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VOO_TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 45%VOO 55%BondBondEquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VOO_TLT, 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.


250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
252.04%
412.95%
VOO_TLT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of May 9, 2025, the VOO_TLT returned -1.29% Year-To-Date and 7.04% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
VOO_TLT-1.29%6.62%-3.56%6.33%4.14%7.04%
VOO
Vanguard S&P 500 ETF
-3.28%13.71%-4.52%10.70%15.89%12.40%
TLT
iShares 20+ Year Treasury Bond ETF
0.93%-1.26%-2.78%0.41%-9.53%-0.61%
*Annualized

Monthly Returns

The table below presents the monthly returns of VOO_TLT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.70%1.83%-3.59%-1.06%-0.08%-1.29%
2024-0.12%1.93%2.23%-5.11%4.08%2.78%2.26%2.27%2.10%-2.97%4.19%-4.07%9.40%
20236.90%-3.56%4.21%1.03%-1.08%3.75%0.66%-2.29%-6.12%-3.66%9.50%6.40%15.47%
2022-4.64%-2.37%-0.41%-9.07%-0.88%-5.16%6.13%-4.31%-8.78%1.77%6.19%-4.44%-24.18%
2021-2.19%-0.99%0.39%4.04%0.37%3.21%3.02%1.46%-3.88%4.97%0.82%1.60%13.18%
20203.42%-1.25%-3.05%7.56%1.97%1.15%5.24%1.66%-1.92%-2.92%6.83%1.63%21.49%
20194.54%1.26%3.44%1.33%-0.63%4.18%0.92%4.01%-0.24%0.70%1.85%0.27%23.70%
20181.60%-3.43%-0.17%-0.74%2.23%0.70%1.32%2.39%-0.91%-5.08%1.84%-2.07%-2.61%
20171.35%2.85%-0.21%1.28%1.62%0.71%0.84%1.67%0.08%1.26%2.03%1.52%16.02%
2016-0.16%1.37%3.46%-0.14%1.33%3.30%2.98%-0.38%-0.66%-2.95%-1.52%1.06%7.73%
20152.88%-0.09%-0.37%-1.00%-0.35%-2.89%3.24%-3.67%-0.32%4.51%-0.12%-1.09%0.42%
20140.87%2.66%0.83%1.34%2.59%1.03%-0.46%4.32%-1.71%2.59%2.85%1.29%19.62%

Expense Ratio

VOO_TLT has an expense ratio of 0.08%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VOO_TLT is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VOO_TLT is 3232
Overall Rank
The Sharpe Ratio Rank of VOO_TLT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO_TLT is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VOO_TLT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VOO_TLT is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VOO_TLT is 3232
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
0.560.921.130.582.25
TLT
iShares 20+ Year Treasury Bond ETF
0.030.141.020.010.05

The current VOO_TLT Sharpe ratio is 0.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of VOO_TLT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.51
0.48
VOO_TLT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VOO_TLT provided a 2.70% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.70%2.62%2.32%2.13%1.36%1.52%2.06%2.32%2.07%2.28%2.33%2.22%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
TLT
iShares 20+ Year Treasury Bond ETF
4.36%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.14%
-7.82%
VOO_TLT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VOO_TLT. 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 VOO_TLT was 28.38%, occurring on Oct 20, 2022. Recovery took 533 trading sessions.

The current VOO_TLT drawdown is 6.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.38%Dec 28, 2021206Oct 20, 2022533Dec 4, 2024739
-16.21%Feb 21, 202019Mar 18, 202029Apr 29, 202048
-11.97%Dec 9, 202482Apr 8, 2025
-9.54%Aug 30, 201880Dec 24, 201852Mar 12, 2019132
-7.57%Mar 23, 2015109Aug 25, 2015141Mar 17, 2016250

Volatility

Volatility Chart

The current VOO_TLT volatility is 7.24%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.24%
11.21%
VOO_TLT
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 1.98, 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

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

^GSPCTLTVOOPortfolio
^GSPC1.00-0.251.000.68
TLT-0.251.00-0.250.45
VOO1.00-0.251.000.68
Portfolio0.680.450.681.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010