USNews Picks

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	5%
BNDW Vanguard Total World Bond ETF	Global Bonds	20%
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF	Precious Metals	2%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	9%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	9%
ITOT iShares Core S&P Total U.S. Stock Market ETF	Large Cap Growth Equities	9%
JEPI JPMorgan Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	3%
SCHZ Schwab U.S. Aggregate Bond ETF	Total Bond Market	20%
VT Vanguard Total World Stock ETF	Global Equities	20%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USNews Picks, 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.

Loading graphics...

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio USNews Picks	-0.15%	-1.79%	1.41%	3.52%	15.18%	10.95%	5.75%	—
Portfolio components:
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.16%	-3.24%	-3.15%	-1.32%	17.82%	18.06%	10.65%	13.71%
IEFA iShares Core MSCI EAFE ETF	-0.54%	-2.21%	2.18%	5.82%	24.78%	14.56%	8.01%	8.97%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-3.09%	3.48%	6.02%	32.00%	15.85%	4.31%	8.31%
VT Vanguard Total World Stock ETF	-0.23%	-3.01%	-0.97%	1.52%	21.33%	16.97%	9.38%	11.66%
SCHZ Schwab U.S. Aggregate Bond ETF	0.26%	-0.98%	0.38%	0.92%	4.48%	3.53%	0.27%	1.65%
BNDW Vanguard Total World Bond ETF	0.04%	-1.26%	0.13%	0.48%	3.44%	3.66%	0.24%	—
BIL SPDR Barclays 1-3 Month T-Bill ETF	0.02%	0.31%	0.90%	1.85%	4.01%	4.71%	3.28%	2.13%
XLE State Street Energy Select Sector SPDR ETF	0.47%	5.52%	33.39%	36.01%	29.93%	14.70%	23.16%	11.36%
JEPI JPMorgan Equity Premium Income ETF	0.07%	-3.33%	0.53%	3.26%	7.70%	9.62%	8.34%	—
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF	-2.17%	-9.52%	5.12%	30.60%	67.52%	33.10%	18.08%	14.05%

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

Monthly Returns

Based on dividend-adjusted daily data since May 22, 2020, USNews Picks's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +7.1%, while the worst month was Sep 2022 at -6.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, USNews Picks closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -3.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.86%	2.47%	-4.06%	0.29%									1.41%
2025	1.94%	1.00%	-1.01%	0.31%	2.50%	3.17%	0.32%	2.11%	2.42%	1.36%	0.46%	0.73%	16.35%
2024	-0.45%	1.69%	2.40%	-2.31%	2.71%	0.96%	2.01%	1.61%	1.86%	-2.00%	2.02%	-2.38%	8.21%
2023	5.20%	-3.15%	2.64%	1.01%	-1.50%	2.74%	2.21%	-1.78%	-2.93%	-1.99%	6.02%	3.90%	12.47%
2022	-2.15%	-1.49%	-0.17%	-5.29%	0.85%	-4.99%	4.24%	-3.20%	-6.68%	2.98%	6.43%	-2.43%	-12.08%
2021	-0.15%	1.18%	1.05%	2.14%	1.22%	0.80%	0.16%	0.81%	-2.28%	2.47%	-1.53%	1.84%	7.85%

Benchmark Metrics

USNews Picks has an annualized alpha of 1.21%, beta of 0.48, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 22, 2020.

This portfolio participated in 59.96% of S&P 500 Index downside but only 50.92% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.48 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: 1.21%

Beta: 0.48

R²: 0.82

Upside Capture: 50.92%

Downside Capture: 59.96%

Expense Ratio

USNews Picks has an expense ratio of 0.08%, 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.

GLTR

Aberdeen Standard Physical Precious Metals Basket Shares ETF

JEPI

JPMorgan Equity Premium Income ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

