Bondfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bondfolio, 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Bondfolio | 9.83% | 0.24% | 6.30% | 15.59% | 6.60% | N/A |
| Portfolio components: | ||||||
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 4.31% | 0.29% | 2.69% | 5.33% | 2.22% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 5.40% | -0.68% | 4.42% | 8.44% | 2.53% | 2.21% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 5.37% | 0.51% | 2.96% | 6.65% | 2.94% | 2.34% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.52% | -0.16% | 6.37% | 14.23% | 4.40% | 4.21% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 7.91% | -0.60% | 7.16% | 16.99% | 4.30% | N/A |
VGLT Vanguard Long-Term Treasury ETF | -3.00% | -5.93% | 6.40% | 14.04% | -5.23% | 0.23% |
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.57% | 11.48% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 15.47% | -0.32% | 8.24% | 24.99% | 8.91% | N/A |
BTC-USD Bitcoin | 72.06% | 10.79% | 19.93% | 110.77% | 51.21% | 71.74% |
GLD SPDR Gold Trust | 33.96% | 4.52% | 20.87% | 38.35% | 12.45% | 8.58% |
Monthly Returns
The table below presents the monthly returns of Bondfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.29% | 1.78% | 2.15% | -0.91% | 1.49% | 0.17% | 1.83% | 0.90% | 1.32% | 9.83% | |||
| 2023 | 3.15% | -0.87% | 2.22% | 0.62% | -0.74% | 1.15% | 0.83% | -0.24% | -0.61% | 0.84% | 2.70% | 2.37% | 11.93% |
| 2022 | -1.30% | 0.13% | -0.27% | -1.87% | 0.06% | -3.29% | 2.31% | -1.75% | -1.98% | 1.45% | 1.87% | -0.40% | -5.09% |
| 2021 | 0.09% | 1.30% | 2.28% | 0.49% | -0.23% | -0.24% | 0.97% | 0.74% | -0.91% | 1.63% | -0.73% | 0.30% | 5.78% |
| 2020 | 1.45% | -0.83% | -4.89% | 3.84% | 1.49% | 0.37% | 2.69% | 0.48% | -0.79% | 0.67% | 3.31% | 3.44% | 11.45% |
| 2019 | 1.78% | 0.86% | 0.89% | 1.49% | 1.95% | 3.77% | -0.03% | 0.89% | 0.03% | 0.82% | -0.57% | 0.66% | 13.20% |
| 2018 | -0.55% | -0.73% | -0.69% | 1.04% | -0.54% | -0.44% | 1.25% | -0.01% | -0.04% | -0.88% | -0.78% | -0.44% | -2.79% |
| 2017 | 0.44% | 2.08% | 2.07% | 4.65% |
Expense Ratio
Bondfolio has an expense ratio of 0.16%, which is considered low compared to other funds. 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 Rank
The current risk-adjusted rank of Bondfolio is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | 3.96 | 5.68 | 5.12 | 1.09 | 25.86 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.67 | 6.87 | 1.93 | 1.82 | 29.31 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 6.82 | 12.40 | 4.14 | 2.30 | 171.24 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2.97 | 4.49 | 1.57 | 1.15 | 23.98 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 2.78 | 4.17 | 1.54 | 1.02 | 20.00 |
VGLT Vanguard Long-Term Treasury ETF | 0.28 | 0.47 | 1.05 | 0.01 | 0.97 |
SCHD Schwab US Dividend Equity ETF | 1.66 | 2.42 | 1.29 | 0.82 | 7.84 |
LVHI Legg Mason International Low Volatility High Dividend ETF | 1.91 | 2.49 | 1.35 | 0.80 | 13.39 |
BTC-USD Bitcoin | 1.12 | 1.81 | 1.18 | 0.98 | 4.65 |
GLD SPDR Gold Trust | 3.80 | 4.84 | 1.65 | 4.04 | 26.38 |
Dividends
Dividend yield
Bondfolio provided a 5.23% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bondfolio | 5.23% | 5.35% | 2.98% | 1.72% | 2.38% | 3.60% | 3.48% | 2.08% | 1.82% | 1.44% | 1.19% | 0.62% |
| Portfolio components: | ||||||||||||
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 5.15% | 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 | 5.32% | 5.98% | 1.93% | 0.50% | 1.85% | 3.99% | 2.67% | 1.58% | 1.56% | 0.81% | 0.56% | 0.29% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 5.89% | 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 | 6.68% | 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 | 6.62% | 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 | 3.98% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.33% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Bondfolio. 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 Bondfolio was 11.51%, occurring on Mar 18, 2020. Recovery took 125 trading sessions.
The current Bondfolio drawdown is 0.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.51% | Feb 24, 2020 | 24 | Mar 18, 2020 | 125 | Jul 21, 2020 | 149 |
| -9.1% | Nov 10, 2021 | 322 | Sep 27, 2022 | 400 | Nov 1, 2023 | 722 |
| -5.98% | Dec 17, 2017 | 374 | Dec 25, 2018 | 136 | May 10, 2019 | 510 |
| -1.72% | Sep 7, 2021 | 22 | Sep 28, 2021 | 17 | Oct 15, 2021 | 39 |
| -1.7% | Aug 11, 2020 | 44 | Sep 23, 2020 | 19 | Oct 12, 2020 | 63 |
Volatility
Volatility Chart
The current Bondfolio volatility is 0.75%, 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
| GBIL | FLRN | BTC-USD | GLD | VGLT | SCHO | LVHI | SCHD | SHYG | USHY | |
|---|---|---|---|---|---|---|---|---|---|---|
| GBIL | 1.00 | 0.10 | -0.01 | 0.11 | 0.15 | 0.24 | -0.02 | 0.00 | 0.03 | 0.04 |
| FLRN | 0.10 | 1.00 | 0.07 | 0.04 | -0.05 | 0.01 | 0.13 | 0.13 | 0.12 | 0.12 |
| BTC-USD | -0.01 | 0.07 | 1.00 | 0.10 | -0.02 | 0.00 | 0.12 | 0.14 | 0.16 | 0.17 |
| GLD | 0.11 | 0.04 | 0.10 | 1.00 | 0.28 | 0.33 | 0.05 | 0.07 | 0.16 | 0.17 |
| VGLT | 0.15 | -0.05 | -0.02 | 0.28 | 1.00 | 0.55 | -0.12 | -0.14 | 0.08 | 0.11 |
| SCHO | 0.24 | 0.01 | 0.00 | 0.33 | 0.55 | 1.00 | -0.09 | -0.08 | 0.10 | 0.13 |
| LVHI | -0.02 | 0.13 | 0.12 | 0.05 | -0.12 | -0.09 | 1.00 | 0.59 | 0.47 | 0.47 |
| SCHD | 0.00 | 0.13 | 0.14 | 0.07 | -0.14 | -0.08 | 0.59 | 1.00 | 0.58 | 0.55 |
| SHYG | 0.03 | 0.12 | 0.16 | 0.16 | 0.08 | 0.10 | 0.47 | 0.58 | 1.00 | 0.87 |
| USHY | 0.04 | 0.12 | 0.17 | 0.17 | 0.11 | 0.13 | 0.47 | 0.55 | 0.87 | 1.00 |