JL Collins 75/20/5 Stocks/Bonds/Cash

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	75%
BND Vanguard Total Bond Market ETF	Total Bond Market	20%
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds, Short-Term Bond	5%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JL Collins 75/20/5 Stocks/Bonds/Cash, 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 Jun 13, 2026, the JL Collins 75/20/5 Stocks/Bonds/Cash returned 7.56% Year-To-Date and 11.82% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio JL Collins 75/20/5 Stocks/Bonds/Cash	0.42%	0.97%	7.56%	7.71%	20.85%	16.51%	9.34%	11.82%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.12%	0.45%	0.52%	0.91%	4.77%	4.17%	0.03%	1.58%
SHY iShares 1-3 Year Treasury Bond ETF	-0.02%	0.19%	0.55%	0.80%	3.29%	4.15%	1.74%	1.65%
VTI Vanguard Total Stock Market ETF	0.57%	-0.28%	9.62%	9.69%	26.27%	20.60%	12.20%	15.02%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 10, 2007, JL Collins 75/20/5 Stocks/Bonds/Cash's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +10.4%, while the worst month was Oct 2008 at -13.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JL Collins 75/20/5 Stocks/Bonds/Cash closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.1%, while the worst single day was Mar 12, 2020 at -8.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.24%	-0.05%	-4.08%	7.89%	4.06%	-1.29%							7.56%
2025	2.41%	-0.96%	-4.34%	-0.43%	4.53%	4.24%	1.66%	2.04%	2.81%	1.80%	0.34%	-0.06%	14.60%
2024	0.82%	3.69%	2.66%	-3.76%	3.93%	2.52%	1.95%	1.93%	1.83%	-1.08%	5.27%	-2.63%	18.08%
2023	5.90%	-2.38%	2.64%	0.94%	0.07%	5.00%	2.74%	-1.57%	-4.11%	-2.27%	8.00%	4.75%	20.67%
2022	-4.99%	-2.10%	1.76%	-7.65%	0.02%	-6.45%	7.49%	-3.41%	-7.87%	5.83%	4.67%	-4.64%	-17.36%
2021	-0.42%	2.05%	2.51%	3.96%	0.38%	2.05%	1.54%	2.11%	-3.58%	5.00%	-1.07%	2.81%	18.43%

Benchmark Metrics

JL Collins 75/20/5 Stocks/Bonds/Cash has an annualized alpha of 2.12%, beta of 0.73, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since April 10, 2007.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.23%) than losses (78.12%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 2.12%

Beta: 0.73

R²: 0.98

Upside Capture: 80.23%

Downside Capture: 78.12%

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

Expense Ratio

JL Collins 75/20/5 Stocks/Bonds/Cash has an expense ratio of 0.04%, 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.

SHY

iShares 1-3 Year Treasury Bond ETF

VTI

Vanguard Total Stock Market ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

JL Collins 75/20/5 Stocks/Bonds/Cash ranks 57 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.

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 JL Collins 75/20/5 Stocks/Bonds/Cash 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	2.01	1.86	+0.15
Sortino ratioReturn per unit of downside risk	2.79	2.53	+0.26
Omega ratioGain probability vs. loss probability	1.37	1.34	+0.03
Calmar ratioReturn relative to maximum drawdown	2.91	2.53	+0.37
Martin ratioReturn relative to average drawdown	13.07	11.37	+1.70

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
BND Vanguard Total Bond Market ETF	36	1.18	1.77	1.21	1.65	4.81
SHY iShares 1-3 Year Treasury Bond ETF	85	2.43	3.97	1.50	3.64	14.45
VTI Vanguard Total Stock Market ETF	67	1.97	2.67	1.35	2.79	12.52

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 JL Collins 75/20/5 Stocks/Bonds/Cash Sharpe ratio is 2.01 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 JL Collins 75/20/5 Stocks/Bonds/Cash 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

JL Collins 75/20/5 Stocks/Bonds/Cash provided a 1.75% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.75%	1.80%	1.88%	1.85%	1.83%	1.35%	1.59%	1.98%	2.18%	1.84%	1.98%	2.03%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.96%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
SHY iShares 1-3 Year Treasury Bond ETF	3.68%	3.81%	3.92%	2.99%	1.30%	0.26%	0.94%	2.12%	1.72%	0.98%	0.71%	0.54%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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 JL Collins 75/20/5 Stocks/Bonds/Cash. 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 JL Collins 75/20/5 Stocks/Bonds/Cash was 43.45%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.

The current JL Collins 75/20/5 Stocks/Bonds/Cash drawdown is 1.66%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-43.45%Mar 2009	1y 5mo	1y 10mo	3y 3moOct 2007 - Jan 2011
COVID crash2020	-26.67%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020
Bear market2022	-22.42%Oct 2022	9mo 20d	1y 3mo	2y 25dDec 2021 - Jan 2024
Rate-hike selloffLate 2018	-14.75%Dec 2018	3mo 4d	3mo 8d	6mo 12dSep 2018 - Apr 2019
2011 correction2011	-14.55%Oct 2011	2mo 27d	4mo 1d	6mo 28dJul 2011 - Feb 2012

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 1.65, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.05	1.07	1.07	1.07	1.07

The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

JL Collins 75/20/5 Stocks/Bonds/Cash correlation to the S&P 500 Index

JL Collins 75/20/5 Stocks/Bonds/Cash has a 0.99 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) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007	0.99

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SHY has the lowest at -0.19.

SHY

-0.19

BND

-0.14

VTI

0.99

Portfolio Correlations

Correlation vs. JL Collins 75/20/5 Stocks/Bonds/Cash. VTI has the highest portfolio correlation at 1.00, while SHY has the lowest at -0.13.

SHY

-0.13

BND

-0.06

VTI

1.00

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	BND	SHY	VTI
BND	1.00	0.72	-0.13
SHY	0.72	1.00	-0.19
VTI	-0.13	-0.19	1.00

The correlation results are calculated based on daily price changes starting from Apr 10, 2007

Diversification Analysis

Find what JL Collins 75/20/5 Stocks/Bonds/Cash is missing

See which holdings overlap, where JL Collins 75/20/5 Stocks/Bonds/Cash is concentrated, and which low-correlation assets could fill the gaps.

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