2way tips
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 40% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of May 14, 2025, the 2way tips returned 3.87% Year-To-Date and 6.43% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| 2way tips | 3.87% | 6.29% | 2.40% | 9.90% | 9.26% | 6.43% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 4.47% | 10.10% | 2.54% | 12.81% | 14.82% | 9.01% |
TIP iShares TIPS Bond ETF | 2.97% | 0.97% | 2.26% | 5.30% | 1.32% | 2.26% |
Monthly Returns
The table below presents the monthly returns of 2way tips, 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 | 2.38% | 0.61% | -1.83% | 0.38% | 2.33% | 3.87% | |||||||
| 2024 | 0.13% | 2.27% | 2.20% | -2.86% | 3.51% | 1.27% | 1.88% | 1.75% | 1.93% | -2.06% | 2.78% | -2.49% | 10.56% |
| 2023 | 5.41% | -2.47% | 2.86% | 0.88% | -1.20% | 3.42% | 2.34% | -2.10% | -3.39% | -2.09% | 6.63% | 4.16% | 14.73% |
| 2022 | -3.57% | -1.30% | 0.32% | -5.69% | -0.13% | -6.04% | 5.83% | -3.48% | -8.33% | 4.22% | 5.55% | -3.17% | -15.71% |
| 2021 | -0.03% | 0.92% | 1.63% | 3.09% | 1.37% | 1.01% | 1.39% | 1.34% | -2.86% | 3.60% | -1.32% | 2.51% | 13.23% |
| 2020 | -0.08% | -3.90% | -9.19% | 6.97% | 3.17% | 2.16% | 4.02% | 3.84% | -1.88% | -1.47% | 7.67% | 3.42% | 14.30% |
| 2019 | 5.37% | 1.67% | 1.41% | 2.24% | -3.10% | 4.18% | 0.12% | -0.43% | 0.96% | 1.72% | 1.71% | 2.29% | 19.43% |
| 2018 | 2.94% | -3.13% | -0.38% | 0.20% | 0.47% | -0.10% | 1.51% | 0.78% | -0.33% | -5.36% | 1.22% | -4.10% | -6.41% |
| 2017 | 2.15% | 1.79% | 0.90% | 1.17% | 1.18% | 0.06% | 1.83% | 0.65% | 1.06% | 1.42% | 1.24% | 1.38% | 15.86% |
| 2016 | -2.87% | -0.13% | 5.28% | 0.68% | 0.12% | 0.81% | 2.70% | 0.07% | 0.77% | -1.40% | -0.13% | 1.08% | 6.97% |
| 2015 | 0.33% | 2.95% | -0.92% | 1.80% | -0.20% | -1.75% | 0.52% | -4.39% | -2.41% | 4.38% | -0.11% | -1.72% | -1.82% |
| 2014 | -1.83% | 3.23% | 0.08% | 0.97% | 2.03% | 1.47% | -1.09% | 1.83% | -3.04% | 0.93% | 0.82% | -1.61% | 3.65% |
Expense Ratio
2way tips has an expense ratio of 0.12%, 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 2way tips is 67, 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.73 | 1.14 | 1.17 | 0.79 | 3.44 |
TIP iShares TIPS Bond ETF | 1.12 | 1.50 | 1.19 | 0.51 | 3.27 |
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Dividends
Dividend yield
2way tips provided a 2.28% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 2.18% | 2.34% | 4.10% | 2.80% | 1.46% | 2.09% | 2.60% | 2.09% | 2.02% | 1.61% | 2.13% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
TIP iShares TIPS Bond ETF | 2.92% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
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 2way tips. 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 2way tips was 34.51%, occurring on Mar 9, 2009. Recovery took 274 trading sessions.
The current 2way tips drawdown is 0.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.51% | Jul 1, 2008 | 173 | Mar 9, 2009 | 274 | Apr 9, 2010 | 447 |
| -22.17% | Feb 20, 2020 | 20 | Mar 18, 2020 | 87 | Jul 22, 2020 | 107 |
| -21.34% | Nov 10, 2021 | 224 | Sep 30, 2022 | 368 | Mar 20, 2024 | 592 |
| -12.7% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -12.57% | Apr 27, 2015 | 202 | Feb 11, 2016 | 128 | Aug 15, 2016 | 330 |
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 2 assets, with an effective number of assets of 1.92, 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 | TIP | VT | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.09 | 0.95 | 0.91 |
| TIP | -0.09 | 1.00 | -0.06 | 0.14 |
| VT | 0.95 | -0.06 | 1.00 | 0.97 |
| Portfolio | 0.91 | 0.14 | 0.97 | 1.00 |