ETF
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Dec 4, 2007, corresponding to the inception date of JNK
Returns By Period
As of May 11, 2025, the ETF returned 1.05% Year-To-Date and 3.83% 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% |
| ETF | 1.05% | 2.42% | -0.15% | 6.49% | 2.71% | 3.83% |
| Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | 2.95% | 1.13% | 2.05% | 6.59% | -0.36% | 1.91% |
JNK SPDR Barclays High Yield Bond ETF | 1.26% | 3.16% | 0.68% | 7.46% | 5.23% | 3.68% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.20% | 0.97% | 1.18% | 5.50% | -0.73% | 1.52% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
Monthly Returns
The table below presents the monthly returns of ETF, 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 | 1.09% | 1.31% | -1.19% | 0.19% | -0.34% | 1.05% | |||||||
| 2024 | 0.12% | 0.00% | 1.39% | -2.78% | 2.29% | 1.32% | 2.29% | 1.60% | 1.48% | -2.10% | 2.25% | -1.94% | 5.89% |
| 2023 | 4.08% | -2.60% | 2.69% | 0.68% | -0.84% | 1.20% | 0.73% | -0.87% | -2.96% | -1.74% | 5.54% | 3.95% | 9.85% |
| 2022 | -2.87% | -1.37% | -1.60% | -4.96% | 0.63% | -3.12% | 4.02% | -3.16% | -5.21% | 0.84% | 4.03% | -1.96% | -14.23% |
| 2021 | -0.70% | -0.54% | -0.15% | 1.66% | 0.25% | 1.21% | 1.24% | 0.44% | -1.68% | 1.31% | -0.18% | 0.58% | 3.46% |
| 2020 | 1.52% | -0.37% | -3.83% | 4.58% | 1.84% | 0.98% | 2.43% | 0.85% | -0.90% | -0.80% | 3.41% | 1.12% | 11.07% |
| 2019 | 2.74% | 0.74% | 1.85% | 0.78% | 0.00% | 2.42% | 0.41% | 1.72% | -0.09% | 0.63% | 0.75% | 0.61% | 13.27% |
| 2018 | 0.11% | -1.59% | 0.08% | -0.57% | 1.06% | 0.16% | 0.72% | 1.21% | -0.37% | -2.13% | 0.87% | -0.35% | -0.86% |
| 2017 | 0.58% | 1.28% | -0.03% | 0.91% | 0.79% | 0.19% | 0.72% | 0.72% | 0.10% | 0.46% | 0.50% | 0.63% | 7.07% |
| 2016 | -0.25% | 0.73% | 2.14% | 0.54% | 0.35% | 1.67% | 1.30% | -0.10% | 0.15% | -1.15% | -1.10% | 0.68% | 5.02% |
| 2015 | 1.26% | 0.31% | 0.09% | -0.08% | -0.08% | -1.27% | 0.98% | -1.52% | -0.02% | 1.75% | -0.27% | -0.72% | 0.39% |
| 2014 | 0.60% | 1.38% | -0.04% | 0.66% | 1.32% | 0.58% | -0.70% | 1.81% | -0.99% | 1.26% | 1.02% | 0.04% | 7.13% |
Expense Ratio
ETF has an expense ratio of 0.05%, 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 79, ETF is among the top 21% 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 | |
|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | 1.16 | 1.70 | 1.20 | 0.51 | 2.86 |
JNK SPDR Barclays High Yield Bond ETF | 1.25 | 1.79 | 1.26 | 1.40 | 7.12 |
AGG iShares Core U.S. Aggregate Bond ETF | 0.99 | 1.43 | 1.17 | 0.43 | 2.50 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
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Dividends
Dividend yield
ETF provided a 3.42% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.42% | 3.34% | 2.90% | 2.48% | 1.94% | 2.20% | 2.64% | 2.83% | 2.44% | 2.49% | 2.61% | 2.66% |
| Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 3.86% | 3.79% | 3.10% | 2.41% | 3.42% | 2.96% | 2.75% | 2.87% | 2.69% | 2.38% | 3.02% | 3.96% |
JNK SPDR Barclays High Yield Bond ETF | 6.71% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.82% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
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% |
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% |
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 ETF. 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 ETF was 18.38%, occurring on Oct 20, 2022. Recovery took 473 trading sessions.
The current ETF drawdown is 1.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.38% | Nov 10, 2021 | 238 | Oct 20, 2022 | 473 | Sep 10, 2024 | 711 |
| -16.9% | May 20, 2008 | 101 | Oct 10, 2008 | 216 | Aug 20, 2009 | 317 |
| -11.4% | Feb 21, 2020 | 19 | Mar 18, 2020 | 47 | May 26, 2020 | 66 |
| -4.36% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -4.3% | May 22, 2013 | 23 | Jun 24, 2013 | 82 | Oct 18, 2013 | 105 |
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 5 assets, with an effective number of assets of 3.39, 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 | JNK | BIV | AGG | VTI | BND | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.64 | -0.17 | -0.13 | 0.99 | -0.15 | 0.65 |
| JNK | 0.64 | 1.00 | 0.06 | 0.10 | 0.65 | 0.08 | 0.62 |
| BIV | -0.17 | 0.06 | 1.00 | 0.89 | -0.17 | 0.91 | 0.49 |
| AGG | -0.13 | 0.10 | 0.89 | 1.00 | -0.12 | 0.92 | 0.56 |
| VTI | 0.99 | 0.65 | -0.17 | -0.12 | 1.00 | -0.15 | 0.66 |
| BND | -0.15 | 0.08 | 0.91 | 0.92 | -0.15 | 1.00 | 0.54 |
| Portfolio | 0.65 | 0.62 | 0.49 | 0.56 | 0.66 | 0.54 | 1.00 |