ETF
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Dec 4, 2007, corresponding to the inception date of JNK
Returns By Period
As of Jul 25, 2024, the ETF returned 3.08% Year-To-Date and 3.77% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ETF | 3.19% | 0.64% | 3.67% | 7.77% | 2.94% | 3.79% |
| Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | 0.84% | 1.12% | 1.92% | 5.04% | 0.35% | 1.85% |
JNK SPDR Barclays High Yield Bond ETF | 4.03% | 1.53% | 3.73% | 10.87% | 2.99% | 3.18% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.53% | 0.91% | 1.74% | 4.42% | -0.03% | 1.44% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.12% | 0.00% | 1.39% | -2.78% | 2.29% | 1.31% | 3.19% | ||||||
| 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% | 2.15% | 0.53% | 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% |
| 2013 | 0.58% | 0.75% | 0.96% | 1.19% | -1.14% | -1.66% | 1.51% | -1.32% | 1.70% | 1.62% | 0.36% | 0.10% | 4.67% |
Expense Ratio
ETF has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF is 20, indicating that it is in the bottom 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | 0.67 | 1.02 | 1.12 | 0.25 | 2.01 |
JNK SPDR Barclays High Yield Bond ETF | 1.83 | 2.81 | 1.34 | 1.04 | 9.43 |
AGG iShares Core U.S. Aggregate Bond ETF | 0.58 | 0.87 | 1.10 | 0.22 | 1.72 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
Dividends
Dividend yield
ETF granted a 3.15% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 3.15% | 2.90% | 2.48% | 1.94% | 2.20% | 2.64% | 2.83% | 2.44% | 2.49% | 2.61% | 2.66% | 2.65% |
| Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 3.49% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
JNK SPDR Barclays High Yield Bond ETF | 6.57% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% | 6.05% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.45% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
The current ETF drawdown is 3.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.38% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -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 |
| -4.3% | May 22, 2013 | 23 | Jun 24, 2013 | 82 | Oct 18, 2013 | 105 |
| -3.61% | Aug 28, 2018 | 82 | Dec 24, 2018 | 24 | Jan 30, 2019 | 106 |
Volatility
Volatility Chart
The current ETF volatility is 1.62%, 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.
Diversification
Asset Correlations Table
| JNK | VTI | AGG | BIV | BND | |
|---|---|---|---|---|---|
| JNK | 1.00 | 0.65 | 0.08 | 0.05 | 0.06 |
| VTI | 0.65 | 1.00 | -0.14 | -0.18 | -0.16 |
| AGG | 0.08 | -0.14 | 1.00 | 0.88 | 0.91 |
| BIV | 0.05 | -0.18 | 0.88 | 1.00 | 0.90 |
| BND | 0.06 | -0.16 | 0.91 | 0.90 | 1.00 |