FIRE 02 (ETFs)

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	10%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	7%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	10%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	5%
VGT Vanguard Information Technology ETF	Technology Equities	10%
VNQ Vanguard Real Estate ETF	REIT	15%
VOO Vanguard S&P 500 ETF	S&P 500	25%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	8%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FIRE 02 (ETFs), 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 year.

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The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI

Returns By Period

As of Apr 3, 2026, the FIRE 02 (ETFs) returned -0.51% Year-To-Date and 11.17% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio FIRE 02 (ETFs)	0.32%	-2.28%	-0.51%	1.62%	16.67%	15.79%	9.71%	11.17%
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
VYMI Vanguard International High Dividend Yield ETF	-0.11%	-0.87%	6.26%	13.90%	33.42%	20.17%	12.59%	10.36%
DXJ WisdomTree Japan Hedged Equity Fund	-0.57%	0.26%	11.84%	27.12%	49.43%	34.98%	24.74%	17.53%
VUG Vanguard Growth ETF	0.11%	-3.66%	-9.29%	-8.34%	17.67%	21.67%	11.69%	16.20%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
VNQ Vanguard Real Estate ETF	1.36%	-4.43%	3.06%	1.04%	2.95%	7.33%	3.14%	4.85%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	0.27%	-1.21%	-0.05%	0.65%	6.13%	5.48%	1.50%	3.09%
BND Vanguard Total Bond Market ETF	0.22%	-0.98%	0.31%	0.85%	4.27%	3.53%	0.30%	1.70%
VCSH Vanguard Short-Term Corporate Bond ETF	0.08%	-0.44%	0.29%	1.33%	4.99%	5.28%	2.40%	2.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 3, 2016, FIRE 02 (ETFs)'s average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2020 with a return of +9.1%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FIRE 02 (ETFs) closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -9.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.49%	1.57%	-4.50%	1.06%									-0.51%
2025	1.47%	0.24%	-3.14%	-0.02%	4.17%	3.63%	1.66%	2.25%	2.70%	1.90%	0.37%	0.23%	16.36%
2024	0.60%	3.25%	2.35%	-3.74%	4.36%	2.90%	1.51%	2.09%	1.93%	-1.52%	3.95%	-1.90%	16.58%
2023	7.10%	-2.39%	3.22%	1.20%	0.66%	5.13%	2.42%	-1.63%	-3.98%	-1.98%	8.65%	4.47%	24.39%
2022	-4.65%	-2.63%	2.13%	-6.69%	-0.36%	-6.19%	6.95%	-3.90%	-8.26%	4.16%	5.65%	-4.28%	-17.85%
2021	-0.46%	1.71%	2.72%	3.93%	0.70%	2.37%	2.06%	2.00%	-3.40%	4.82%	-0.87%	4.09%	21.20%

Benchmark Metrics

FIRE 02 (ETFs) has an annualized alpha of 1.86%, beta of 0.74, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.45%) than losses (76.69%) — typical of diversified or defensive assets.

Alpha: 1.86%

Beta: 0.74

R²: 0.95

Upside Capture: 77.45%

Downside Capture: 76.69%

Expense Ratio

FIRE 02 (ETFs) 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.

