Betterment 80/20
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Betterment 80/20, 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 Quarterly
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Jul 25, 2024, the Betterment 80/20 returned 7.62% Year-To-Date and 7.03% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Betterment 80/20 | 7.62% | 0.65% | 7.87% | 11.24% | 7.88% | 7.03% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | 7.45% | 5.36% | 8.92% | 12.67% | 9.98% | 8.70% |
VTV Vanguard Value ETF | 11.25% | 2.25% | 10.13% | 14.54% | 10.63% | 10.02% |
VTI Vanguard Total Stock Market ETF | 13.57% | -0.10% | 11.18% | 19.60% | 13.46% | 12.09% |
VOE Vanguard Mid-Cap Value ETF | 8.10% | 2.91% | 9.15% | 10.11% | 8.96% | 8.43% |
VEA Vanguard FTSE Developed Markets ETF | 5.80% | 0.67% | 7.30% | 8.96% | 6.90% | 4.70% |
VWO Vanguard FTSE Emerging Markets ETF | 5.98% | -1.00% | 8.49% | 5.62% | 3.47% | 2.45% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.66% | 0.50% | 2.49% | 5.28% | 3.29% | 2.09% |
MUB iShares National AMT-Free Muni Bond ETF | 0.19% | 0.36% | 0.72% | 2.74% | 1.11% | 2.18% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.25% | 0.18% | 1.34% | 3.24% | -0.09% | 1.42% |
BNDX Vanguard Total International Bond ETF | 0.33% | 0.27% | 1.49% | 5.08% | -0.41% | 1.96% |
VWOB Vanguard Emerging Markets Government Bond ETF | 2.18% | -0.06% | 3.91% | 7.18% | -0.06% | 2.35% |
Monthly Returns
The table below presents the monthly returns of Betterment 80/20, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.60% | 3.13% | 3.08% | -2.93% | 3.29% | 0.71% | 7.62% | ||||||
| 2023 | 6.50% | -3.24% | 1.56% | 0.93% | -1.94% | 4.99% | 3.24% | -2.84% | -3.67% | -2.69% | 7.74% | 4.95% | 15.63% |
| 2022 | -3.31% | -2.04% | 0.69% | -6.32% | 0.87% | -6.86% | 5.50% | -3.38% | -8.31% | 5.17% | 7.84% | -3.44% | -14.10% |
| 2021 | 0.12% | 2.53% | 2.68% | 3.14% | 1.62% | 0.50% | 0.03% | 1.79% | -3.24% | 3.56% | -2.19% | 3.32% | 14.48% |
| 2020 | -1.48% | -6.01% | -13.49% | 8.48% | 4.34% | 2.48% | 4.36% | 4.09% | -2.04% | -1.08% | 10.27% | 4.29% | 12.48% |
| 2019 | 7.09% | 2.15% | 1.06% | 2.69% | -4.82% | 5.46% | 0.08% | -1.77% | 1.86% | 2.03% | 1.93% | 3.04% | 22.28% |
| 2018 | 4.06% | -3.79% | -0.68% | -0.03% | 0.52% | -0.59% | 2.66% | 0.32% | -0.08% | -6.18% | 1.90% | -5.71% | -7.85% |
| 2017 | 2.24% | 2.26% | 0.96% | 1.13% | 1.20% | 0.73% | 2.19% | 0.46% | 1.67% | 1.57% | 1.57% | 1.55% | 18.98% |
| 2016 | -4.41% | -0.33% | 6.65% | 1.16% | 0.29% | 0.81% | 3.42% | 0.45% | 0.64% | -1.65% | 1.17% | 1.61% | 9.86% |
| 2015 | -0.95% | 4.37% | -0.81% | 1.88% | 0.00% | -1.97% | 0.22% | -5.49% | -2.43% | 5.74% | -0.10% | -1.98% | -2.01% |
| 2014 | -3.34% | 4.05% | 1.02% | 0.66% | 1.91% | 1.92% | -1.31% | 2.69% | -3.08% | 1.73% | 1.02% | -1.17% | 5.99% |
| 2013 | -2.52% | 3.85% | -2.52% | 4.73% | 3.45% | 1.26% | 1.55% | 9.94% |
Expense Ratio
Betterment 80/20 has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Betterment 80/20 is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 0.82 | 1.29 | 1.15 | 0.83 | 2.58 |
VTV Vanguard Value ETF | 1.47 | 2.14 | 1.25 | 1.47 | 4.64 |
VTI Vanguard Total Stock Market ETF | 1.69 | 2.37 | 1.30 | 1.42 | 6.24 |
VOE Vanguard Mid-Cap Value ETF | 0.82 | 1.25 | 1.15 | 0.64 | 2.13 |
VEA Vanguard FTSE Developed Markets ETF | 0.76 | 1.15 | 1.14 | 0.57 | 2.27 |
VWO Vanguard FTSE Emerging Markets ETF | 0.54 | 0.85 | 1.10 | 0.26 | 1.44 |
