130.100.310.240.480.701.000.450.430.450.730.450.510.530.570.620.730.870.840.63
AVDV0.620.050.11-0.05-0.080.350.200.210.130.250.220.220.170.170.150.320.180.160.330.340.410.460.451.000.890.630.540.820.560.800.650.560.580.580.610.66
VYMI0.620.020.14-0.04-0.090.340.220.190.150.240.200.210.170.150.170.290.190.180.330.410.410.480.430.891.000.620.520.870.620.830.670.590.560.590.610.67
AVUV0.71-0.010.12-0.11-0.080.100.260.270.070.290.180.110.060.100.110.360.120.100.430.360.530.530.450.630.621.000.650.580.770.590.880.710.720.670.720.77
VCR0.850.050.14-0.03-0.080.050.220.260.100.340.160.110.100.140.160.430.160.160.390.340.470.570.730.540.520.651.000.510.620.580.700.660.750.780.810.71
IGRO0.630.050.12-0.06-0.130.350.240.200.190.260.140.240.240.240.220.290.250.230.350.430.390.480.450.820.870.580.511.000.600.890.620.600.590.600.610.68
DGRO0.820.030.13-0.06-0.080.080.270.200.110.240.190.130.080.100.140.280.130.130.490.640.470.620.510.560.620.770.620.601.000.640.860.940.730.770.790.79
VIGI0.710.050.10-0.06-0.160.290.240.220.190.250.150.220.240.240.230.320.260.240.410.440.410.540.530.800.830.590.580.890.641.000.660.650.660.660.670.71
AVLV0.85-0.010.15-0.07-0.070.100.270.240.060.280.230.090.030.070.100.350.090.090.450.450.570.660.570.650.670.880.700.620.860.661.000.820.790.800.830.82
VIG0.890.050.11-0.04-0.060.080.270.210.120.240.210.110.090.120.140.290.140.140.500.620.490.680.620.560.590.710.660.600.940.650.821.000.780.840.840.80
VOT0.900.060.09-0.07-0.070.130.290.280.110.330.230.110.100.140.130.460.150.140.450.370.560.690.730.580.560.720.750.590.730.660.790.781.000.860.890.81
VOO1.000.060.12-0.03-0.060.080.240.240.110.290.230.120.080.120.120.380.140.120.440.420.570.780.870.580.590.670.780.600.770.660.800.840.861.000.970.80
VTI0.990.050.12-0.03-0.060.110.270.250.100.310.240.110.080.120.130.400.140.120.440.420.580.760.840.610.610.720.810.610.790.670.830.840.890.971.000.84
Portfolio0.860.040.11-0.05-0.080.200.460.370.150.320.180.210.200.210.230.400.240.230.440.480.510.650.630.660.670.770.710.680.790.710.820.800.810.800.841.00
The correlation results are calculated based on daily price changes starting from Dec 29, 2022
Go to the full Correlations tool for more customization options