Savings More Diversified

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	27%
BNDX Vanguard Total International Bond ETF	Global Bonds	20%
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF	Emerging Markets Bonds	5%
FREL Fidelity MSCI Real Estate Index ETF	REIT	5%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	8%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	10%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	15%
VTV Vanguard Value ETF	Large Cap Value Equities	5%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Savings More Diversified, 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 Feb 5, 2015, corresponding to the inception date of FREL

Returns By Period

As of Apr 2, 2026, the Savings More Diversified returned 0.36% Year-To-Date and 5.73% of annualized return in the last 10 years.

	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 Savings More Diversified	0.05%	-1.93%	0.36%	1.55%	10.11%	8.66%	4.00%	5.73%
Portfolio components:
VTI Vanguard Total Stock Market ETF	0.16%	-3.26%	-3.13%	-1.24%	17.86%	18.10%	10.66%	13.75%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-2.79%	3.65%	8.84%	30.37%	16.09%	8.76%	9.49%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.55%	-0.08%	0.10%	2.63%	3.79%	0.18%	1.74%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-2.55%	0.11%	0.38%	21.72%	13.41%	3.75%	7.73%
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF	0.12%	-2.20%	-1.09%	1.28%	9.38%	8.40%	1.88%	3.24%
VTV Vanguard Value ETF	0.16%	-3.03%	3.71%	6.74%	16.12%	14.94%	10.95%	11.89%
STIP iShares 0-5 Year TIPS Bond ETF	0.18%	0.26%	1.11%	1.41%	4.14%	4.66%	3.51%	3.11%
AGG iShares Core U.S. Aggregate Bond ETF	0.23%	-1.00%	0.32%	0.90%	4.41%	3.55%	0.29%	1.68%
FREL Fidelity MSCI Real Estate Index ETF	1.44%	-4.56%	2.78%	0.66%	2.74%	7.21%	3.05%	5.37%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 6, 2015, Savings More Diversified's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +5.9%, while the worst month was Mar 2020 at -7.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Savings More Diversified closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +3.4%, while the worst single day was Mar 12, 2020 at -5.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.67%	2.00%	-3.66%	0.44%									0.36%
2025	1.59%	1.18%	-1.27%	0.48%	1.72%	2.29%	0.22%	1.86%	1.67%	0.90%	0.49%	0.14%	11.80%
2024	-0.51%	1.04%	1.95%	-2.62%	2.36%	0.91%	2.56%	1.73%	1.82%	-1.98%	2.21%	-2.33%	7.15%
2023	4.65%	-2.72%	2.14%	0.73%	-1.26%	2.29%	1.53%	-1.51%	-2.98%	-1.69%	5.88%	4.22%	11.34%
2022	-2.78%	-1.80%	-0.50%	-4.74%	0.19%	-4.24%	4.23%	-3.43%	-6.19%	2.27%	5.43%	-2.55%	-13.86%
2021	-0.39%	0.37%	1.13%	2.07%	0.86%	0.77%	1.02%	0.78%	-2.26%	1.97%	-0.91%	1.83%	7.39%

Benchmark Metrics

Savings More Diversified has an annualized alpha of 0.78%, beta of 0.38, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since February 06, 2015.

This portfolio participated in 49.66% of S&P 500 Index downside but only 41.05% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.38 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: 0.78%

Beta: 0.38

R²: 0.80

Upside Capture: 41.05%

Downside Capture: 49.66%

Expense Ratio

Savings More Diversified has an expense ratio of 0.06%, 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.

