📱

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

📱

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	8.33%
BND Vanguard Total Bond Market ETF	Total Bond Market	8.33%
BNDX Vanguard Total International Bond ETF	Total Bond Market	8.33%
GSG iShares S&P GSCI Commodity-Indexed Trust	Commodities	8.33%
IAU iShares Gold Trust	Precious Metals, Gold	8.33%
IJH iShares Core S&P Mid-Cap ETF	Small Cap Growth Equities	8.34%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	8.33%
VIOO Vanguard S&P Small-Cap 600 ETF	Small Cap Blend Equities	8.34%
VNQ Vanguard Real Estate ETF	REIT	8.34%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	8.33%
VV Vanguard Large-Cap ETF	Large Cap Growth Equities	8.34%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	8.33%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of May 11, 2025, the 📱 returned 2.72% Year-To-Date and 5.87% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
📱	2.72%	5.54%	0.49%	8.32%	9.65%	5.87%
Portfolio components:
IJH iShares Core S&P Mid-Cap ETF	-5.21%	9.72%	-10.05%	-0.19%	13.80%	8.54%
BNDX Vanguard Total International Bond ETF	1.10%	0.72%	1.65%	5.47%	0.11%	2.09%
VNQ Vanguard Real Estate ETF	1.12%	7.92%	-5.15%	12.02%	7.89%	5.42%
IAU iShares Gold Trust	26.78%	4.95%	23.81%	40.49%	14.17%	10.36%
BIL SPDR Barclays 1-3 Month T-Bill ETF	1.48%	0.35%	2.11%	4.76%	2.57%	1.77%
BND Vanguard Total Bond Market ETF	2.21%	0.98%	1.19%	5.53%	-0.78%	1.51%
VEA Vanguard FTSE Developed Markets ETF	12.77%	11.62%	8.93%	10.01%	11.74%	5.66%
GSG iShares S&P GSCI Commodity-Indexed Trust	-1.93%	2.89%	0.61%	-2.91%	19.31%	-0.07%
VV Vanguard Large-Cap ETF	-3.28%	7.72%	-4.84%	10.20%	15.71%	12.36%
VWO Vanguard FTSE Emerging Markets ETF	5.13%	10.28%	1.34%	9.84%	8.26%	3.62%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.51%	0.85%	3.64%	7.07%	4.01%	2.85%
VIOO Vanguard S&P Small-Cap 600 ETF	-9.72%	10.05%	-15.51%	-2.99%	12.54%	7.56%

*Annualized

Monthly Returns

The table below presents the monthly returns of 📱, 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	2.41%	0.01%	-0.46%	-0.52%	1.29%								2.72%
2024	-0.88%	1.84%	2.97%	-2.12%	2.40%	0.43%	3.23%	1.09%	2.07%	-1.06%	2.34%	-2.67%	9.81%
2023	5.44%	-2.98%	1.04%	0.13%	-1.97%	3.39%	3.15%	-1.89%	-2.81%	-1.74%	5.11%	4.38%	11.23%
2022	-2.22%	0.40%	1.30%	-3.81%	0.27%	-5.03%	3.97%	-3.16%	-6.82%	3.55%	5.18%	-2.57%	-9.31%
2021	0.82%	2.23%	1.36%	3.13%	1.67%	0.27%	0.59%	0.78%	-1.93%	2.96%	-2.21%	3.26%	13.52%
2020	-1.26%	-4.16%	-11.20%	5.64%	3.90%	2.56%	3.97%	2.27%	-2.20%	-0.59%	7.13%	4.10%	9.06%
2019	6.02%	1.55%	0.79%	1.63%	-3.18%	4.18%	0.24%	-0.28%	0.93%	1.43%	0.59%	2.59%	17.47%
2018	2.09%	-3.07%	0.74%	0.26%	1.20%	-0.06%	0.79%	0.68%	-0.40%	-4.27%	0.59%	-3.80%	-5.36%
2017	1.31%	1.67%	-0.07%	0.60%	0.23%	0.37%	1.74%	0.35%	1.18%	1.05%	1.27%	1.10%	11.35%
2016	-2.39%	0.92%	4.83%	1.57%	0.01%	2.10%	1.71%	-0.21%	0.58%	-1.97%	0.56%	1.58%	9.48%
2015	0.39%	1.74%	-0.64%	1.03%	-0.22%	-1.37%	-1.41%	-3.20%	-1.48%	3.39%	-1.24%	-1.91%	-4.99%
2014	-1.23%	3.39%	0.21%	0.44%	0.91%	2.14%	-1.80%	1.80%	-3.54%	1.42%	-0.20%	-1.09%	2.27%

Expense Ratio

📱 has an expense ratio of 0.14%, 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.

GSG

iShares S&P GSCI Commodity-Indexed Trust

IAU

iShares Gold Trust

BIL

SPDR Barclays 1-3 Month T-Bill ETF

VNQ

Vanguard Real Estate ETF

VIOO

Vanguard S&P Small-Cap 600 ETF

VWO

Vanguard FTSE Emerging Markets ETF

BNDX

Vanguard Total International Bond ETF

IJH

iShares Core S&P Mid-Cap ETF

VEA

Vanguard FTSE Developed Markets ETF

Vanguard Large-Cap ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

BND

Vanguard Total Bond Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 📱 is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IJH iShares Core S&P Mid-Cap ETF	-0.01	0.17	1.02	0.01	0.04
BNDX Vanguard Total International Bond ETF	1.40	1.97	1.24	0.57	6.11
VNQ Vanguard Real Estate ETF	0.66	1.09	1.14	0.54	2.35
IAU iShares Gold Trust	2.41	3.33	1.43	5.34	14.29
BIL SPDR Barclays 1-3 Month T-Bill ETF	20.77	250.17	145.44	441.43	4,066.20
BND Vanguard Total Bond Market ETF	1.00	1.45	1.17	0.42	2.54
VEA Vanguard FTSE Developed Markets ETF	0.59	1.00	1.13	0.80	2.42
GSG iShares S&P GSCI Commodity-Indexed Trust	-0.20	-0.12	0.99	-0.07	-0.52
VV Vanguard Large-Cap ETF	0.53	0.90	1.13	0.58	2.22
VWO Vanguard FTSE Emerging Markets ETF	0.55	0.92	1.12	0.54	1.77
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.63	5.96	1.84	7.36	24.70
VIOO Vanguard S&P Small-Cap 600 ETF	-0.14	0.01	1.00	-0.09	-0.27

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.

📱 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.83
5-Year: 0.93
10-Year: 0.58
All Time: 0.58

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 📱 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

📱 provided a 2.49% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.49%	2.50%	2.56%	2.34%	1.86%	1.38%	2.05%	2.17%	1.69%	1.68%	1.59%	1.62%
Portfolio components:
IJH iShares Core S&P Mid-Cap ETF	1.41%	1.33%	1.46%	1.68%	1.18%	1.28%	1.63%	1.72%	1.19%	1.60%	1.56%	1.34%
BNDX Vanguard Total International Bond ETF	4.29%	4.18%	4.42%	1.52%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%	1.54%
VNQ Vanguard Real Estate ETF	4.07%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BIL SPDR Barclays 1-3 Month T-Bill ETF	4.69%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%	0.00%
BND Vanguard Total Bond Market ETF	3.75%	3.67%	3.09%	2.60%	1.97%	2.22%	2.72%	2.81%	2.54%	2.51%	2.57%	2.79%
VEA Vanguard FTSE Developed Markets ETF	2.91%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
GSG iShares S&P GSCI Commodity-Indexed Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VV Vanguard Large-Cap ETF	1.31%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%	1.77%
VWO Vanguard FTSE Emerging Markets ETF	3.06%	3.20%	3.52%	4.11%	2.63%	1.91%	3.24%	2.88%	2.30%	2.52%	3.26%	2.86%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	2.76%	2.70%	3.36%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%	0.82%
VIOO Vanguard S&P Small-Cap 600 ETF	1.64%	1.48%	1.47%	1.51%	1.16%	1.09%	1.37%	1.32%	1.11%	0.95%	1.26%	1.06%

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 📱. 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 📱 was 22.46%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current 📱 drawdown is 1.16%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.46%	Jan 21, 2020	44	Mar 23, 2020	114	Sep 2, 2020	158
-15.36%	Nov 16, 2021	217	Sep 27, 2022	313	Dec 26, 2023	530
-13.82%	Jul 2, 2014	391	Jan 20, 2016	144	Aug 15, 2016	535
-10.52%	Jan 29, 2018	229	Dec 24, 2018	66	Apr 1, 2019	295
-9%	Feb 19, 2025	35	Apr 8, 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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	BIL	BNDX	IAU	BND	VTIP	GSG	VNQ	VWO	VIOO	VEA	VV	IJH	Portfolio
^GSPC	1.00	0.00	-0.01	-0.00	-0.03	0.08	0.29	0.60	0.68	0.80	0.81	1.00	0.87	0.84
BIL	0.00	1.00	0.01	0.04	0.02	0.04	0.00	-0.01	0.02	-0.02	0.01	0.00	-0.01	0.01
BNDX	-0.01	0.01	1.00	0.26	0.72	0.39	-0.10	0.18	0.00	-0.03	0.01	-0.00	-0.03	0.10
IAU	-0.00	0.04	0.26	1.00	0.37	0.36	0.17	0.11	0.15	-0.01	0.14	0.00	0.00	0.27
BND	-0.03	0.02	0.72	0.37	1.00	0.56	-0.09	0.22	0.01	-0.06	0.02	-0.02	-0.05	0.12
VTIP	0.08	0.04	0.39	0.36	0.56	1.00	0.24	0.20	0.12	0.07	0.15	0.08	0.08	0.26
GSG	0.29	0.00	-0.10	0.17	-0.09	0.24	1.00	0.12	0.33	0.29	0.34	0.28	0.30	0.50
VNQ	0.60	-0.01	0.18	0.11	0.22	0.20	0.12	1.00	0.42	0.59	0.54	0.60	0.64	0.68
VWO	0.68	0.02	0.00	0.15	0.01	0.12	0.33	0.42	1.00	0.58	0.79	0.68	0.63	0.78
VIOO	0.80	-0.02	-0.03	-0.01	-0.06	0.07	0.29	0.59	0.58	1.00	0.71	0.80	0.95	0.84
VEA	0.81	0.01	0.01	0.14	0.02	0.15	0.34	0.54	0.79	0.71	1.00	0.81	0.77	0.86
VV	1.00	0.00	-0.00	0.00	-0.02	0.08	0.28	0.60	0.68	0.80	0.81	1.00	0.87	0.84
IJH	0.87	-0.01	-0.03	0.00	-0.05	0.08	0.30	0.64	0.63	0.95	0.77	0.87	1.00	0.88
Portfolio	0.84	0.01	0.10	0.27	0.12	0.26	0.50	0.68	0.78	0.84	0.86	0.84	0.88	1.00

The correlation results are calculated based on daily price changes starting from Jun 5, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

📱

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community