Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AOR iShares Core Growth Allocation ETF | Diversified Portfolio | 45% |
FLDR Fidelity Low Duration Bond Factor ETF | Corporate Bonds | 35% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FLDR/VGIT/AOR, 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 14, 2018, corresponding to the inception date of FLDR
Returns By Period
| 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 FLDR/VGIT/AOR | 0.01% | -1.23% | 0.04% | 1.43% | 8.86% | 7.87% | 4.15% | — |
| Portfolio components: | ||||||||
AOR iShares Core Growth Allocation ETF | -0.06% | -2.22% | -0.48% | 1.42% | 14.51% | 11.76% | 6.11% | 7.81% |
FLDR Fidelity Low Duration Bond Factor ETF | 0.04% | -0.10% | 0.65% | 1.76% | 4.40% | 5.49% | 3.58% | — |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.13% | -1.05% | 0.03% | 0.77% | 4.08% | 3.19% | 0.33% | 1.32% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 15, 2018, FLDR/VGIT/AOR's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +4.0%, while the worst month was Mar 2020 at -4.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FLDR/VGIT/AOR closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +3.9%, while the worst single day was Mar 12, 2020 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.02% | 1.20% | -2.40% | 0.26% | 0.04% | ||||||||
| 2025 | 1.20% | 0.89% | -0.74% | 0.51% | 1.51% | 1.97% | 0.32% | 1.51% | 1.34% | 0.97% | 0.54% | 0.23% | 10.72% |
| 2024 | 0.25% | 0.84% | 1.38% | -1.74% | 2.09% | 0.94% | 1.69% | 1.36% | 1.24% | -1.49% | 1.55% | -1.12% | 7.07% |
| 2023 | 3.62% | -1.72% | 1.97% | 0.90% | -0.59% | 1.43% | 1.12% | -0.79% | -1.87% | -1.12% | 4.02% | 2.95% | 10.12% |
| 2022 | -1.88% | -1.03% | -0.96% | -3.35% | 0.36% | -2.73% | 2.86% | -2.29% | -3.99% | 1.25% | 3.98% | -1.62% | -9.30% |
| 2021 | -0.24% | 0.17% | 0.47% | 1.37% | 0.71% | 0.40% | 0.71% | 0.67% | -1.53% | 1.08% | -0.45% | 0.93% | 4.33% |
Benchmark Metrics
FLDR/VGIT/AOR has an annualized alpha of 1.62%, beta of 0.26, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since June 15, 2018.
- This portfolio participated in 34.17% of S&P 500 Index downside but only 29.31% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.26 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
- 1.62%
- Beta
- 0.26
- R²
- 0.71
- Upside Capture
- 29.31%
- Downside Capture
- 34.17%
Expense Ratio
FLDR/VGIT/AOR has an expense ratio of 0.17%, 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
FLDR/VGIT/AOR ranks 81 for risk / return — in the top 81% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.88 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.37 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.39 | +1.14 |
Martin ratioReturn relative to average drawdown | 10.22 | 6.43 | +3.78 |
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 | |
|---|---|---|---|---|---|---|
AOR iShares Core Growth Allocation ETF | 71 | 1.36 | 1.96 | 1.28 | 1.97 | 8.42 |
FLDR Fidelity Low Duration Bond Factor ETF | 98 | 4.51 | 6.76 | 2.19 | 5.79 | 30.07 |
VGIT Vanguard Intermediate-Term Treasury ETF | 52 | 1.08 | 1.61 | 1.19 | 1.64 | 5.01 |
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Dividends
Dividend yield
FLDR/VGIT/AOR provided a 3.55% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.55% | 3.54% | 3.85% | 3.52% | 2.04% | 1.25% | 1.73% | 2.54% | 2.01% | 2.36% | 1.31% | 1.29% |
| Portfolio components: | ||||||||||||
AOR iShares Core Growth Allocation ETF | 2.66% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
FLDR Fidelity Low Duration Bond Factor ETF | 4.54% | 4.66% | 5.50% | 5.28% | 2.09% | 0.51% | 1.22% | 2.69% | 1.38% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.82% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
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 FLDR/VGIT/AOR. 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 FLDR/VGIT/AOR was 13.38%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
The current FLDR/VGIT/AOR drawdown is 2.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.38% | Feb 13, 2020 | 26 | Mar 20, 2020 | 54 | Jun 8, 2020 | 80 |
| -13.26% | Nov 10, 2021 | 234 | Oct 14, 2022 | 325 | Feb 1, 2024 | 559 |
| -4.39% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
| -3.92% | Feb 27, 2025 | 29 | Apr 8, 2025 | 17 | May 2, 2025 | 46 |
| -3.47% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
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 3 assets, with an effective number of assets of 2.74, 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 | FLDR | VGIT | AOR | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.02 | -0.07 | 0.92 | 0.84 |
| FLDR | 0.02 | 1.00 | 0.54 | 0.13 | 0.30 |
| VGIT | -0.07 | 0.54 | 1.00 | 0.10 | 0.30 |
| AOR | 0.92 | 0.13 | 0.10 | 1.00 | 0.96 |
| Portfolio | 0.84 | 0.30 | 0.30 | 0.96 | 1.00 |