Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | Large Cap Blend Equities | 36% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 24% |
FZILX Fidelity ZERO International Index Fund | Foreign Large Cap Equities | 24% |
FIDI Fidelity International High Dividend ETF | Foreign Large Cap Equities, Dividend | 16% |
Find the right asset allocation for current
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in current, 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 6 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio current | 0.31% | 2.59% | 14.01% | 14.23% | 28.14% | 18.60% | 10.83% | — |
| Portfolio components: | ||||||||
FIDI Fidelity International High Dividend ETF | -0.81% | 0.61% | 9.98% | 10.43% | 25.59% | 18.28% | 10.69% | — |
FZILX Fidelity ZERO International Index Fund | 0.60% | 3.44% | 14.46% | 15.88% | 31.18% | 19.17% | 8.89% | — |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.69% | 2.72% | 11.54% | 11.87% | 28.43% | 20.94% | 12.72% | 15.20% |
SCHD Schwab U.S. Dividend Equity ETF | -0.58% | 2.87% | 19.96% | 18.54% | 25.99% | 14.28% | 8.90% | 12.83% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 16, 2018, current's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, current closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.81% | 3.73% | -4.93% | 6.94% | 3.08% | 0.06% | 14.01% | ||||||
| 2025 | 3.12% | 1.15% | -1.92% | -0.47% | 4.29% | 3.61% | 0.53% | 3.86% | 2.00% | 0.87% | 1.26% | 1.33% | 21.28% |
| 2024 | -0.10% | 3.13% | 3.60% | -3.59% | 4.10% | 0.34% | 3.32% | 2.39% | 1.81% | -2.18% | 3.34% | -3.88% | 12.48% |
| 2023 | 6.26% | -3.30% | 1.48% | 1.19% | -2.38% | 5.59% | 3.91% | -2.67% | -4.08% | -3.16% | 8.28% | 5.73% | 16.97% |
| 2022 | -2.85% | -2.38% | 2.06% | -6.65% | 1.90% | -8.51% | 5.30% | -3.76% | -8.97% | 7.62% | 8.45% | -3.49% | -12.46% |
| 2021 | -0.17% | 4.06% | 4.51% | 3.27% | 2.35% | 0.02% | 0.45% | 2.12% | -3.47% | 4.72% | -2.93% | 4.72% | 20.97% |
Benchmark Metrics
current has an annualized alpha of 0.57%, beta of 0.85, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since August 16, 2018.
- This portfolio participated in 89.80% of S&P 500 Index downside but only 85.84% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.57%
- Beta
- 0.85
- R²
- 0.92
- Upside Capture
- 85.84%
- Downside Capture
- 89.80%
Expense Ratio
current has an expense ratio of 0.09%, 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
current ranks 78 for risk / return — better than 78% 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
The table below presents risk-adjusted performance metrics for current and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.60 | 2.14 | +0.46 |
| Sortino ratioReturn per unit of downside risk | 3.55 | 2.89 | +0.66 |
| Omega ratioGain probability vs. loss probability | 1.47 | 1.39 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.91 | +1.09 |
| Martin ratioReturn relative to average drawdown | 15.92 | 13.08 | +2.84 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
FIDI Fidelity International High Dividend ETF | 75 | 2.18 | 2.95 | 1.38 | 3.70 | 13.07 |
FZILX Fidelity ZERO International Index Fund | 58 | 1.90 | 2.60 | 1.36 | 2.64 | 10.15 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 77 | 2.24 | 3.02 | 1.40 | 3.21 | 14.33 |
SCHD Schwab U.S. Dividend Equity ETF | 85 | 2.39 | 3.69 | 1.43 | 5.66 | 13.87 |
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Dividends
Dividend yield
current provided a 2.43% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.43% | 2.65% | 2.95% | 2.85% | 2.88% | 2.36% | 2.20% | 2.64% | 2.21% | 1.24% | 1.35% | 1.44% |
| Portfolio components: | ||||||||||||
FIDI Fidelity International High Dividend ETF | 4.09% | 4.33% | 5.72% | 4.80% | 5.09% | 4.00% | 3.36% | 4.26% | 4.37% | 0.00% | 0.00% | 0.00% |
FZILX Fidelity ZERO International Index Fund | 2.34% | 2.67% | 3.00% | 2.98% | 2.71% | 2.61% | 1.64% | 2.37% | 0.02% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.23% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
SCHD Schwab U.S. Dividend Equity ETF | 3.24% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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 current. 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 current was 34.73%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current current drawdown is 0.74%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.73%Mar 2020 | 1mo 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 |
Bear market2022 | -23.17%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -17.42%Dec 2018 | 3mo 1d | 4mo | 7mo 1dSep 2018 - Apr 2019 |
2025 selloff2025 | -13.86%Apr 2025 | 1mo 16d | 1mo 7d | 2mo 23dFeb 2025 - May 2025 |
2026 pullback2026 | -7.06%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 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 4 assets, with an effective number of assets of 3.70, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.17 | 1.13 | 1.10 | 1.07 |
The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
current correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2018 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ITOT has the highest benchmark correlation at 0.99, while FIDI has the lowest at 0.65.
Asset Correlations Table
Find what current is missing
See which holdings overlap, where current is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification