Conservative Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	30%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	30%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	15%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	15%
VXUS Vanguard Total International Stock ETF	Global Equities	10%

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Conservative Portfolio, 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.

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Returns By Period

As of Jul 29, 2026, the Conservative Portfolio returned 4.68% Year-To-Date and 6.59% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.21%	1.02%	6.45%	8.52%	16.26%	17.48%	10.95%	13.08%	8.07%
Portfolio Conservative Portfolio	0.11%	-0.21%	2.98%	4.68%	9.87%	9.73%	4.94%	6.59%	6.25%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.01%	0.29%	1.78%	2.03%	3.78%	4.56%	3.52%	2.23%	1.37%
BND Vanguard Total Bond Market ETF	0.25%	-1.07%	-0.26%	0.03%	3.50%	3.96%	-0.28%	1.38%	3.02%
SCHP Schwab U.S. TIPS ETF	0.23%	-0.90%	0.16%	0.62%	2.66%	3.69%	0.34%	2.35%	2.73%
VTI Vanguard Total Stock Market ETF	0.22%	1.04%	7.26%	9.82%	18.07%	18.70%	11.48%	14.46%	9.56%
VXUS Vanguard Total International Stock ETF	-0.64%	-1.46%	3.22%	10.96%	23.14%	16.14%	8.31%	9.17%	6.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 28, 2011, Conservative Portfolio's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +5.9%, while the worst month was Mar 2020 at -6.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Conservative Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +4.3%, while the worst single day was Mar 12, 2020 at -5.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.23%	1.07%	-2.96%	4.21%	2.21%	-0.14%	-0.86%						4.68%
2025	1.66%	0.62%	-1.52%	0.25%	2.09%	2.65%	0.59%	1.77%	1.83%	1.11%	0.37%	0.13%	12.11%
2024	0.22%	1.38%	1.76%	-2.44%	2.64%	1.28%	1.87%	1.51%	1.56%	-1.62%	2.46%	-1.89%	8.92%
2023	4.27%	-2.12%	2.38%	0.75%	-0.70%	2.46%	1.52%	-1.29%	-2.77%	-1.62%	5.46%	3.63%	12.22%
2022	-3.02%	-1.23%	-0.22%	-4.89%	0.19%	-4.12%	4.54%	-2.81%	-6.04%	2.64%	4.32%	-2.43%	-12.89%
2021	-0.29%	0.47%	0.91%	2.26%	0.65%	1.09%	1.17%	0.93%	-2.12%	2.47%	-0.71%	1.49%	8.54%

Benchmark Metrics

Conservative Portfolio has an annualized alpha of 1.45%, beta of 0.38, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.

This portfolio participated in 46.52% of S&P 500 Index downside but only 42.30% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.38 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.45%

Beta: 0.38

R²: 0.87

Upside Capture: 42.30%

Downside Capture: 46.52%

See how alpha, beta & R² have trended over time →

Expense Ratio

Conservative Portfolio has an expense ratio of 0.05%, 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.

BIL

SPDR Bloomberg 1-3 Month T-Bill ETF

VXUS

Vanguard Total International Stock ETF

BND

Vanguard Total Bond Market ETF

SCHP

Schwab U.S. TIPS ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

Conservative Portfolio ranks 61 for risk / return — better than 61% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Conservative Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.60	1.29	+0.31
Sortino ratioReturn per unit of downside risk	2.31	1.82	+0.48
Omega ratioGain probability vs. loss probability	1.30	1.23	+0.06
Calmar ratioReturn relative to maximum drawdown	2.23	1.80	+0.42
Martin ratioReturn relative to average drawdown	9.41	7.70	+1.71

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	100	19.09	152.25	68.95	347.19	2,462.14
BND Vanguard Total Bond Market ETF	36	0.95	1.40	1.16	1.31	3.37
SCHP Schwab U.S. TIPS ETF	33	0.80	1.19	1.14	1.38	3.80
VTI Vanguard Total Stock Market ETF	61	1.41	1.98	1.25	2.03	8.81
VXUS Vanguard Total International Stock ETF	60	1.40	1.96	1.26	2.06	7.63

