Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 10% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 45% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 5% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 7 ETF 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.
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The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB
Returns By Period
As of Apr 2, 2026, the 7 ETF Portfolio returned 0.78% Year-To-Date and 10.72% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 7 ETF Portfolio | -0.03% | -2.72% | 0.78% | 2.78% | 18.24% | 14.70% | 8.16% | 10.72% |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | 0.16% | -3.26% | -3.13% | -1.24% | 17.86% | 18.10% | 10.66% | 13.75% |
VXUS Vanguard Total International Stock ETF | -0.68% | -2.51% | 2.81% | 6.58% | 28.04% | 15.41% | 7.43% | 9.01% |
VTEB Vanguard Tax-Exempt Bond ETF | 0.18% | -0.90% | 0.27% | 1.73% | 4.40% | 2.82% | 0.92% | 2.11% |
VWO Vanguard FTSE Emerging Markets ETF | -0.72% | -2.55% | 0.11% | 0.38% | 21.72% | 13.41% | 3.75% | 7.73% |
VNQ Vanguard Real Estate ETF | 1.36% | -4.43% | 3.06% | 1.04% | 2.95% | 7.33% | 3.14% | 4.85% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 26, 2015, 7 ETF Portfolio's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 7 ETF Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.42% | 2.34% | -5.36% | 0.61% | 0.78% | ||||||||
| 2025 | 2.52% | 0.22% | -2.84% | -0.58% | 4.38% | 3.97% | 0.80% | 3.09% | 2.80% | 1.26% | 0.61% | 0.61% | 17.93% |
| 2024 | -0.36% | 3.57% | 2.96% | -3.46% | 3.67% | 1.49% | 2.71% | 2.16% | 2.30% | -1.86% | 3.75% | -3.36% | 13.98% |
| 2023 | 6.69% | -3.34% | 2.11% | 0.84% | -1.49% | 5.27% | 3.44% | -2.70% | -4.18% | -2.87% | 8.45% | 5.20% | 17.70% |
| 2022 | -4.36% | -2.42% | 1.49% | -6.91% | 0.63% | -7.18% | 6.14% | -3.66% | -8.81% | 5.53% | 7.74% | -3.90% | -16.09% |
| 2021 | 0.01% | 2.69% | 3.31% | 3.75% | 1.44% | 1.18% | 0.54% | 2.05% | -3.77% | 4.58% | -2.10% | 3.91% | 18.68% |
Benchmark Metrics
7 ETF Portfolio has an annualized alpha of 0.40%, beta of 0.82, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since August 26, 2015.
- This portfolio participated in 86.63% of S&P 500 Index downside but only 82.56% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.40%
- Beta
- 0.82
- R²
- 0.95
- Upside Capture
- 82.56%
- Downside Capture
- 86.63%
Expense Ratio
7 ETF Portfolio has an expense ratio of 0.05%, 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
7 ETF Portfolio ranks 54 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.88 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.37 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.39 | +0.30 |
Martin ratioReturn relative to average drawdown | 8.03 | 6.43 | +1.60 |
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 | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 54 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
VXUS Vanguard Total International Stock ETF | 80 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
VTEB Vanguard Tax-Exempt Bond ETF | 48 | 1.11 | 1.40 | 1.26 | 1.19 | 3.48 |
VWO Vanguard FTSE Emerging Markets ETF | 62 | 1.22 | 1.74 | 1.25 | 1.78 | 6.68 |
VNQ Vanguard Real Estate ETF | 16 | 0.18 | 0.36 | 1.05 | 0.29 | 1.11 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
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Dividends
Dividend yield
7 ETF Portfolio provided a 2.27% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.27% | 2.35% | 2.44% | 2.46% | 2.47% | 2.02% | 1.98% | 2.42% | 2.62% | 2.24% | 2.42% | 2.31% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.36% | 3.29% | 3.14% | 2.79% | 2.09% | 1.64% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% |
VWO Vanguard FTSE Emerging Markets ETF | 2.70% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VNQ Vanguard Real Estate ETF | 3.86% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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 7 ETF 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 7 ETF Portfolio was 32.12%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current 7 ETF Portfolio drawdown is 5.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.12% | Feb 13, 2020 | 27 | Mar 23, 2020 | 108 | Aug 25, 2020 | 135 |
| -23.78% | Jan 5, 2022 | 194 | Oct 12, 2022 | 333 | Feb 9, 2024 | 527 |
| -16.4% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -14.5% | Feb 21, 2025 | 33 | Apr 8, 2025 | 39 | Jun 4, 2025 | 72 |
| -12.33% | Nov 4, 2015 | 68 | Feb 11, 2016 | 45 | Apr 18, 2016 | 113 |
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 6 assets, with an effective number of assets of 3.45, 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 | VTEB | VNQ | VWO | SCHD | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.59 | 0.68 | 0.79 | 0.80 | 0.99 | 0.95 |
| VTEB | 0.01 | 1.00 | 0.20 | 0.04 | -0.01 | 0.05 | 0.02 | 0.06 |
| VNQ | 0.59 | 0.20 | 1.00 | 0.41 | 0.63 | 0.53 | 0.61 | 0.66 |
| VWO | 0.68 | 0.04 | 0.41 | 1.00 | 0.56 | 0.88 | 0.69 | 0.80 |
| SCHD | 0.79 | -0.01 | 0.63 | 0.56 | 1.00 | 0.70 | 0.79 | 0.83 |
| VXUS | 0.80 | 0.05 | 0.53 | 0.88 | 0.70 | 1.00 | 0.80 | 0.92 |
| VTI | 0.99 | 0.02 | 0.61 | 0.69 | 0.79 | 0.80 | 1.00 | 0.96 |
| Portfolio | 0.95 | 0.06 | 0.66 | 0.80 | 0.83 | 0.92 | 0.96 | 1.00 |