60/40 UST
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jul 26, 2002, corresponding to the inception date of TLT
Returns By Period
As of May 18, 2025, the 60/40 UST returned 1.10% Year-To-Date and 7.60% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| 60/40 UST | 1.10% | 7.33% | 0.31% | 7.42% | 5.65% | 7.60% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.31% | 13.07% | 1.46% | 13.04% | 16.29% | 12.19% |
TLT iShares 20+ Year Treasury Bond ETF | 0.21% | -1.04% | -2.13% | -1.62% | -9.55% | -0.61% |
Monthly Returns
The table below presents the monthly returns of 60/40 UST, 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 | 2.02% | 1.10% | -3.95% | -0.99% | 3.07% | 1.10% | |||||||
| 2024 | -0.22% | 2.35% | 2.33% | -5.19% | 4.02% | 2.57% | 2.58% | 2.12% | 2.02% | -2.62% | 4.88% | -4.30% | 10.42% |
| 2023 | 7.21% | -3.38% | 3.55% | 0.78% | -0.94% | 4.19% | 1.18% | -2.40% | -6.00% | -3.77% | 9.62% | 6.64% | 16.49% |
| 2022 | -5.20% | -2.14% | -0.27% | -9.25% | -1.06% | -5.48% | 6.55% | -4.05% | -8.85% | 2.48% | 5.90% | -4.67% | -24.29% |
| 2021 | -1.65% | -0.33% | 0.30% | 4.03% | 0.28% | 3.24% | 2.53% | 1.56% | -3.84% | 4.99% | 0.20% | 1.46% | 13.16% |
| 2020 | 3.02% | -1.93% | -4.80% | 8.35% | 2.71% | 1.51% | 5.23% | 2.34% | -2.00% | -2.52% | 7.82% | 2.48% | 23.50% |
| 2019 | 5.29% | 1.68% | 2.93% | 1.57% | -1.34% | 4.53% | 0.95% | 3.11% | -0.12% | 0.82% | 2.14% | 0.47% | 24.18% |
| 2018 | 1.83% | -3.49% | -0.12% | -0.56% | 2.44% | 0.68% | 1.42% | 2.61% | -0.98% | -5.62% | 1.92% | -2.99% | -3.20% |
| 2017 | 1.44% | 2.85% | -0.22% | 1.27% | 1.36% | 0.89% | 0.87% | 1.43% | 0.53% | 1.29% | 2.13% | 1.42% | 16.33% |
| 2016 | -1.17% | 1.32% | 3.94% | 0.10% | 1.36% | 2.93% | 3.23% | -0.27% | -0.48% | -3.06% | -0.47% | 1.13% | 8.66% |
| 2015 | 2.32% | 0.61% | -0.26% | -1.01% | -0.14% | -2.61% | 2.83% | -3.91% | -0.80% | 4.63% | 0.05% | -1.41% | -0.02% |
| 2014 | 0.60% | 3.04% | 0.62% | 0.87% | 2.44% | 1.46% | -0.93% | 4.38% | -2.10% | 2.77% | 2.68% | 1.27% | 18.31% |
Expense Ratio
60/40 UST 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 60/40 UST is 24, meaning it’s performing worse than 76% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | 0.66 | 1.12 | 1.17 | 0.74 | 2.80 |
TLT iShares 20+ Year Treasury Bond ETF | -0.16 | -0.00 | 1.00 | -0.02 | -0.13 |
Loading data...
Dividends
Dividend yield
60/40 UST provided a 2.52% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.52% | 2.48% | 2.22% | 2.07% | 1.33% | 1.45% | 1.97% | 2.28% | 2.00% | 2.19% | 2.23% | 2.13% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
TLT iShares 20+ Year Treasury Bond ETF | 4.39% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the 60/40 UST. 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 60/40 UST was 30.25%, occurring on Mar 9, 2009. Recovery took 353 trading sessions.
The current 60/40 UST drawdown is 4.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.25% | Oct 30, 2007 | 341 | Mar 9, 2009 | 353 | Aug 2, 2010 | 694 |
| -28.39% | Nov 10, 2021 | 238 | Oct 20, 2022 | 527 | Nov 25, 2024 | 765 |
| -18.76% | Feb 21, 2020 | 19 | Mar 18, 2020 | 48 | May 27, 2020 | 67 |
| -13.34% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -11.07% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
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 | TLT | VTI | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.27 | 0.99 | 0.81 |
| TLT | -0.27 | 1.00 | -0.27 | 0.25 |
| VTI | 0.99 | -0.27 | 1.00 | 0.82 |
| Portfolio | 0.81 | 0.25 | 0.82 | 1.00 |