Asset Allocation
Find the right asset allocation for 2026 ETFs
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026 ETFs, 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 never rebalanced.
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Returns By Period
| 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 2026 ETFs | 0.29% | -1.05% | 10.11% | 10.77% | — | — | — | — |
| Portfolio components: | ||||||||
AGIQ SoFi Agentic AI ETF | 0.17% | 1.97% | 5.11% | 2.61% | — | — | — | — |
AVDE Avantis International Equity ETF | 0.36% | -1.91% | 8.71% | 11.46% | 25.00% | 19.31% | 9.61% | — |
AVDV Avantis International Small Cap Value ETF | 0.26% | -2.93% | 13.22% | 16.29% | 40.16% | 26.61% | 13.33% | — |
FPX First Trust US Equity Opportunities ETF | 0.41% | -0.76% | 13.59% | 10.58% | 33.26% | 29.78% | 9.26% | 14.39% |
VYMI Vanguard International High Dividend Yield ETF | 0.24% | -1.37% | 10.04% | 13.58% | 27.88% | 20.99% | 11.79% | 10.62% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 3, 2025, 2026 ETFs's average daily return is +0.11%, while the average monthly return is +2.12%. At this rate, an investment would double in approximately 2.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +8.2%, while the worst month was Mar 2026 at -6.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, 2026 ETFs closed higher 58% of trading days. The best single day was Mar 31, 2026 with a return of +3.4%, while the worst single day was Jun 5, 2026 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.54% | 3.73% | -6.80% | 8.19% | 5.40% | -3.53% | 10.11% | ||||||
| 2025 | 6.33% | 2.80% | -0.81% | 2.34% | 10.97% |
Benchmark Metrics
2026 ETFs has an annualized alpha of 4.96%, beta of 1.16, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since September 03, 2025.
- This portfolio captured 110.39% of S&P 500 Index gains but only 58.08% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 4.96% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.96%
- Beta
- 1.16
- R²
- 0.81
- Upside Capture
- 110.39%
- Downside Capture
- 58.08%
Expense Ratio
2026 ETFs has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 ETFs and compares them with S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 |
|---|---|---|---|---|---|---|
AGIQ SoFi Agentic AI ETF | — | — | — | — | — | — |
AVDE Avantis International Equity ETF | 54 | 1.71 | 2.38 | 1.31 | 2.19 | 8.59 |
AVDV Avantis International Small Cap Value ETF | 79 | 2.54 | 3.35 | 1.46 | 3.06 | 12.34 |
FPX First Trust US Equity Opportunities ETF | 49 | 1.43 | 1.91 | 1.24 | 2.72 | 8.76 |
VYMI Vanguard International High Dividend Yield ETF | 69 | 2.14 | 2.91 | 1.39 | 2.76 | 10.83 |
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Dividends
Dividend yield
2026 ETFs provided a 1.94% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.94% | 2.06% | 2.51% | 2.23% | 2.35% | 1.86% | 1.36% | 1.11% | 1.03% | 0.78% | 0.63% | 0.12% |
| Portfolio components: | ||||||||||||
AGIQ SoFi Agentic AI ETF | 0.36% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDE Avantis International Equity ETF | 2.56% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.81% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
FPX First Trust US Equity Opportunities ETF | 0.51% | 0.53% | 0.09% | 0.27% | 1.08% | 0.14% | 0.28% | 0.67% | 0.88% | 0.68% | 0.77% | 0.62% |
VYMI Vanguard International High Dividend Yield ETF | 3.48% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2026 ETFs. 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 2026 ETFs was 10.26%, occurring on Mar 30, 2026. Recovery took 13 trading sessions.
The current 2026 ETFs drawdown is 3.87%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -10.26%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2025 pullback2025 | -6.47%Nov 2025 | 23d | 14d | 1mo 7dOct 2025 - Dec 2025 |
2026 pullback2026 | -4.14%Jun 2026 | 2d | — | 6d 14hJun 2026 - now |
2026 pullback2026 | -4.12%Feb 2026 | 8d | 4d | 12dJan 2026 - Feb 2026 |
2025 pullback2025 | -3.21%Oct 2025 | 1d | 14d | 15dOct 2025 - Oct 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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.14 |
The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2026 ETFs correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 3, 2025 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AGIQ has the highest benchmark correlation at 0.80, while AVDV has the lowest at 0.67.
Asset Correlations Table
Find what 2026 ETFs is missing
See which holdings overlap, where 2026 ETFs is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification