Asset Allocation
Find the right asset allocation for 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs, 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 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs | 1.49% | 0.39% | 6.57% | 7.26% | 15.77% | 11.88% | 5.73% | — |
| Portfolio components: | ||||||||
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 0.35% | -0.17% | 1.35% | 1.49% | 4.72% | 3.92% | 1.01% | 2.56% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 0.20% | 0.15% | 0.30% | 0.83% | 3.53% | 4.45% | 1.61% | 1.91% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.52% | 0.55% | 0.42% | 0.97% | 4.47% | 4.05% | 0.05% | 1.54% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.92% | -0.47% | 7.79% | 8.33% | 23.12% | 21.32% | 12.61% | — |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 3.19% | 0.25% | 13.24% | 15.08% | 27.98% | 18.68% | 8.37% | 10.14% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -0.05% | 1.81% | 11.48% | 11.28% | 11.84% | 10.04% | 2.35% | 5.51% |
VMFXX Vanguard Federal Money Market Fund | 0.00% | 0.30% | 1.50% | 1.82% | 3.95% | 3.35% | 2.39% | — |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.42% | 0.76% | 0.56% | 0.91% | 1.74% | 4.15% | 0.30% | 1.77% |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.71% | 3.26% | 13.25% | 12.95% | 25.71% | 18.06% | 11.55% | 12.64% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +6.2%, while the worst month was Sep 2022 at -6.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +3.4%, while the worst single day was Apr 4, 2025 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.12% | 2.11% | -4.36% | 4.81% | 2.60% | -0.63% | 6.57% | ||||||
| 2025 | 2.06% | 0.99% | -1.28% | 0.72% | 2.30% | 2.60% | 0.07% | 2.12% | 2.08% | 1.05% | 0.43% | 0.63% | 14.61% |
| 2024 | -0.21% | 1.61% | 2.08% | -2.55% | 2.62% | 0.87% | 2.30% | 1.78% | 1.80% | -2.18% | 1.98% | -2.14% | 8.05% |
| 2023 | 4.85% | -2.59% | 2.34% | 0.97% | -1.31% | 2.69% | 1.89% | -1.83% | -2.81% | -1.77% | 5.99% | 4.04% | 12.65% |
| 2022 | -2.65% | -1.90% | -0.19% | -4.77% | 0.28% | -4.87% | 4.22% | -3.34% | -6.60% | 3.02% | 6.15% | -2.64% | -13.26% |
| 2021 | 0.43% | 0.50% | 0.86% | 1.07% | -2.49% | 2.41% | -1.26% | 2.32% | 3.79% |
Benchmark Metrics
8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs has an annualized alpha of 0.49%, beta of 0.45, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participated in 61.10% of S&P 500 Index downside but only 48.34% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.45 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
- 0.49%
- Beta
- 0.45
- R²
- 0.82
- Upside Capture
- 48.34%
- Downside Capture
- 61.10%
Expense Ratio
8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs has an expense ratio of 0.10%, 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
8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs ranks 58 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
The table below presents risk-adjusted performance metrics for 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs 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 | 2.08 | 1.86 | +0.22 |
| Sortino ratioReturn per unit of downside risk | 2.95 | 2.53 | +0.42 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.53 | +0.06 |
| Martin ratioReturn relative to average drawdown | 11.19 | 11.37 | -0.18 |
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 |
|---|---|---|---|---|---|---|
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 48 | 1.52 | 2.33 | 1.27 | 2.46 | 7.79 |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 58 | 1.66 | 2.81 | 1.33 | 2.43 | 7.64 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 30 | 1.25 | 1.89 | 1.22 | 1.70 | 4.93 |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 50 | 1.71 | 2.33 | 1.31 | 2.00 | 8.34 |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 65 | 1.88 | 2.57 | 1.35 | 2.54 | 9.81 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 17 | 0.92 | 1.34 | 1.17 | 1.49 | 4.70 |
VMFXX Vanguard Federal Money Market Fund | — | 3.67 | — | — | — | — |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 9 | 0.64 | 0.92 | 1.11 | 0.67 | 1.84 |
VVIAX Vanguard Value Index Fund Admiral Shares | 89 | 2.57 | 3.65 | 1.46 | 4.18 | 15.68 |
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Dividends
Dividend yield
8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs provided a 3.05% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.05% | 3.19% | 3.04% | 3.12% | 2.66% | 2.48% | 1.73% | 2.65% | 2.36% | 1.98% | 2.08% | 1.89% |
| Portfolio components: | ||||||||||||
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.50% | 4.74% | 4.17% | 4.31% | 8.45% | 5.13% | 1.38% | 2.29% | 3.12% | 2.41% | 3.49% | 0.88% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 3.99% | 3.83% | 3.37% | 2.41% | 1.46% | 1.22% | 1.77% | 2.24% | 2.03% | 1.66% | 1.50% | 1.41% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.98% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.82% | 0.85% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.60% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.57% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
VMFXX Vanguard Federal Money Market Fund | 3.87% | 4.14% | 1.63% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.46% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.84% | 2.04% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% |
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 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs. 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 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs was 19.20%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs drawdown is 1.06%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -19.20%Oct 2022 | 11mo 8d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -7.18%Apr 2025 | 1mo 18d | 1mo 4d | 2mo 22dFeb 2025 - May 2025 |
2026 pullback2026 | -5.94%Mar 2026 | 25d | 21d | 1mo 16dMar 2026 - Apr 2026 |
2025 pullback2025 | -3.60%Jan 2025 | 1mo 5d | 24d | 1mo 29dDec 2024 - Feb 2025 |
2024 pullback2024 | -3.26%Apr 2024 | 18d | 25d | 1mo 13dApr 2024 - May 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 9 assets, with an effective number of assets of 6.59, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.20 | 1.27 | 1.27 | 1.27 |
The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFTAX has the highest benchmark correlation at 0.99, while VMFXX has the lowest at 0.04.
Asset Correlations Table
| VMFXX | VTABX | VBIRX | VAIPX | VBTLX | VVIAX | VGSLX | VFWAX | VFTAX | |
|---|---|---|---|---|---|---|---|---|---|
| VMFXX | 1.00 | 0.09 | 0.25 | 0.04 | 0.18 | 0.07 | 0.08 | -0.01 | 0.04 |
| VTABX | 0.09 | 1.00 | 0.65 | 0.64 | 0.79 | 0.12 | 0.28 | 0.17 | 0.15 |
| VBIRX | 0.25 | 0.65 | 1.00 | 0.70 | 0.86 | 0.11 | 0.27 | 0.17 | 0.11 |
| VAIPX | 0.04 | 0.64 | 0.70 | 1.00 | 0.81 | 0.15 | 0.30 | 0.20 | 0.17 |
| VBTLX | 0.18 | 0.79 | 0.86 | 0.81 | 1.00 | 0.12 | 0.31 | 0.18 | 0.15 |
| VVIAX | 0.07 | 0.12 | 0.11 | 0.15 | 0.12 | 1.00 | 0.72 | 0.71 | 0.73 |
| VGSLX | 0.08 | 0.28 | 0.27 | 0.30 | 0.31 | 0.72 | 1.00 | 0.55 | 0.57 |
| VFWAX | -0.01 | 0.17 | 0.17 | 0.20 | 0.18 | 0.71 | 0.55 | 1.00 | 0.75 |
| VFTAX | 0.04 | 0.15 | 0.11 | 0.17 | 0.15 | 0.73 | 0.57 | 0.75 | 1.00 |
Find what 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs is missing
See which holdings overlap, where 8_27_25 Value Tilt International Defensive Vanguard 50/50 ESG with Cash, Short Bonds, TIPs is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification