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VOO_TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 45%VOO 55%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

45%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

55%

S&P 500

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 Quarterly


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
239.21%
375.33%
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 Mar 28, 2024, the VOO_TLT returned 3.56% Year-To-Date and 8.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
10.04%3.53%22.79%32.16%13.15%10.96%
VOO_TLT4.06%2.72%17.21%14.85%7.21%8.11%
VOO
Vanguard S&P 500 ETF
10.42%3.71%23.75%34.26%15.04%13.04%
TLT
iShares 20+ Year Treasury Bond ETF
-3.62%1.50%9.20%-6.13%-3.47%0.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.12%1.94%
2023-2.29%-6.12%-3.66%9.50%6.40%

Expense Ratio

The VOO_TLT has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.76
VOO_TLT
1.36
VOO
Vanguard S&P 500 ETF
2.94
TLT
iShares 20+ Year Treasury Bond ETF
-0.35

Sharpe Ratio

The current VOO_TLT Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.31

The Sharpe ratio of VOO_TLT is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.36
2.76
VOO_TLT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VOO_TLT granted a 2.36% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
VOO_TLT2.36%2.32%2.13%1.36%1.52%2.06%2.32%2.07%2.28%2.33%2.22%2.48%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
TLT
iShares 20+ Year Treasury Bond ETF
3.61%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-9.34%
0
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. The portfolio has not yet recovered.

The current VOO_TLT drawdown is 9.77%.


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

Volatility Chart

The current VOO_TLT volatility is 2.04%, 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%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.04%
2.82%
VOO_TLT
Benchmark (^GSPC)
Portfolio components

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.

TLTVOO
TLT1.00-0.28
VOO-0.281.00