Wealthfront Bond
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Wealthfront Bond, 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 Oct 26, 2017, corresponding to the inception date of USHY
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Wealthfront Bond | 1.12% | -0.30% | 1.55% | 6.19% | 3.18% | N/A |
| Portfolio components: | ||||||
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 1.17% | 0.36% | 2.17% | 4.94% | 2.44% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.33% | 0.64% | 2.31% | 6.22% | 1.15% | 1.47% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 1.09% | -0.01% | 2.18% | 5.16% | 3.67% | 2.50% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | -0.02% | -1.43% | 0.41% | 7.44% | 6.01% | 4.13% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 0.15% | -1.52% | 0.26% | 8.51% | 5.89% | N/A |
VGLT Vanguard Long-Term Treasury ETF | 1.56% | -3.30% | -3.79% | 3.58% | -9.06% | -0.73% |
Monthly Returns
The table below presents the monthly returns of Wealthfront Bond, 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 | 0.79% | 0.72% | -0.16% | -0.24% | 1.12% | ||||||||
| 2024 | 0.41% | 0.21% | 0.69% | -0.35% | 0.86% | 0.52% | 1.16% | 0.92% | 0.92% | -0.27% | 0.73% | -0.09% | 5.85% |
| 2023 | 1.47% | -0.42% | 0.95% | 0.47% | -0.16% | 0.57% | 0.59% | 0.37% | -0.27% | -0.03% | 1.80% | 1.46% | 7.00% |
| 2022 | -0.86% | -0.31% | -0.79% | -1.24% | 0.46% | -2.22% | 1.94% | -1.04% | -1.27% | 0.82% | 1.34% | -0.15% | -3.34% |
| 2021 | -0.06% | -0.01% | 0.20% | 0.28% | 0.13% | 0.35% | 0.14% | 0.16% | -0.10% | -0.05% | -0.31% | 0.44% | 1.18% |
| 2020 | 0.39% | 0.12% | -3.69% | 1.94% | 0.89% | 0.32% | 1.48% | -0.02% | -0.15% | 0.05% | 1.00% | 0.52% | 2.77% |
| 2019 | 1.52% | 0.43% | 0.66% | 0.39% | 0.02% | 0.92% | 0.14% | 0.65% | 0.15% | 0.16% | 0.07% | 0.60% | 5.86% |
| 2018 | 0.07% | -0.18% | 0.13% | 0.12% | 0.25% | 0.15% | 0.40% | 0.41% | 0.15% | -0.41% | 0.00% | -0.24% | 0.84% |
| 2017 | 0.09% | -0.13% | 0.21% | 0.18% |
Expense Ratio
Wealthfront Bond has an expense ratio of 0.14%, 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, Wealthfront Bond 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 | |
|---|---|---|---|---|---|
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 16.19 | 56.35 | 20.52 | 9.32 | 721.59 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.57 | 5.97 | 1.82 | 6.42 | 19.09 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 2.85 | 3.60 | 2.31 | 3.70 | 30.60 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 1.51 | 2.22 | 1.35 | 1.73 | 10.17 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 1.62 | 2.36 | 1.35 | 1.92 | 10.51 |
VGLT Vanguard Long-Term Treasury ETF | 0.35 | 0.57 | 1.07 | 0.11 | 0.69 |
Dividends
Dividend yield
Wealthfront Bond provided a 5.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.47% | 5.50% | 5.21% | 2.78% | 1.65% | 2.31% | 3.32% | 3.16% | 2.11% | 1.74% | 1.49% | 1.22% |
| Portfolio components: | ||||||||||||
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 4.73% | 4.93% | 4.77% | 1.37% | 0.00% | 0.81% | 2.20% | 1.70% | 0.74% | 0.11% | 0.00% | 0.00% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.22% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 5.51% | 5.67% | 5.68% | 1.95% | 0.39% | 1.22% | 2.76% | 2.39% | 1.64% | 1.06% | 0.63% | 0.53% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.19% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.92% | 6.89% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.73% | 0.00% | 0.00% | 0.00% |
VGLT Vanguard Long-Term Treasury ETF | 4.39% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
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 Wealthfront Bond. 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 Wealthfront Bond was 8.50%, occurring on Mar 19, 2020. Recovery took 89 trading sessions.
The current Wealthfront Bond drawdown is 0.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.5% | Mar 5, 2020 | 11 | Mar 19, 2020 | 89 | Jul 27, 2020 | 100 |
| -5.48% | Nov 8, 2021 | 150 | Jun 13, 2022 | 303 | Aug 28, 2023 | 453 |
| -1.48% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
| -1.24% | Oct 3, 2018 | 57 | Dec 24, 2018 | 10 | Jan 9, 2019 | 67 |
| -0.73% | Sep 15, 2023 | 25 | Oct 19, 2023 | 9 | Nov 1, 2023 | 34 |
Volatility
Volatility Chart
The current Wealthfront Bond volatility is 1.56%, 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
| FLRN | GBIL | VGLT | SCHO | SHYG | USHY | |
|---|---|---|---|---|---|---|
| FLRN | 1.00 | 0.06 | -0.06 | -0.02 | 0.14 | 0.15 |
| GBIL | 0.06 | 1.00 | 0.16 | 0.28 | 0.02 | 0.02 |
| VGLT | -0.06 | 0.16 | 1.00 | 0.60 | 0.11 | 0.14 |
| SCHO | -0.02 | 0.28 | 0.60 | 1.00 | 0.13 | 0.16 |
| SHYG | 0.14 | 0.02 | 0.11 | 0.13 | 1.00 | 0.92 |
| USHY | 0.15 | 0.02 | 0.14 | 0.16 | 0.92 | 1.00 |