Сбалансированный 60 % акций
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 15% |
GLD SPDR Gold Trust | Precious Metals, Gold | 5% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 35% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 25% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of May 11, 2025, the Сбалансированный 60 % акций returned 3.21% Year-To-Date and 6.86% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Сбалансированный 60 % акций | 3.21% | 6.03% | 1.38% | 9.77% | 8.74% | 6.86% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
VXUS Vanguard Total International Stock ETF | 10.58% | 11.19% | 6.81% | 9.90% | 10.82% | 5.13% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
BNDX Vanguard Total International Bond ETF | 1.10% | 0.72% | 1.65% | 5.47% | 0.11% | 2.09% |
Monthly Returns
The table below presents the monthly returns of Сбалансированный 60 % акций, 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 | 2.40% | 0.45% | -1.57% | 1.06% | 0.87% | 3.21% | |||||||
| 2024 | -0.23% | 2.27% | 2.74% | -2.64% | 3.11% | 1.14% | 2.38% | 1.82% | 2.08% | -1.76% | 2.63% | -2.31% | 11.54% |
| 2023 | 5.90% | -2.95% | 2.97% | 1.04% | -1.01% | 3.34% | 2.33% | -1.97% | -3.54% | -1.73% | 6.86% | 4.39% | 16.03% |
| 2022 | -3.53% | -1.67% | 0.19% | -6.15% | 0.19% | -5.47% | 5.00% | -3.68% | -7.15% | 3.43% | 6.61% | -3.05% | -15.20% |
| 2021 | -0.48% | 0.82% | 1.49% | 2.78% | 1.35% | 0.64% | 0.91% | 1.26% | -2.96% | 3.07% | -1.43% | 2.20% | 9.90% |
| 2020 | 0.03% | -3.99% | -9.26% | 7.69% | 3.55% | 2.24% | 4.03% | 3.34% | -1.90% | -1.35% | 7.28% | 3.59% | 14.88% |
| 2019 | 5.43% | 1.69% | 1.24% | 2.06% | -3.04% | 4.76% | 0.22% | 0.00% | 0.91% | 1.71% | 1.35% | 2.23% | 19.91% |
| 2018 | 3.09% | -2.95% | -0.44% | 0.04% | 0.59% | -0.35% | 1.70% | 0.65% | -0.05% | -4.78% | 1.32% | -3.48% | -4.85% |
| 2017 | 1.83% | 2.05% | 0.75% | 1.20% | 1.34% | 0.31% | 1.72% | 0.71% | 1.00% | 1.32% | 1.26% | 1.19% | 15.70% |
| 2016 | -2.64% | 0.37% | 4.59% | 1.07% | 0.15% | 1.01% | 2.87% | -0.02% | 0.55% | -1.77% | -0.04% | 1.26% | 7.44% |
| 2015 | 0.30% | 2.77% | -0.71% | 1.18% | 0.07% | -1.78% | 0.50% | -3.98% | -1.67% | 4.57% | -0.49% | -1.38% | -0.89% |
| 2014 | -1.77% | 3.53% | 0.15% | 0.61% | 1.39% | 1.81% | -1.29% | 2.19% | -2.41% | 1.02% | 1.03% | -0.73% | 5.50% |
Expense Ratio
Сбалансированный 60 % акций has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, Сбалансированный 60 % акций is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
VXUS Vanguard Total International Stock ETF | 0.60 | 1.00 | 1.13 | 0.78 | 2.46 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
BNDX Vanguard Total International Bond ETF | 1.40 | 1.97 | 1.24 | 0.57 | 6.11 |
Loading data...
Dividends
Dividend yield
Сбалансированный 60 % акций provided a 2.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.62% | 2.65% | 2.60% | 2.10% | 2.15% | 1.64% | 2.44% | 2.52% | 2.12% | 2.19% | 2.16% | 2.26% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.29% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
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 data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Сбалансированный 60 % акций. 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 Сбалансированный 60 % акций was 21.91%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current Сбалансированный 60 % акций drawdown is 0.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.91% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -21.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -11.5% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -10.86% | Apr 29, 2015 | 184 | Jan 20, 2016 | 120 | Jul 12, 2016 | 304 |
| -9.56% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | BNDX | BND | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | -0.01 | -0.03 | 0.80 | 0.99 | 0.92 |
| GLD | -0.00 | 1.00 | 0.26 | 0.37 | 0.16 | 0.01 | 0.19 |
| BNDX | -0.01 | 0.26 | 1.00 | 0.72 | 0.01 | -0.01 | 0.14 |
| BND | -0.03 | 0.37 | 0.72 | 1.00 | 0.02 | -0.03 | 0.15 |
| VXUS | 0.80 | 0.16 | 0.01 | 0.02 | 1.00 | 0.81 | 0.92 |
| VTI | 0.99 | 0.01 | -0.01 | -0.03 | 0.81 | 1.00 | 0.93 |
| Portfolio | 0.92 | 0.19 | 0.14 | 0.15 | 0.92 | 0.93 | 1.00 |