Wealthfront Bond
Asset Allocation
Performance
Performance Chart
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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 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Wealthfront Bond | 1.70% | 1.30% | 1.86% | 5.96% | 3.31% | N/A |
| Portfolio components: | ||||||
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 1.38% | 0.33% | 2.12% | 4.83% | 2.49% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.30% | 0.22% | 2.52% | 5.68% | 1.15% | 1.47% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 1.47% | 1.16% | 2.11% | 5.22% | 3.58% | 2.53% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 1.39% | 2.96% | 1.10% | 7.51% | 6.44% | 4.30% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 1.57% | 3.15% | 1.13% | 8.14% | 6.22% | N/A |
VGLT Vanguard Long-Term Treasury ETF | 1.45% | 1.01% | -2.67% | 1.92% | -8.43% | -0.12% |
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 | 0.77% | 0.74% | -0.12% | 0.36% | -0.06% | 1.70% | |||||||
| 2024 | 0.40% | 0.18% | 0.68% | -0.36% | 0.86% | 0.52% | 1.15% | 0.91% | 0.91% | -0.28% | 0.70% | -0.09% | 5.70% |
| 2023 | 1.46% | -0.42% | 0.96% | 0.47% | -0.16% | 0.53% | 0.56% | 0.37% | -0.27% | -0.04% | 1.80% | 1.47% | 6.93% |
| 2022 | -0.80% | -0.30% | -0.77% | -1.17% | 0.45% | -2.11% | 1.91% | -1.03% | -1.26% | 0.79% | 1.34% | -0.15% | -3.14% |
| 2021 | -0.04% | 0.01% | 0.21% | 0.26% | 0.13% | 0.33% | 0.13% | 0.15% | -0.09% | -0.05% | -0.30% | 0.40% | 1.14% |
| 2020 | 0.38% | 0.13% | -3.63% | 2.01% | 0.94% | 0.32% | 1.48% | 0.01% | -0.16% | 0.07% | 0.99% | 0.52% | 2.99% |
| 2019 | 1.54% | 0.44% | 0.66% | 0.39% | 0.03% | 0.92% | 0.13% | 0.63% | 0.16% | 0.17% | 0.07% | 0.60% | 5.86% |
| 2018 | 0.08% | -0.18% | 0.13% | 0.12% | 0.25% | 0.15% | 0.40% | 0.41% | 0.14% | -0.41% | 0.00% | -0.22% | 0.87% |
| 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 | 15.80 | 54.60 | 18.74 | 18.91 | 702.51 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.14 | 5.18 | 1.70 | 5.83 | 17.05 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 2.80 | 3.55 | 2.24 | 3.67 | 30.05 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 1.41 | 2.03 | 1.32 | 1.59 | 8.72 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 1.43 | 2.03 | 1.30 | 1.65 | 8.51 |
VGLT Vanguard Long-Term Treasury ETF | 0.11 | 0.23 | 1.03 | 0.03 | 0.19 |
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Dividends
Dividend yield
Wealthfront Bond provided a 5.43% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.43% | 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 | 4.62% | 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 | 4.23% | 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 | 5.43% | 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 | 6.84% | 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 | 4.42% | 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.
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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 8.38%, occurring on Mar 19, 2020. Recovery took 84 trading sessions.
The current Wealthfront Bond drawdown is 0.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.38% | Mar 5, 2020 | 11 | Mar 19, 2020 | 84 | Jul 20, 2020 | 95 |
| -5.24% | Nov 8, 2021 | 223 | Sep 27, 2022 | 198 | Jul 13, 2023 | 421 |
| -1.37% | Apr 3, 2025 | 4 | Apr 8, 2025 | 11 | Apr 24, 2025 | 15 |
| -1.2% | 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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.22, 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 | GBIL | FLRN | VGLT | SCHO | SHYG | USHY | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.03 | 0.16 | -0.11 | -0.10 | 0.73 | 0.70 | 0.57 |
| GBIL | -0.03 | 1.00 | 0.05 | 0.16 | 0.28 | 0.02 | 0.03 | 0.13 |
| FLRN | 0.16 | 0.05 | 1.00 | -0.04 | -0.02 | 0.15 | 0.15 | 0.29 |
| VGLT | -0.11 | 0.16 | -0.04 | 1.00 | 0.59 | 0.11 | 0.15 | 0.39 |
| SCHO | -0.10 | 0.28 | -0.02 | 0.59 | 1.00 | 0.13 | 0.15 | 0.43 |
| SHYG | 0.73 | 0.02 | 0.15 | 0.11 | 0.13 | 1.00 | 0.92 | 0.88 |
| USHY | 0.70 | 0.03 | 0.15 | 0.15 | 0.15 | 0.92 | 1.00 | 0.87 |
| Portfolio | 0.57 | 0.13 | 0.29 | 0.39 | 0.43 | 0.88 | 0.87 | 1.00 |