Portfolio 2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | Corporate Bonds | 10% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 9, 2009, corresponding to the inception date of IGLB
Returns By Period
As of May 11, 2025, the Portfolio 2 returned 1.19% Year-To-Date and 4.94% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Portfolio 2 | 1.19% | 5.15% | -2.40% | 5.33% | 2.67% | 4.94% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 1.45% | 9.12% | -1.10% | 9.52% | 13.52% | 8.82% |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | 1.10% | -3.86% | 0.64% | -9.36% | -0.54% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | -0.23% | 1.98% | -3.91% | 2.47% | -1.38% | 2.33% |
Monthly Returns
The table below presents the monthly returns of Portfolio 2 , 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 | 1.77% | 2.40% | -2.38% | -0.42% | -0.11% | 1.19% | |||||||
| 2024 | -0.94% | 1.10% | 2.15% | -4.86% | 3.78% | 1.53% | 2.75% | 2.24% | 2.17% | -3.70% | 3.13% | -4.43% | 4.50% |
| 2023 | 7.62% | -4.08% | 3.79% | 0.92% | -2.09% | 3.19% | 0.83% | -2.88% | -5.79% | -4.05% | 9.56% | 6.74% | 13.10% |
| 2022 | -4.34% | -2.37% | -1.59% | -8.79% | -0.48% | -5.08% | 4.97% | -4.36% | -8.90% | 0.57% | 8.02% | -3.57% | -24.13% |
| 2021 | -1.84% | -1.22% | -0.72% | 3.23% | 0.86% | 2.72% | 2.03% | 0.95% | -3.47% | 3.74% | -0.20% | 0.99% | 7.02% |
| 2020 | 2.66% | -0.55% | -4.75% | 6.23% | 2.22% | 2.04% | 4.97% | 0.66% | -1.32% | -2.48% | 7.51% | 2.15% | 20.33% |
| 2019 | 4.52% | 0.87% | 3.11% | 0.96% | -0.19% | 3.90% | 0.18% | 3.96% | -0.19% | 0.97% | 1.21% | 0.55% | 21.57% |
| 2018 | 1.33% | -3.86% | 0.54% | -0.86% | 1.10% | -0.12% | 1.08% | 0.92% | -1.08% | -5.46% | 1.50% | -0.83% | -5.84% |
| 2017 | 1.88% | 2.17% | 0.42% | 1.60% | 1.95% | 0.76% | 1.12% | 1.67% | 0.12% | 1.11% | 1.30% | 1.72% | 17.00% |
| 2016 | -0.63% | 0.95% | 4.16% | 0.43% | 0.60% | 3.18% | 3.18% | -0.18% | -0.32% | -3.00% | -3.14% | 1.01% | 6.13% |
| 2015 | 3.67% | -0.08% | -0.17% | -0.29% | -1.02% | -3.07% | 2.25% | -3.75% | -0.76% | 3.64% | -0.42% | -1.38% | -1.68% |
| 2014 | 0.62% | 2.93% | 0.62% | 1.45% | 2.44% | 1.04% | -0.63% | 3.56% | -2.79% | 1.78% | 1.98% | 0.40% | 14.07% |
Expense Ratio
Portfolio 2 has an expense ratio of 0.10%, 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
The current rank of Portfolio 2 is 25, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.55 | 0.94 | 1.14 | 0.62 | 2.74 |
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | 0.09 | 1.01 | -0.00 | -0.01 |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 0.18 | 0.30 | 1.04 | 0.08 | 0.41 |
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Dividends
Dividend yield
Portfolio 2 provided a 3.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.22% | 3.21% | 2.85% | 2.62% | 1.82% | 1.75% | 2.44% | 2.78% | 2.42% | 2.66% | 2.73% | 2.70% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
TLT iShares 20+ Year Treasury Bond ETF | 4.35% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 5.28% | 5.10% | 4.59% | 4.56% | 3.16% | 3.22% | 3.73% | 4.56% | 3.94% | 4.21% | 4.58% | 4.12% |
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 Portfolio 2 . 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 Portfolio 2 was 30.18%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Portfolio 2 drawdown is 10.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.18% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -18.46% | Mar 9, 2020 | 8 | Mar 18, 2020 | 50 | May 29, 2020 | 58 |
| -10.34% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -9.51% | Apr 16, 2015 | 194 | Jan 21, 2016 | 93 | Jun 3, 2016 | 287 |
| -9.01% | May 3, 2013 | 36 | Jun 24, 2013 | 147 | Jan 23, 2014 | 183 |
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 3 assets, with an effective number of assets of 2.38, 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 | IGLB | TLT | VT | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | -0.27 | 0.95 | 0.62 |
| IGLB | 0.00 | 1.00 | 0.82 | 0.01 | 0.63 |
| TLT | -0.27 | 0.82 | 1.00 | -0.26 | 0.46 |
| VT | 0.95 | 0.01 | -0.26 | 1.00 | 0.67 |
| Portfolio | 0.62 | 0.63 | 0.46 | 0.67 | 1.00 |