Domestic Index 5 fund 70/30
Vanguard funds domestic ETF simple, 70% stock indexes with small value tilt, 30% Int / ST Bonds
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of May 11, 2025, the Domestic Index 5 fund 70/30 returned -2.11% Year-To-Date and 8.84% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Domestic Index 5 fund 70/30 | -2.11% | 6.09% | -4.12% | 7.57% | 11.35% | 8.84% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
VBR Vanguard Small-Cap Value ETF | -5.66% | 9.67% | -11.19% | 0.89% | 15.95% | 7.75% |
BIV Vanguard Intermediate-Term Bond ETF | 2.95% | 1.13% | 2.05% | 6.59% | -0.36% | 1.91% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 1.76% | -0.10% | 2.38% | 5.58% | 0.60% | 1.24% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.51% | 0.85% | 3.64% | 7.07% | 4.01% | 2.85% |
Monthly Returns
The table below presents the monthly returns of Domestic Index 5 fund 70/30, 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 | 2.43% | -1.09% | -3.99% | -0.61% | 1.26% | -2.11% | |||||||
| 2024 | 0.42% | 3.34% | 2.86% | -3.81% | 3.77% | 1.82% | 2.76% | 1.62% | 1.76% | -1.15% | 5.33% | -3.11% | 16.29% |
| 2023 | 5.94% | -2.33% | 1.71% | 0.69% | -0.43% | 5.00% | 2.89% | -1.66% | -3.96% | -2.41% | 7.61% | 5.18% | 18.91% |
| 2022 | -4.61% | -1.39% | 1.36% | -6.97% | 0.30% | -6.50% | 7.44% | -3.34% | -7.78% | 6.21% | 4.53% | -4.48% | -15.51% |
| 2021 | -0.06% | 2.62% | 2.62% | 3.73% | 0.69% | 1.50% | 1.18% | 1.92% | -3.25% | 4.47% | -1.19% | 2.88% | 18.21% |
| 2020 | 0.06% | -5.55% | -11.31% | 9.94% | 4.19% | 1.86% | 4.14% | 4.89% | -2.67% | -0.93% | 9.45% | 3.76% | 16.98% |
| 2019 | 6.82% | 2.66% | 1.06% | 2.88% | -4.46% | 5.35% | 0.95% | -1.29% | 1.37% | 1.56% | 2.54% | 2.08% | 23.22% |
| 2018 | 3.05% | -3.04% | -0.96% | 0.12% | 2.36% | 0.49% | 2.29% | 2.55% | -0.22% | -5.64% | 1.58% | -6.30% | -4.22% |
| 2017 | 1.28% | 2.60% | -0.04% | 0.90% | 0.47% | 0.79% | 1.39% | 0.13% | 1.88% | 1.41% | 2.15% | 0.82% | 14.66% |
| 2016 | -3.80% | 0.40% | 5.53% | 0.69% | 1.17% | 0.74% | 3.04% | 0.09% | 0.23% | -1.84% | 3.25% | 1.51% | 11.23% |
| 2015 | -1.39% | 3.75% | -0.44% | 0.20% | 0.86% | -1.44% | 1.07% | -4.31% | -1.89% | 5.58% | 0.44% | -2.00% | 0.05% |
| 2014 | -1.82% | 3.64% | 0.34% | 0.12% | 1.76% | 2.11% | -1.85% | 3.36% | -2.16% | 2.45% | 1.78% | 0.21% | 10.16% |
Expense Ratio
Domestic Index 5 fund 70/30 has an expense ratio of 0.04%, 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 Domestic Index 5 fund 70/30 is 42, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
VBR Vanguard Small-Cap Value ETF | 0.03 | 0.28 | 1.04 | 0.08 | 0.25 |
BIV Vanguard Intermediate-Term Bond ETF | 1.16 | 1.70 | 1.20 | 0.51 | 2.86 |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 2.19 | 3.72 | 1.48 | 1.51 | 9.95 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.63 | 5.96 | 1.84 | 7.36 | 24.70 |
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Dividends
Dividend yield
Domestic Index 5 fund 70/30 provided a 2.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.11% | 2.04% | 2.05% | 2.12% | 1.81% | 1.69% | 2.03% | 2.26% | 1.86% | 1.88% | 2.01% | 2.05% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VBR Vanguard Small-Cap Value ETF | 2.27% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
BIV Vanguard Intermediate-Term Bond ETF | 3.86% | 3.79% | 3.10% | 2.41% | 3.42% | 2.96% | 2.75% | 2.87% | 2.69% | 2.38% | 3.02% | 3.96% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 3.98% | 4.49% | 4.07% | 2.01% | 0.43% | 0.86% | 2.49% | 2.21% | 1.27% | 1.00% | 0.79% | 0.61% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
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 Domestic Index 5 fund 70/30. 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 Domestic Index 5 fund 70/30 was 26.93%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Domestic Index 5 fund 70/30 drawdown is 5.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -20.76% | Nov 9, 2021 | 225 | Sep 30, 2022 | 310 | Dec 26, 2023 | 535 |
| -14.54% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -14.08% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -10.78% | May 22, 2015 | 183 | Feb 11, 2016 | 52 | Apr 27, 2016 | 235 |
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 5 assets, with an effective number of assets of 2.43, 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 | VTIP | BIV | VFIRX | VBR | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | -0.06 | -0.11 | 0.83 | 0.99 | 0.97 |
| VTIP | 0.07 | 1.00 | 0.58 | 0.54 | 0.08 | 0.08 | 0.14 |
| BIV | -0.06 | 0.58 | 1.00 | 0.71 | -0.10 | -0.06 | 0.02 |
| VFIRX | -0.11 | 0.54 | 0.71 | 1.00 | -0.12 | -0.11 | -0.05 |
| VBR | 0.83 | 0.08 | -0.10 | -0.12 | 1.00 | 0.86 | 0.90 |
| VTI | 0.99 | 0.08 | -0.06 | -0.11 | 0.86 | 1.00 | 0.99 |
| Portfolio | 0.97 | 0.14 | 0.02 | -0.05 | 0.90 | 0.99 | 1.00 |