Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 80% |
VWINX Vanguard Wellesley Income Fund Investor Shares | Diversified Portfolio | 10% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | Government Bonds, Ultrashort Bond | 5% |
SCHP Schwab U.S. TIPS ETF | Inflation-Protected Bonds | 5% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income 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
As of Jun 13, 2026, the Income Portfolio returned 16.92% Year-To-Date and 11.25% 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 Income Portfolio | 0.72% | 2.98% | 16.92% | 16.08% | 22.76% | 13.25% | 7.68% | 11.25% |
| Portfolio components: | ||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.03% | 0.29% | 1.60% | 1.76% | 3.85% | 4.63% | 3.43% | 2.20% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
SCHP Schwab U.S. TIPS ETF | 0.04% | -0.10% | 1.42% | 1.48% | 4.83% | 4.14% | 1.06% | 2.60% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 0.77% | 0.85% | 3.48% | 3.45% | 10.58% | 8.70% | 4.00% | 5.79% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, Income Portfolio's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.2%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Income Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -8.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.15% | 5.56% | -2.47% | 3.94% | 1.17% | 0.79% | 16.92% | ||||||
| 2025 | 1.75% | 2.34% | -0.94% | -6.19% | 1.14% | 2.12% | 0.02% | 4.59% | -0.90% | -1.56% | 2.71% | 0.33% | 5.13% |
| 2024 | 0.10% | 1.42% | 4.05% | -3.91% | 1.99% | 0.08% | 5.38% | 2.16% | 0.95% | -0.11% | 3.96% | -5.69% | 10.29% |
| 2023 | 2.10% | -3.04% | -0.52% | -0.51% | -3.57% | 4.45% | 3.54% | -1.37% | -3.75% | -3.28% | 5.75% | 5.63% | 4.81% |
| 2022 | -2.44% | -1.64% | 2.21% | -3.83% | 3.24% | -6.95% | 3.69% | -2.58% | -6.85% | 9.32% | 6.17% | -2.97% | -3.98% |
| 2021 | -0.84% | 4.83% | 7.40% | 2.04% | 2.77% | -0.72% | 0.78% | 1.76% | -3.19% | 3.76% | -1.72% | 6.09% | 24.85% |
Benchmark Metrics
Income Portfolio has an annualized alpha of 2.48%, beta of 0.67, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (73.74%) than losses (71.51%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.48% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.67 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
- 2.48%
- Beta
- 0.67
- R²
- 0.79
- Upside Capture
- 73.74%
- Downside Capture
- 71.51%
Expense Ratio
Income Portfolio has an expense ratio of 0.08%, 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
Income Portfolio ranks 83 for risk / return — in the top 83% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Income 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 | 2.44 | 1.86 | +0.58 |
| Sortino ratioReturn per unit of downside risk | 3.81 | 2.53 | +1.28 |
| Omega ratioGain probability vs. loss probability | 1.44 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.36 | 2.53 | +2.83 |
| Martin ratioReturn relative to average drawdown | 14.71 | 11.37 | +3.34 |
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 |
|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.63 | 175.17 | 88.41 | 357.44 | 2,834.34 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
SCHP Schwab U.S. TIPS ETF | 48 | 1.44 | 2.19 | 1.25 | 2.45 | 7.41 |
VWINX Vanguard Wellesley Income Fund Investor Shares | 62 | 2.03 | 2.94 | 1.37 | 2.54 | 9.54 |
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Dividends
Dividend yield
Income Portfolio provided a 3.73% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.73% | 4.25% | 3.97% | 3.66% | 3.91% | 3.05% | 3.03% | 2.98% | 3.40% | 2.55% | 2.78% | 2.95% |
| Portfolio components: | ||||||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.86% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SCHP Schwab U.S. TIPS ETF | 3.99% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 7.69% | 7.86% | 6.61% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 3.20% | 4.00% | 5.60% |
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 Income 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 Income Portfolio was 28.41%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.41%Mar 2020 | 1mo 29d | 4mo 22d | 6mo 21dJan 2020 - Aug 2020 |
Bear market2022 | -15.60%Sep 2022 | 8mo 21d | 1y 3mo | 1y 11moJan 2022 - Jan 2024 |
Rate-hike selloffLate 2018 | -14.25%Dec 2018 | 3mo 1d | 3mo 8d | 6mo 9dSep 2018 - Apr 2019 |
2025 selloff2025 | -13.37%Apr 2025 | 4mo 7d | 8mo 11d | 1y 13dDec 2024 - Dec 2025 |
2015 correction2015 | -11.68%Aug 2015 | 5mo 25d | 6mo 19d | 1y 9dMar 2015 - Mar 2016 |
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 4 assets, with an effective number of assets of 1.53, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.03 | 1.03 | 1.03 | 1.03 | 1.03 |
The portfolio has a diversification ratio of 1.03, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Income Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.82 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.82, while SCHP has the lowest at -0.04.
Asset Correlations Table
Find what Income Portfolio is missing
See which holdings overlap, where Income Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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