IRA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MGV Vanguard Mega Cap Value ETF | Large Cap Value Equities | 37.50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 37.50% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 12.50% |
STIP iShares 0-5 Year TIPS Bond ETF | Inflation-Protected Bonds | 12.50% |
Performance
Performance Chart
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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| IRA | 0.41% | 0.95% | -3.46% | 7.17% | 10.33% | N/A |
| Portfolio components: | ||||||
STIP iShares 0-5 Year TIPS Bond ETF | 3.43% | 0.09% | 3.27% | 6.46% | 3.79% | 2.85% |
SCHD Schwab US Dividend Equity ETF | -3.05% | 0.73% | -8.38% | 4.65% | 11.62% | 10.79% |
MGV Vanguard Mega Cap Value ETF | 2.41% | 1.65% | -2.46% | 10.56% | 13.43% | 10.47% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.78% | 0.34% | 2.15% | 4.79% | 2.75% | N/A |
Monthly Returns
The table below presents the monthly returns of IRA, 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 | 2.61% | 1.66% | -1.16% | -4.24% | 1.48% | 0.20% | 0.41% | ||||||
| 2024 | 0.77% | 1.84% | 3.79% | -3.05% | 2.04% | 0.39% | 4.19% | 2.12% | 0.98% | -0.45% | 3.89% | -4.70% | 12.01% |
| 2023 | 1.57% | -2.44% | 0.02% | 0.46% | -3.00% | 4.07% | 3.00% | -1.28% | -2.68% | -2.19% | 4.83% | 4.34% | 6.41% |
| 2022 | -1.48% | -1.04% | 2.22% | -3.37% | 2.34% | -5.86% | 3.43% | -2.28% | -5.89% | 8.89% | 5.00% | -2.50% | -1.62% |
| 2021 | -0.65% | 3.94% | 5.99% | 2.13% | 2.40% | -0.71% | 0.83% | 1.50% | -2.94% | 3.88% | -1.85% | 5.42% | 21.35% |
| 2020 | 0.09% | -0.64% | 3.28% | 3.76% | -1.83% | -0.84% | 9.80% | 2.72% | 17.00% |
Expense Ratio
IRA has an expense ratio of 0.06%, 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 IRA is 42, 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 | |
|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 3.31 | 5.24 | 1.77 | 7.25 | 21.58 |
SCHD Schwab US Dividend Equity ETF | 0.25 | 0.71 | 1.10 | 0.43 | 1.30 |
MGV Vanguard Mega Cap Value ETF | 0.64 | 1.16 | 1.16 | 0.91 | 3.31 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.65 | 480.39 | 481.39 | 491.92 | 7,808.94 |
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Dividends
Dividend yield
IRA provided a 3.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.27% | 3.19% | 3.20% | 3.13% | 2.38% | 2.29% | 2.38% | 2.45% | 2.06% | 2.14% | 2.09% | 1.93% |
| Portfolio components: | ||||||||||||
STIP iShares 0-5 Year TIPS Bond ETF | 2.93% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% |
SCHD Schwab US Dividend Equity ETF | 3.96% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
MGV Vanguard Mega Cap Value ETF | 2.25% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.63% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IRA. 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 IRA was 12.92%, occurring on Sep 30, 2022. Recovery took 202 trading sessions.
The current IRA drawdown is 4.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.92% | Jan 12, 2022 | 181 | Sep 30, 2022 | 202 | Jul 24, 2023 | 383 |
| -10.53% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -8.31% | Jun 9, 2020 | 14 | Jun 26, 2020 | 31 | Aug 11, 2020 | 45 |
| -7.31% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -5.45% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
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 4 assets, with an effective number of assets of 3.20, 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 | SGOV | STIP | SCHD | MGV | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.19 | 0.76 | 0.81 | 0.79 |
| SGOV | 0.00 | 1.00 | 0.03 | -0.02 | -0.02 | -0.01 |
| STIP | 0.19 | 0.03 | 1.00 | 0.19 | 0.19 | 0.22 |
| SCHD | 0.76 | -0.02 | 0.19 | 1.00 | 0.94 | 0.99 |
| MGV | 0.81 | -0.02 | 0.19 | 0.94 | 1.00 | 0.98 |
| Portfolio | 0.79 | -0.01 | 0.22 | 0.99 | 0.98 | 1.00 |