Retirement test

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Retirement test

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	15%
BNDX Vanguard Total International Bond ETF	Total Bond Market	10%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	5%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	6.50%
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	4%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	6.50%
VNQ Vanguard Real Estate ETF	REIT	3%
VTEB Vanguard Tax-Exempt Bond ETF	Municipal Bonds	15%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	20%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	10%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	5%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
Retirement test	3.68%	1.79%	0.51%	10.31%	7.59%	N/A
Portfolio components:
VTI Vanguard Total Stock Market ETF	0.38%	3.97%	-2.68%	12.80%	14.55%	12.13%
VXUS Vanguard Total International Stock ETF	13.93%	2.94%	10.66%	12.83%	9.20%	5.58%
VTEB Vanguard Tax-Exempt Bond ETF	-1.59%	-0.25%	-2.85%	1.32%	0.44%	N/A
BND Vanguard Total Bond Market ETF	2.49%	0.10%	0.77%	5.44%	-0.96%	1.60%
BNDX Vanguard Total International Bond ETF	1.66%	0.45%	0.88%	6.48%	0.15%	2.17%
XLI Industrial Select Sector SPDR Fund	8.73%	6.12%	-0.01%	17.35%	16.69%	11.81%
VNQ Vanguard Real Estate ETF	1.30%	-0.43%	-7.18%	11.75%	5.57%	5.35%
GLDM SPDR Gold MiniShares Trust	25.49%	1.86%	23.80%	41.43%	14.02%	N/A
VDC Vanguard Consumer Staples ETF	6.82%	1.81%	1.53%	11.77%	10.78%	8.67%
VIG Vanguard Dividend Appreciation ETF	1.56%	2.54%	-2.40%	11.44%	12.55%	11.50%
SCHD Schwab US Dividend Equity ETF	-3.35%	0.42%	-9.75%	3.76%	11.56%	10.58%

*Annualized

Monthly Returns

The table below presents the monthly returns of Retirement test, 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	2.10%	0.92%	-1.67%	-0.08%	2.41%	0.00%							3.68%
2024	-0.21%	1.97%	2.58%	-2.68%	2.37%	0.96%	2.90%	1.97%	1.89%	-1.40%	3.12%	-3.05%	10.65%
2023	4.49%	-2.78%	2.43%	0.71%	-1.52%	3.38%	1.94%	-1.70%	-3.72%	-1.59%	6.54%	4.33%	12.60%
2022	-3.47%	-1.30%	0.36%	-4.89%	0.15%	-4.74%	4.73%	-3.29%	-6.65%	4.12%	6.05%	-2.63%	-11.82%
2021	-0.97%	0.83%	2.73%	2.59%	1.44%	0.19%	1.25%	1.01%	-2.98%	3.08%	-1.05%	2.98%	11.48%
2020	0.54%	-3.95%	-8.26%	6.63%	3.28%	1.42%	3.94%	2.95%	-1.51%	-1.14%	6.71%	2.64%	12.93%
2019	4.91%	1.99%	1.32%	1.86%	-2.54%	4.29%	0.79%	0.61%	0.82%	1.08%	1.27%	1.62%	19.36%
2018						-0.07%	1.98%	0.94%	0.07%	-3.79%	1.75%	-3.56%	-2.81%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Retirement test has an expense ratio of 0.06%, 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.

GLDM

SPDR Gold MiniShares Trust

XLI

Industrial Select Sector SPDR Fund

VNQ

Vanguard Real Estate ETF

VDC

Vanguard Consumer Staples ETF

VXUS

Vanguard Total International Stock ETF

BNDX

Vanguard Total International Bond ETF

VIG

Vanguard Dividend Appreciation ETF

SCHD

Schwab US Dividend Equity ETF

VTEB

Vanguard Tax-Exempt Bond ETF

VTI

Vanguard Total Stock Market ETF

BND

Vanguard Total Bond Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, Retirement test is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	0.63	1.04	1.15	0.68	2.53
VXUS Vanguard Total International Stock ETF	0.77	1.28	1.17	1.04	3.30
VTEB Vanguard Tax-Exempt Bond ETF	0.28	0.48	1.07	0.35	1.00
BND Vanguard Total Bond Market ETF	1.03	1.71	1.21	0.51	2.97
BNDX Vanguard Total International Bond ETF	1.76	2.70	1.34	0.81	8.40
XLI Industrial Select Sector SPDR Fund	0.87	1.50	1.21	1.06	3.80
VNQ Vanguard Real Estate ETF	0.66	1.25	1.17	0.67	2.65
GLDM SPDR Gold MiniShares Trust	2.34	3.07	1.39	5.05	13.81
VDC Vanguard Consumer Staples ETF	0.90	1.56	1.20	1.55	4.99
VIG Vanguard Dividend Appreciation ETF	0.72	1.24	1.17	0.87	3.50
SCHD Schwab US Dividend Equity ETF	0.23	0.68	1.09	0.41	1.24

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.

Retirement test Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 1.10
5-Year: 0.81
All Time: 0.71

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 0.59 to 1.12, 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 Retirement test compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Retirement test provided a 2.80% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.80%	2.66%	2.59%	2.14%	1.97%	1.85%	2.36%	2.48%	2.12%	2.16%	1.99%	1.84%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.29%	1.27%	1.44%	1.67%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%
VXUS Vanguard Total International Stock ETF	2.92%	3.37%	3.25%	3.09%	3.10%	2.14%	3.06%	3.17%	2.73%	2.93%	2.83%	3.40%
VTEB Vanguard Tax-Exempt Bond ETF	3.55%	3.14%	2.79%	2.09%	1.64%	1.99%	2.30%	2.25%	1.96%	1.66%	0.58%	0.00%
BND Vanguard Total Bond Market ETF	4.07%	3.67%	3.09%	2.60%	1.97%	2.22%	2.72%	2.81%	2.54%	2.51%	2.57%	2.79%
BNDX Vanguard Total International Bond ETF	4.48%	4.18%	4.42%	1.52%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%	1.54%
XLI Industrial Select Sector SPDR Fund	1.35%	1.44%	1.63%	1.64%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%	1.85%
VNQ Vanguard Real Estate ETF	4.07%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%
GLDM SPDR Gold MiniShares 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%
VDC Vanguard Consumer Staples ETF	2.33%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%	1.93%
VIG Vanguard Dividend Appreciation ETF	1.79%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%
SCHD Schwab US Dividend Equity ETF	3.97%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%

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 Retirement test. 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 Retirement test was 21.20%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.

The current Retirement test drawdown is 0.21%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-21.2%	Feb 20, 2020	23	Mar 23, 2020	89	Jul 29, 2020	112
-18.22%	Jan 5, 2022	196	Oct 14, 2022	335	Feb 15, 2024	531
-8.9%	Sep 24, 2018	64	Dec 24, 2018	36	Feb 15, 2019	100
-8.68%	Feb 20, 2025	34	Apr 8, 2025	27	May 16, 2025	61
-4.48%	Sep 3, 2020	14	Sep 23, 2020	13	Oct 12, 2020	27

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 11 assets, with an effective number of assets of 8.27, 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.

	^GSPC	GLDM	BNDX	VTEB	BND	VDC	VNQ	VXUS	XLI	SCHD	VTI	VIG	Portfolio
^GSPC	1.00	0.06	0.06	0.08	0.06	0.61	0.64	0.79	0.82	0.80	0.99	0.92	0.92
GLDM	0.06	1.00	0.28	0.25	0.36	0.09	0.13	0.23	0.04	0.04	0.07	0.06	0.23
BNDX	0.06	0.28	1.00	0.59	0.79	0.13	0.21	0.07	0.03	0.01	0.06	0.08	0.23
VTEB	0.08	0.25	0.59	1.00	0.69	0.12	0.23	0.10	0.04	0.04	0.09	0.09	0.25
BND	0.06	0.36	0.79	0.69	1.00	0.14	0.24	0.08	0.01	0.02	0.06	0.08	0.25
VDC	0.61	0.09	0.13	0.12	0.14	1.00	0.64	0.50	0.58	0.71	0.59	0.75	0.69
VNQ	0.64	0.13	0.21	0.23	0.24	0.64	1.00	0.56	0.63	0.67	0.65	0.70	0.75
VXUS	0.79	0.23	0.07	0.10	0.08	0.50	0.56	1.00	0.71	0.70	0.81	0.75	0.85
XLI	0.82	0.04	0.03	0.04	0.01	0.58	0.63	0.71	1.00	0.87	0.83	0.87	0.85
SCHD	0.80	0.04	0.01	0.04	0.02	0.71	0.67	0.70	0.87	1.00	0.80	0.89	0.85
VTI	0.99	0.07	0.06	0.09	0.06	0.59	0.65	0.81	0.83	0.80	1.00	0.91	0.93
VIG	0.92	0.06	0.08	0.09	0.08	0.75	0.70	0.75	0.87	0.89	0.91	1.00	0.93
Portfolio	0.92	0.23	0.23	0.25	0.25	0.69	0.75	0.85	0.85	0.85	0.93	0.93	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Retirement test

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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