Short-term bond portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
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 Every 3 months.
The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGSH
Returns By Period
As of May 9, 2025, the Short-term bond portfolio returned 1.95% Year-To-Date and 1.48% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Short-term bond portfolio | 1.95% | 0.00% | 2.49% | 5.68% | 1.14% | 1.48% |
| Portfolio components: | ||||||
VGSH Vanguard Short-Term Treasury ETF | 1.95% | 0.00% | 2.49% | 5.68% | 1.14% | 1.48% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.40% | 0.73% | 0.42% | 0.85% | -0.46% | 1.95% | |||||||
| 2024 | 0.36% | -0.45% | 0.32% | -0.38% | 0.73% | 0.57% | 1.20% | 0.86% | 0.79% | -0.57% | 0.30% | 0.24% | 4.01% |
| 2023 | 0.74% | -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% |
| 2021 | 0.04% | -0.02% | -0.08% | 0.07% | 0.08% | -0.20% | 0.18% | -0.01% | -0.12% | -0.30% | -0.06% | -0.18% | -0.60% |
| 2020 | 0.56% | 0.89% | 1.34% | 0.03% | 0.08% | 0.00% | 0.10% | -0.05% | 0.01% | -0.02% | 0.03% | 0.02% | 3.04% |
| 2019 | 0.20% | 0.07% | 0.62% | 0.22% | 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% | -0.06% | 0.17% | 0.20% | -0.16% | -0.12% | -0.17% | -0.02% | 0.03% |
| 2016 | 0.58% | 0.09% | 0.16% | 0.03% | -0.15% | 0.71% | -0.12% | -0.23% | 0.19% | -0.09% | -0.46% | 0.40% | 1.10% |
| 2015 | 0.48% | -0.22% | 0.20% | 0.10% | 0.07% | 0.01% | 0.12% | -0.08% | 0.27% | -0.15% | -0.22% | -0.06% | 0.51% |
| 2014 | 0.11% | 0.06% | -0.15% | 0.14% | 0.14% | -0.07% | -0.01% | 0.14% | -0.06% | 0.24% | 0.14% | -0.23% | 0.46% |
Expense Ratio
Short-term bond portfolio has an expense ratio of 0.04%, 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 99, Short-term bond portfolio is among the top 1% 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 | |
|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 3.41 | 5.62 | 1.75 | 5.84 | 16.87 |
Dividends
Dividend yield
Short-term bond portfolio provided a 4.18% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.18% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 4.18% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.21 | $0.19 | $0.21 | $0.20 | $0.80 | |||||||
| 2024 | $0.00 | $0.20 | $0.19 | $0.20 | $0.20 | $0.21 | $0.20 | $0.21 | $0.21 | $0.20 | $0.21 | $0.40 | $2.43 |
| 2023 | $0.00 | $0.12 | $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 | $0.66 |
| 2021 | $0.00 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $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 | $0.43 | $1.07 |
| 2019 | $0.00 | $0.12 | $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 | $0.01 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.09 | $0.28 |
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.
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 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.7% | Apr 21, 2021 | 380 | Oct 20, 2022 | 393 | May 15, 2024 | 773 |
| -1.09% | Sep 8, 2017 | 173 | May 16, 2018 | 130 | Nov 19, 2018 | 303 |
| -0.97% | Sep 25, 2024 | 35 | Nov 12, 2024 | 48 | Jan 24, 2025 | 83 |
| -0.94% | Jul 6, 2016 | 115 | Dec 15, 2016 | 154 | Jul 28, 2017 | 269 |
| -0.83% | Nov 5, 2010 | 67 | Feb 10, 2011 | 58 | May 5, 2011 | 125 |
Volatility
Volatility Chart
The current Short-term bond portfolio volatility is 0.62%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, 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 | VGSH | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | -0.16 | -0.16 |
| VGSH | -0.16 | 1.00 | 1.00 |
| Portfolio | -0.16 | 1.00 | 1.00 |