403b

The chart shows the growth of an initial investment of $10,000 in 403b, 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 year.

As of Apr 2, 2026, the 403b returned 7.19% Year-To-Date and 32.33% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 30, 1985, 403b's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, your investment would double in approximately 3.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2000 with a return of +31.7%, while the worst month was Oct 1987 at -33.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 403b closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +18.8%, while the worst single day was Oct 19, 1987 at -18.7%.

403b has an annualized alpha of 6.37%, beta of 1.32, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since July 30, 1985.

• This portfolio captured 172.97% of S&P 500 Index gains and 132.75% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 6.37% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

403b has an expense ratio of 0.68%, 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.

403b ranks 95 for risk / return — in the top 95% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

403b Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 2.40
• 5-Year: 0.82
• 10-Year: 0.93
• All Time: 0.50

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 1.00 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 403b compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

403b provided a 10.36% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the 403b. 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 403b was 82.54%, occurring on Oct 9, 2002. Recovery took 3486 trading sessions.

The current 403b drawdown is 8.22%.

The chart below shows the rolling one-month volatility.