2-14-26

Asset Allocation

Position	Category/Sector	Target Weight
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	20%
VWENX Vanguard Wellington Fund Admiral Shares	Diversified Portfolio	20%
VINIX Vanguard Institutional Index Fund Institutional Shares	S&P 500, Large Cap Blend Equities	16%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	8%
DODFX Dodge & Cox International Stock Fund	Foreign Large Cap Equities, Large Cap Value Equities, Actively Managed	7%
VTV Vanguard Value ETF	Large Cap Value Equities	6%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	6%
VGT Vanguard Information Technology ETF	Technology Equities	6%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	4%
CGDV Capital Group Dividend Value ETF	Large Cap Value Equities, Dividend	4%
IVV iShares Core S&P 500 ETF	S&P 500	2%
VOO Vanguard S&P 500 ETF	S&P 500	1%
QQQ Invesco QQQ ETF	Nasdaq-100	0%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2-14-26, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2-14-26	0.29%	0.62%	10.79%	11.33%	24.04%	17.13%	—	—
Portfolio components:
CGDV Capital Group Dividend Value ETF	0.66%	0.35%	11.55%	12.50%	28.33%	24.15%	—	—
DODFX Dodge & Cox International Stock Fund	2.97%	2.00%	11.48%	13.39%	27.03%	19.81%	10.83%	11.25%
IVV iShares Core S&P 500 ETF	0.55%	-0.85%	9.08%	9.43%	25.77%	20.95%	13.42%	15.47%
QQQ Invesco QQQ ETF	0.59%	0.22%	17.57%	17.85%	37.55%	26.43%	16.85%	21.79%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
SMH VanEck Semiconductor ETF	1.72%	7.20%	72.15%	75.62%	141.99%	60.05%	38.42%	37.49%
VCSH Vanguard Short-Term Corporate Bond ETF	-0.03%	0.30%	0.80%	1.22%	4.60%	5.69%	2.33%	2.70%
VGSH Vanguard Short-Term Treasury ETF	-0.03%	0.16%	0.57%	0.83%	3.36%	4.25%	1.83%	1.73%
VGT Vanguard Information Technology ETF	0.58%	1.35%	24.03%	24.13%	50.48%	29.84%	20.35%	25.19%
VINIX Vanguard Institutional Index Fund Institutional Shares	1.75%	-1.31%	8.58%	8.93%	25.16%	21.46%	13.46%	15.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 24, 2022, 2-14-26's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +7.4%, while the worst month was Sep 2022 at -6.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2-14-26 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Apr 4, 2025 at -3.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.24%	0.91%	-3.71%	7.43%	4.53%	-0.69%							10.79%
2025	1.98%	0.15%	-2.87%	-0.45%	4.15%	4.18%	1.26%	1.98%	2.63%	1.68%	0.54%	0.54%	16.73%
2024	0.75%	2.84%	2.74%	-2.72%	3.66%	1.86%	1.77%	1.84%	1.60%	-1.19%	3.19%	-1.86%	15.22%
2023	4.69%	-2.03%	2.80%	0.92%	0.00%	3.88%	2.53%	-1.37%	-3.20%	-1.69%	6.65%	4.10%	18.09%
2022		1.96%	1.16%	-5.75%	1.49%	-6.05%	5.53%	-3.21%	-6.94%	5.13%	5.76%	-3.25%	-5.23%

Benchmark Metrics

2-14-26 has an annualized alpha of 3.11%, beta of 0.65, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since February 24, 2022.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.35%) than losses (68.11%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
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: 3.11%

Beta: 0.65

R²: 0.97

Upside Capture: 70.35%

Downside Capture: 68.11%

See how alpha, beta & R² have trended over time →

Expense Ratio

2-14-26 has an expense ratio of 0.13%, 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.

Top 10 holdings

DODFX

Dodge & Cox International Stock Fund

SMH

VanEck Semiconductor ETF

CGDV

Capital Group Dividend Value ETF

QQQ

Invesco QQQ ETF

VWENX

Vanguard Wellington Fund Admiral Shares

VGT

Vanguard Information Technology ETF

SCHD

Schwab U.S. Dividend Equity ETF

VTV

Vanguard Value ETF

VCSH

Vanguard Short-Term Corporate Bond ETF

VINIX

Vanguard Institutional Index Fund Institutional Shares

Return for Risk

Risk / Return Rank

2-14-26 ranks 83 for risk / return — in the top 83% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2-14-26 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	2.61	1.86	+0.75
Sortino ratioReturn per unit of downside risk	3.58	2.53	+1.05
Omega ratioGain probability vs. loss probability	1.50	1.34	+0.16
Calmar ratioReturn relative to maximum drawdown	3.74	2.53	+1.20
Martin ratioReturn relative to average drawdown	16.69	11.37	+5.31

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
CGDV Capital Group Dividend Value ETF	76	2.27	3.11	1.42	2.83	13.19
DODFX Dodge & Cox International Stock Fund	59	1.99	2.71	1.37	2.49	9.40
IVV iShares Core S&P 500 ETF	67	2.00	2.70	1.36	2.76	12.43
QQQ Invesco QQQ ETF	69	2.09	2.73	1.37	3.01	11.22
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
SMH VanEck Semiconductor ETF	95	4.13	4.26	1.60	9.18	33.74
VCSH Vanguard Short-Term Corporate Bond ETF	81	2.37	3.71	1.47	3.18	12.95
VGSH Vanguard Short-Term Treasury ETF	87	2.61	4.30	1.55	3.76	14.67
VGT Vanguard Information Technology ETF	67	2.19	2.74	1.36	2.94	9.11
VINIX Vanguard Institutional Index Fund Institutional Shares	65	1.97	2.67	1.36	2.74	12.44

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current 2-14-26 Sharpe ratio is 2.61 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2-14-26 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2-14-26 provided a 4.53% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.53%	4.66%	4.55%	3.21%	3.41%	3.49%	3.41%	2.95%	3.75%	2.61%	2.52%	2.90%
Portfolio components:
CGDV Capital Group Dividend Value ETF	1.17%	1.29%	1.60%	1.65%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DODFX Dodge & Cox International Stock Fund	4.53%	5.05%	2.25%	2.29%	2.23%	2.49%	4.21%	3.93%	2.93%	1.93%	3.66%	2.30%
IVV iShares Core S&P 500 ETF	1.08%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
VCSH Vanguard Short-Term Corporate Bond ETF	4.45%	4.35%	3.96%	3.09%	2.01%	1.81%	2.27%	2.87%	2.65%	2.26%	2.10%	2.08%
VGSH Vanguard Short-Term Treasury ETF	3.87%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VINIX Vanguard Institutional Index Fund Institutional Shares	2.46%	2.10%	3.64%	2.65%	3.38%	4.77%	3.06%	2.85%	2.43%	1.82%	2.36%	2.45%

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 2-14-26. 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 2-14-26 was 16.03%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current 2-14-26 drawdown is 1.51%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-16.03%Oct 2022	6mo 18d	8mo 4d	1y 2moMar 2022 - Jun 2023
2025 selloff2025	-11.69%Apr 2025	1mo 17d	1mo 26d	3mo 13dFeb 2025 - Jun 2025
2023 pullback2023	-7.07%Oct 2023	2mo 27d	1mo 4d	4mo 1dAug 2023 - Nov 2023
2026 pullback2026	-6.18%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2024 pullback2024	-5.17%Aug 2024	19d	16d	1mo 5dJul 2024 - Aug 2024

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 13 assets, with an effective number of assets of 7.61, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.16	1.14	1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2-14-26 correlation to the S&P 500 Index

2-14-26 has a 0.97 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. VINIX has the highest benchmark correlation at 1.00, while VGSH has the lowest at 0.07.

0.07

0.30

0.69

0.70

0.80

0.81

0.92

0.92

0.94

0.96

1.00

1.00

1.00

Portfolio Correlations

Correlation vs. 2-14-26. VOO has the highest portfolio correlation at 0.98, while VGSH has the lowest at 0.15.

0.15

0.39

0.72

0.77

0.82

0.84

0.91

0.92

0.93

0.97

0.98

0.98

0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VGSH	VCSH	SCHD	DODFX	SMH	VTV	VGT	QQQ	CGDV	VWENX	VINIX	VOO	IVV
VGSH	1.00	0.87	0.07	0.12	0.00	0.06	0.03	0.05	0.07	0.20	0.07	0.07	0.07
VCSH	0.87	1.00	0.26	0.33	0.20	0.28	0.25	0.27	0.30	0.45	0.31	0.31	0.31
SCHD	0.07	0.26	1.00	0.65	0.43	0.92	0.48	0.51	0.77	0.66	0.68	0.69	0.69
DODFX	0.12	0.33	0.65	1.00	0.59	0.72	0.59	0.61	0.74	0.72	0.70	0.71	0.71
SMH	0.00	0.20	0.43	0.59	1.00	0.53	0.90	0.88	0.73	0.76	0.81	0.80	0.81
VTV	0.06	0.28	0.92	0.72	0.53	1.00	0.58	0.61	0.88	0.78	0.80	0.80	0.80
VGT	0.03	0.25	0.48	0.59	0.90	0.58	1.00	0.97	0.79	0.87	0.91	0.91	0.91
QQQ	0.05	0.27	0.51	0.61	0.88	0.61	0.97	1.00	0.81	0.90	0.94	0.94	0.94
CGDV	0.07	0.30	0.77	0.74	0.73	0.88	0.79	0.81	1.00	0.90	0.92	0.92	0.92
VWENX	0.20	0.45	0.66	0.72	0.76	0.78	0.87	0.90	0.90	1.00	0.96	0.96	0.96
VINIX	0.07	0.31	0.68	0.70	0.81	0.80	0.91	0.94	0.92	0.96	1.00	1.00	1.00
VOO	0.07	0.31	0.69	0.71	0.80	0.80	0.91	0.94	0.92	0.96	1.00	1.00	1.00
IVV	0.07	0.31	0.69	0.71	0.81	0.80	0.91	0.94	0.92	0.96	1.00	1.00	1.00

The correlation results are calculated based on daily price changes starting from Feb 24, 2022

Diversification Analysis

Find what 2-14-26 is missing

See which holdings overlap, where 2-14-26 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification