Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | Short-Term Bond | 20% |
VIG Vanguard Dividend Appreciation ETF | Dividend | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vig 80/20 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.
Loading graphics...
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BSV
Returns By Period
As of Apr 4, 2026, the Vig 80/20 Portfolio returned -1.00% Year-To-Date and 10.36% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Vig 80/20 Portfolio | 0.14% | -2.40% | -1.00% | 0.26% | 19.63% | 11.82% | 8.28% | 10.36% |
| Portfolio components: | ||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.08% | -0.27% | 0.23% | 1.27% | 3.67% | 4.23% | 1.70% | 1.98% |
VIG Vanguard Dividend Appreciation ETF | 0.16% | -2.95% | -1.33% | -0.02% | 23.99% | 13.72% | 9.86% | 12.36% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 11, 2007, Vig 80/20 Portfolio's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +8.1%, while the worst month was Oct 2008 at -11.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Vig 80/20 Portfolio closed higher 55% of trading days. The best single day was Oct 28, 2008 with a return of +7.4%, while the worst single day was Mar 16, 2020 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.57% | 1.47% | -4.30% | 0.38% | -1.00% | ||||||||
| 2025 | 2.70% | 0.55% | -3.14% | -1.03% | 2.83% | 3.24% | 0.53% | 2.11% | 2.23% | 0.55% | 2.18% | -0.68% | 12.54% |
| 2024 | 1.04% | 2.60% | 2.34% | -3.44% | 2.83% | 1.26% | 3.47% | 2.88% | 1.32% | -1.77% | 4.42% | -3.15% | 14.28% |
| 2023 | 2.57% | -2.43% | 1.86% | 1.93% | -2.30% | 5.09% | 1.95% | -1.48% | -3.50% | -1.17% | 6.31% | 3.65% | 12.60% |
| 2022 | -4.45% | -2.33% | 1.98% | -4.28% | 0.10% | -5.10% | 5.63% | -3.06% | -6.94% | 7.90% | 5.75% | -3.06% | -8.78% |
| 2021 | -2.35% | 1.18% | 4.78% | 3.28% | 1.46% | -0.15% | 2.62% | 1.33% | -4.09% | 5.42% | -1.12% | 5.23% | 18.50% |
Benchmark Metrics
Vig 80/20 Portfolio has an annualized alpha of 2.47%, beta of 0.66, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since April 11, 2007.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.63%) than losses (67.43%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.47% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.66 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
- 2.47%
- Beta
- 0.66
- R²
- 0.93
- Upside Capture
- 70.63%
- Downside Capture
- 67.43%
Expense Ratio
Vig 80/20 Portfolio 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
Vig 80/20 Portfolio ranks 23 for risk / return — below 23% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.88 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.37 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.39 | -0.06 |
Martin ratioReturn relative to average drawdown | 5.80 | 6.43 | -0.63 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 90 | 2.11 | 3.37 | 1.42 | 3.21 | 12.06 |
VIG Vanguard Dividend Appreciation ETF | 42 | 0.84 | 1.28 | 1.19 | 1.24 | 5.41 |
Loading graphics...
Dividends
Dividend yield
Vig 80/20 Portfolio provided a 2.06% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.06% | 2.06% | 2.06% | 2.00% | 1.87% | 1.53% | 1.66% | 1.83% | 2.06% | 1.83% | 2.01% | 2.15% |
| Portfolio components: | ||||||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.93% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
VIG Vanguard Dividend Appreciation ETF | 1.60% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
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 graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Vig 80/20 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 Vig 80/20 Portfolio was 38.03%, occurring on Mar 9, 2009. Recovery took 447 trading sessions.
The current Vig 80/20 Portfolio drawdown is 4.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.03% | Oct 10, 2007 | 355 | Mar 9, 2009 | 447 | Dec 14, 2010 | 802 |
| -25.58% | Feb 18, 2020 | 25 | Mar 23, 2020 | 99 | Aug 12, 2020 | 124 |
| -17.69% | Jan 5, 2022 | 186 | Sep 30, 2022 | 300 | Dec 11, 2023 | 486 |
| -13.63% | Sep 24, 2018 | 64 | Dec 24, 2018 | 65 | Mar 29, 2019 | 129 |
| -13.54% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.47, 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 | BSV | VIG | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | -0.14 | 0.94 | 0.94 |
| BSV | -0.14 | 1.00 | -0.12 | -0.09 |
| VIG | 0.94 | -0.12 | 1.00 | 1.00 |
| Portfolio | 0.94 | -0.09 | 1.00 | 1.00 |