Asset Allocation
Find the right asset allocation for Aggressive Portfolio - Morningstar Allocations
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aggressive Portfolio - Morningstar Allocations, 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 | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio Aggressive Portfolio - Morningstar Allocations | 3.31% | 2.87% | 18.67% | 17.69% | 33.60% | 26.30% | 14.76% | — |
| Portfolio components: | ||||||||
AVEM Avantis Emerging Markets Equity ETF | 4.59% | 2.95% | 24.56% | 25.81% | 45.40% | 24.22% | 9.57% | — |
BNDX Vanguard Total International Bond ETF | 0.58% | 1.01% | 0.85% | 0.99% | 1.99% | 4.13% | 0.29% | 1.69% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.47% | 1.97% | 14.46% | 13.13% | 30.72% | 20.21% | 12.91% | 14.32% |
IJH iShares Core S&P Mid-Cap ETF | 2.51% | 2.96% | 14.66% | 11.74% | 25.20% | 15.52% | 8.10% | 11.45% |
PONAX PIMCO Income Fund Class A | 0.00% | 0.23% | 0.18% | 0.83% | 6.76% | 7.14% | 2.94% | 4.22% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.01% | 0.29% | 1.59% | 1.80% | 3.94% | 4.70% | 3.55% | — |
SPMO Invesco S&P 500 Momentum ETF | 4.80% | 4.24% | 26.56% | 24.30% | 41.83% | 41.24% | 23.19% | 20.59% |
VB Vanguard Small-Cap ETF | 2.50% | 2.79% | 14.53% | 11.37% | 27.63% | 16.36% | 6.83% | 11.49% |
VEA Vanguard FTSE Developed Markets ETF | 3.63% | 1.92% | 14.35% | 15.67% | 30.39% | 19.28% | 9.43% | 10.53% |
Monthly Returns
Based on dividend-adjusted daily data since May 28, 2020, Aggressive Portfolio - Morningstar Allocations's average daily return is +0.07%, while the average monthly return is +1.51%. At this rate, an investment would double in approximately 3.9 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +11.6%, while the worst month was Jun 2022 at -8.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Aggressive Portfolio - Morningstar Allocations closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.16% | 2.37% | -5.64% | 11.55% | 6.88% | -0.11% | 18.67% | ||||||
| 2025 | 4.13% | 0.06% | -3.81% | 0.55% | 6.72% | 4.98% | 1.11% | 2.68% | 2.92% | 1.00% | 0.51% | 0.67% | 23.29% |
| 2024 | 1.61% | 6.23% | 4.00% | -4.27% | 5.04% | 2.50% | 1.61% | 2.43% | 1.64% | -1.50% | 4.83% | -3.31% | 22.19% |
| 2023 | 4.48% | -3.61% | 1.17% | 1.82% | -3.65% | 5.69% | 2.93% | -1.10% | -2.67% | -2.66% | 8.48% | 5.93% | 17.07% |
| 2022 | -4.05% | -1.77% | 2.11% | -6.74% | 1.56% | -8.26% | 6.61% | -3.20% | -8.19% | 9.67% | 6.33% | -3.42% | -10.77% |
| 2021 | 0.88% | 1.70% | 3.31% | 3.94% | 1.26% | 2.32% | 0.67% | 2.71% | -3.63% | 4.94% | -2.89% | 3.80% | 20.32% |
Benchmark Metrics
Aggressive Portfolio - Morningstar Allocations has an annualized alpha of 4.73%, beta of 0.86, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.46%) than losses (79.28%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.73% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.86 and R2 of 0.91, 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
- 4.73%
- Beta
- 0.86
- R²
- 0.91
- Upside Capture
- 94.46%
- Downside Capture
- 79.28%
Expense Ratio
Aggressive Portfolio - Morningstar Allocations has an expense ratio of 0.18%, 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
Aggressive Portfolio - Morningstar Allocations ranks 72 for risk / return — better than 72% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Aggressive Portfolio - Morningstar Allocations 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 | 2.45 | 1.85 | +0.60 |
| Sortino ratioReturn per unit of downside risk | 3.37 | 2.52 | +0.85 |
| Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 2.52 | +1.38 |
| Martin ratioReturn relative to average drawdown | 17.61 | 11.31 | +6.29 |
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 |
|---|---|---|---|---|---|---|
