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VOO_TLT

Asset Allocation


TLT 45%VOO 55%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds45%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities55%

Performance

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 Quarterly


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-4.65%
4.57%
VOO_TLT
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.35%11.68%19.59%7.99%9.86%
VOO_TLT-5.64%-4.32%2.79%6.16%4.63%7.34%
VOO
Vanguard S&P 500 ETF
-4.95%5.23%13.10%21.62%9.85%11.93%
TLT
iShares 20+ Year Treasury Bond ETF
-6.49%-15.26%-9.01%-10.72%-3.37%0.61%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.21%1.03%-1.08%3.75%0.66%-2.28%

Sharpe Ratio


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.24
0.89
VOO_TLT
Benchmark (^GSPC)
Portfolio components

Dividend yield

VOO_TLT granted a 2.48% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VOO_TLT2.48%2.17%1.41%1.60%2.20%2.53%2.32%2.61%2.73%2.66%3.05%3.02%
VOO
Vanguard S&P 500 ETF
1.59%1.71%1.28%1.61%2.00%2.23%1.97%2.27%2.42%2.18%2.20%2.66%
TLT
iShares 20+ Year Treasury Bond ETF
3.56%2.73%1.56%1.59%2.44%2.90%2.76%3.02%3.11%3.26%4.09%3.47%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.01
TLT
iShares 20+ Year Treasury Bond ETF
-0.68

Asset Correlations Table

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

TLTVOO
TLT1.00-0.30
VOO-0.301.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%MayJuneJulyAugustSeptember
-22.44%
-10.60%
VOO_TLT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VOO_TLT. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the VOO_TLT is 28.38%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.38%Dec 28, 2021206Oct 20, 2022
-16.21%Feb 21, 202019Mar 18, 202029Apr 29, 202048
-9.54%Aug 30, 201880Dec 24, 201852Mar 12, 2019132
-7.57%Mar 23, 2015109Aug 25, 2015141Mar 17, 2016250
-7.39%Jan 29, 20189Feb 8, 2018133Aug 20, 2018142

Volatility Chart

The current VOO_TLT volatility is 2.78%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptember
2.78%
3.17%
VOO_TLT
Benchmark (^GSPC)
Portfolio components