Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FundAdvice Ultimate Buy & Hold Portfolio, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 11, 2026, the FundAdvice Ultimate Buy & Hold Portfolio returned 4.38% Year-To-Date and 7.19% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio FundAdvice Ultimate Buy & Hold Portfolio | -0.02% | 3.09% | 4.38% | 8.37% | 22.56% | 11.65% | 6.09% | 7.19% |
| Portfolio components: | ||||||||
VB Vanguard Small-Cap ETF | -0.32% | 4.81% | 5.89% | 10.48% | 34.04% | 14.70% | 6.10% | 11.02% |
TIP iShares TIPS Bond ETF | 0.05% | 0.28% | 1.01% | 0.49% | 5.75% | 3.05% | 1.40% | 2.61% |
VEA Vanguard FTSE Developed Markets ETF | 0.28% | 6.32% | 8.62% | 16.60% | 41.44% | 17.90% | 9.43% | 9.81% |
VNQ Vanguard Real Estate ETF | 0.22% | 1.97% | 6.20% | 7.60% | 15.60% | 8.09% | 3.71% | 5.16% |
VBR Vanguard Small-Cap Value ETF | -0.57% | 4.82% | 6.74% | 12.79% | 33.87% | 14.89% | 8.23% | 10.54% |
EFV iShares MSCI EAFE Value ETF | 0.23% | 6.93% | 8.85% | 19.13% | 43.51% | 21.72% | 13.17% | 9.93% |
VOO Vanguard S&P 500 ETF | -0.07% | 2.87% | -0.09% | 4.64% | 28.85% | 19.99% | 12.14% | 14.61% |
VTV Vanguard Value ETF | -0.81% | 2.61% | 5.99% | 11.27% | 27.06% | 15.55% | 11.18% | 12.13% |
EEM iShares MSCI Emerging Markets ETF | 0.46% | 6.62% | 10.69% | 18.27% | 48.55% | 18.02% | 4.91% | 8.21% |
VGSH Vanguard Short-Term Treasury ETF | -0.03% | 0.13% | 0.39% | 1.21% | 3.85% | 4.00% | 1.81% | 1.74% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, FundAdvice Ultimate Buy & Hold Portfolio's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +8.5%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FundAdvice Ultimate Buy & Hold Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.3%, while the worst single day was Mar 16, 2020 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.03% | 3.19% | -4.59% | 2.91% | 4.38% | ||||||||
| 2025 | 2.45% | 1.20% | -0.64% | 0.49% | 2.39% | 2.52% | 0.12% | 3.06% | 1.45% | 0.64% | 1.10% | 0.89% | 16.77% |
| 2024 | -0.87% | 1.48% | 2.56% | -2.92% | 3.04% | 0.02% | 3.43% | 1.81% | 1.69% | -2.48% | 2.22% | -3.17% | 6.69% |
| 2023 | 5.66% | -2.82% | 1.02% | 0.95% | -2.37% | 3.31% | 2.43% | -2.21% | -2.80% | -2.35% | 6.02% | 4.75% | 11.52% |
| 2022 | -2.40% | -1.31% | -0.08% | -4.46% | 0.79% | -5.55% | 4.23% | -3.32% | -7.26% | 4.12% | 6.40% | -2.26% | -11.41% |
| 2021 | 0.11% | 2.09% | 1.92% | 2.38% | 1.55% | -0.02% | 0.40% | 0.93% | -2.37% | 2.36% | -2.17% | 2.96% | 10.45% |
Benchmark Metrics
FundAdvice Ultimate Buy & Hold Portfolio has an annualized alpha of 0.05%, beta of 0.54, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio participated in 64.32% of S&P 500 Index downside but only 53.44% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.54 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
- 0.05%
- Beta
- 0.54
- R²
- 0.83
- Upside Capture
- 53.44%
- Downside Capture
- 64.32%
Expense Ratio
FundAdvice Ultimate Buy & Hold Portfolio has an expense ratio of 0.14%, 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
Return for Risk
Risk / Return Rank
FundAdvice Ultimate Buy & Hold Portfolio ranks 75 for risk / return — better than 75% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.01 | 2.23 | +0.77 |
Sortino ratioReturn per unit of downside risk | 4.29 | 3.12 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.42 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 4.25 | 4.05 | +0.21 |
Martin ratioReturn relative to average drawdown | 17.71 | 17.91 | -0.20 |
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 | |
|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 59 | 2.10 | 2.99 | 1.37 | 4.72 | 16.93 |
TIP iShares TIPS Bond ETF | 31 | 1.57 | 2.31 | 1.28 | 2.40 | 6.31 |
VEA Vanguard FTSE Developed Markets ETF | 79 | 3.09 | 4.11 | 1.56 | 4.57 | 18.43 |
VNQ Vanguard Real Estate ETF | 28 | 1.26 | 1.77 | 1.23 | 2.54 | 8.05 |
VBR Vanguard Small-Cap Value ETF | 60 | 2.19 | 3.19 | 1.38 | 4.62 | 15.89 |
EFV iShares MSCI EAFE Value ETF | 85 | 3.46 | 4.61 | 1.63 | 5.05 | 20.29 |
VOO Vanguard S&P 500 ETF | 66 | 2.37 | 3.29 | 1.44 | 4.31 | 19.24 |
VTV Vanguard Value ETF | 76 | 2.62 | 3.77 | 1.47 | 5.32 | 19.85 |
EEM iShares MSCI Emerging Markets ETF | 76 | 2.93 | 3.80 | 1.55 | 4.51 | 17.80 |
VGSH Vanguard Short-Term Treasury ETF | 72 | 2.70 | 4.29 | 1.57 | 3.92 | 14.51 |
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Dividends
Dividend yield
FundAdvice Ultimate Buy & Hold Portfolio provided a 2.97% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.97% | 3.16% | 3.19% | 2.91% | 2.75% | 2.28% | 2.02% | 2.62% | 2.74% | 2.19% | 2.18% | 2.10% |
| Portfolio components: | ||||||||||||
VB Vanguard Small-Cap ETF | 1.29% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
TIP iShares TIPS Bond ETF | 2.79% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
VEA Vanguard FTSE Developed Markets ETF | 2.77% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VNQ Vanguard Real Estate ETF | 3.75% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VBR Vanguard Small-Cap Value ETF | 1.84% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
EFV iShares MSCI EAFE Value ETF | 3.82% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
VOO Vanguard S&P 500 ETF | 1.14% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VTV Vanguard Value ETF | 1.97% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
EEM iShares MSCI Emerging Markets ETF | 2.01% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
VGSH Vanguard Short-Term Treasury ETF | 3.92% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
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 FundAdvice Ultimate Buy & Hold Portfolio. 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 FundAdvice Ultimate Buy & Hold Portfolio was 21.19%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current FundAdvice Ultimate Buy & Hold Portfolio drawdown is 1.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.19% | Feb 13, 2020 | 27 | Mar 23, 2020 | 141 | Oct 12, 2020 | 168 |
| -18.82% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -13.64% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -12.02% | Apr 29, 2015 | 200 | Feb 11, 2016 | 128 | Aug 15, 2016 | 328 |
| -11.44% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
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 11 assets, with an effective number of assets of 8.99, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | TIP | VGSH | VGIT | VNQ | EEM | EFV | VEA | VBR | VB | VTV | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.06 | -0.14 | -0.21 | 0.62 | 0.71 | 0.76 | 0.82 | 0.84 | 0.87 | 0.89 | 1.00 | 0.88 |
| TIP | -0.06 | 1.00 | 0.55 | 0.76 | 0.14 | -0.00 | -0.03 | 0.00 | -0.06 | -0.05 | -0.09 | -0.06 | 0.10 |
| VGSH | -0.14 | 0.55 | 1.00 | 0.76 | 0.08 | -0.07 | -0.08 | -0.06 | -0.13 | -0.12 | -0.15 | -0.13 | 0.02 |
| VGIT | -0.21 | 0.76 | 0.76 | 1.00 | 0.06 | -0.15 | -0.17 | -0.14 | -0.21 | -0.19 | -0.23 | -0.21 | -0.04 |
| VNQ | 0.62 | 0.14 | 0.08 | 0.06 | 1.00 | 0.46 | 0.54 | 0.56 | 0.66 | 0.66 | 0.65 | 0.62 | 0.71 |
| EEM | 0.71 | -0.00 | -0.07 | -0.15 | 0.46 | 1.00 | 0.76 | 0.81 | 0.64 | 0.67 | 0.66 | 0.71 | 0.81 |
| EFV | 0.76 | -0.03 | -0.08 | -0.17 | 0.54 | 0.76 | 1.00 | 0.96 | 0.74 | 0.73 | 0.79 | 0.76 | 0.91 |
| VEA | 0.82 | 0.00 | -0.06 | -0.14 | 0.56 | 0.81 | 0.96 | 1.00 | 0.75 | 0.77 | 0.79 | 0.82 | 0.94 |
| VBR | 0.84 | -0.06 | -0.13 | -0.21 | 0.66 | 0.64 | 0.74 | 0.75 | 1.00 | 0.97 | 0.89 | 0.83 | 0.88 |
| VB | 0.87 | -0.05 | -0.12 | -0.19 | 0.66 | 0.67 | 0.73 | 0.77 | 0.97 | 1.00 | 0.86 | 0.87 | 0.88 |
| VTV | 0.89 | -0.09 | -0.15 | -0.23 | 0.65 | 0.66 | 0.79 | 0.79 | 0.89 | 0.86 | 1.00 | 0.89 | 0.88 |
| VOO | 1.00 | -0.06 | -0.13 | -0.21 | 0.62 | 0.71 | 0.76 | 0.82 | 0.83 | 0.87 | 0.89 | 1.00 | 0.88 |
| Portfolio | 0.88 | 0.10 | 0.02 | -0.04 | 0.71 | 0.81 | 0.91 | 0.94 | 0.88 | 0.88 | 0.88 | 0.88 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified with a notable concentration in equity positions that exhibit high correlations among themselves. The correlation matrix reveals that many equity ETFs—such as VEA (developed international), EFV (European), EEM (emerging markets), VB (small-cap US), VBR (small-cap value US), VOO (large-cap US), and VTV (value US)—have very strong positive correlations with each other, mostly above 0.7 and often exceeding 0.8 or 0.9. This high inter-correlation among equity holdings suggests that these positions tend to move in tandem, which limits the diversification benefits within the equity portion of the portfolio.
The portfolio's correlation with these equity positions is also quite high, ranging from about 0.88 to 0.94, indicating that the portfolio's overall performance is heavily influenced by the behavior of these correlated equity assets. Among these, VEA (developed international equities) shows the highest correlation with the portfolio (0.94), suggesting it may have a dominant influence on the portfolio’s returns.
On the other hand, the fixed income and inflation-protected securities—TIP (Treasury Inflation-Protected Securities), VGSH (short-term government bonds), and VGIT (intermediate-term government bonds)—demonstrate much lower correlations with the equity ETFs and with the portfolio overall. For example, TIP has a low positive correlation of 0.10 with the portfolio, VGSH is near zero at 0.02, and VGIT even shows a slight negative correlation (-0.04). These low correlations indicate that these fixed income positions provide meaningful diversification benefits by potentially offsetting equity volatility and reducing overall portfolio risk.
Real estate exposure via VNQ (REITs) has moderate positive correlations with equities (around 0.6 to 0.66) and a strong correlation with the portfolio (0.71). This suggests that while VNQ is somewhat correlated with equities, it still offers a degree of diversification compared to the highly correlated equity ETFs.
In summary, the portfolio combines a cluster of highly correlated equity ETFs that dominate its risk-return profile with a smaller allocation to fixed income and inflation-protected securities that help improve diversification. The presence of these lowly correlated fixed income positions and real estate partially mitigates concentration risk, but the strong correlations among the equity holdings indicate the portfolio is somewhat concentrated within equities. This structure may lead to higher volatility during equity market downturns, while the fixed income and TIP allocations provide a buffer against such risks.