Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 7.50% |
IAU iShares Gold Trust | Gold, Precious Metals | 10% |
IJS iShares S&P SmallCap 600 Value ETF | Small Cap Value Equities | 15% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 15% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds, Long-Term Bond | 2.50% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU, 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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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 1, 2026, the 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU returned 3.47% Year-To-Date and 5.96% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.91% | -5.09% | -4.63% | -2.39% | 16.33% | 16.69% | 10.18% | 12.16% |
Portfolio 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU | 0.92% | -3.06% | 3.47% | 6.05% | 12.46% | 8.51% | 4.49% | 5.96% |
| Portfolio components: | ||||||||
TLT iShares 20+ Year Treasury Bond ETF | -0.10% | -4.23% | 0.17% | -0.87% | -0.49% | -2.78% | -5.85% | -1.38% |
SCHD Schwab U.S. Dividend Equity ETF | 0.66% | -2.61% | 12.79% | 14.49% | 13.97% | 12.05% | 8.44% | 12.31% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.20% | -1.66% | -0.03% | 1.07% | 4.13% | 3.29% | 0.32% | 1.32% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.00% | 0.29% | 0.85% | 1.84% | 3.99% | 4.70% | 3.27% | 2.12% |
IAU iShares Gold Trust | 3.80% | -11.01% | 8.61% | 21.15% | 49.53% | 33.12% | 21.78% | 14.08% |
IJS iShares S&P SmallCap 600 Value ETF | 2.19% | -3.37% | 4.34% | 7.80% | 23.41% | 9.98% | 4.72% | 9.34% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, your investment would double in approximately 12.1 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +4.7%, while the worst month was Sep 2022 at -4.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.7%, while the worst single day was Mar 12, 2020 at -3.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.50% | 3.14% | -3.06% | 3.47% | |||||||||
| 2025 | 1.54% | 0.88% | 0.18% | -0.84% | 0.32% | 1.70% | -0.07% | 3.41% | 1.45% | 0.34% | 1.86% | 0.26% | 11.53% |
| 2024 | -0.81% | -0.14% | 2.37% | -2.49% | 1.95% | 0.17% | 4.56% | 1.02% | 1.43% | -1.11% | 2.42% | -2.96% | 6.32% |
| 2023 | 4.08% | -2.62% | 1.26% | 0.00% | -1.87% | 1.22% | 1.68% | -1.25% | -3.07% | -1.32% | 4.32% | 4.63% | 6.87% |
| 2022 | -2.13% | 0.39% | -1.06% | -3.25% | 0.86% | -3.04% | 2.63% | -2.86% | -4.86% | 3.15% | 3.94% | -1.73% | -8.08% |
| 2021 | 0.17% | 1.19% | 1.62% | 1.34% | 2.01% | -0.85% | 0.38% | 0.41% | -1.67% | 0.93% | -0.49% | 1.79% | 6.97% |
Benchmark Metrics
2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU has an annualized alpha of 2.64%, beta of 0.24, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (32.73%) than losses (31.61%) — typical of diversified or defensive assets.
- Beta of 0.24 may look defensive, but with R² of 0.48 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.48 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.64%
- Beta
- 0.24
- R²
- 0.48
- Upside Capture
- 32.73%
- Downside Capture
- 31.61%
Expense Ratio
2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU has an expense ratio of 0.11%, 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.
Return for Risk
Risk / Return Rank
2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU ranks 84 for risk / return — in the top 84% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.90 | +0.92 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.39 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.40 | +1.33 |
Martin ratioReturn relative to average drawdown | 10.08 | 6.61 | +3.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | 12 | -0.04 | 0.02 | 1.00 | 0.05 | 0.11 |
SCHD Schwab U.S. Dividend Equity ETF | 52 | 0.89 | 1.35 | 1.19 | 1.19 | 3.99 |
VGIT Vanguard Intermediate-Term Treasury ETF | 64 | 1.09 | 1.63 | 1.19 | 1.78 | 5.53 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.52 | 254.04 | 180.28 | 365.54 | 4,104.04 |
IAU iShares Gold Trust | 87 | 1.80 | 2.24 | 1.33 | 2.69 | 9.97 |
IJS iShares S&P SmallCap 600 Value ETF | 61 | 0.99 | 1.51 | 1.20 | 1.52 | 5.74 |
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Dividends
Dividend yield
2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU provided a 3.05% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.05% | 3.13% | 3.13% | 2.55% | 1.77% | 1.53% | 1.80% | 2.02% | 1.94% | 1.55% | 1.53% | 1.60% |
| Portfolio components: | ||||||||||||
TLT iShares 20+ Year Treasury Bond ETF | 4.49% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.81% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.01% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
IAU iShares 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% |
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
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 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU. 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 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU was 13.78%, occurring on Sep 27, 2022. Recovery took 448 trading sessions.
The current 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU drawdown is 3.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.78% | Nov 10, 2021 | 221 | Sep 27, 2022 | 448 | Jul 11, 2024 | 669 |
| -9.62% | Feb 24, 2020 | 18 | Mar 18, 2020 | 48 | May 27, 2020 | 66 |
| -5.04% | Aug 28, 2018 | 82 | Dec 24, 2018 | 25 | Jan 31, 2019 | 107 |
| -4.91% | Dec 2, 2024 | 87 | Apr 8, 2025 | 43 | Jun 10, 2025 | 130 |
| -4.65% | Apr 16, 2015 | 92 | Aug 25, 2015 | 131 | Mar 3, 2016 | 223 |
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 6 assets, with an effective number of assets of 3.21, 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
| Benchmark | BIL | IAU | TLT | VGIT | SCHD | IJS | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.04 | -0.21 | -0.18 | 0.83 | 0.77 | 0.65 |
| BIL | 0.00 | 1.00 | 0.03 | 0.01 | 0.02 | 0.00 | -0.02 | 0.02 |
| IAU | 0.04 | 0.03 | 1.00 | 0.24 | 0.33 | 0.03 | 0.03 | 0.44 |
| TLT | -0.21 | 0.01 | 0.24 | 1.00 | 0.84 | -0.21 | -0.21 | 0.21 |
| VGIT | -0.18 | 0.02 | 0.33 | 0.84 | 1.00 | -0.17 | -0.19 | 0.31 |
| SCHD | 0.83 | 0.00 | 0.03 | -0.21 | -0.17 | 1.00 | 0.79 | 0.72 |
| IJS | 0.77 | -0.02 | 0.03 | -0.21 | -0.19 | 0.79 | 1.00 | 0.76 |
| Portfolio | 0.65 | 0.02 | 0.44 | 0.21 | 0.31 | 0.72 | 0.76 | 1.00 |