IEMG

iShares Core MSCI Emerging Markets ETF

XLE

State Street Energy Select Sector SPDR ETF

IEFA

iShares Core MSCI EAFE ETF

Vanguard Total World Stock ETF

BNDW

Vanguard Total World Bond ETF

ITOT

iShares Core S&P Total U.S. Stock Market ETF

SCHZ

Schwab U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

USNews Picks ranks 76 for risk / return — better than 76% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.61	0.88	+0.73
Sortino ratio Return per unit of downside risk	2.28	1.37	+0.91
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	2.25	1.39	+0.86
Martin ratio Return relative to average drawdown	9.80	6.43	+3.36
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
ITOT iShares Core S&P Total U.S. Stock Market ETF	54	0.96	1.47	1.22	1.52	7.10
IEFA iShares Core MSCI EAFE ETF	73	1.41	2.01	1.29	2.18	8.32
IEMG iShares Core MSCI Emerging Markets ETF	79	1.62	2.21	1.32	2.43	9.12
VT Vanguard Total World Stock ETF	68	1.24	1.83	1.27	1.86	8.47
SCHZ Schwab U.S. Aggregate Bond ETF	51	1.05	1.49	1.19	1.73	4.91
BNDW Vanguard Total World Bond ETF	43	0.98	1.38	1.17	1.25	4.55
BIL SPDR Barclays 1-3 Month T-Bill ETF	100	19.57	254.91	180.89	367.86	4,130.10
XLE State Street Energy Select Sector SPDR ETF	54	1.19	1.58	1.23	1.60	4.21
JEPI JPMorgan Equity Premium Income ETF	30	0.58	0.92	1.15	0.79	3.80
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF	77	1.83	2.08	1.35	2.28	7.71

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.

USNews Picks Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.61
5-Year: 0.64
All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, 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 USNews Picks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

USNews Picks provided a 3.20% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.20%	3.22%	3.25%	3.10%	2.53%	2.32%	1.95%	2.67%	2.29%	1.62%	1.63%	1.66%
Portfolio components:
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.12%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
IEFA iShares Core MSCI EAFE ETF	3.48%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
VT Vanguard Total World Stock ETF	1.80%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%
SCHZ Schwab U.S. Aggregate Bond ETF	4.09%	4.05%	3.96%	3.28%	2.63%	2.16%	2.43%	2.79%	2.56%	2.40%	2.24%	2.11%
BNDW Vanguard Total World Bond ETF	4.18%	4.12%	3.90%	3.73%	2.02%	2.58%	1.56%	3.05%	1.66%	0.00%	0.00%	0.00%
BIL SPDR Barclays 1-3 Month T-Bill ETF	3.96%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
XLE State Street Energy Select Sector SPDR ETF	2.52%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
JEPI JPMorgan Equity Premium Income ETF	8.46%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the USNews Picks. 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 USNews Picks was 18.95%, occurring on Oct 14, 2022. Recovery took 348 trading sessions.

The current USNews Picks drawdown is 3.69%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.95%	Nov 9, 2021	235	Oct 14, 2022	348	Mar 6, 2024	583
-8.05%	Feb 21, 2025	33	Apr 8, 2025	23	May 12, 2025	56
-5.75%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-4.14%	Sep 3, 2020	14	Sep 23, 2020	31	Nov 5, 2020	45
-3.84%	Jun 9, 2020	3	Jun 11, 2020	23	Jul 15, 2020	26

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 6.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	BIL	BNDW	SCHZ	GLTR	XLE	IEMG	JEPI	IEFA	ITOT	VT	Portfolio
Benchmark	1.00	-0.01	0.15	0.15	0.21	0.36	0.66	0.80	0.76	0.99	0.96	0.88
BIL	-0.01	1.00	0.03	0.04	0.03	-0.00	0.02	-0.04	-0.01	-0.01	-0.01	0.01
BNDW	0.15	0.03	1.00	0.94	0.24	-0.11	0.13	0.19	0.20	0.15	0.17	0.36
SCHZ	0.15	0.04	0.94	1.00	0.25	-0.09	0.13	0.19	0.20	0.16	0.18	0.37
GLTR	0.21	0.03	0.24	0.25	1.00	0.21	0.41	0.17	0.38	0.22	0.31	0.42
XLE	0.36	-0.00	-0.11	-0.09	0.21	1.00	0.32	0.34	0.37	0.38	0.41	0.44
IEMG	0.66	0.02	0.13	0.13	0.41	0.32	1.00	0.48	0.77	0.67	0.79	0.82
JEPI	0.80	-0.04	0.19	0.19	0.17	0.34	0.48	1.00	0.67	0.79	0.78	0.74
IEFA	0.76	-0.01	0.20	0.20	0.38	0.37	0.77	0.67	1.00	0.78	0.89	0.90
ITOT	0.99	-0.01	0.15	0.16	0.22	0.38	0.67	0.79	0.78	1.00	0.97	0.89
VT	0.96	-0.01	0.17	0.18	0.31	0.41	0.79	0.78	0.89	0.97	1.00	0.96
Portfolio	0.88	0.01	0.36	0.37	0.42	0.44	0.82	0.74	0.90	0.89	0.96	1.00

The correlation results are calculated based on daily price changes starting from May 22, 2020

USNews Picks

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table