S&P500 + Small Value

The chart shows the growth of an initial investment of $10,000 in S&P500 + Small Value, 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.

Based on dividend-adjusted daily data since Sep 27, 2019, S&P500 + Small Value's average daily return is +0.07%, while the average monthly return is +1.29%. At this rate, your investment would double in approximately 4.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Mar 2020 at -18.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, S&P500 + Small Value closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -11.9%.

S&P500 + Small Value has an annualized alpha of 1.68%, beta of 1.03, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

• This portfolio captured 109.38% of S&P 500 Index gains and 102.10% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• With beta of 1.03 and R² of 0.90, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

S&P500 + Small Value has an expense ratio of 0.17%, 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.

S&P500 + Small Value ranks 45 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

S&P500 + Small Value Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.16
• 5-Year: 0.62
• All Time: 0.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of S&P500 + Small Value compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

S&P500 + Small Value provided a 1.11% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the S&P500 + Small Value. 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 S&P500 + Small Value was 38.86%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current S&P500 + Small Value drawdown is 4.18%.

The chart below shows the rolling one-month volatility.