2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU

Asset Allocation

Position	Category/Sector	Target Weight
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	15%
IJS iShares S&P SmallCap 600 Value ETF	Small Cap Value Equities	15%
IAU iShares Gold Trust	Gold, Precious Metals	10%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	7.50%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	2.50%

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 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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Returns By Period

As of Jun 13, 2026, the 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU returned 5.64% Year-To-Date and 6.00% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU	0.26%	0.68%	5.64%	5.32%	14.24%	9.52%	4.21%	6.00%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.03%	0.29%	1.60%	1.76%	3.85%	4.63%	3.43%	2.20%
IAU iShares Gold Trust	0.08%	-9.54%	-2.44%	-2.22%	22.32%	29.07%	17.23%	12.31%
IJS iShares S&P SmallCap 600 Value ETF	1.07%	6.34%	19.33%	16.46%	41.83%	14.27%	6.19%	10.54%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
TLT iShares 20+ Year Treasury Bond ETF	-0.24%	1.40%	0.27%	0.45%	3.88%	-1.38%	-6.53%	-1.75%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.12%	0.16%	-0.29%	0.04%	3.43%	3.69%	0.01%	1.20%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2011, 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an 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%	-3.07%	1.86%	0.25%	-0.01%							5.64%
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 2.50%, beta of 0.24, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (31.71%) than losses (31.29%) - typical of diversified or defensive assets.
Beta of 0.24 may look defensive, but with R2 of 0.49 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 0.49 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: 2.50%

Beta: 0.24

R²: 0.49

Upside Capture: 31.71%

Downside Capture: 31.29%

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

Expense Ratio

2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU 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.

IAU

iShares Gold Trust

IJS

iShares S&P SmallCap 600 Value ETF

TLT

iShares 20+ Year Treasury Bond ETF

BIL

SPDR Bloomberg 1-3 Month T-Bill ETF

SCHD

Schwab U.S. Dividend Equity ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

Return for Risk

Risk / Return Rank

2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU ranks 66 for risk / return — better than 66% 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 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU 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	2.24	1.86	+0.38
Sortino ratioReturn per unit of downside risk	3.32	2.53	+0.79
Omega ratioGain probability vs. loss probability	1.41	1.34	+0.07
Calmar ratioReturn relative to maximum drawdown	3.09	2.53	+0.56
Martin ratioReturn relative to average drawdown	10.76	11.37	-0.61

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	19.63	175.17	88.41	357.44	2,834.34
IAU iShares Gold Trust	26	0.89	1.25	1.19	0.99	2.83
IJS iShares S&P SmallCap 600 Value ETF	77	2.13	3.02	1.36	4.22	13.93
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
TLT iShares 20+ Year Treasury Bond ETF	13	0.30	0.50	1.06	0.38	0.92
VGIT Vanguard Intermediate-Term Treasury ETF	28	0.96	1.47	1.17	1.13	3.18

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.

The current 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU Sharpe ratio is 2.24 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 1.54 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 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU 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

2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU provided a 3.00% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.00%	3.13%	3.13%	2.55%	1.77%	1.53%	1.80%	2.02%	1.94%	1.55%	1.53%	1.60%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.86%	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	1.25%	1.62%	1.78%	1.42%	1.46%	1.52%	1.00%	1.66%	1.75%	1.41%	1.22%	1.59%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
TLT iShares 20+ Year Treasury Bond ETF	4.56%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
VGIT Vanguard Intermediate-Term Treasury ETF	3.86%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%

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 1.06%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-13.78%Sep 2022	10mo 21d	1y 9mo	2y 8moNov 2021 - Jul 2024
COVID crash2020	-9.62%Mar 2020	23d	2mo 10d	3mo 3dFeb 2020 - May 2020
Rate-hike selloffLate 2018	-5.04%Dec 2018	3mo 28d	1mo 8d	5mo 6dAug 2018 - Jan 2019
2025 selloff2025	-4.91%Apr 2025	4mo 7d	2mo 3d	6mo 10dDec 2024 - Jun 2025
2015 pullback2015	-4.65%Aug 2015	4mo 11d	6mo 11d	10mo 22dApr 2015 - Mar 2016

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. 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	1.49	1.48	1.50	1.58	1.63

The portfolio has a diversification ratio of 1.63, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU correlation to the S&P 500 Index

2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU has a 0.57 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.65

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.82, while TLT has the lowest at -0.20.

-0.20

-0.17

0.00

0.05

0.77

0.82

Portfolio Correlations

Correlation vs. 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU. IJS has the highest portfolio correlation at 0.76, while BIL has the lowest at 0.02.

0.02

0.21

0.31

0.45

0.72

0.76

Asset Correlations Table

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

	BIL	IAU	TLT	VGIT	SCHD	IJS
BIL	1.00	0.03	0.01	0.02	-0.00	-0.02
IAU	0.03	1.00	0.24	0.33	0.04	0.04
TLT	0.01	0.24	1.00	0.84	-0.20	-0.20
VGIT	0.02	0.33	0.84	1.00	-0.17	-0.18
SCHD	-0.00	0.04	-0.20	-0.17	1.00	0.79
IJS	-0.02	0.04	-0.20	-0.18	0.79	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2011

Diversification Analysis

Find what 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU is missing

See which holdings overlap, where 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification