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ETF

Last updated Sep 23, 2023

Asset Allocation


BND 40%AGG 30%BIV 6%JNK 4%VTI 20%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market40%
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market30%
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market6%
JNK
SPDR Barclays High Yield Bond ETF
High Yield Bonds4%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities20%

Performance

The chart shows the growth of an initial investment of $10,000 in ETF, 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 Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember0
8.61%
ETF
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the ETF returned 2.83% Year-To-Date and 3.46% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
ETF-0.71%-0.76%2.83%4.42%2.50%3.45%
BIV
Vanguard Intermediate-Term Bond ETF
-0.78%-4.12%0.04%0.98%0.96%1.65%
JNK
SPDR Barclays High Yield Bond ETF
0.15%3.92%5.32%9.16%2.02%2.89%
AGG
iShares Core U.S. Aggregate Bond ETF
-0.65%-3.60%0.03%0.72%0.37%1.22%
BND
Vanguard Total Bond Market ETF
-0.60%-3.51%0.08%0.78%0.32%1.18%
VTI
Vanguard Total Stock Market ETF
-1.24%9.30%13.03%17.85%9.17%11.25%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

JNKVTIAGGBIVBND
JNK1.000.650.040.010.02
VTI0.651.00-0.17-0.21-0.19
AGG0.04-0.171.000.870.91
BIV0.01-0.210.871.000.90
BND0.02-0.190.910.901.00

Sharpe Ratio

The current ETF Sharpe ratio is 0.33. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.33

The Sharpe ratio of ETF is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.33
0.81
ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF granted a 2.87% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ETF2.87%2.53%2.03%2.35%2.89%3.19%2.84%2.99%3.22%3.38%3.47%4.27%
BIV
Vanguard Intermediate-Term Bond ETF
2.94%2.46%3.57%3.19%3.06%3.29%3.17%2.88%3.74%5.05%5.59%6.93%
JNK
SPDR Barclays High Yield Bond ETF
6.64%6.33%4.72%5.90%6.63%7.60%7.62%8.72%10.10%9.75%10.41%12.35%
AGG
iShares Core U.S. Aggregate Bond ETF
3.05%2.44%1.85%2.28%2.93%3.30%2.67%2.82%2.95%2.96%2.94%3.81%
BND
Vanguard Total Bond Market ETF
3.01%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%

Expense Ratio

The ETF has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.40%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIV
Vanguard Intermediate-Term Bond ETF
-0.03
JNK
SPDR Barclays High Yield Bond ETF
0.71
AGG
iShares Core U.S. Aggregate Bond ETF
-0.08
BND
Vanguard Total Bond Market ETF
-0.07
VTI
Vanguard Total Stock Market ETF
0.82

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-12.38%
-9.93%
ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ETF is 18.38%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.38%Nov 10, 2021238Oct 20, 2022
-16.9%May 20, 2008101Oct 10, 2008216Aug 20, 2009317
-11.4%Feb 21, 202019Mar 18, 202047May 26, 202066
-4.3%May 22, 201323Jun 24, 201382Oct 18, 2013105
-3.61%Aug 28, 201882Dec 24, 201824Jan 30, 2019106

Volatility Chart

The current ETF volatility is 1.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.61%
3.41%
ETF
Benchmark (^GSPC)
Portfolio components