DXJ

WisdomTree Japan Hedged Equity Fund

VNQ

Vanguard Real Estate ETF

VGT

Vanguard Information Technology ETF

VYMI

Vanguard International High Dividend Yield ETF

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

VCSH

Vanguard Short-Term Corporate Bond ETF

VOO

Vanguard S&P 500 ETF

VUG

Vanguard Growth ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

FIRE 02 (ETFs) ranks 51 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.25	0.88	+0.37
Sortino ratio Return per unit of downside risk	1.83	1.37	+0.47
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	1.79	1.39	+0.40
Martin ratio Return relative to average drawdown	8.51	6.43	+2.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
VYMI Vanguard International High Dividend Yield ETF	90	2.11	2.79	1.44	3.04	12.35
DXJ WisdomTree Japan Hedged Equity Fund	92	2.18	2.82	1.44	3.95	15.29
VUG Vanguard Growth ETF	38	0.78	1.27	1.18	1.13	3.90
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
VNQ Vanguard Real Estate ETF	16	0.18	0.36	1.05	0.29	1.11
VCIT Vanguard Intermediate-Term Corporate Bond ETF	65	1.27	1.77	1.24	2.10	7.27
BND Vanguard Total Bond Market ETF	48	1.00	1.42	1.18	1.71	4.64
VCSH Vanguard Short-Term Corporate Bond ETF	93	2.20	3.23	1.46	3.56	14.38

Sharpe Ratio

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.

FIRE 02 (ETFs) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.25
5-Year: 0.76
10-Year: 0.82
All Time: 0.85

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 0.98 to 1.66, 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 FIRE 02 (ETFs) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

FIRE 02 (ETFs) provided a 2.42% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.42%	2.40%	2.63%	2.52%	2.42%	1.93%	2.19%	2.45%	2.81%	2.40%	2.51%	2.48%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VYMI Vanguard International High Dividend Yield ETF	3.61%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%
DXJ WisdomTree Japan Hedged Equity Fund	1.16%	1.29%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VNQ Vanguard Real Estate ETF	3.86%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.75%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
VCSH Vanguard Short-Term Corporate Bond ETF	4.43%	4.35%	3.96%	3.09%	2.01%	1.81%	2.27%	2.87%	2.65%	2.26%	2.10%	2.08%

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 FIRE 02 (ETFs). 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 FIRE 02 (ETFs) was 27.51%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current FIRE 02 (ETFs) drawdown is 4.09%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.51%	Feb 18, 2020	25	Mar 23, 2020	99	Aug 12, 2020	124
-23.1%	Dec 28, 2021	202	Oct 14, 2022	292	Dec 13, 2023	494
-13.91%	Aug 30, 2018	80	Dec 24, 2018	57	Mar 19, 2019	137
-13.11%	Feb 19, 2025	35	Apr 8, 2025	38	Jun 3, 2025	73
-7.65%	Jan 29, 2018	9	Feb 8, 2018	115	Jul 25, 2018	124

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 9 assets, with an effective number of assets of 7.20, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	BND	VCSH	VCIT	DXJ	VNQ	VYMI	VGT	VUG	VOO	Portfolio
Benchmark	1.00	0.03	0.15	0.17	0.63	0.58	0.73	0.90	0.93	1.00	0.96
BND	0.03	1.00	0.82	0.91	-0.19	0.26	0.04	0.05	0.07	0.03	0.15
VCSH	0.15	0.82	1.00	0.87	-0.08	0.31	0.18	0.14	0.17	0.15	0.26
VCIT	0.17	0.91	0.87	1.00	-0.09	0.34	0.18	0.17	0.19	0.17	0.29
DXJ	0.63	-0.19	-0.08	-0.09	1.00	0.33	0.65	0.54	0.55	0.63	0.65
VNQ	0.58	0.26	0.31	0.34	0.33	1.00	0.51	0.43	0.48	0.58	0.70
VYMI	0.73	0.04	0.18	0.18	0.65	0.51	1.00	0.59	0.61	0.73	0.77
VGT	0.90	0.05	0.14	0.17	0.54	0.43	0.59	1.00	0.96	0.89	0.89
VUG	0.93	0.07	0.17	0.19	0.55	0.48	0.61	0.96	1.00	0.93	0.92
VOO	1.00	0.03	0.15	0.17	0.63	0.58	0.73	0.89	0.93	1.00	0.96
Portfolio	0.96	0.15	0.26	0.29	0.65	0.70	0.77	0.89	0.92	0.96	1.00

The correlation results are calculated based on daily price changes starting from Mar 3, 2016

FIRE 02 (ETFs)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table