Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FSSAX Franklin Small Cap Growth Fund | Small Cap Growth Equities | 10% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 50% |
GETGX Victory Sycamore Established Value Fund | Mid Cap Value Equities | 10% |
VTIVX Vanguard Target Retirement 2045 Fund | Target Retirement Date, Diversified Portfolio | 20% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | Diversified Portfolio | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ryan Retirement Simulator, 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 4, 2011, corresponding to the inception date of FXAIX
Returns By Period
As of Apr 2, 2026, the Ryan Retirement Simulator returned -1.78% Year-To-Date and 12.06% 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 Ryan Retirement Simulator | 0.54% | -3.31% | -1.78% | 0.54% | 15.82% | 15.14% | 8.77% | 12.06% |
| Portfolio components: | ||||||||
VTIVX Vanguard Target Retirement 2045 Fund | 0.90% | -2.64% | -0.40% | 1.90% | 19.04% | 15.17% | 8.12% | 10.40% |
FXAIX Fidelity 500 Index Fund | 0.72% | -3.44% | -3.65% | -1.50% | 17.37% | 18.58% | 11.95% | 14.16% |
FSSAX Franklin Small Cap Growth Fund | 4.15% | -6.29% | -3.86% | 2.71% | 18.47% | 11.57% | -0.14% | 11.39% |
GETGX Victory Sycamore Established Value Fund | 1.76% | -5.34% | 4.56% | 4.58% | 9.07% | 8.13% | 6.79% | 10.30% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | -0.03% | -2.30% | 0.25% | 1.89% | 7.89% | 7.62% | 4.19% | 5.74% |
Monthly Returns
Based on dividend-adjusted daily data since May 5, 2011, Ryan Retirement Simulator's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Ryan Retirement Simulator closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.03% | 0.75% | -4.96% | 0.54% | -1.78% | ||||||||
| 2025 | 3.12% | -1.62% | -4.83% | -0.58% | 5.06% | 4.20% | 1.39% | 2.41% | 2.71% | 1.23% | 1.14% | 0.27% | 15.05% |
| 2024 | 0.55% | 4.53% | 3.09% | -3.96% | 4.02% | 1.83% | 2.27% | 2.05% | 2.01% | -1.34% | 5.60% | -3.45% | 18.02% |
| 2023 | 6.83% | -2.38% | 2.02% | 0.98% | -0.87% | 6.24% | 3.21% | -2.06% | -4.62% | -2.85% | 8.68% | 5.73% | 21.77% |
| 2022 | -5.09% | -2.04% | 2.15% | -7.63% | 0.06% | -7.84% | 8.06% | -3.57% | -8.63% | 7.11% | 5.82% | -4.81% | -16.90% |
| 2021 | -0.49% | 3.33% | 3.38% | 4.60% | 0.71% | 1.57% | 1.27% | 2.45% | -4.14% | 5.43% | -2.08% | 3.90% | 21.33% |
Benchmark Metrics
Ryan Retirement Simulator has an annualized alpha of 1.03%, beta of 0.90, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since May 05, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.77%) than losses (92.13%) — typical of diversified or defensive assets.
- With beta of 0.90 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.03%
- Beta
- 0.90
- R²
- 0.98
- Upside Capture
- 93.77%
- Downside Capture
- 92.13%
Expense Ratio
Ryan Retirement Simulator has an expense ratio of 0.23%, 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
Ryan Retirement Simulator ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.88 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.37 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.39 | +0.13 |
Martin ratioReturn relative to average drawdown | 7.38 | 6.43 | +0.95 |
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 | |
|---|---|---|---|---|---|---|
VTIVX Vanguard Target Retirement 2045 Fund | 75 | 1.43 | 2.05 | 1.30 | 2.06 | 9.17 |
FXAIX Fidelity 500 Index Fund | 50 | 1.00 | 1.52 | 1.23 | 1.53 | 7.30 |
FSSAX Franklin Small Cap Growth Fund | 32 | 0.78 | 1.26 | 1.17 | 1.02 | 4.08 |
GETGX Victory Sycamore Established Value Fund | 21 | 0.54 | 0.91 | 1.12 | 0.77 | 3.18 |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 55 | 1.23 | 1.73 | 1.24 | 1.65 | 6.40 |
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Dividends
Dividend yield
Ryan Retirement Simulator provided a 3.13% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.13% | 3.05% | 2.89% | 2.24% | 3.02% | 6.75% | 3.06% | 3.66% | 5.93% | 1.79% | 2.28% | 3.96% |
| Portfolio components: | ||||||||||||
VTIVX Vanguard Target Retirement 2045 Fund | 2.51% | 2.50% | 2.36% | 2.27% | 2.75% | 15.40% | 1.90% | 2.23% | 2.52% | 0.04% | 2.47% | 3.29% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
FSSAX Franklin Small Cap Growth Fund | 7.95% | 7.64% | 0.00% | 0.00% | 0.54% | 16.49% | 9.31% | 12.17% | 22.72% | 1.77% | 0.00% | 1.92% |
GETGX Victory Sycamore Established Value Fund | 4.59% | 4.39% | 11.30% | 5.79% | 7.89% | 8.04% | 5.12% | 5.70% | 10.23% | 2.89% | 1.20% | 11.26% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 8.01% | 7.93% | 6.69% | 4.80% | 7.75% | 6.11% | 4.37% | 4.00% | 7.64% | 3.25% | 4.07% | 5.66% |
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 Ryan Retirement Simulator. 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 Ryan Retirement Simulator was 32.91%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Ryan Retirement Simulator drawdown is 5.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 7, 2020 | 119 |
| -23.53% | Jan 5, 2022 | 196 | Oct 14, 2022 | 296 | Dec 19, 2023 | 492 |
| -18.57% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -18.26% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -16.95% | Feb 20, 2025 | 34 | Apr 8, 2025 | 55 | Jun 27, 2025 | 89 |
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 5 assets, with an effective number of assets of 3.12, 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 | VWIAX | FSSAX | GETGX | FXAIX | VTIVX | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.72 | 0.83 | 0.85 | 1.00 | 0.96 | 0.98 |
| VWIAX | 0.72 | 1.00 | 0.59 | 0.72 | 0.72 | 0.75 | 0.75 |
| FSSAX | 0.83 | 0.59 | 1.00 | 0.81 | 0.83 | 0.84 | 0.89 |
| GETGX | 0.85 | 0.72 | 0.81 | 1.00 | 0.85 | 0.86 | 0.90 |
| FXAIX | 1.00 | 0.72 | 0.83 | 0.85 | 1.00 | 0.96 | 0.98 |
| VTIVX | 0.96 | 0.75 | 0.84 | 0.86 | 0.96 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.75 | 0.89 | 0.90 | 0.98 | 0.98 | 1.00 |