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 Quarterly
The earliest data available for this chart is Oct 26, 2017, corresponding to the inception date of USHY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 7.50% | -1.61% | 17.65% | 26.26% | 11.73% | 10.64% |
| Wealthfront Bond | 1.48% | 0.39% | 3.76% | 5.83% | 2.37% | N/A |
| Portfolio components: | ||||||
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 1.69% | 0.38% | 2.58% | 5.13% | 1.95% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.36% | 0.08% | 2.10% | 2.44% | 1.09% | 1.00% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 2.43% | 0.51% | 3.50% | 6.85% | 2.66% | 2.07% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2.23% | 0.78% | 5.75% | 9.39% | 3.68% | 3.67% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 2.07% | 0.77% | 6.91% | 10.59% | 3.65% | N/A |
VGLT Vanguard Long-Term Treasury ETF | -7.02% | -2.45% | 4.76% | -9.66% | -3.40% | 0.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.40% | 0.18% | 0.68% | -0.36% | ||||||||
| 2023 | -0.04% | 1.80% | 1.47% |
Expense Ratio
Wealthfront Bond features an expense ratio of 0.14%, falling within the medium range. 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 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 | 4.65 | 6.68 | 6.47 | 6.85 | 29.96 |
SCHO Schwab Short-Term U.S. Treasury ETF | 1.19 | 1.86 | 1.21 | 0.63 | 3.35 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 7.05 | 12.99 | 3.49 | 20.89 | 237.18 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2.13 | 3.34 | 1.40 | 3.40 | 13.69 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 1.80 | 2.76 | 1.33 | 1.20 | 10.03 |
VGLT Vanguard Long-Term Treasury ETF | -0.71 | -0.92 | 0.90 | -0.23 | -1.20 |
Dividends
Dividend yield
Wealthfront Bond granted a 5.42% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Wealthfront Bond | 5.42% | 5.21% | 2.78% | 1.65% | 2.31% | 3.32% | 3.16% | 2.11% | 1.74% | 1.49% | 1.22% | 0.54% |
| Portfolio components: | ||||||||||||
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 5.06% | 4.77% | 1.37% | 0.00% | 0.81% | 2.20% | 1.70% | 0.74% | 0.11% | 0.00% | 0.00% | 0.00% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.14% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% | 0.29% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 5.83% | 5.68% | 1.95% | 0.39% | 1.22% | 2.76% | 2.39% | 1.64% | 1.06% | 0.63% | 0.53% | 0.72% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 6.55% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% | 0.85% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.77% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% |
VGLT Vanguard Long-Term Treasury ETF | 3.83% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
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 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.
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 |
| -1.2% | 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 |
| -0.69% | Apr 1, 2024 | 12 | Apr 16, 2024 | 12 | May 2, 2024 | 24 |
Volatility
Volatility Chart
The current Wealthfront Bond volatility is 0.65%, 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 | 0.05 | -0.05 | -0.02 | 0.13 | 0.14 |
| GBIL | 0.05 | 1.00 | 0.15 | 0.25 | 0.01 | 0.01 |
| VGLT | -0.05 | 0.15 | 1.00 | 0.59 | 0.07 | 0.11 |
| SCHO | -0.02 | 0.25 | 0.59 | 1.00 | 0.11 | 0.13 |
| SHYG | 0.13 | 0.01 | 0.07 | 0.11 | 1.00 | 0.91 |
| USHY | 0.14 | 0.01 | 0.11 | 0.13 | 0.91 | 1.00 |