AVEM Avantis Emerging Markets Equity ETF | 80 | 2.15 | 2.79 | 1.40 | 3.47 | 13.23 |
BNDX Vanguard Total International Bond ETF | 20 | 0.58 | 0.84 | 1.10 | 0.68 | 1.90 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 93 | 2.96 | 4.11 | 1.54 | 5.09 | 19.73 |
IJH iShares Core S&P Mid-Cap ETF | 62 | 1.59 | 2.33 | 1.28 | 2.87 | 10.47 |
PONAX PIMCO Income Fund Class A | 44 | 1.74 | 2.57 | 1.33 | 1.93 | 6.45 |
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.22 | 274.98 | 195.05 | 397.15 | 4,450.29 |
SPMO Invesco S&P 500 Momentum ETF | 79 | 2.16 | 2.89 | 1.40 | 3.31 | 12.52 |
VB Vanguard Small-Cap ETF | 65 | 1.67 | 2.39 | 1.29 | 3.09 | 11.33 |
VEA Vanguard FTSE Developed Markets ETF | 67 | 1.84 | 2.54 | 1.34 | 2.63 | 10.08 |
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Dividends
Dividend yield
Aggressive Portfolio - Morningstar Allocations provided a 1.69% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.69% | 1.89% | 1.93% | 2.31% | 2.17% | 1.59% | 1.77% | 2.02% | 1.99% | 1.59% | 2.12% | 1.63% |
| Portfolio components: | ||||||||||||
AVEM Avantis Emerging Markets Equity ETF | 2.60% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDX Vanguard Total International Bond ETF | 4.48% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.45% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
IJH iShares Core S&P Mid-Cap ETF | 1.18% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
PONAX PIMCO Income Fund Class A | 5.46% | 5.61% | 5.86% | 5.86% | 4.66% | 3.62% | 4.48% | 5.42% | 5.24% | 4.97% | 5.13% | 7.45% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.67% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
VB Vanguard Small-Cap ETF | 1.19% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VEA Vanguard FTSE Developed Markets ETF | 2.63% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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 Aggressive Portfolio - Morningstar Allocations. 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 Aggressive Portfolio - Morningstar Allocations was 21.78%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current Aggressive Portfolio - Morningstar Allocations drawdown is 4.62%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -21.78%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -15.64%Apr 2025 | 1mo 18d | 1mo 6d | 2mo 24dFeb 2025 - May 2025 |
2026 pullback2026 | -8.68%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.21%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 |
2020 pullback2020 | -7.19%Sep 2020 | 20d | 19d | 1mo 9dSep 2020 - Oct 2020 |
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 4.33, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.11 | 1.11 | 1.10 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Aggressive Portfolio - Morningstar Allocations correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FNDX has the highest benchmark correlation at 0.87, while SGOV has the lowest at -0.02.
Asset Correlations Table
| SGOV | BNDX | PONAX | AVEM | SPMO | VEA | FNDX | IJH | VB | |
|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.00 | 0.01 | -0.00 | -0.01 | -0.03 | -0.03 | -0.03 | -0.03 |
| BNDX | 0.00 | 1.00 | 0.59 | 0.14 | 0.11 | 0.20 | 0.10 | 0.13 | 0.14 |
| PONAX | 0.01 | 0.59 | 1.00 | 0.37 | 0.26 | 0.45 | 0.34 | 0.35 | 0.36 |
| AVEM | -0.00 | 0.14 | 0.37 | 1.00 | 0.61 | 0.81 | 0.61 | 0.62 | 0.64 |
| SPMO | -0.01 | 0.11 | 0.26 | 0.61 | 1.00 | 0.66 | 0.69 | 0.67 | 0.69 |
| VEA | -0.03 | 0.20 | 0.45 | 0.81 | 0.66 | 1.00 | 0.78 | 0.77 | 0.77 |
| FNDX | -0.03 | 0.10 | 0.34 | 0.61 | 0.69 | 0.78 | 1.00 | 0.91 | 0.90 |
| IJH | -0.03 | 0.13 | 0.35 | 0.62 | 0.67 | 0.77 | 0.91 | 1.00 | 0.98 |
| VB | -0.03 | 0.14 | 0.36 | 0.64 | 0.69 | 0.77 | 0.90 | 0.98 | 1.00 |
Find what Aggressive Portfolio - Morningstar Allocations is missing
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