20/50/30 VOO VCLT VTINX

Asset Allocation

Position	Category/Sector	Target Weight
VCLT Vanguard Long-Term Corporate Bond ETF	Corporate Bonds	50%
VTINX Vanguard Target Retirement Income Fund	Target Retirement Date, Diversified Portfolio	30%
VOO Vanguard S&P 500 ETF	S&P 500	20%

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 20/50/30 VOO VCLT VTINX, 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 Jun 13, 2026, the 20/50/30 VOO VCLT VTINX returned 3.79% Year-To-Date and 5.90% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 20/50/30 VOO VCLT VTINX	0.08%	1.51%	3.79%	4.22%	11.87%	9.26%	2.84%	5.90%
Portfolio components:
VCLT Vanguard Long-Term Corporate Bond ETF	-0.09%	1.39%	1.41%	1.82%	6.87%	4.64%	-2.06%	2.27%
VOO Vanguard S&P 500 ETF	0.55%	0.37%	9.08%	9.44%	25.76%	20.95%	13.43%	15.50%
VTINX Vanguard Target Retirement Income Fund	0.99%	0.14%	3.82%	4.32%	10.90%	9.04%	3.93%	5.26%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2010, 20/50/30 VOO VCLT VTINX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +8.9%, while the worst month was Mar 2020 at -8.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 20/50/30 VOO VCLT VTINX closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +5.8%, while the worst single day was Mar 12, 2020 at -6.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.90%	1.19%	-3.34%	3.24%	2.42%	-0.54%							3.79%
2025	1.14%	1.74%	-2.09%	-0.58%	1.63%	3.20%	0.42%	1.26%	2.83%	0.87%	0.54%	-0.68%	10.62%
2024	-0.10%	-0.07%	2.11%	-3.92%	3.13%	1.17%	2.46%	1.99%	2.30%	-2.92%	3.02%	-3.16%	5.80%
2023	6.27%	-4.06%	3.77%	0.88%	-1.59%	2.71%	0.88%	-1.70%	-4.39%	-2.93%	8.93%	5.43%	14.03%
2022	-4.32%	-2.54%	-1.17%	-8.01%	1.04%	-5.03%	5.72%	-4.48%	-7.68%	1.06%	7.30%	-3.06%	-20.27%
2021	-1.71%	-1.10%	-0.10%	2.38%	0.71%	2.69%	1.90%	0.56%	-2.59%	2.72%	-0.11%	0.81%	6.17%

Benchmark Metrics

20/50/30 VOO VCLT VTINX has an annualized alpha of 2.56%, beta of 0.32, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

This portfolio participated in 50.83% of S&P 500 Index downside but only 44.73% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.32 may look defensive, but with R2 of 0.42 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 0.42 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: 2.56%

Beta: 0.32

R²: 0.42

Upside Capture: 44.73%

Downside Capture: 50.83%

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

Expense Ratio

20/50/30 VOO VCLT VTINX 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.

VTINX

Vanguard Target Retirement Income Fund

VOO

Vanguard S&P 500 ETF

VCLT

Vanguard Long-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

20/50/30 VOO VCLT VTINX ranks 29 for risk / return — below 29% 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.

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 20/50/30 VOO VCLT VTINX 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	1.59	1.86	-0.27
Sortino ratioReturn per unit of downside risk	2.28	2.53	-0.26
Omega ratioGain probability vs. loss probability	1.30	1.34	-0.04
Calmar ratioReturn relative to maximum drawdown	2.12	2.53	-0.42
Martin ratioReturn relative to average drawdown	8.13	11.37	-3.25

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
VCLT Vanguard Long-Term Corporate Bond ETF	23	0.75	1.11	1.13	1.13	2.75
VOO Vanguard S&P 500 ETF	67	1.99	2.70	1.36	2.75	12.42
VTINX Vanguard Target Retirement Income Fund	68	2.08	2.99	1.41	2.58	11.15

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. Learn how to interpret the Sharpe ratio.

The current 20/50/30 VOO VCLT VTINX Sharpe ratio is 1.59 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 20/50/30 VOO VCLT VTINX 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

20/50/30 VOO VCLT VTINX provided a 4.42% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.42%	4.49%	4.61%	3.83%	3.48%	4.38%	2.91%	3.07%	3.95%	2.83%	3.25%	3.82%
Portfolio components:
VCLT Vanguard Long-Term Corporate Bond ETF	5.52%	5.51%	5.19%	4.67%	4.44%	3.07%	3.16%	3.81%	4.55%	4.01%	4.33%	4.68%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VTINX Vanguard Target Retirement Income Fund	4.84%	5.02%	5.89%	4.01%	3.08%	8.63%	3.42%	2.62%	4.19%	1.56%	2.27%	3.53%

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 20/50/30 VOO VCLT VTINX. 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 20/50/30 VOO VCLT VTINX was 26.33%, occurring on Oct 20, 2022. Recovery took 673 trading sessions.

The current 20/50/30 VOO VCLT VTINX drawdown is 0.74%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-26.33%Oct 2022	11mo 14d	2y 8mo	3y 7moNov 2021 - Jun 2025
COVID crash2020	-22.17%Mar 2020	27d	3mo 15d	4mo 12dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-8.30%Dec 2018	10mo 29d	2mo 26d	1y 1moJan 2018 - Mar 2019
2016 pullback2016	-7.77%Jan 2016	9mo 9d	2mo 24d	12mo 3dApr 2015 - Apr 2016
2013 pullback2013	-7.75%Jun 2013	1mo 22d	6mo 17d	8mo 9dMay 2013 - Jan 2014

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 3 assets, with an effective number of assets of 2.63, 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	1.16	1.17	1.17	1.21	1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

20/50/30 VOO VCLT VTINX correlation to the S&P 500 Index

20/50/30 VOO VCLT VTINX has a 0.77 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.58

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VCLT has the lowest at 0.04.

VCLT

0.04

VTINX

0.81

VOO

1.00

Portfolio Correlations

Correlation vs. 20/50/30 VOO VCLT VTINX. VTINX has the highest portfolio correlation at 0.83, while VOO has the lowest at 0.58.

VOO

0.58

VCLT

0.78

VTINX

0.83

Asset Correlations Table

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

	VCLT	VOO	VTINX
VCLT	1.00	0.04	0.41
VOO	0.04	1.00	0.81
VTINX	0.41	0.81	1.00

The correlation results are calculated based on daily price changes starting from Sep 9, 2010

Diversification Analysis

Find what 20/50/30 VOO VCLT VTINX is missing

See which holdings overlap, where 20/50/30 VOO VCLT VTINX is concentrated, and which low-correlation assets could fill the gaps.

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