Corporate Bonds Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CEMB iShares J.P. Morgan EM Corporate Bond ETF | Corporate Bonds | 30% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | Corporate Bonds | 10% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | High Yield Bonds | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Corporate Bonds 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.
The earliest data available for this chart is Oct 17, 2013, corresponding to the inception date of SHYG
Returns By Period
As of Apr 11, 2025, the Corporate Bonds Portfolio returned -1.06% Year-To-Date and 3.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.43% | -5.46% | -8.86% | 2.08% | 13.59% | 9.69% |
| Corporate Bonds Portfolio | -1.06% | -2.48% | -1.05% | 4.99% | 3.80% | 3.53% |
| Portfolio components: | ||||||
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.37% | -2.15% | -2.94% | 3.72% | -1.09% | 1.96% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | -1.53% | -2.48% | -0.58% | 5.31% | 5.00% | 4.02% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | -0.36% | -2.58% | -1.41% | 4.71% | 2.93% | 2.95% |
Monthly Returns
The table below presents the monthly returns of Corporate Bonds 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 | 1.13% | 1.30% | -0.78% | -2.67% | -1.06% | ||||||||
| 2024 | 0.24% | 0.27% | 1.01% | -1.24% | 1.51% | 0.51% | 1.93% | 1.52% | 1.50% | -1.04% | 1.22% | -0.84% | 6.73% |
| 2023 | 3.23% | -1.69% | 1.59% | 0.50% | -0.97% | 1.34% | 0.91% | -0.22% | -1.18% | -1.07% | 4.10% | 2.95% | 9.70% |
| 2022 | -1.87% | -2.10% | -0.79% | -3.03% | 0.75% | -4.64% | 3.81% | -1.93% | -3.20% | 0.85% | 4.42% | -0.66% | -8.45% |
| 2021 | -0.40% | 0.05% | 0.35% | 0.73% | 0.35% | 0.92% | 0.13% | 0.46% | -0.51% | -0.01% | -0.95% | 1.26% | 2.40% |
| 2020 | 0.64% | -0.78% | -10.69% | 4.99% | 2.76% | 1.08% | 3.60% | 0.29% | -0.57% | -0.04% | 3.26% | 1.37% | 5.12% |
| 2019 | 3.69% | 0.94% | 1.12% | 0.65% | -0.52% | 2.18% | 0.45% | 0.65% | 0.27% | 0.36% | 0.19% | 1.34% | 11.85% |
| 2018 | 0.18% | -0.87% | 0.13% | -0.31% | 0.06% | 0.03% | 1.31% | -0.13% | 0.76% | -1.40% | -0.23% | -0.61% | -1.11% |
| 2017 | 0.91% | 1.35% | -0.25% | 1.03% | 0.66% | 0.15% | 0.78% | 0.43% | 0.40% | 0.18% | -0.32% | 0.45% | 5.91% |
| 2016 | -0.76% | 1.25% | 3.47% | 2.59% | 0.33% | 1.43% | 1.19% | 0.98% | 0.54% | -0.40% | -0.56% | 1.26% | 11.86% |
| 2015 | 0.45% | 1.52% | -0.04% | 1.01% | 0.32% | -1.55% | -0.33% | -1.57% | -2.07% | 2.37% | -1.28% | -1.64% | -2.87% |
| 2014 | 0.28% | 1.25% | 0.72% | 0.39% | 0.95% | 0.66% | -0.70% | 1.19% | -1.82% | 0.97% | -0.34% | -1.26% | 2.24% |
Expense Ratio
Corporate Bonds Portfolio has an expense ratio of 0.34%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, Corporate Bonds Portfolio is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.30 | 0.46 | 1.06 | 0.14 | 0.88 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 0.88 | 1.30 | 1.20 | 1.01 | 6.86 |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 0.84 | 1.12 | 1.18 | 0.55 | 4.26 |
Dividends
Dividend yield
Corporate Bonds Portfolio provided a 6.43% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.43% | 6.13% | 5.76% | 4.96% | 4.18% | 4.47% | 4.78% | 5.30% | 4.82% | 4.93% | 4.87% | 4.21% |
| Portfolio components: | ||||||||||||
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.54% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.30% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 5.32% | 5.11% | 4.77% | 4.29% | 3.51% | 3.86% | 4.19% | 4.66% | 4.06% | 4.26% | 4.76% | 4.23% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Corporate Bonds 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 Corporate Bonds Portfolio was 18.32%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Corporate Bonds Portfolio drawdown is 3.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.32% | Feb 24, 2020 | 21 | Mar 23, 2020 | 114 | Sep 2, 2020 | 135 |
| -13.21% | Sep 14, 2021 | 279 | Oct 20, 2022 | 296 | Dec 26, 2023 | 575 |
| -8.53% | May 27, 2015 | 165 | Jan 20, 2016 | 69 | Apr 28, 2016 | 234 |
| -5.34% | Sep 2, 2014 | 75 | Dec 16, 2014 | 78 | Apr 10, 2015 | 153 |
| -3.94% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Corporate Bonds Portfolio volatility is 3.44%, 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.
Diversification
Asset Correlations Table
| SHYG | LQD | CEMB | |
|---|---|---|---|
| SHYG | 1.00 | 0.35 | 0.38 |
| LQD | 0.35 | 1.00 | 0.44 |
| CEMB | 0.38 | 0.44 | 1.00 |