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current Conservative Portfolio Sharpe ratio is 1.60 as of Jul 29, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.08 to 1.89, 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 Conservative Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Conservative Portfolio provided a 3.03% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.03%	3.04%	3.02%	2.87%	2.87%	1.97%	1.57%	2.26%	2.36%	1.94%	1.84%	1.69%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.81%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
BND Vanguard Total Bond Market ETF	4.00%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
SCHP Schwab U.S. TIPS ETF	4.50%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
VTI Vanguard Total Stock Market ETF	1.07%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VXUS Vanguard Total International Stock ETF	2.63%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

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 Conservative Portfolio. 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 Conservative Portfolio was 17.37%, occurring on Oct 14, 2022. Recovery took 358 trading sessions.

The current Conservative Portfolio drawdown is 1.27%.

Drawdown	Fall	Recovery	Underwater	Related event
-17.37%Oct 2022	11mo 8d	1y 5mo	2y 4moNov 2021 - Mar 2024	Bear market2022
-15.34%Mar 2020	27d	2mo 22d	3mo 19dFeb 2020 - Jun 2020	COVID crash2020
-7.45%Dec 2018	3mo 26d	2mo 19d	6mo 15dAug 2018 - Mar 2019	Rate-hike selloffLate 2018
-7.03%Oct 2011	2mo 10d	3mo 17d	5mo 27dJul 2011 - Jan 2012	—
-6.79%Jan 2016	8mo 28d	4mo 18d	1y 1moApr 2015 - Jun 2016	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is mostly a two-sleeve bet: a core equity market exposure through Vanguard Total Stock Market ETF (VTI) and Vanguard Total International Stock ETF (VXUS), wrapped in a bond stack that is partly diversified and partly just different labels for duration and inflation risk.

The numbers

Diversification ratio is 1.29 incept-to-date, around the 53.9th percentile on the platform; that is real diversification, but not the kind that makes correlations disappear.
Effective number of assets is 4.26 of 5, so the weights are fairly spread; concentration is not the issue here.
The 1Y DR is 1.18 versus 1.29 incept, which says the sleeves have been a bit more synchronized recently than over the longer sample.

The good

The bond mix is not monolithic: iShares SCHP (SCHP) and Vanguard Total Bond Market ETF (BND) are meaningfully different on inflation sensitivity, and iShares Treasury Bond ETF (BIL) sits outside that duration cluster.
The equity sleeve has clean global exposure, with VTI and VXUS capturing most of the equity beta in a simple way.
Correlations across the bond and equity sleeves are low enough to keep the whole thing from behaving like one trade.

The bad

VTI and VXUS are highly correlated at 0.82; that is two equity market exposures, not two independent engines.
BND and SCHP are also tightly linked at 0.78, so the bond side is more of a rate/inflation variant than a separate source of return behavior.
The portfolio’s own correlations say the real partition is equities versus fixed income, which is fine, but not especially elaborate.

The ugly

In a regime where inflation stays sticky and rates stay jumpy, BND and SCHP can move together for the same unhelpful reason, while BIL remains too small to change the story much.
If global equities and U.S. equities sell off together, as they often do when macro gets loud, the VTI/VXUS pair offers less insulation than the labels suggest.

Next steps

Portfolios with this correlation profile are usually understood as a modest two-factor structure: equity beta plus duration/inflation sensitivity.
The DR pattern suggests the portfolio has held up as a diversified object over time, though recent windows have been somewhat less decorrelated.
The bond cluster and the equity cluster are each internally coherent, which is the nice way to say the portfolio is simpler than its five tickers imply.

AI-generated analysis. Not investment advice. Verify key facts independently.

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Diversification Metrics

Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 4.26, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.18	1.24	1.25	1.26	1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios.

Conservative Portfolio correlation to the S&P 500 Index

Conservative Portfolio has a 0.93 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (5Y) Shows whether the relationship held over a longer period.	0.91
Correlation (10Y) Provides a long-term view across more market conditions.	0.91
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.92