Soon-to-Retire Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
JEPI JPMorgan Equity Premium Income ETF	Dividend, Derivative Income	22.50%
FNDX Schwab Fundamental U.S. Large Company Index ETF	Large Cap Value Equities	20%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	20%
SHV iShares 0-1 Year Treasury Bond ETF	Government Bonds, Ultrashort Bond	12.50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	5%
BNDX Vanguard Total International Bond ETF	Global Bonds	2.50%
NYF iShares New York Muni Bond ETF	Municipal Bonds	2.50%
IAU iShares Gold Trust	Gold, Precious Metals	2.50%
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	Commodities	2.50%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	2.50%
IJH iShares Core S&P Mid-Cap ETF	Mid Cap Blend Equities	2.50%
VXUS Vanguard Total International Stock ETF	Global Equities	2.50%
VNQ Vanguard Real Estate ETF	REIT	2.50%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Soon-to-Retire 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

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 Soon-to-Retire Portfolio	1.89%	1.25%	12.08%	11.32%	22.34%	18.47%	11.53%	—
Portfolio components:
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%
IAU iShares Gold Trust	3.05%	-10.80%	-2.51%	-1.75%	25.36%	28.71%	17.22%	12.31%
IJH iShares Core S&P Mid-Cap ETF	2.51%	2.96%	14.66%	11.74%	25.20%	15.52%	8.10%	11.45%
JEPI JPMorgan Equity Premium Income ETF	0.92%	0.20%	0.86%	0.64%	7.61%	9.04%	7.36%	—
NYF iShares New York Muni Bond ETF	0.17%	0.63%	1.58%	1.84%	6.63%	3.28%	0.76%	1.76%
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	-1.09%	-8.83%	30.11%	30.06%	36.08%	13.30%	11.21%	8.06%
SCHD Schwab U.S. Dividend Equity ETF	0.84%	2.42%	19.60%	18.52%	25.79%	14.80%	8.55%	12.82%
SHV iShares 0-1 Year Treasury Bond ETF	0.02%	0.28%	1.51%	1.73%	3.89%	4.63%	3.34%	2.23%
SPMO Invesco S&P 500 Momentum ETF	4.80%	4.24%	26.56%	24.30%	41.83%	41.24%	23.19%	20.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2020, Soon-to-Retire Portfolio's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Oct 2022 with a return of +7.9%, while the worst month was Sep 2022 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Soon-to-Retire Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Apr 4, 2025 at -4.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.85%	2.42%	-3.57%	7.17%	3.03%	-0.08%							12.08%
2025	3.10%	0.59%	-2.90%	-1.13%	3.97%	3.34%	0.95%	2.07%	2.05%	0.50%	1.31%	0.04%	14.58%
2024	1.42%	4.01%	3.39%	-3.11%	3.46%	1.67%	1.95%	2.31%	1.75%	-0.47%	4.21%	-3.33%	18.27%
2023	2.62%	-3.00%	1.36%	1.48%	-2.83%	4.12%	2.34%	-0.52%	-2.53%	-1.46%	6.07%	4.01%	11.76%
2022	-2.98%	-0.93%	2.82%	-4.47%	1.05%	-5.76%	5.02%	-2.53%	-6.61%	7.88%	4.66%	-2.68%	-5.55%
2021	0.19%	1.23%	4.22%	3.32%	1.32%	1.58%	1.44%	2.06%	-3.25%	4.42%	-1.97%	4.33%	20.25%

Benchmark Metrics

Soon-to-Retire Portfolio has an annualized alpha of 4.39%, beta of 0.62, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 21, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.26%) than losses (61.70%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.39% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.62 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 4.39%

Beta: 0.62

R²: 0.91

Upside Capture: 69.26%

Downside Capture: 61.70%

See how alpha, beta & R² have trended over time →

Expense Ratio

Soon-to-Retire Portfolio has an expense ratio of 0.21%, 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.

Top 10 holdings

PDBC

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF

JEPI

JPMorgan Equity Premium Income ETF

IAU

iShares Gold Trust

FNDX

Schwab Fundamental U.S. Large Company Index ETF

NYF

iShares New York Muni Bond ETF

SHV

iShares 0-1 Year Treasury Bond ETF

SPMO

Invesco S&P 500 Momentum ETF

VNQ

Vanguard Real Estate ETF

XLU

State Street Utilities Select Sector SPDR ETF

BNDX

Vanguard Total International Bond ETF

Return for Risk

Risk / Return Rank

Soon-to-Retire Portfolio ranks 82 for risk / return — in the top 82% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Soon-to-Retire 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	2.63	1.85	+0.78
Sortino ratioReturn per unit of downside risk	3.71	2.52	+1.19
Omega ratioGain probability vs. loss probability	1.51	1.34	+0.17
Calmar ratioReturn relative to maximum drawdown	4.09	2.52	+1.57
Martin ratioReturn relative to average drawdown	18.87	11.31	+7.55

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
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
IAU iShares Gold Trust	30	0.94	1.30	1.19	1.04	3.04
IJH iShares Core S&P Mid-Cap ETF	62	1.59	2.33	1.28	2.87	10.47
JEPI JPMorgan Equity Premium Income ETF	30	0.95	1.43	1.17	1.14	3.49
NYF iShares New York Muni Bond ETF	77	2.41	3.45	1.52	2.41	8.60
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	72	1.93	2.54	1.34	4.11	10.05
SCHD Schwab U.S. Dividend Equity ETF	88	2.38	3.67	1.43	5.61	13.71
SHV iShares 0-1 Year Treasury Bond ETF	100	19.48	149.19	53.64	430.34	2,413.95
SPMO Invesco S&P 500 Momentum ETF	79	2.16	2.89	1.40	3.31	12.52

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Soon-to-Retire Portfolio Sharpe ratio is 2.63 as of Jun 11, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.44 to 2.27, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Soon-to-Retire Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Soon-to-Retire Portfolio provided a 3.43% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.43%	3.59%	3.48%	3.92%	4.42%	3.71%	2.60%	1.60%	1.54%	1.25%	1.57%	1.03%
Portfolio components:
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%
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%
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%
JEPI JPMorgan Equity Premium Income ETF	8.21%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%
NYF iShares New York Muni Bond ETF	3.09%	2.99%	2.77%	2.36%	2.04%	1.85%	1.98%	2.19%	2.48%	2.46%	2.43%	2.60%
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	2.95%	3.84%	4.42%	4.21%	13.05%	50.83%	0.01%	1.40%	1.00%	3.83%	6.51%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.25%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SHV iShares 0-1 Year Treasury Bond ETF	3.83%	4.09%	5.02%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%
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%

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 Soon-to-Retire 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 Soon-to-Retire Portfolio was 14.63%, occurring on Sep 30, 2022. Recovery took 286 trading sessions.

The current Soon-to-Retire Portfolio drawdown is 2.55%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-14.63%Sep 2022	8mo 28d	1y 1mo	1y 10moJan 2022 - Nov 2023
2025 selloff2025	-12.56%Apr 2025	1mo 17d	2mo 5d	3mo 22dFeb 2025 - Jun 2025
2020 pullback2020	-5.72%Sep 2020	20d	19d	1mo 9dSep 2020 - Oct 2020
2026 pullback2026	-5.49%Mar 2026	27d	14d	1mo 11dMar 2026 - Apr 2026
2020 pullback2020	-5.17%Jun 2020	17d	24d	1mo 11dJun 2020 - Jul 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 13 assets, with an effective number of assets of 6.50, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.34	1.22	1.19	1.20

The portfolio has a diversification ratio of 1.20, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Soon-to-Retire Portfolio correlation to the S&P 500 Index

Soon-to-Retire Portfolio has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since May 21, 2020	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. FNDX has the highest benchmark correlation at 0.87, while SHV has the lowest at 0.02.

0.02

0.14

0.15

0.15

0.19

0.39

0.62

0.71

0.78

0.79

0.83

0.85

0.87

Portfolio Correlations

Correlation vs. Soon-to-Retire Portfolio. FNDX has the highest portfolio correlation at 0.93, while SHV has the lowest at 0.02.

0.02

0.17

0.17

0.22

0.28

0.52

0.71

0.80

0.82

0.86

0.87

0.88

0.93

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SHV	PDBC	IAU	NYF	BNDX	XLU	SPMO	VNQ	SCHD	VXUS	JEPI	IJH	FNDX
SHV	1.00	-0.09	0.13	0.23	0.22	0.05	0.00	0.07	0.02	0.06	0.01	0.01	0.01
PDBC	-0.09	1.00	0.29	-0.06	-0.14	0.07	0.21	0.09	0.26	0.27	0.14	0.22	0.27
IAU	0.13	0.29	1.00	0.22	0.28	0.18	0.13	0.17	0.12	0.34	0.12	0.14	0.14
NYF	0.23	-0.06	0.22	1.00	0.59	0.20	0.10	0.26	0.10	0.19	0.15	0.15	0.12
BNDX	0.22	-0.14	0.28	0.59	1.00	0.23	0.11	0.26	0.09	0.18	0.18	0.13	0.10
XLU	0.05	0.07	0.18	0.20	0.23	1.00	0.32	0.60	0.49	0.34	0.59	0.40	0.45
SPMO	0.00	0.21	0.13	0.10	0.11	0.32	1.00	0.46	0.51	0.66	0.66	0.67	0.69
VNQ	0.07	0.09	0.17	0.26	0.26	0.60	0.46	1.00	0.69	0.57	0.70	0.70	0.69
SCHD	0.02	0.26	0.12	0.10	0.09	0.49	0.51	0.69	1.00	0.63	0.78	0.81	0.90
VXUS	0.06	0.27	0.34	0.19	0.18	0.34	0.66	0.57	0.63	1.00	0.63	0.75	0.76
JEPI	0.01	0.14	0.12	0.15	0.18	0.59	0.66	0.70	0.78	0.63	1.00	0.74	0.81
IJH	0.01	0.22	0.14	0.15	0.13	0.40	0.67	0.70	0.81	0.75	0.74	1.00	0.91
FNDX	0.01	0.27	0.14	0.12	0.10	0.45	0.69	0.69	0.90	0.76	0.81	0.91	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2020

Diversification Analysis

Find what Soon-to-Retire Portfolio is missing

See which holdings overlap, where Soon-to-Retire Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification