Bonds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BLV Vanguard Long-Term Bond ETF | Total Bond Market | 50% |
VCLT Vanguard Long-Term Corporate Bond ETF | Corporate Bonds | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VCLT
Returns By Period
As of Jun 1, 2025, the Bonds returned 0.81% Year-To-Date and 2.01% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Bonds | 0.81% | -0.36% | -3.96% | 2.16% | -3.86% | 2.01% |
| Portfolio components: | ||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 0.84% | 0.38% | -3.68% | 2.71% | -2.56% | 2.60% |
BLV Vanguard Long-Term Bond ETF | 0.78% | -1.09% | -4.25% | 1.61% | -5.16% | 1.38% |
Monthly Returns
The table below presents the monthly returns of Bonds, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.46% | 3.94% | -1.34% | -1.24% | -0.92% | 0.81% | |||||||
| 2024 | -1.09% | -2.54% | 1.70% | -5.14% | 2.97% | 0.61% | 3.32% | 2.20% | 2.54% | -4.68% | 2.45% | -4.74% | -2.96% |
| 2023 | 7.47% | -5.47% | 4.61% | 0.69% | -2.89% | 1.43% | -0.72% | -2.19% | -5.87% | -4.36% | 10.61% | 7.20% | 9.25% |
| 2022 | -4.64% | -2.87% | -3.64% | -9.74% | 1.02% | -3.92% | 4.95% | -5.38% | -8.21% | -2.92% | 9.24% | -2.39% | -26.22% |
| 2021 | -2.86% | -3.78% | -2.88% | 1.74% | 0.52% | 3.94% | 2.59% | -0.39% | -2.39% | 1.73% | 0.73% | -0.95% | -2.31% |
| 2020 | 4.58% | 2.43% | -5.12% | 4.47% | 1.32% | 2.12% | 5.41% | -3.98% | -0.11% | -1.37% | 5.08% | -0.36% | 14.71% |
| 2019 | 2.94% | -0.63% | 4.69% | -0.21% | 3.26% | 3.50% | 0.69% | 6.97% | -1.51% | -0.01% | 0.67% | -0.43% | 21.43% |
| 2018 | -1.63% | -3.48% | 1.23% | -2.26% | 0.89% | -0.85% | 1.29% | 0.07% | -0.77% | -3.40% | -0.21% | 3.60% | -5.60% |
| 2017 | 0.35% | 1.81% | -0.68% | 1.39% | 2.19% | 1.02% | 0.58% | 1.62% | -0.41% | 0.36% | 0.46% | 2.04% | 11.22% |
| 2016 | 0.97% | 1.59% | 4.78% | 1.72% | -0.13% | 4.94% | 2.64% | -0.08% | -0.67% | -2.78% | -5.60% | 1.57% | 8.80% |
| 2015 | 6.10% | -3.68% | 0.42% | -2.25% | -2.62% | -3.55% | 2.92% | -1.61% | 1.21% | 0.82% | -0.56% | -1.23% | -4.39% |
| 2014 | 4.31% | 1.19% | 0.87% | 2.50% | 1.97% | 0.15% | 0.04% | 3.62% | -2.73% | 2.11% | 1.15% | 1.97% | 18.34% |
Expense Ratio
Bonds has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bonds is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VCLT Vanguard Long-Term Corporate Bond ETF | 0.29 | 0.47 | 1.06 | 0.14 | 0.67 |
BLV Vanguard Long-Term Bond ETF | 0.21 | 0.35 | 1.04 | 0.08 | 0.38 |
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Dividends
Dividend yield
Bonds provided a 5.04% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.04% | 4.94% | 4.37% | 4.30% | 3.22% | 4.50% | 3.69% | 4.31% | 3.82% | 4.25% | 4.53% | 4.10% |
| Portfolio components: | ||||||||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 5.37% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% |
BLV Vanguard Long-Term Bond ETF | 4.70% | 4.68% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% |
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 Bonds. 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 Bonds was 35.61%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Bonds drawdown is 24.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.61% | Aug 7, 2020 | 558 | Oct 24, 2022 | — | — | — |
| -23.96% | Mar 9, 2020 | 9 | Mar 19, 2020 | 75 | Jul 7, 2020 | 84 |
| -14.07% | May 3, 2013 | 77 | Aug 21, 2013 | 184 | May 15, 2014 | 261 |
| -12.04% | Feb 2, 2015 | 102 | Jun 26, 2015 | 236 | Jun 3, 2016 | 338 |
| -10.38% | Jul 11, 2016 | 102 | Dec 1, 2016 | 190 | Sep 5, 2017 | 292 |
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 2 assets, with an effective number of assets of 2.00, 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
| ^GSPC | VCLT | BLV | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | -0.14 | -0.08 |
| VCLT | 0.00 | 1.00 | 0.91 | 0.97 |
| BLV | -0.14 | 0.91 | 1.00 | 0.98 |
| Portfolio | -0.08 | 0.97 | 0.98 | 1.00 |