. RON.TEST VTI/VXUS/BND

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	50%
BND Vanguard Total Bond Market ETF	Total Bond Market	30%
VXUS Vanguard Total International Stock ETF	Global Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for . RON.TEST VTI/VXUS/BND

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in . RON.TEST VTI/VXUS/BND, 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.

Loading charts...

Returns By Period

As of Jun 9, 2026, the . RON.TEST VTI/VXUS/BND returned 6.93% Year-To-Date and 10.04% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio . RON.TEST VTI/VXUS/BND	0.32%	-0.36%	6.93%	7.44%	19.36%	15.35%	7.85%	10.04%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.03%	-0.67%	-0.07%	0.23%	4.87%	3.89%	-0.05%	1.53%
VTI Vanguard Total Stock Market ETF	0.30%	0.44%	9.05%	8.94%	24.96%	21.05%	12.25%	14.84%
VXUS Vanguard Total International Stock ETF	0.86%	-1.98%	11.12%	13.49%	27.05%	17.97%	7.95%	9.68%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 28, 2011, . RON.TEST VTI/VXUS/BND's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +8.9%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, . RON.TEST VTI/VXUS/BND closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.9%, while the worst single day was Mar 12, 2020 at -8.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.97%	1.29%	-4.63%	6.84%	3.51%	-1.84%							6.93%
2025	2.37%	0.06%	-2.78%	0.31%	3.88%	3.87%	0.89%	2.37%	2.74%	1.61%	0.39%	0.40%	17.13%
2024	0.17%	2.84%	2.56%	-3.36%	3.68%	1.64%	2.18%	1.98%	1.94%	-2.00%	3.68%	-2.61%	13.08%
2023	6.19%	-2.86%	2.72%	1.09%	-0.83%	4.21%	2.58%	-2.06%	-3.84%	-2.45%	7.70%	4.74%	17.69%
2022	-4.21%	-2.15%	0.69%	-7.04%	0.44%	-6.14%	6.10%	-3.60%	-7.87%	4.37%	6.31%	-3.65%	-16.69%
2021	-0.38%	1.57%	1.86%	3.34%	0.89%	1.45%	1.00%	1.67%	-3.24%	3.93%	-1.53%	2.54%	13.65%

Benchmark Metrics

. RON.TEST VTI/VXUS/BND has an annualized alpha of 0.70%, beta of 0.68, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.

This portfolio participated in 74.97% of S&P 500 Index downside but only 69.42% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.70%

Beta: 0.68

R²: 0.95

Upside Capture: 69.42%

Downside Capture: 74.97%

Expense Ratio

. RON.TEST VTI/VXUS/BND has an expense ratio of 0.03%, 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.

VXUS

Vanguard Total International Stock ETF

VTI

Vanguard Total Stock Market ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

. RON.TEST VTI/VXUS/BND ranks 46 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

The table below presents risk-adjusted performance metrics for . RON.TEST VTI/VXUS/BND and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.04	1.94	+0.10
Sortino ratioReturn per unit of downside risk	2.83	2.63	+0.21
Omega ratioGain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratioReturn relative to maximum drawdown	2.74	2.59	+0.16
Martin ratioReturn relative to average drawdown	12.12	11.84	+0.28
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BND Vanguard Total Bond Market ETF	40	1.32	1.96	1.23	1.83	5.43
VTI Vanguard Total Stock Market ETF	68	2.02	2.73	1.36	2.81	12.85
VXUS Vanguard Total International Stock ETF	56	1.73	2.36	1.32	2.41	9.34

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.

. RON.TEST VTI/VXUS/BND Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.04
5-Year: 0.66
10-Year: 0.81
All Time: 0.76

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 1.59 to 2.46, 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 . RON.TEST VTI/VXUS/BND compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

. RON.TEST VTI/VXUS/BND provided a 2.26% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.26%	2.35%	2.41%	2.29%	2.23%	1.86%	1.85%	2.32%	2.50%	2.16%	2.30%	2.33%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.98%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VXUS Vanguard Total International Stock ETF	2.73%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the . RON.TEST VTI/VXUS/BND. 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 . RON.TEST VTI/VXUS/BND was 24.74%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current . RON.TEST VTI/VXUS/BND drawdown is 2.30%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-24.74%Mar 2020	1mo 2d	4mo 1d	5mo 3dFeb 2020 - Jul 2020
Bear market2022	-23.10%Oct 2022	11mo 9d	1y 4mo	2y 3moNov 2021 - Feb 2024
2011 correction2011	-14.46%Oct 2011	5mo 4d	4mo 16d	9mo 20dMay 2011 - Feb 2012
Rate-hike selloffLate 2018	-12.95%Dec 2018	10mo 29d	3mo 8d	1y 2moJan 2018 - Apr 2019
2025 selloff2025	-11.91%Apr 2025	1mo 18d	1mo 11d	2mo 29dFeb 2025 - May 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.63, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.10	1.14	1.14	1.13	1.14

The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

. RON.TEST VTI/VXUS/BND correlation to the S&P 500 Index

. RON.TEST VTI/VXUS/BND has a 0.96 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.07.

BND

-0.07

VXUS

0.81

VTI

0.99

Portfolio Correlations

Correlation vs. . RON.TEST VTI/VXUS/BND. VTI has the highest portfolio correlation at 0.97, while BND has the lowest at 0.05.

BND

0.05

VXUS

0.90

VTI

0.97

Asset Correlations Table

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

	BND	VXUS	VTI
BND	1.00	-0.03	-0.07
VXUS	-0.03	1.00	0.82
VTI	-0.07	0.82	1.00

The correlation results are calculated based on daily price changes starting from Jan 28, 2011

Diversification Analysis

Find what . RON.TEST VTI/VXUS/BND is missing

See which holdings overlap, where . RON.TEST VTI/VXUS/BND is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification