Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VUG Vanguard Growth ETF | Large Cap Growth Equities | 60% |
VXUS Vanguard Total International Stock ETF | Global Equities | 30% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | Government Bonds, Ultrashort Bond | 10% |
Find the right asset allocation for Growth Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Growth 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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Returns By Period
As of Jun 24, 2026, the Growth Portfolio returned 6.38% Year-To-Date and 14.43% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Growth Portfolio | -2.21% | -2.36% | 6.38% | 5.55% | 21.60% | 20.21% | 11.05% | 14.43% |
| Portfolio components: | ||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.01% | 0.28% | 1.67% | 1.76% | 3.84% | 4.60% | 3.45% | 2.20% |
VUG Vanguard Growth ETF | -2.12% | -3.95% | 3.52% | 2.23% | 20.05% | 22.74% | 12.80% | 18.02% |
VXUS Vanguard Total International Stock ETF | -3.04% | 0.39% | 12.51% | 12.35% | 29.41% | 18.90% | 8.35% | 10.23% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 28, 2011, Growth Portfolio's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Growth Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.94% | -0.85% | -5.45% | 10.94% | 5.88% | -4.30% | 6.38% | ||||||
| 2025 | 2.21% | -1.20% | -4.79% | 2.09% | 7.02% | 5.01% | 2.07% | 1.73% | 3.89% | 2.92% | -0.82% | 0.48% | 22.05% |
| 2024 | 0.82% | 5.19% | 1.81% | -3.16% | 5.02% | 3.89% | -0.24% | 2.12% | 2.25% | -1.45% | 4.14% | -0.45% | 21.42% |
| 2023 | 8.86% | -2.11% | 5.59% | 1.22% | 2.10% | 5.57% | 3.22% | -1.93% | -4.45% | -2.02% | 9.47% | 4.19% | 32.71% |
| 2022 | -6.49% | -3.55% | 2.09% | -9.66% | -1.08% | -7.36% | 8.90% | -4.37% | -9.24% | 3.50% | 6.74% | -5.55% | -24.83% |
| 2021 | -0.54% | 1.20% | 1.65% | 5.00% | 0.01% | 3.54% | 1.57% | 2.67% | -4.27% | 5.81% | -0.81% | 2.00% | 18.88% |
Benchmark Metrics
Growth Portfolio has an annualized alpha of 0.63%, beta of 0.92, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.06%) than losses (92.62%) - typical of diversified or defensive assets.
- With beta of 0.92 and R2 of 0.94, 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
- 0.63%
- Beta
- 0.92
- R²
- 0.94
- Upside Capture
- 93.06%
- Downside Capture
- 92.62%
Expense Ratio
Growth Portfolio has an expense ratio of 0.05%, 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
Growth Portfolio ranks 23 for risk / return — below 23% 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
The table below presents risk-adjusted performance metrics for Growth Portfolio 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 | 1.53 | 1.78 | -0.25 |
| Sortino ratioReturn per unit of downside risk | 2.13 | 2.44 | -0.31 |
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.46 | -0.43 |
| Martin ratioReturn relative to average drawdown | 8.22 | 10.92 | -2.70 |
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 |
|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.32 | 172.67 | 87.16 | 352.24 | 2,793.11 |
VUG Vanguard Growth ETF | 31 | 1.19 | 1.67 | 1.21 | 1.22 | 4.15 |
VXUS Vanguard Total International Stock ETF | 55 | 1.81 | 2.46 | 1.34 | 2.62 | 10.07 |
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Dividends
Dividend yield
Growth Portfolio provided a 1.40% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.40% | 1.61% | 1.79% | 1.81% | 1.48% | 1.22% | 1.07% | 1.70% | 1.91% | 1.57% | 1.72% | 1.63% |
| Portfolio components: | ||||||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.85% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
VXUS Vanguard Total International Stock ETF | 2.59% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
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 Growth 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 Growth Portfolio was 29.93%, occurring on Oct 14, 2022. Recovery took 318 trading sessions.
The current Growth Portfolio drawdown is 4.88%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -29.93%Oct 2022 | 10mo 26d | 1y 3mo | 2y 2moNov 2021 - Jan 2024 |
COVID crash2020 | -29.21%Mar 2020 | 1mo 2d | 3mo 15d | 4mo 17dFeb 2020 - Jul 2020 |
2011 correction2011 | -18.86%Oct 2011 | 5mo 4d | 4mo 28d | 10mo 2dMay 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -17.81%Dec 2018 | 3mo 26d | 3mo 12d | 7mo 8dAug 2018 - Apr 2019 |
2025 selloff2025 | -17.27%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is mostly a bet on large-cap growth equities, with VXUS (Global Equities) acting more like a second equity sleeve than a diversifier and BIL (Government Bonds, Ultrashort Bond) contributing stability rather than much return movement.
The numbers
- Diversification ratio is 1.05-1.07 across horizons, around the 9th-13th percentile on the platform, which is what weak diversification looks like when it has a spreadsheet.
- Effective asset count is 2.17 of 3; in practice, the portfolio behaves like two equity exposures plus one cash-like anchor.
- VUG (Large Cap Growth Equities) and VXUS (Global Equities) correlate 0.75, so the two largest sleeves share most of the same market risk.
The good
- BIL (Government Bonds, Ultrashort Bond) is genuinely different from the equity sleeves, and that helps keep the portfolio from being pure equity beta.
- The equity weights are not hidden in a single name; the portfolio is at least diversified across vehicles, even if not much across risk drivers.
The bad
- VUG and VXUS sit in the same broad equity cluster, so the portfolio’s “diversification” is mostly geographic and stylistic, not economic.
- The platform percentiles say the same thing the correlations do: the portfolio does not get much variance reduction from holding three assets.
The ugly
- In an equity drawdown driven by growth multiple compression or synchronized global risk-off trading, VUG and VXUS would likely behave like one sleeve, leaving BIL as the only material offset.
Next steps
- Portfolios with this correlation profile are usually complemented by exposures whose return drivers sit outside the equity cycle.
- A sleeve with lower equity correlation than VXUS would change the math more than another broad equity fund would.
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.17, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.06 | 1.07 | 1.06 | 1.05 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Growth Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VUG has the highest benchmark correlation at 0.94, while BIL has the lowest at 0.00.
Asset Correlations Table
Find what Growth Portfolio is missing
See which holdings overlap, where Growth Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification