Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | Total Bond Market | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Standard VTI + VBTLX (90/10), 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 12, 2001, corresponding to the inception date of VBTLX
Returns By Period
As of Apr 4, 2026, the Standard VTI + VBTLX (90/10) returned -2.81% Year-To-Date and 12.62% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Standard VTI + VBTLX (90/10) | 0.16% | -1.87% | -2.81% | -1.07% | 28.69% | 16.63% | 9.65% | 12.62% |
| Portfolio components: | ||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.10% | -0.92% | -0.18% | 0.60% | 3.23% | 3.41% | 0.21% | 1.63% |
VTI Vanguard Total Stock Market ETF | 0.16% | -2.00% | -3.13% | -1.30% | 31.84% | 18.10% | 10.66% | 13.75% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 13, 2001, Standard VTI + VBTLX (90/10)'s average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.0%, while the worst month was Oct 2008 at -16.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Standard VTI + VBTLX (90/10) closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.44% | -0.32% | -4.69% | 0.84% | -2.81% | ||||||||
| 2025 | 2.79% | -1.50% | -5.26% | -0.62% | 5.55% | 4.83% | 2.03% | 2.24% | 3.19% | 2.05% | 0.30% | -0.05% | 16.16% |
| 2024 | 0.98% | 4.64% | 3.03% | -4.15% | 4.45% | 2.87% | 1.93% | 2.05% | 1.96% | -0.92% | 6.16% | -2.92% | 21.43% |
| 2023 | 6.55% | -2.42% | 2.69% | 1.03% | 0.28% | 6.03% | 3.29% | -1.80% | -4.57% | -2.54% | 8.92% | 5.14% | 23.92% |
| 2022 | -5.67% | -2.34% | 2.62% | -8.59% | -0.16% | -7.52% | 8.64% | -3.64% | -8.74% | 7.15% | 5.03% | -5.37% | -18.83% |
| 2021 | -0.40% | 2.68% | 3.17% | 4.63% | 0.44% | 2.32% | 1.69% | 2.55% | -4.12% | 6.01% | -1.29% | 3.39% | 22.73% |
Benchmark Metrics
Standard VTI + VBTLX (90/10) has an annualized alpha of 2.34%, beta of 0.88, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since November 13, 2001.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.88%) than losses (89.84%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.34% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.88 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.34%
- Beta
- 0.88
- R²
- 0.98
- Upside Capture
- 97.88%
- Downside Capture
- 89.84%
Expense Ratio
Standard VTI + VBTLX (90/10) has an expense ratio of 0.03%, 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
Standard VTI + VBTLX (90/10) ranks 31 for risk / return — below 31% 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 | 0.97 | 0.88 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.37 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.39 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.27 | 6.43 | +0.83 |
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 | |
|---|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 32 | 0.90 | 1.30 | 1.16 | 1.38 | 3.83 |
VTI Vanguard Total Stock Market ETF | 52 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
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Dividends
Dividend yield
Standard VTI + VBTLX (90/10) provided a 1.41% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.41% | 1.40% | 1.51% | 1.61% | 1.76% | 1.29% | 1.52% | 1.87% | 2.09% | 1.79% | 1.98% | 2.07% |
| Portfolio components: | ||||||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.60% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 Standard VTI + VBTLX (90/10). 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 Standard VTI + VBTLX (90/10) was 50.93%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.
The current Standard VTI + VBTLX (90/10) drawdown is 4.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.93% | Oct 10, 2007 | 355 | Mar 9, 2009 | 538 | Apr 26, 2011 | 893 |
| -31.7% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -28.83% | Mar 20, 2002 | 142 | Oct 9, 2002 | 301 | Dec 18, 2003 | 443 |
| -24.34% | Dec 28, 2021 | 202 | Oct 14, 2022 | 300 | Dec 26, 2023 | 502 |
| -17.92% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
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 2 assets, with an effective number of assets of 1.22, 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 | VTI | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | -0.19 | 0.99 | 0.99 |
| VBTLX | -0.19 | 1.00 | -0.19 | -0.16 |
| VTI | 0.99 | -0.19 | 1.00 | 1.00 |
| Portfolio | 0.99 | -0.16 | 1.00 | 1.00 |