Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 20% |
IAU iShares Gold Trust | Gold, Precious Metals | 20% |
IJS iShares S&P SmallCap 600 Value ETF | Small Cap Value Equities | 15% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 15% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds, Long-Term Bond | 10% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in tlt 10 vgit 20 bil 20, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 2, 2026, the tlt 10 vgit 20 bil 20 returned 4.48% Year-To-Date and 7.27% 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 tlt 10 vgit 20 bil 20 | -0.25% | -3.01% | 4.48% | 7.71% | 15.97% | 11.00% | 6.52% | 7.27% |
| Portfolio components: | ||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 0.13% | -1.05% | 0.03% | 0.77% | 4.08% | 3.19% | 0.33% | 1.32% |
TLT iShares 20+ Year Treasury Bond ETF | 0.61% | -2.56% | 0.69% | -0.91% | -0.77% | -2.76% | -5.75% | -1.34% |
IAU iShares Gold Trust | -1.94% | -8.32% | 8.34% | 21.05% | 49.18% | 32.68% | 21.72% | 14.14% |
IJS iShares S&P SmallCap 600 Value ETF | 0.22% | -2.71% | 4.77% | 7.25% | 21.91% | 10.12% | 4.81% | 9.52% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.02% | 0.31% | 0.90% | 1.85% | 4.01% | 4.71% | 3.28% | 2.13% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, tlt 10 vgit 20 bil 20's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +5.5%, while the worst month was Sep 2022 at -4.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, tlt 10 vgit 20 bil 20 closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.8%, while the worst single day was Mar 12, 2020 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.79% | 3.90% | -4.05% | 0.02% | 4.48% | ||||||||
| 2025 | 2.13% | 0.97% | 0.95% | -0.74% | 0.38% | 1.60% | -0.04% | 3.49% | 2.86% | 0.69% | 2.23% | 0.42% | 15.90% |
| 2024 | -1.15% | 0.26% | 3.20% | -1.99% | 1.94% | 0.04% | 4.72% | 1.09% | 1.82% | -0.32% | 2.06% | -3.17% | 8.54% |
| 2023 | 4.55% | -2.77% | 1.56% | -0.05% | -1.87% | 1.46% | 1.78% | -1.49% | -3.57% | -0.68% | 4.40% | 4.67% | 7.80% |
| 2022 | -2.12% | 1.02% | -0.34% | -3.44% | 0.18% | -3.09% | 2.00% | -2.63% | -4.75% | 2.77% | 4.56% | -1.37% | -7.38% |
| 2021 | -0.29% | 0.57% | 1.54% | 1.70% | 2.69% | -1.33% | 0.55% | 0.46% | -1.92% | 1.49% | -0.49% | 2.08% | 7.18% |
Benchmark Metrics
tlt 10 vgit 20 bil 20 has an annualized alpha of 3.23%, beta of 0.25, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (34.25%) than losses (30.14%) — typical of diversified or defensive assets.
- Beta of 0.25 may look defensive, but with R² of 0.40 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.40 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.23%
- Beta
- 0.25
- R²
- 0.40
- Upside Capture
- 34.25%
- Downside Capture
- 30.14%
Expense Ratio
tlt 10 vgit 20 bil 20 has an expense ratio of 0.15%, 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
tlt 10 vgit 20 bil 20 ranks 81 for risk / return — in the top 81% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 0.88 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.53 | 1.37 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.72 | 1.39 | +1.33 |
Martin ratioReturn relative to average drawdown | 9.81 | 6.43 | +3.37 |
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 | |
|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 52 | 1.08 | 1.61 | 1.19 | 1.64 | 5.01 |
TLT iShares 20+ Year Treasury Bond ETF | 10 | -0.07 | -0.01 | 1.00 | -0.09 | -0.19 |
IAU iShares Gold Trust | 80 | 1.78 | 2.21 | 1.33 | 2.58 | 9.32 |
IJS iShares S&P SmallCap 600 Value ETF | 48 | 0.93 | 1.43 | 1.19 | 1.51 | 5.68 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.57 | 254.91 | 180.89 | 367.86 | 4,130.10 |
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Dividends
Dividend yield
tlt 10 vgit 20 bil 20 provided a 2.74% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.74% | 2.84% | 2.98% | 2.61% | 1.61% | 1.13% | 1.28% | 1.78% | 1.73% | 1.32% | 1.23% | 1.28% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.82% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
TLT iShares 20+ Year Treasury Bond ETF | 4.51% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
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 tlt 10 vgit 20 bil 20. 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 tlt 10 vgit 20 bil 20 was 13.59%, occurring on Sep 27, 2022. Recovery took 362 trading sessions.
The current tlt 10 vgit 20 bil 20 drawdown is 4.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.59% | Nov 10, 2021 | 221 | Sep 27, 2022 | 362 | Mar 7, 2024 | 583 |
| -11.25% | Feb 24, 2020 | 18 | Mar 18, 2020 | 48 | May 27, 2020 | 66 |
| -6.65% | Jan 23, 2015 | 249 | Jan 19, 2016 | 33 | Mar 7, 2016 | 282 |
| -5.98% | Mar 3, 2026 | 14 | Mar 20, 2026 | — | — | — |
| -5.66% | Jan 29, 2018 | 229 | Dec 24, 2018 | 33 | Feb 12, 2019 | 262 |
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 6 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | BIL | IAU | TLT | VGIT | SCHD | IJS | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.04 | -0.21 | -0.18 | 0.82 | 0.77 | 0.58 |
| BIL | 0.00 | 1.00 | 0.03 | 0.01 | 0.02 | 0.00 | -0.02 | 0.03 |
| IAU | 0.04 | 0.03 | 1.00 | 0.24 | 0.33 | 0.03 | 0.03 | 0.61 |
| TLT | -0.21 | 0.01 | 0.24 | 1.00 | 0.84 | -0.21 | -0.21 | 0.24 |
| VGIT | -0.18 | 0.02 | 0.33 | 0.84 | 1.00 | -0.17 | -0.19 | 0.30 |
| SCHD | 0.82 | 0.00 | 0.03 | -0.21 | -0.17 | 1.00 | 0.79 | 0.63 |
| IJS | 0.77 | -0.02 | 0.03 | -0.21 | -0.19 | 0.79 | 1.00 | 0.67 |
| Portfolio | 0.58 | 0.03 | 0.61 | 0.24 | 0.30 | 0.63 | 0.67 | 1.00 |