EMB

iShares J.P. Morgan USD Emerging Markets Bond ETF

VWO

Vanguard FTSE Emerging Markets ETF

FREL

Fidelity MSCI Real Estate Index ETF

BNDX

Vanguard Total International Bond ETF

STIP

iShares 0-5 Year TIPS Bond ETF

VTV

Vanguard Value ETF

VTI

Vanguard Total Stock Market ETF

VEA

Vanguard FTSE Developed Markets ETF

AGG

iShares Core U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

Savings More Diversified ranks 61 for risk / return — better than 61% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.39	0.88	+0.51
Sortino ratio Return per unit of downside risk	1.99	1.37	+0.62
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio Return relative to maximum drawdown	1.98	1.39	+0.59
Martin ratio Return relative to average drawdown	7.96	6.43	+1.52
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
VTI Vanguard Total Stock Market ETF	54	0.94	1.47	1.22	1.53	7.16
VEA Vanguard FTSE Developed Markets ETF	83	1.73	2.36	1.35	2.64	10.14
BNDX Vanguard Total International Bond ETF	34	0.82	1.15	1.15	0.89	3.55
VWO Vanguard FTSE Emerging Markets ETF	62	1.22	1.74	1.25	1.78	6.68
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF	71	1.35	1.91	1.28	2.07	8.24
VTV Vanguard Value ETF	56	1.09	1.57	1.23	1.48	6.62
STIP iShares 0-5 Year TIPS Bond ETF	94	2.26	3.46	1.49	4.28	14.52
AGG iShares Core U.S. Aggregate Bond ETF	49	1.02	1.44	1.18	1.70	4.71
FREL Fidelity MSCI Real Estate Index ETF	15	0.17	0.34	1.05	0.26	0.99

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.

Savings More Diversified Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.39
5-Year: 0.53
10-Year: 0.75
All Time: 0.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Savings More Diversified 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

Savings More Diversified provided a 3.36% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.36%	3.42%	3.30%	3.21%	2.73%	2.61%	1.94%	2.82%	3.01%	2.35%	2.38%	2.30%
Portfolio components:
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%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF	5.15%	4.98%	5.46%	4.74%	5.04%	3.89%	3.88%	4.51%	5.64%	4.54%	4.83%	4.84%
VTV Vanguard Value ETF	2.02%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
STIP iShares 0-5 Year TIPS Bond ETF	3.42%	4.11%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%
AGG iShares Core U.S. Aggregate Bond ETF	3.94%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
FREL Fidelity MSCI Real Estate Index ETF	3.50%	3.59%	3.48%	3.73%	3.57%	2.34%	3.77%	3.32%	5.54%	3.27%	4.01%	3.80%

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 Savings More Diversified. 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 Savings More Diversified was 19.05%, occurring on Oct 14, 2022. Recovery took 435 trading sessions.

The current Savings More Diversified drawdown is 3.28%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.05%	Nov 10, 2021	234	Oct 14, 2022	435	Jul 11, 2024	669
-17.15%	Feb 20, 2020	20	Mar 18, 2020	92	Jul 29, 2020	112
-7.35%	Apr 27, 2015	186	Jan 20, 2016	94	Jun 3, 2016	280
-6.88%	Jan 29, 2018	229	Dec 24, 2018	38	Feb 20, 2019	267
-6.02%	Mar 3, 2025	27	Apr 8, 2025	23	May 12, 2025	50

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 9 assets, with an effective number of assets of 6.18, 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

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

	Benchmark	BNDX	STIP	AGG	VWO	FREL	EMB	VTV	VEA	VTI	Portfolio
Benchmark	1.00	0.03	0.07	0.03	0.68	0.59	0.48	0.86	0.80	0.99	0.86
BNDX	0.03	1.00	0.41	0.74	0.02	0.20	0.45	-0.02	0.05	0.03	0.32
STIP	0.07	0.41	1.00	0.57	0.11	0.20	0.41	0.07	0.14	0.08	0.31
AGG	0.03	0.74	0.57	1.00	0.05	0.24	0.56	-0.02	0.08	0.03	0.36
VWO	0.68	0.02	0.11	0.05	1.00	0.41	0.51	0.61	0.80	0.69	0.76
FREL	0.59	0.20	0.20	0.24	0.41	1.00	0.47	0.64	0.55	0.61	0.71
EMB	0.48	0.45	0.41	0.56	0.51	0.47	1.00	0.42	0.55	0.48	0.72
VTV	0.86	-0.02	0.07	-0.02	0.61	0.64	0.42	1.00	0.77	0.86	0.79
VEA	0.80	0.05	0.14	0.08	0.80	0.55	0.55	0.77	1.00	0.81	0.87
VTI	0.99	0.03	0.08	0.03	0.69	0.61	0.48	0.86	0.81	1.00	0.87
Portfolio	0.86	0.32	0.31	0.36	0.76	0.71	0.72	0.79	0.87	0.87	1.00

The correlation results are calculated based on daily price changes starting from Feb 6, 2015

Savings More Diversified

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table