Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Three Fund Plus One Portfolio, 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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The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Apr 2, 2026, the Three Fund Plus One Portfolio returned -1.48% Year-To-Date and 10.11% of annualized return in the last 10 years.
| 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 Three Fund Plus One Portfolio | 0.64% | -3.12% | -1.48% | -0.03% | 14.30% | 13.93% | 7.62% | 10.11% |
| Portfolio components: | ||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.72% | -3.42% | -3.29% | -1.39% | 17.61% | 18.12% | 10.64% | 13.68% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.00% | -1.53% | -0.28% | 0.29% | 3.77% | 3.51% | 0.19% | 1.62% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.65% | -2.29% | 3.43% | 7.20% | 28.80% | 15.89% | 7.55% | 8.98% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.37% | -5.68% | 1.69% | -0.29% | 1.58% | 6.53% | 2.85% | 4.67% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 30, 2010, Three Fund Plus One Portfolio's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +10.0%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Three Fund Plus One Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.83% | 1.08% | -4.89% | 0.64% | -1.48% | ||||||||
| 2025 | 2.48% | -0.19% | -3.71% | -0.25% | 4.23% | 3.86% | 1.23% | 2.36% | 2.68% | 1.33% | 0.56% | -0.02% | 15.28% |
| 2024 | -0.40% | 3.49% | 2.63% | -4.16% | 4.03% | 2.19% | 2.62% | 2.37% | 2.09% | -1.75% | 4.64% | -3.23% | 14.98% |
| 2023 | 6.66% | -2.92% | 2.15% | 0.94% | -0.70% | 5.05% | 2.73% | -2.05% | -4.43% | -2.60% | 8.56% | 5.77% | 19.77% |
| 2022 | -5.15% | -2.41% | 1.90% | -7.21% | -0.36% | -6.84% | 7.32% | -3.81% | -8.69% | 5.29% | 5.84% | -4.42% | -18.43% |
| 2021 | -0.40% | 2.19% | 2.54% | 4.35% | 0.70% | 1.91% | 1.59% | 2.07% | -3.80% | 4.99% | -1.49% | 3.61% | 19.48% |
Benchmark Metrics
Three Fund Plus One Portfolio has an annualized alpha of 0.90%, beta of 0.76, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since November 30, 2010.
- This portfolio participated in 82.35% of S&P 500 Index downside but only 79.54% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.90%
- Beta
- 0.76
- R²
- 0.97
- Upside Capture
- 79.54%
- Downside Capture
- 82.35%
Expense Ratio
Three Fund Plus One Portfolio 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.
Return for Risk
Risk / Return Rank
Three Fund Plus One Portfolio ranks 36 for risk / return — below 36% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.88 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.37 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.39 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.34 | 6.43 | +0.91 |
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 | |
|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 50 | 1.00 | 1.53 | 1.23 | 1.53 | 7.29 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 31 | 0.85 | 1.23 | 1.15 | 1.46 | 4.08 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 86 | 1.86 | 2.44 | 1.37 | 2.62 | 10.15 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 5 | 0.13 | 0.29 | 1.04 | 0.18 | 0.69 |
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Dividends
Dividend yield
Three Fund Plus One Portfolio provided a 2.10% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.10% | 2.15% | 2.21% | 2.19% | 2.21% | 1.67% | 1.93% | 2.25% | 2.52% | 2.23% | 2.43% | 2.43% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.90% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.92% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
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 Three Fund Plus One Portfolio. 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 Three Fund Plus One Portfolio was 28.83%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Three Fund Plus One Portfolio drawdown is 5.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.24% | Jan 4, 2022 | 197 | Oct 14, 2022 | 339 | Feb 22, 2024 | 536 |
| -16.2% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -14.46% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -13.9% | Feb 20, 2025 | 34 | Apr 8, 2025 | 43 | Jun 10, 2025 | 77 |
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 4 assets, with an effective number of assets of 2.38, 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
| Benchmark | VBTLX | VGSLX | VTIAX | VTSAX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.15 | 0.62 | 0.81 | 0.99 | 0.97 |
| VBTLX | -0.15 | 1.00 | 0.09 | -0.10 | -0.15 | -0.05 |
| VGSLX | 0.62 | 0.09 | 1.00 | 0.55 | 0.63 | 0.73 |
| VTIAX | 0.81 | -0.10 | 0.55 | 1.00 | 0.81 | 0.85 |
| VTSAX | 0.99 | -0.15 | 0.63 | 0.81 | 1.00 | 0.98 |
| Portfolio | 0.97 | -0.05 | 0.73 | 0.85 | 0.98 | 1.00 |