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 Jul 14, 2026, the Growth Portfolio returned 7.82% Year-To-Date and 13.95% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.79% | 1.13% | 7.71% | 9.79% | 20.06% | 18.60% | 11.43% | 13.27% |
Portfolio Growth Portfolio | -1.41% | 0.17% | 5.89% | 7.82% | 18.80% | 19.15% | 10.93% | 13.95% |
| Portfolio components: | ||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.00% | 0.28% | 1.77% | 1.88% | 3.82% | 4.57% | 3.50% | 2.22% |
VUG Vanguard Growth ETF | -1.43% | 1.14% | 5.18% | 6.19% | 17.55% | 21.97% | 12.59% | 17.61% |
VXUS Vanguard Total International Stock ETF | -1.83% | -1.78% | 7.25% | 11.67% | 24.94% | 16.92% | 8.33% | 9.44% |
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, 64% of months were positive and 36% 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% | -2.44% | -0.58% | 7.82% | |||||
| 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 0.59%, 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 (92.84%) than losses (92.50%) - 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
- 0.59%
- Beta
- 0.92
- R²
- 0.94
- Upside Capture
- 92.84%
- Downside Capture
- 92.50%
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 25 for risk / return — below 25% 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 | 1.31 | 1.61 | -0.29 |
| Sortino ratioReturn per unit of downside risk | 1.87 | 2.22 | -0.36 |
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.21 | -0.46 |
| Martin ratioReturn relative to average drawdown | 6.79 | 9.61 | -2.82 |
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 | 19.07 | 153.58 | 69.55 | 350.30 | 2,484.18 |
VUG Vanguard Growth ETF | 32 | 1.03 | 1.48 | 1.19 | 1.07 | 3.52 |
VXUS Vanguard Total International Stock ETF | 56 | 1.51 | 2.09 | 1.28 | 2.22 | 8.38 |
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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 | 3.81% | 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 | 2.61% | 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 3.59%.
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 a smaller overlay of global equities and a token ultrashort-bond sleeve. In some sense, it is one equity portfolio wearing a second equity portfolio as a hat.
The numbers
- Diversification ratio is 1.05–1.07 across horizons, around the 9th–13th percentile on the platform, which is weak diversification by construction.
- Effective asset count is 2.17 of 3, so the three sleeves are spread out numerically but not economically.
- VUG (Large Cap Growth Equities) and VXUS (Global Equities) correlate at 0.75; both have high portfolio correlation, 0.97 and 0.87, so they dominate the risk budget.
The good
- BIL (Government Bonds, Ultrashort Bond) is genuinely different from the equity sleeves, and its near-zero correlation gives the portfolio at least one separate return driver.
- The presence of VXUS means the equity exposure is not purely domestic, which does change the earnings geography, such as it is.
The bad
- VUG and VXUS sit in the same broad growth-equity cluster, so the portfolio is exposed to one main equity factor with two labels.
- BIL is only 10%, so the low-volatility sleeve does not have much mathematical force against equity drawdowns.
The ugly
- If growth multiples compress or global equities sell off together, the VUG/VXUS correlation structure stops looking like diversification and starts looking like one crowded trade with a passport.
Next steps
- Portfolios with this correlation profile are typically complemented by exposures whose drivers sit outside the equity cycle.
- The data fit a portfolio that is more diversified in asset labels than in risk terms.
- The bond sleeve is large enough to be visible, but not large enough to change the basic shape of the portfolio.
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 | 1.07 | 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