STIP iShares 0-5 Year TIPS Bond ETF | 2.37 | 4.02 | 1.49 | 1.95 | 20.60 |
MUB iShares National AMT-Free Muni Bond ETF | 0.64 | 0.97 | 1.11 | 0.27 | 1.45 |
AGG iShares Core U.S. Aggregate Bond ETF | 0.52 | 0.79 | 1.09 | 0.20 | 1.54 |
BNDX Vanguard Total International Bond ETF | 1.10 | 1.71 | 1.19 | 0.37 | 3.95 |
VWOB Vanguard Emerging Markets Government Bond ETF | 0.88 | 1.34 | 1.16 | 0.35 | 2.71 |
Dividends
Dividend yield
Betterment 80/20 granted a 2.70% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Betterment 80/20 | 2.70% | 2.68% | 2.57% | 2.27% | 1.90% | 2.57% | 2.72% | 2.24% | 2.37% | 2.49% | 2.47% | 2.13% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 2.08% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VTV Vanguard Value ETF | 2.40% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VOE Vanguard Mid-Cap Value ETF | 2.23% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% | 1.67% | 1.53% |
VEA Vanguard FTSE Developed Markets ETF | 3.34% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VWO Vanguard FTSE Emerging Markets ETF | 3.23% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.10% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% | 0.31% |
MUB iShares National AMT-Free Muni Bond ETF | 2.86% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% | 2.73% | 3.02% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.46% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
BNDX Vanguard Total International Bond ETF | 4.71% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.74% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Betterment 80/20. 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 Betterment 80/20 was 30.19%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Betterment 80/20 drawdown is 2.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.19% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -22.22% | Nov 9, 2021 | 233 | Oct 12, 2022 | 337 | Feb 15, 2024 | 570 |
| -16.01% | Jan 29, 2018 | 229 | Dec 24, 2018 | 130 | Jul 2, 2019 | 359 |
| -15.78% | May 22, 2015 | 183 | Feb 11, 2016 | 126 | Aug 11, 2016 | 309 |
| -7.22% | Sep 8, 2014 | 29 | Oct 16, 2014 | 81 | Feb 12, 2015 | 110 |
Volatility
Volatility Chart
The current Betterment 80/20 volatility is 2.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BNDX | MUB | STIP | AGG | VWO | VWOB | VEA | VBR | VTI | VTV | VOE | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.57 | 0.39 | 0.71 | -0.00 | 0.42 | -0.01 | -0.06 | -0.01 | -0.07 | -0.05 |
| MUB | 0.57 | 1.00 | 0.43 | 0.70 | -0.01 | 0.38 | -0.00 | -0.07 | -0.04 | -0.09 | -0.06 |
| STIP | 0.39 | 0.43 | 1.00 | 0.57 | 0.13 | 0.41 | 0.14 | 0.08 | 0.08 | 0.06 | 0.08 |
| AGG | 0.71 | 0.70 | 0.57 | 1.00 | 0.03 | 0.50 | 0.03 | -0.06 | -0.01 | -0.07 | -0.04 |
| VWO | -0.00 | -0.01 | 0.13 | 0.03 | 1.00 | 0.46 | 0.79 | 0.61 | 0.69 | 0.63 | 0.63 |
| VWOB | 0.42 | 0.38 | 0.41 | 0.50 | 0.46 | 1.00 | 0.49 | 0.37 | 0.42 | 0.36 | 0.39 |
| VEA | -0.01 | -0.00 | 0.14 | 0.03 | 0.79 | 0.49 | 1.00 | 0.75 | 0.82 | 0.79 | 0.78 |
| VBR | -0.06 | -0.07 | 0.08 | -0.06 | 0.61 | 0.37 | 0.75 | 1.00 | 0.87 | 0.88 | 0.95 |
| VTI | -0.01 | -0.04 | 0.08 | -0.01 | 0.69 | 0.42 | 0.82 | 0.87 | 1.00 | 0.89 | 0.89 |
| VTV | -0.07 | -0.09 | 0.06 | -0.07 | 0.63 | 0.36 | 0.79 | 0.88 | 0.89 | 1.00 | 0.94 |
| VOE | -0.05 | -0.06 | 0.08 | -0.04 | 0.63 | 0.39 | 0.78 | 0.95 | 0.89 | 0.94 | 1.00 |