Test Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Test Portfolio

Last updated Apr 18, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BIGZ Blackrock Innovation & Growth Trust	Financial Services	0.80%
BMEZ BlackRock Health Sciences Trust II	Financial Services	0.90%
BRK-B Berkshire Hathaway Inc.	Financial Services	5.80%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	Consumer Discretionary Equities	4.20%
FFRHX Fidelity Floating Rate High Income Fund	High Yield Bonds	18.40%
FMIL Fidelity New Millennium ETF	Large Cap Blend Equities, Actively Managed	5.40%
FZROX Fidelity ZERO Total Market Index Fund	Large Cap Blend Equities	20%
IWD iShares Russell 1000 Value ETF	Large Cap Blend Equities	8%
MOTG VanEck Morningstar Global Wide Moat ETF	Large Cap Blend Equities	0.70%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	0.60%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	9.60%
VBR Vanguard Small-Cap Value ETF	Small Cap Blend Equities	2%
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	1.50%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	0.10%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	22%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Test Portfolio , 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.

Test Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Mar 26, 2021, corresponding to the inception date of BIGZ

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-10.18%	-5.91%	-9.57%	5.19%	12.98%	9.68%
Test Portfolio	-5.26%	-4.42%	-5.30%	7.70%	N/A	N/A
Portfolio components:
VTI Vanguard Total Stock Market ETF	-10.40%	-6.01%	-9.47%	5.87%	14.30%	10.94%
FZROX Fidelity ZERO Total Market Index Fund	-10.36%	-5.97%	-9.44%	5.94%	14.41%	N/A
BRK-B Berkshire Hathaway Inc.	14.32%	-0.94%	11.24%	30.29%	22.13%	13.84%
BIGZ Blackrock Innovation & Growth Trust	-16.81%	-9.64%	-16.30%	-5.89%	N/A	N/A
BMEZ BlackRock Health Sciences Trust II	-0.59%	-8.29%	-6.52%	6.42%	2.30%	N/A
FDIS Fidelity MSCI Consumer Discretionary Index ETF	-18.18%	-3.94%	-8.79%	4.44%	13.39%	11.15%
FMIL Fidelity New Millennium ETF	-10.22%	-6.19%	-11.57%	3.18%	N/A	N/A
IWD iShares Russell 1000 Value ETF	-4.35%	-5.78%	-7.87%	6.06%	12.38%	7.77%
MOTG VanEck Morningstar Global Wide Moat ETF	2.87%	-7.45%	-1.78%	13.71%	10.70%	N/A
VEA Vanguard FTSE Developed Markets ETF	6.62%	-3.35%	0.40%	9.39%	11.05%	5.27%
SCHF Schwab International Equity ETF	6.59%	-3.62%	0.38%	10.27%	12.68%	6.36%
VDC Vanguard Consumer Staples ETF	4.81%	3.65%	2.73%	15.60%	10.41%	8.37%
VBR Vanguard Small-Cap Value ETF	-12.08%	-7.72%	-14.52%	-0.40%	15.21%	6.86%
SCHD Schwab US Dividend Equity ETF	-6.12%	-8.13%	-10.14%	4.46%	12.75%	10.25%
FFRHX Fidelity Floating Rate High Income Fund	-1.49%	-1.24%	0.59%	4.87%	7.24%	4.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of Test Portfolio , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.01%	-0.39%	-3.47%	-4.35%									-5.26%
2024	1.13%	4.50%	2.86%	-3.46%	3.74%	1.20%	2.67%	2.33%	1.48%	-1.05%	5.18%	-3.03%	18.54%
2023	5.94%	-1.94%	1.61%	1.34%	-0.69%	5.97%	3.03%	-1.36%	-3.66%	-2.33%	7.29%	4.33%	20.50%
2022	-3.57%	-1.51%	2.69%	-6.76%	-0.26%	-7.73%	7.39%	-2.81%	-7.52%	6.96%	5.33%	-4.21%	-12.82%
2021			-0.06%	4.03%	1.29%	0.82%	0.79%	2.07%	-3.27%	4.86%	-2.18%	3.72%	12.41%

Expense Ratio

Test Portfolio has an expense ratio of 0.19%, 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

VTI: 0.03%

FZROX

Fidelity ZERO Total Market Index Fund

FZROX: 0.00%

FFRHX

Fidelity Floating Rate High Income Fund

FFRHX: 0.67%

FMIL

Fidelity New Millennium ETF

FMIL: 0.59%

MOTG

VanEck Morningstar Global Wide Moat ETF

MOTG: 0.52%

IWD

iShares Russell 1000 Value ETF

IWD: 0.19%

VDC

Vanguard Consumer Staples ETF

VDC: 0.10%

FDIS

Fidelity MSCI Consumer Discretionary Index ETF

FDIS: 0.08%

VBR

Vanguard Small-Cap Value ETF

VBR: 0.07%

SCHF

Schwab International Equity ETF

SCHF: 0.06%

SCHD

Schwab US Dividend Equity ETF

SCHD: 0.06%

VEA

Vanguard FTSE Developed Markets ETF

VEA: 0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Test Portfolio is 64, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Sharpe ratio

Portfolio: 0.55

^GSPC: 0.24

Sortino ratio

Portfolio: 0.86

^GSPC: 0.47

Omega ratio

Portfolio: 1.13

^GSPC: 1.07

Calmar ratio

Portfolio: 0.58

^GSPC: 0.24

Martin ratio

Portfolio: 2.75

^GSPC: 1.08

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	0.35	0.63	1.09	0.36	1.58
FZROX Fidelity ZERO Total Market Index Fund	0.36	0.64	1.09	0.36	1.59
BRK-B Berkshire Hathaway Inc.	1.51	2.12	1.30	3.17	8.18
BIGZ Blackrock Innovation & Growth Trust	-0.16	-0.05	0.99	-0.06	-0.48
BMEZ BlackRock Health Sciences Trust II	0.43	0.76	1.09	0.21	1.84
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.23	0.51	1.07	0.21	0.73
FMIL Fidelity New Millennium ETF	0.23	0.45	1.07	0.23	0.96
IWD iShares Russell 1000 Value ETF	0.34	0.58	1.08	0.34	1.39
MOTG VanEck Morningstar Global Wide Moat ETF	0.88	1.34	1.19	0.98	4.38
VEA Vanguard FTSE Developed Markets ETF	0.55	0.89	1.12	0.70	2.12
SCHF Schwab International Equity ETF	0.61	0.97	1.13	0.78	2.34
VDC Vanguard Consumer Staples ETF	1.08	1.61	1.21	1.56	5.13
VBR Vanguard Small-Cap Value ETF	-0.06	0.06	1.01	-0.05	-0.19
SCHD Schwab US Dividend Equity ETF	0.21	0.40	1.05	0.21	0.81
FFRHX Fidelity Floating Rate High Income Fund	1.54	2.49	1.60	1.48	8.18

The current Test Portfolio Sharpe ratio is 0.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.77, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Test Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Test Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Test Portfolio provided a 3.06% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.06%	2.91%	2.90%	2.51%	1.86%	1.83%	2.27%	2.13%	1.64%	1.73%	1.78%	1.69%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.45%	1.27%	1.44%	1.67%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%
FZROX Fidelity ZERO Total Market Index Fund	1.29%	1.16%	1.36%	1.57%	1.08%	1.27%	1.45%	0.63%	0.00%	0.00%	0.00%	0.00%
BRK-B Berkshire Hathaway 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%
BIGZ Blackrock Innovation & Growth Trust	16.97%	11.21%	10.45%	14.54%	4.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BMEZ BlackRock Health Sciences Trust II	14.89%	11.74%	10.81%	11.28%	6.75%	3.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.90%	0.69%	0.78%	1.00%	0.58%	0.59%	1.14%	1.29%	1.00%	1.62%	1.25%	1.01%
FMIL Fidelity New Millennium ETF	1.06%	0.82%	0.34%	1.43%	1.68%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IWD iShares Russell 1000 Value ETF	1.99%	1.88%	2.02%	2.15%	1.62%	2.05%	2.45%	2.71%	2.09%	2.25%	2.47%	2.00%
MOTG VanEck Morningstar Global Wide Moat ETF	5.44%	5.60%	1.86%	3.64%	5.88%	2.96%	2.35%	0.45%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	3.07%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
SCHF Schwab International Equity ETF	3.06%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%	2.90%
VDC Vanguard Consumer Staples ETF	2.38%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%	1.93%
VBR Vanguard Small-Cap Value ETF	2.44%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%	1.77%
SCHD Schwab US Dividend Equity ETF	4.09%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
FFRHX Fidelity Floating Rate High Income Fund	8.26%	8.33%	8.25%	5.06%	3.27%	3.85%	5.17%	4.75%	4.01%	3.94%	4.25%	4.00%

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.

Test Portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Test Portfolio . 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 Test Portfolio was 19.91%, occurring on Sep 30, 2022. Recovery took 209 trading sessions.

The current Test Portfolio drawdown is 9.17%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.91%	Jan 5, 2022	188	Sep 30, 2022	209	Jul 31, 2023	397
-13.91%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-8.66%	Aug 1, 2023	64	Oct 27, 2023	24	Dec 1, 2023	88
-6.49%	Jul 17, 2024	14	Aug 5, 2024	14	Aug 23, 2024	28
-4.89%	Nov 9, 2021	16	Dec 1, 2021	22	Jan 3, 2022	38

Volatility

Volatility Chart

The current Test Portfolio volatility is 10.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

Test Portfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	FFRHX	VDC	BMEZ	BRK-B	BIGZ	FDIS	SCHF	SCHD	VEA	FMIL	VBR	MOTG	FZROX	VTI	IWD
FFRHX	1.00	0.16	0.31	0.25	0.30	0.29	0.34	0.32	0.34	0.35	0.34	0.33	0.33	0.33	0.36
VDC	0.16	1.00	0.37	0.56	0.32	0.45	0.50	0.71	0.50	0.51	0.54	0.59	0.55	0.55	0.68
BMEZ	0.31	0.37	1.00	0.38	0.62	0.54	0.52	0.52	0.53	0.53	0.56	0.60	0.61	0.62	0.59
BRK-B	0.25	0.56	0.38	1.00	0.37	0.48	0.55	0.73	0.55	0.62	0.66	0.61	0.60	0.60	0.77
BIGZ	0.30	0.32	0.62	0.37	1.00	0.72	0.60	0.53	0.61	0.65	0.65	0.68	0.74	0.75	0.62
FDIS	0.29	0.45	0.54	0.48	0.72	1.00	0.70	0.63	0.70	0.76	0.77	0.77	0.88	0.88	0.73
SCHF	0.34	0.50	0.52	0.55	0.60	0.70	1.00	0.70	0.99	0.77	0.76	0.90	0.79	0.79	0.78
SCHD	0.32	0.71	0.52	0.73	0.53	0.63	0.70	1.00	0.71	0.76	0.85	0.80	0.77	0.77	0.94
VEA	0.34	0.50	0.53	0.55	0.61	0.70	0.99	0.71	1.00	0.77	0.77	0.90	0.80	0.80	0.79
FMIL	0.35	0.51	0.53	0.62	0.65	0.76	0.77	0.76	0.77	1.00	0.84	0.81	0.90	0.90	0.86
VBR	0.34	0.54	0.56	0.66	0.65	0.77	0.76	0.85	0.77	0.84	1.00	0.83	0.84	0.84	0.93
MOTG	0.33	0.59	0.60	0.61	0.68	0.77	0.90	0.80	0.90	0.81	0.83	1.00	0.88	0.88	0.87
FZROX	0.33	0.55	0.61	0.60	0.74	0.88	0.79	0.77	0.80	0.90	0.84	0.88	1.00	1.00	0.87
VTI	0.33	0.55	0.62	0.60	0.75	0.88	0.79	0.77	0.80	0.90	0.84	0.88	1.00	1.00	0.87
IWD	0.36	0.68	0.59	0.77	0.62	0.73	0.78	0.94	0.79	0.86	0.93	0.87	0.87	0.87	1.00

The correlation results are calculated based on daily price changes starting from Mar 29, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Test Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community