Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 70 / 30 ETF mix JM, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Apr 4, 2026, the 70 / 30 ETF mix JM returned 0.15% Year-To-Date and 9.73% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 70 / 30 ETF mix JM | -0.06% | -1.91% | 0.15% | 2.06% | 25.82% | 13.44% | 7.83% | 9.73% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -3.50% | -3.55% | -1.41% | 31.08% | 18.47% | 11.96% | 14.19% |
BND Vanguard Total Bond Market ETF | 0.22% | -0.69% | 0.31% | 0.97% | 3.65% | 3.53% | 0.30% | 1.70% |
VDC Vanguard Consumer Staples ETF | 0.55% | -2.54% | 7.09% | 6.89% | 9.15% | 7.52% | 7.37% | 7.77% |
VGT Vanguard Information Technology ETF | 0.85% | -2.71% | -5.36% | -5.50% | 49.54% | 23.50% | 15.02% | 21.67% |
BNDX Vanguard Total International Bond ETF | -0.10% | -1.05% | -0.08% | 0.10% | 2.08% | 3.79% | 0.18% | 1.74% |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -1.58% | 3.65% | 7.84% | 42.16% | 16.09% | 8.76% | 9.49% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 5, 2013, 70 / 30 ETF mix JM's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +8.9%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 70 / 30 ETF mix JM closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +6.3%, while the worst single day was Mar 12, 2020 at -8.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.54% | 2.28% | -5.25% | 0.78% | 0.15% | ||||||||
| 2025 | 2.16% | 0.83% | -2.45% | 1.42% | 4.09% | 3.56% | 0.44% | 2.24% | 2.58% | 1.84% | 0.09% | 0.82% | 18.94% |
| 2024 | 0.24% | 2.44% | 2.54% | -3.29% | 3.93% | 1.41% | 1.84% | 2.17% | 1.54% | -2.55% | 2.98% | -2.25% | 11.21% |
| 2023 | 6.14% | -2.41% | 3.71% | 1.48% | -0.66% | 3.73% | 2.13% | -2.10% | -3.89% | -2.13% | 7.70% | 4.53% | 18.93% |
| 2022 | -3.90% | -2.36% | 0.72% | -6.38% | 0.27% | -6.33% | 6.17% | -4.36% | -8.00% | 4.87% | 7.02% | -3.50% | -15.92% |
| 2021 | -0.98% | 1.06% | 2.22% | 3.01% | 1.23% | 1.21% | 1.57% | 1.47% | -3.29% | 3.69% | -1.18% | 3.06% | 13.62% |
Benchmark Metrics
70 / 30 ETF mix JM has an annualized alpha of 1.26%, beta of 0.65, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.
- This portfolio participated in 72.04% of S&P 500 Index downside but only 68.62% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.65 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
- 1.26%
- Beta
- 0.65
- R²
- 0.93
- Upside Capture
- 68.62%
- Downside Capture
- 72.04%
Expense Ratio
70 / 30 ETF mix JM 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.
Return for Risk
Risk / Return Rank
70 / 30 ETF mix JM ranks 66 for risk / return — better than 66% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.88 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.37 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.39 | +0.80 |
Martin ratioReturn relative to average drawdown | 9.17 | 6.43 | +2.74 |
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 | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 53 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
BND Vanguard Total Bond Market ETF | 47 | 1.00 | 1.42 | 1.18 | 1.71 | 4.64 |
VDC Vanguard Consumer Staples ETF | 19 | 0.35 | 0.61 | 1.07 | 0.51 | 1.24 |
VGT Vanguard Information Technology ETF | 57 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
BNDX Vanguard Total International Bond ETF | 34 | 0.82 | 1.15 | 1.15 | 0.89 | 3.55 |
VEA Vanguard FTSE Developed Markets ETF | 81 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
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Dividends
Dividend yield
70 / 30 ETF mix JM provided a 2.55% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.55% | 2.61% | 2.65% | 2.57% | 2.18% | 2.23% | 1.79% | 2.50% | 2.65% | 2.23% | 2.36% | 2.33% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VDC Vanguard Consumer Staples ETF | 2.14% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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 70 / 30 ETF mix JM. 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 70 / 30 ETF mix JM was 23.94%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current 70 / 30 ETF mix JM drawdown is 4.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.94% | Feb 13, 2020 | 27 | Mar 23, 2020 | 84 | Jul 22, 2020 | 111 |
| -23.11% | Dec 28, 2021 | 202 | Oct 14, 2022 | 320 | Jan 25, 2024 | 522 |
| -12.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -11.09% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
| -10.7% | May 22, 2015 | 183 | Feb 11, 2016 | 104 | Jul 12, 2016 | 287 |
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 6 assets, with an effective number of assets of 4.65, 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 | BNDX | BND | VDC | VGT | VEA | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | -0.02 | 0.61 | 0.89 | 0.80 | 1.00 | 0.95 |
| BNDX | 0.01 | 1.00 | 0.72 | 0.08 | 0.02 | 0.03 | 0.01 | 0.12 |
| BND | -0.02 | 0.72 | 1.00 | 0.09 | -0.00 | 0.04 | -0.01 | 0.12 |
| VDC | 0.61 | 0.08 | 0.09 | 1.00 | 0.42 | 0.53 | 0.61 | 0.62 |
| VGT | 0.89 | 0.02 | -0.00 | 0.42 | 1.00 | 0.69 | 0.89 | 0.87 |
| VEA | 0.80 | 0.03 | 0.04 | 0.53 | 0.69 | 1.00 | 0.80 | 0.92 |
| VOO | 1.00 | 0.01 | -0.01 | 0.61 | 0.89 | 0.80 | 1.00 | 0.95 |
| Portfolio | 0.95 | 0.12 | 0.12 | 0.62 | 0.87 | 0.92 | 0.95 | 1.00 |