Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPAXX Fidelity Government Money Market Fund | Money Market | 12% |
VMATX Vanguard Massachusetts Tax-Exempt Fund | Municipal Bonds | 3% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 58% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 27% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12, 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 May 25, 2021, corresponding to the inception date of SPAXX
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 TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 | -0.09% | -2.58% | -0.96% | 1.30% | 18.43% | 15.14% | — | — |
| Portfolio components: | ||||||||
VXUS Vanguard Total International Stock ETF | -0.68% | -2.51% | 2.81% | 6.58% | 28.04% | 15.41% | 7.43% | 9.01% |
SPAXX Fidelity Government Money Market Fund | 0.00% | 0.00% | 0.53% | 1.46% | 3.49% | 2.14% | — | — |
VTI Vanguard Total Stock Market ETF | 0.16% | -3.26% | -3.13% | -1.24% | 17.86% | 18.10% | 10.66% | 13.75% |
VMATX Vanguard Massachusetts Tax-Exempt Fund | 0.30% | -1.47% | -0.20% | 1.52% | 4.78% | 3.78% | 1.04% | 2.39% |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2021, TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +7.9%, while the worst month was Sep 2022 at -8.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -5.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.48% | 1.22% | -5.17% | 0.67% | -0.96% | ||||||||
| 2025 | 2.72% | -0.52% | -3.24% | 0.36% | 4.95% | 4.15% | 1.11% | 2.57% | 3.05% | 1.79% | 0.31% | 0.70% | 19.20% |
| 2024 | 0.18% | 3.87% | 2.78% | -3.19% | 3.88% | 1.62% | 1.83% | 1.91% | 1.98% | -1.68% | 3.98% | -2.54% | 15.26% |
| 2023 | 6.46% | -2.64% | 2.41% | 1.13% | -0.72% | 5.15% | 3.19% | -2.36% | -3.76% | -2.49% | 7.87% | 4.56% | 19.49% |
| 2022 | -4.36% | -2.22% | 1.66% | -7.15% | 0.33% | -6.92% | 6.49% | -3.47% | -8.18% | 5.58% | 6.69% | -4.01% | -15.87% |
| 2021 | 0.61% | 1.36% | 0.73% | 2.05% | -3.57% | 4.64% | -1.97% | 3.19% | 7.00% |
Benchmark Metrics
TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 has an annualized alpha of 0.24%, beta of 0.80, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participated in 83.45% of S&P 500 Index downside but only 78.08% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.24%
- Beta
- 0.80
- R²
- 0.95
- Upside Capture
- 78.08%
- Downside Capture
- 83.45%
Expense Ratio
TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 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
TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 ranks 57 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.88 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.37 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.39 | +0.48 |
Martin ratioReturn relative to average drawdown | 8.63 | 6.43 | +2.19 |
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 | |
|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 80 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
SPAXX Fidelity Government Money Market Fund | — | 3.48 | — | — | — | — |
VTI Vanguard Total Stock Market ETF | 54 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
VMATX Vanguard Massachusetts Tax-Exempt Fund | 29 | 0.84 | 1.15 | 1.23 | 0.95 | 3.11 |
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Dividends
Dividend yield
TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 provided a 1.99% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.99% | 2.11% | 1.95% | 1.85% | 1.88% | 1.61% | 1.50% | 1.97% | 2.13% | 1.82% | 2.01% | 2.01% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
SPAXX Fidelity Government Money Market Fund | 3.42% | 3.88% | 1.53% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
VMATX Vanguard Massachusetts Tax-Exempt Fund | 3.63% | 4.46% | 3.98% | 3.06% | 2.69% | 2.26% | 3.22% | 3.63% | 3.07% | 2.91% | 3.55% | 3.22% |
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 TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12. 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 TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 was 22.89%, occurring on Oct 12, 2022. Recovery took 303 trading sessions.
The current TOD= 2026= VTI 58- VXUS 27- VMATX 3 CASH 12 drawdown is 5.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.89% | Nov 9, 2021 | 233 | Oct 12, 2022 | 303 | Dec 27, 2023 | 536 |
| -14.45% | Feb 19, 2025 | 35 | Apr 8, 2025 | 28 | May 19, 2025 | 63 |
| -8.13% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -6.98% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -4.54% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
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 2.36, 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 | SPAXX | VMATX | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.10 | 0.76 | 0.99 | 0.97 |
| SPAXX | 0.00 | 1.00 | 0.19 | -0.04 | -0.00 | -0.00 |
| VMATX | 0.10 | 0.19 | 1.00 | 0.13 | 0.10 | 0.12 |
| VXUS | 0.76 | -0.04 | 0.13 | 1.00 | 0.78 | 0.89 |
| VTI | 0.99 | -0.00 | 0.10 | 0.78 | 1.00 | 0.98 |
| Portfolio | 0.97 | -0.00 | 0.12 | 0.89 | 0.98 | 1.00 |