Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VCLT Vanguard Long-Term Corporate Bond ETF | Corporate Bonds | 50% |
VOO Vanguard S&P 500 ETF | S&P 500 | 20% |
VTINX Vanguard Target Retirement Income Fund | Diversified Portfolio, Target Retirement Date | 30% |
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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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 2, 2026, the 20/50/30 VOO VCLT VTINX returned -0.62% Year-To-Date and 5.70% 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 20/50/30 VOO VCLT VTINX | 0.36% | -1.90% | -0.62% | -0.45% | 8.33% | 7.63% | 2.73% | 5.70% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
VTINX Vanguard Target Retirement Income Fund | 0.36% | -1.58% | -0.09% | 1.10% | 9.38% | 7.99% | 3.66% | 4.98% |
VCLT Vanguard Long-Term Corporate Bond ETF | 0.67% | -1.58% | 0.19% | -1.08% | 3.96% | 3.10% | -1.56% | 2.55% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, 20/50/30 VOO VCLT VTINX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 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% | 0.71% | -0.62% | ||||||||
| 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 2.66%, beta of 0.32, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio participated in 51.03% of S&P 500 Index downside but only 45.69% 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
- 2.66%
- Beta
- 0.32
- R²
- 0.42
- Upside Capture
- 45.69%
- Downside Capture
- 51.03%
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.
Return for Risk
Risk / Return Rank
20/50/30 VOO VCLT VTINX ranks 23 for risk / return — below 23% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.88 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.37 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.39 | +0.02 |
Martin ratioReturn relative to average drawdown | 5.33 | 6.43 | -1.11 |
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 | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VTINX Vanguard Target Retirement Income Fund | 83 | 1.70 | 2.43 | 1.34 | 2.34 | 9.68 |
VCLT Vanguard Long-Term Corporate Bond ETF | 22 | 0.39 | 0.58 | 1.08 | 0.80 | 1.86 |
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Dividends
Dividend yield
20/50/30 VOO VCLT VTINX provided a 4.55% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.55% | 4.49% | 4.61% | 3.83% | 3.48% | 4.38% | 2.91% | 3.07% | 3.95% | 2.83% | 3.25% | 3.82% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 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 | 5.03% | 5.02% | 5.89% | 4.01% | 3.08% | 8.63% | 3.42% | 2.62% | 4.19% | 1.56% | 2.27% | 3.53% |
VCLT Vanguard Long-Term Corporate Bond ETF | 5.60% | 5.51% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% |
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 3.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.33% | Nov 10, 2021 | 238 | Oct 20, 2022 | 673 | Jun 30, 2025 | 911 |
| -22.17% | Feb 21, 2020 | 20 | Mar 19, 2020 | 73 | Jul 2, 2020 | 93 |
| -8.3% | Jan 29, 2018 | 229 | Dec 24, 2018 | 58 | Mar 20, 2019 | 287 |
| -7.77% | Apr 16, 2015 | 193 | Jan 20, 2016 | 58 | Apr 13, 2016 | 251 |
| -7.75% | May 3, 2013 | 36 | Jun 24, 2013 | 136 | Jan 7, 2014 | 172 |
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VCLT | VOO | VTINX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.03 | 1.00 | 0.81 | 0.57 |
| VCLT | 0.03 | 1.00 | 0.03 | 0.40 | 0.78 |
| VOO | 1.00 | 0.03 | 1.00 | 0.81 | 0.58 |
| VTINX | 0.81 | 0.40 | 0.81 | 1.00 | 0.83 |
| Portfolio | 0.57 | 0.78 | 0.58 | 0.83 | 1.00 |