75/25 portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
75/25 portfolio
Asset Allocation
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Sep 24, 2010, corresponding to the inception date of VONE
Returns By Period
As of May 29, 2025, the 75/25 portfolio returned 0.56% Year-To-Date and 9.51% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
| 75/25 portfolio | 0.56% | 2.95% | -3.27% | 8.06% | 10.24% | 9.51% |
| Portfolio components: | ||||||
VHT Vanguard Health Care ETF | -4.62% | -4.49% | -10.52% | -6.11% | 5.62% | 7.16% |
VDC Vanguard Consumer Staples ETF | 5.25% | 1.70% | 0.44% | 11.14% | 10.68% | 8.47% |
VAW Vanguard Materials ETF | 1.69% | 3.66% | -9.20% | -3.57% | 11.82% | 7.52% |
VCR Vanguard Consumer Discretionary ETF | -4.51% | 9.63% | -3.62% | 19.09% | 14.75% | 12.61% |
VFH Vanguard Financials ETF | 3.86% | 5.62% | -2.22% | 24.45% | 18.87% | 11.72% |
VGT Vanguard Information Technology ETF | -2.26% | 11.26% | -1.35% | 10.96% | 19.28% | 19.80% |
VIS Vanguard Industrials ETF | 6.28% | 10.11% | -2.05% | 14.98% | 17.78% | 11.55% |
VNQ Vanguard Real Estate ETF | 0.39% | 1.11% | -8.42% | 13.36% | 6.71% | 5.28% |
VOX Vanguard Communication Services ETF | 3.09% | 8.83% | 3.40% | 20.24% | 12.43% | 8.12% |
VPU Vanguard Utilities ETF | 7.25% | 2.01% | -1.32% | 16.09% | 9.24% | 9.50% |
VONE Vanguard Russell 1000 ETF | 0.50% | 6.75% | -1.70% | 12.63% | 15.48% | 12.43% |
QQQ Invesco QQQ | 1.65% | 9.84% | 3.01% | 13.57% | 18.07% | 17.69% |
MGV Vanguard Mega Cap Value ETF | 1.54% | 2.76% | -4.11% | 9.84% | 13.85% | 10.27% |
DIA SPDR Dow Jones Industrial Average ETF | -0.46% | 4.84% | -5.13% | 10.12% | 12.66% | 11.12% |
VOOV Vanguard S&P 500 Value ETF | -0.92% | 3.19% | -7.50% | 5.59% | 13.76% | 9.61% |
VOO Vanguard S&P 500 ETF | 0.61% | 6.68% | -1.22% | 12.39% | 15.83% | 12.79% |
VDE Vanguard Energy ETF | -5.03% | -0.93% | -13.12% | -8.76% | 22.00% | 3.95% |
VCLT Vanguard Long-Term Corporate Bond ETF | -0.17% | -1.72% | -3.87% | 2.37% | -2.76% | 2.31% |
BLV Vanguard Long-Term Bond ETF | -0.24% | -2.87% | -4.43% | 1.30% | -5.35% | 1.11% |
*Annualized
Monthly Returns
The table below presents the monthly returns of 75/25 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 | 2.51% | 0.51% | -3.31% | -1.75% | 2.72% | 0.56% | |||||||
| 2024 | -0.09% | 2.57% | 3.31% | -3.98% | 3.86% | 1.31% | 2.77% | 2.21% | 2.16% | -2.16% | 5.36% | -4.35% | 13.16% |
| 2023 | 6.05% | -3.56% | 3.56% | 1.23% | -1.69% | 5.02% | 2.46% | -2.12% | -4.53% | -3.06% | 8.47% | 5.34% | 17.39% |
| 2022 | -3.86% | -1.80% | 2.66% | -7.68% | 1.03% | -7.22% | 7.81% | -3.60% | -8.85% | 5.84% | 6.12% | -4.51% | -14.79% |
| 2021 | -0.77% | 1.48% | 2.96% | 3.65% | 0.72% | 2.60% | 1.60% | 1.64% | -3.38% | 5.42% | -0.96% | 3.47% | 19.69% |
| 2020 | 0.75% | -5.72% | -11.03% | 11.59% | 3.89% | 1.55% | 5.21% | 3.34% | -2.95% | -1.81% | 10.31% | 2.96% | 17.09% |
| 2019 | 6.69% | 2.16% | 2.71% | 2.26% | -3.99% | 6.00% | 0.94% | 0.50% | 1.13% | 1.21% | 2.43% | 2.37% | 26.84% |
| 2018 | 3.03% | -4.17% | -0.91% | 0.27% | 1.94% | 0.73% | 2.68% | 2.29% | 0.21% | -5.60% | 1.39% | -5.68% | -4.29% |
| 2017 | 1.41% | 3.05% | -0.02% | 1.04% | 1.42% | 0.33% | 1.71% | 0.46% | 1.29% | 1.56% | 2.42% | 1.16% | 16.98% |
| 2016 | -3.02% | 0.48% | 6.49% | 0.87% | 1.13% | 2.25% | 3.11% | -0.35% | 0.18% | -2.22% | 0.88% | 2.05% | 12.14% |
| 2015 | -0.06% | 2.51% | -0.79% | 0.05% | 0.11% | -2.62% | 2.11% | -4.78% | -1.37% | 6.27% | -0.05% | -1.60% | -0.63% |
| 2014 | -0.98% | 3.75% | 0.74% | 1.27% | 2.10% | 1.97% | -1.34% | 3.99% | -2.16% | 2.62% | 2.03% | 0.45% | 15.19% |
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more
Expense Ratio
75/25 portfolio has an expense ratio of 0.09%, 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.
QQQ
Invesco QQQRisk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 75/25 portfolio is 29, 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 | |
|---|---|---|---|---|---|
VHT Vanguard Health Care ETF | -0.38 | -0.53 | 0.93 | -0.44 | -1.03 |
VDC Vanguard Consumer Staples ETF | 0.85 | 1.22 | 1.15 | 1.17 | 3.78 |
VAW Vanguard Materials ETF | -0.18 | -0.08 | 0.99 | -0.13 | -0.39 |
VCR Vanguard Consumer Discretionary ETF | 0.73 | 1.24 | 1.16 | 0.74 | 2.12 |
VFH Vanguard Financials ETF | 1.15 | 1.62 | 1.24 | 1.39 | 5.17 |
VGT Vanguard Information Technology ETF | 0.36 | 0.80 | 1.11 | 0.48 | 1.54 |
VIS Vanguard Industrials ETF | 0.72 | 1.13 | 1.15 | 0.70 | 2.35 |
VNQ Vanguard Real Estate ETF | 0.74 | 1.05 | 1.14 | 0.53 | 2.19 |
VOX Vanguard Communication Services ETF | 0.97 | 1.52 | 1.22 | 1.04 | 3.44 |
VPU Vanguard Utilities ETF | 0.96 | 1.44 | 1.19 | 1.66 | 4.23 |
VONE Vanguard Russell 1000 ETF | 0.65 | 1.07 | 1.15 | 0.70 | 2.63 |
QQQ Invesco QQQ | 0.53 | 0.99 | 1.14 | 0.66 | 2.15 |
MGV Vanguard Mega Cap Value ETF | 0.63 | 0.94 | 1.13 | 0.71 | 2.61 |
DIA SPDR Dow Jones Industrial Average ETF | 0.59 | 0.91 | 1.12 | 0.60 | 2.07 |
VOOV Vanguard S&P 500 Value ETF | 0.35 | 0.57 | 1.08 | 0.30 | 0.98 |
VOO Vanguard S&P 500 ETF | 0.64 | 1.07 | 1.16 | 0.71 | 2.69 |
VDE Vanguard Energy ETF | -0.35 | -0.23 | 0.97 | -0.35 | -0.92 |
VCLT Vanguard Long-Term Corporate Bond ETF | 0.20 | 0.28 | 1.03 | 0.08 | 0.35 |
BLV Vanguard Long-Term Bond ETF | 0.11 | 0.13 | 1.02 | 0.01 | 0.07 |
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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more
Dividends
Dividend yield
75/25 portfolio provided a 2.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.58% | 2.52% | 2.48% | 2.51% | 2.04% | 2.64% | 2.43% | 2.71% | 2.42% | 2.60% | 2.75% | 2.39% |
| Portfolio components: | ||||||||||||
VHT Vanguard Health Care ETF | 1.66% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% |
VDC Vanguard Consumer Staples ETF | 2.37% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
VAW Vanguard Materials ETF | 1.76% | 1.70% | 1.72% | 1.98% | 1.44% | 1.67% | 1.94% | 2.03% | 1.63% | 1.67% | 2.30% | 1.76% |
VCR Vanguard Consumer Discretionary ETF | 0.82% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% |
VFH Vanguard Financials ETF | 1.79% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% |
VGT Vanguard Information Technology ETF | 0.52% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
VIS Vanguard Industrials ETF | 1.22% | 1.23% | 1.36% | 1.52% | 1.11% | 1.38% | 1.68% | 1.90% | 1.60% | 1.81% | 1.94% | 1.57% |
VNQ Vanguard Real Estate ETF | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VOX Vanguard Communication Services ETF | 1.06% | 1.05% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% |
VPU Vanguard Utilities ETF | 2.91% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
VONE Vanguard Russell 1000 ETF | 1.23% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
MGV Vanguard Mega Cap Value ETF | 2.27% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% |
DIA SPDR Dow Jones Industrial Average ETF | 1.52% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% |
VOOV Vanguard S&P 500 Value ETF | 2.17% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VDE Vanguard Energy ETF | 3.42% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% |
VCLT Vanguard Long-Term Corporate Bond ETF | 5.42% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% |
BLV Vanguard Long-Term Bond ETF | 4.75% | 4.68% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% |
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 75/25 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 75/25 portfolio was 28.98%, occurring on Mar 20, 2020. Recovery took 85 trading sessions.
The current 75/25 portfolio drawdown is 3.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.98% | Feb 20, 2020 | 22 | Mar 20, 2020 | 85 | Jul 22, 2020 | 107 |
| -21.1% | Dec 28, 2021 | 202 | Oct 14, 2022 | 301 | Dec 27, 2023 | 503 |
| -13.89% | Oct 3, 2018 | 57 | Dec 24, 2018 | 59 | Mar 21, 2019 | 116 |
| -13.61% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -11.09% | Jul 25, 2011 | 11 | Aug 8, 2011 | 57 | Oct 27, 2011 | 68 |
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more
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 19 assets, with an effective number of assets of 13.56, 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 | VCLT | BLV | VPU | VDE | VNQ | VDC | VOX | VHT | VGT | QQQ | VAW | VFH | VCR | VIS | VOOV | DIA | MGV | VONE | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | -0.12 | 0.47 | 0.60 | 0.63 | 0.68 | 0.78 | 0.78 | 0.89 | 0.90 | 0.81 | 0.81 | 0.87 | 0.87 | 0.89 | 0.92 | 0.90 | 0.98 | 1.00 | 0.94 |
| VCLT | 0.02 | 1.00 | 0.92 | 0.19 | -0.09 | 0.19 | 0.08 | 0.06 | 0.05 | 0.03 | 0.05 | -0.00 | -0.09 | 0.04 | -0.02 | -0.02 | -0.01 | -0.03 | 0.03 | 0.02 | 0.26 |
| BLV | -0.12 | 0.92 | 1.00 | 0.13 | -0.20 | 0.10 | -0.02 | -0.05 | -0.07 | -0.09 | -0.08 | -0.13 | -0.22 | -0.08 | -0.15 | -0.16 | -0.15 | -0.17 | -0.11 | -0.12 | 0.12 |
| VPU | 0.47 | 0.19 | 0.13 | 1.00 | 0.30 | 0.63 | 0.62 | 0.39 | 0.44 | 0.31 | 0.32 | 0.41 | 0.39 | 0.35 | 0.43 | 0.50 | 0.47 | 0.53 | 0.45 | 0.47 | 0.57 |
| VDE | 0.60 | -0.09 | -0.20 | 0.30 | 1.00 | 0.38 | 0.39 | 0.45 | 0.43 | 0.43 | 0.42 | 0.67 | 0.62 | 0.49 | 0.64 | 0.69 | 0.62 | 0.69 | 0.60 | 0.60 | 0.62 |
| VNQ | 0.63 | 0.19 | 0.10 | 0.63 | 0.38 | 1.00 | 0.62 | 0.52 | 0.56 | 0.49 | 0.50 | 0.57 | 0.58 | 0.56 | 0.60 | 0.64 | 0.61 | 0.63 | 0.62 | 0.63 | 0.70 |
| VDC | 0.68 | 0.08 | -0.02 | 0.62 | 0.39 | 0.62 | 1.00 | 0.53 | 0.63 | 0.50 | 0.53 | 0.58 | 0.57 | 0.57 | 0.61 | 0.69 | 0.71 | 0.73 | 0.65 | 0.68 | 0.71 |
| VOX | 0.78 | 0.06 | -0.05 | 0.39 | 0.45 | 0.52 | 0.53 | 1.00 | 0.58 | 0.70 | 0.73 | 0.61 | 0.61 | 0.73 | 0.65 | 0.68 | 0.70 | 0.67 | 0.77 | 0.78 | 0.75 |
| VHT | 0.78 | 0.05 | -0.07 | 0.44 | 0.43 | 0.56 | 0.63 | 0.58 | 1.00 | 0.65 | 0.69 | 0.64 | 0.62 | 0.64 | 0.67 | 0.73 | 0.75 | 0.77 | 0.76 | 0.78 | 0.77 |
| VGT | 0.89 | 0.03 | -0.09 | 0.31 | 0.43 | 0.49 | 0.50 | 0.70 | 0.65 | 1.00 | 0.97 | 0.66 | 0.62 | 0.80 | 0.71 | 0.69 | 0.76 | 0.69 | 0.88 | 0.89 | 0.82 |
| QQQ | 0.90 | 0.05 | -0.08 | 0.32 | 0.42 | 0.50 | 0.53 | 0.73 | 0.69 | 0.97 | 1.00 | 0.65 | 0.61 | 0.84 | 0.70 | 0.69 | 0.75 | 0.69 | 0.89 | 0.90 | 0.84 |
| VAW | 0.81 | -0.00 | -0.13 | 0.41 | 0.67 | 0.57 | 0.58 | 0.61 | 0.64 | 0.66 | 0.65 | 1.00 | 0.76 | 0.72 | 0.86 | 0.84 | 0.81 | 0.83 | 0.80 | 0.81 | 0.80 |
| VFH | 0.81 | -0.09 | -0.22 | 0.39 | 0.62 | 0.58 | 0.57 | 0.61 | 0.62 | 0.62 | 0.61 | 0.76 | 1.00 | 0.70 | 0.83 | 0.88 | 0.83 | 0.89 | 0.80 | 0.81 | 0.75 |
| VCR | 0.87 | 0.04 | -0.08 | 0.35 | 0.49 | 0.56 | 0.57 | 0.73 | 0.64 | 0.80 | 0.84 | 0.72 | 0.70 | 1.00 | 0.78 | 0.76 | 0.79 | 0.74 | 0.87 | 0.87 | 0.84 |
| VIS | 0.87 | -0.02 | -0.15 | 0.43 | 0.64 | 0.60 | 0.61 | 0.65 | 0.67 | 0.71 | 0.70 | 0.86 | 0.83 | 0.78 | 1.00 | 0.88 | 0.89 | 0.88 | 0.86 | 0.87 | 0.84 |
| VOOV | 0.89 | -0.02 | -0.16 | 0.50 | 0.69 | 0.64 | 0.69 | 0.68 | 0.73 | 0.69 | 0.69 | 0.84 | 0.88 | 0.76 | 0.88 | 1.00 | 0.91 | 0.95 | 0.88 | 0.89 | 0.86 |
| DIA | 0.92 | -0.01 | -0.15 | 0.47 | 0.62 | 0.61 | 0.71 | 0.70 | 0.75 | 0.76 | 0.75 | 0.81 | 0.83 | 0.79 | 0.89 | 0.91 | 1.00 | 0.94 | 0.90 | 0.92 | 0.88 |
| MGV | 0.90 | -0.03 | -0.17 | 0.53 | 0.69 | 0.63 | 0.73 | 0.67 | 0.77 | 0.69 | 0.69 | 0.83 | 0.89 | 0.74 | 0.88 | 0.95 | 0.94 | 1.00 | 0.88 | 0.90 | 0.87 |
| VONE | 0.98 | 0.03 | -0.11 | 0.45 | 0.60 | 0.62 | 0.65 | 0.77 | 0.76 | 0.88 | 0.89 | 0.80 | 0.80 | 0.87 | 0.86 | 0.88 | 0.90 | 0.88 | 1.00 | 0.98 | 0.93 |
| VOO | 1.00 | 0.02 | -0.12 | 0.47 | 0.60 | 0.63 | 0.68 | 0.78 | 0.78 | 0.89 | 0.90 | 0.81 | 0.81 | 0.87 | 0.87 | 0.89 | 0.92 | 0.90 | 0.98 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.26 | 0.12 | 0.57 | 0.62 | 0.70 | 0.71 | 0.75 | 0.77 | 0.82 | 0.84 | 0.80 | 0.75 | 0.84 | 0.84 | 0.86 | 0.88 | 0.87 | 0.93 | 0.94 | 1.00 |
The correlation results are calculated based on daily price changes starting from Sep 27, 2010
Go to the full Correlations tool for more customization options