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Short-term bond portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VGSH 100%BondBond
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Short-term bond portfolio, 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%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
18.95%
436.13%
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGSH

Returns By Period

As of Dec 19, 2024, the Short-term bond portfolio returned 3.65% Year-To-Date and 1.31% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Short-term bond portfolio3.76%0.40%2.60%3.92%1.33%1.33%
VGSH
Vanguard Short-Term Treasury ETF
3.76%0.40%2.60%3.92%1.33%1.33%
*Annualized

Monthly Returns

The table below presents the monthly returns of Short-term bond portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.36%-0.45%0.32%-0.37%0.73%0.57%1.20%0.86%0.79%-0.57%0.30%3.76%
20230.74%-0.75%1.69%0.23%-0.39%-0.48%0.29%0.47%-0.11%0.35%1.05%1.16%4.31%
2022-0.72%-0.40%-1.42%-0.48%0.56%-0.59%0.39%-0.75%-1.18%-0.14%0.67%0.16%-3.86%
20210.04%-0.02%-0.08%0.07%0.08%-0.20%0.18%-0.01%-0.12%-0.30%-0.06%-0.18%-0.60%
20200.56%0.89%1.34%0.03%0.08%0.00%0.10%-0.05%0.01%-0.02%0.03%0.02%3.04%
20190.20%0.07%0.62%0.23%0.78%0.45%-0.06%0.81%-0.17%0.37%-0.03%0.21%3.52%
2018-0.31%-0.04%0.18%-0.17%0.38%0.00%-0.04%0.36%-0.15%0.12%0.40%0.83%1.56%
2017-0.20%0.05%0.06%0.16%0.10%-0.05%0.17%0.20%-0.16%-0.12%-0.17%-0.02%0.03%
20160.58%0.09%0.16%0.03%-0.15%0.71%-0.12%-0.23%0.19%-0.09%-0.46%0.40%1.10%
20150.48%-0.22%0.20%0.10%0.07%0.01%0.12%-0.08%0.27%-0.15%-0.22%-0.06%0.51%
20140.11%0.06%-0.15%0.14%0.14%-0.07%-0.01%0.14%-0.06%0.24%0.14%-0.23%0.46%
2013-0.02%0.05%0.02%0.07%-0.10%-0.01%0.08%-0.13%0.24%0.07%0.05%0.00%0.32%

Expense Ratio

Short-term bond portfolio has an expense ratio of 0.04%, 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.


Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, Short-term bond portfolio is among the top 24% 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.


The Risk-Adjusted Performance Rank of Short-term bond portfolio is 7676
Overall Rank
The Sharpe Ratio Rank of Short-term bond portfolio is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of Short-term bond portfolio is 8787
Sortino Ratio Rank
The Omega Ratio Rank of Short-term bond portfolio is 8686
Omega Ratio Rank
The Calmar Ratio Rank of Short-term bond portfolio is 8585
Calmar Ratio Rank
The Martin Ratio Rank of Short-term bond portfolio is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Short-term bond portfolio, currently valued at 2.31, compared to the broader market-6.00-4.00-2.000.002.004.002.312.10
The chart of Sortino ratio for Short-term bond portfolio, currently valued at 3.54, compared to the broader market-6.00-4.00-2.000.002.004.006.003.542.80
The chart of Omega ratio for Short-term bond portfolio, currently valued at 1.47, compared to the broader market0.400.600.801.001.201.401.601.801.471.39
The chart of Calmar ratio for Short-term bond portfolio, currently valued at 4.15, compared to the broader market0.002.004.006.008.0010.0012.004.153.09
The chart of Martin ratio for Short-term bond portfolio, currently valued at 10.10, compared to the broader market0.0010.0020.0030.0040.0050.0010.1013.49
Short-term bond portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGSH
Vanguard Short-Term Treasury ETF
2.313.541.474.1510.10

The current Short-term bond portfolio Sharpe ratio is 2.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 2.07, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Short-term bond portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.31
2.10
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Short-term bond portfolio provided a 3.84% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio3.84%3.32%1.15%0.66%1.75%2.28%1.79%1.10%0.84%0.71%0.46%0.34%
VGSH
Vanguard Short-Term Treasury ETF
3.84%3.32%1.15%0.66%1.75%2.28%1.79%1.10%0.84%0.71%0.46%0.34%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.20$0.19$0.20$0.20$0.21$0.20$0.21$0.21$0.20$0.22$0.20$2.24
2023$0.00$0.13$0.12$0.14$0.14$0.15$0.16$0.17$0.17$0.18$0.19$0.38$1.93
2022$0.00$0.02$0.02$0.02$0.03$0.04$0.05$0.06$0.06$0.07$0.09$0.21$0.67
2021$0.00$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.22$0.40
2020$0.00$0.10$0.10$0.08$0.07$0.06$0.05$0.05$0.05$0.04$0.04$0.44$1.08
2019$0.00$0.13$0.11$0.13$0.12$0.12$0.12$0.12$0.11$0.11$0.11$0.21$1.39
2018$0.00$0.06$0.07$0.08$0.08$0.09$0.09$0.09$0.10$0.10$0.11$0.22$1.08
2017$0.00$0.03$0.05$0.05$0.05$0.05$0.06$0.05$0.06$0.06$0.06$0.14$0.66
2016$0.00$0.03$0.04$0.04$0.04$0.04$0.05$0.04$0.05$0.04$0.04$0.11$0.51
2015$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.11$0.43
2014$0.00$0.01$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.09$0.28
2013$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.06$0.21

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.46%
-2.62%
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Short-term bond portfolio. 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 Short-term bond portfolio was 5.70%, occurring on Oct 20, 2022. Recovery took 393 trading sessions.

The current Short-term bond portfolio drawdown is 0.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.7%Apr 21, 2021380Oct 20, 2022393May 15, 2024773
-1.09%Sep 8, 2017173May 16, 2018130Nov 19, 2018303
-0.97%Sep 25, 202435Nov 12, 2024
-0.94%Jul 6, 2016115Dec 15, 2016154Jul 28, 2017269
-0.83%Nov 5, 201067Feb 10, 201158May 5, 2011125

Volatility

Volatility Chart

The current Short-term bond portfolio volatility is 0.36%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.36%
3.79%
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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