Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY

Asset Allocation

Position	Category/Sector	Target Weight
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	42%
VTV Vanguard Value ETF	Large Cap Value Equities	33%
VOT Vanguard Mid-Cap Growth ETF	Mid Cap Growth Equities	8%
VOE Vanguard Mid-Cap Value ETF	Mid Cap Value Equities	8%
VBK Vanguard Small-Cap Growth ETF	Small Cap Growth Equities	5%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	3%
USD=X USD Cash		1%

Benchmark Against

Benchmark

S&P 500 Index

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Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY, 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 18, 2026, the Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY returned 9.64% Year-To-Date and 15.09% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.08%	2.00%	9.57%	10.71%	25.41%	19.37%	12.48%	13.67%
Portfolio Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY	0.00%	2.83%	9.64%	10.39%	24.24%	19.81%	12.57%	15.09%
Portfolio components:
SCHG Schwab U.S. Large-Cap Growth ETF	1.32%	0.03%	4.05%	5.38%	21.75%	22.88%	14.43%	18.65%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VBK Vanguard Small-Cap Growth ETF	1.84%	7.29%	18.15%	18.64%	32.71%	16.94%	5.58%	11.88%
VBR Vanguard Small-Cap Value ETF	0.62%	5.45%	13.21%	12.18%	27.70%	15.68%	9.37%	10.72%
VOE Vanguard Mid-Cap Value ETF	0.02%	2.46%	11.03%	11.11%	23.69%	15.08%	9.72%	10.60%
VOT Vanguard Mid-Cap Growth ETF	1.65%	8.71%	9.90%	9.37%	13.29%	15.57%	6.77%	12.41%
VTV Vanguard Value ETF	0.19%	4.55%	13.98%	14.65%	27.80%	17.73%	12.66%	12.66%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 11, 2009, Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY's average daily return is +0.04%, while the average monthly return is +1.20%. At this rate, an investment would double in approximately 4.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.2%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY closed higher 38% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.33%	0.36%	-5.05%	9.31%	4.46%	-0.57%							9.64%
2025	3.37%	-2.17%	-5.37%	-0.85%	5.95%	4.88%	1.99%	2.10%	3.08%	1.72%	0.15%	-0.01%	15.30%
2024	0.92%	5.33%	3.51%	-4.26%	4.28%	2.84%	2.27%	2.09%	2.17%	-0.75%	7.18%	-3.59%	23.59%
2023	7.23%	-2.19%	3.03%	0.95%	0.82%	6.85%	3.57%	-2.07%	-4.56%	-2.77%	9.25%	5.49%	27.48%
2022	-6.12%	-2.14%	3.56%	-9.19%	-0.47%	-8.16%	9.51%	-3.76%	-9.13%	7.79%	4.98%	-5.81%	-19.38%
2021	-0.50%	3.13%	3.39%	5.42%	0.29%	2.77%	1.80%	2.99%	-4.53%	7.00%	-1.62%	3.68%	25.93%

Benchmark Metrics

Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY has an annualized alpha of 1.60%, beta of 1.01, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since December 11, 2009.

This portfolio captured 105.90% of S&P 500 Index gains but only 97.78% of its losses - a favorable profile for investors.
With beta of 1.01 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.60%

Beta: 1.01

R²: 0.98

Upside Capture: 105.90%

Downside Capture: 97.78%

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

Expense Ratio

Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY 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.

VOT

Vanguard Mid-Cap Growth ETF

VOE

Vanguard Mid-Cap Value ETF

VBK

Vanguard Small-Cap Growth ETF

VBR

Vanguard Small-Cap Value ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VTV

Vanguard Value ETF

Return for Risk

Risk / Return Rank

Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY ranks 39 for risk / return — below 39% 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 Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY 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	1.98	2.05	-0.06
Sortino ratioReturn per unit of downside risk	2.72	2.77	-0.06
Omega ratioGain probability vs. loss probability	1.36	1.37	-0.01
Calmar ratioReturn relative to maximum drawdown	2.97	2.81	+0.16
Martin ratioReturn relative to average drawdown	12.55	12.55	-0.01

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
SCHG Schwab U.S. Large-Cap Growth ETF	35	1.35	1.86	1.24	1.33	4.37
USD=X USD Cash	—	—	—	—	—	—
VBK Vanguard Small-Cap Growth ETF	54	1.64	2.27	1.28	2.87	10.76
VBR Vanguard Small-Cap Value ETF	61	1.82	2.67	1.31	3.14	11.11
VOE Vanguard Mid-Cap Value ETF	70	2.05	2.93	1.36	3.44	13.00
VOT Vanguard Mid-Cap Growth ETF	21	0.79	1.20	1.14	0.84	2.49
VTV Vanguard Value ETF	87	2.70	3.84	1.48	4.40	16.57

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 Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY Sharpe ratio is 1.98 as of Jun 18, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.49, 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 Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY 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

Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY provided a 1.03% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.03%	1.13%	1.24%	1.34%	1.39%	1.13%	1.37%	1.49%	1.83%	1.48%	1.57%	1.71%
Portfolio components:
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VBK Vanguard Small-Cap Growth ETF	0.44%	0.54%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%
VBR Vanguard Small-Cap Value ETF	1.74%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%
VOE Vanguard Mid-Cap Value ETF	1.87%	2.10%	2.11%	2.27%	2.27%	1.78%	2.36%	2.05%	2.75%	1.86%	1.92%	2.05%
VOT Vanguard Mid-Cap Growth ETF	0.60%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

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 Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY. 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 Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY was 35.11%, occurring on Mar 23, 2020. Recovery took 142 trading sessions.

The current Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY drawdown is 1.86%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-35.11%Mar 2020	1mo 2d	4mo 22d	5mo 24dFeb 2020 - Aug 2020
Bear market2022	-25.06%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
2011 bear market2011	-21.65%Oct 2011	5mo 4d	4mo 16d	9mo 20dMay 2011 - Feb 2012
Rate-hike selloffLate 2018	-19.93%Dec 2018	3mo 4d	3mo 19d	6mo 23dSep 2018 - Apr 2019
2025 selloff2025	-18.76%Apr 2025	1mo 17d	2mo 20d	4mo 7dFeb 2025 - Jun 2025

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 7 assets, with an effective number of assets of 3.32, 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	1.14	1.10	1.08	1.07	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY correlation to the S&P 500 Index

Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY has a 0.97 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	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.99

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.95, while USD=X has the lowest at 0.00.

0.00

0.84

0.87

0.87

0.89

0.90

0.95

Portfolio Correlations

Correlation vs. Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY. SCHG has the highest portfolio correlation at 0.91, while USD=X has the lowest at 0.00.

0.00

0.83

0.85

0.85

0.88

0.91

0.91

Asset Correlations Table

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

	USD=X	SCHG	VTV	VBR	VOE	VBK	VOT
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SCHG	0.00	1.00	0.69	0.68	0.69	0.81	0.87
VTV	0.00	0.69	1.00	0.85	0.90	0.72	0.73
VBR	0.00	0.68	0.85	1.00	0.92	0.84	0.78
VOE	0.00	0.69	0.90	0.92	1.00	0.80	0.79
VBK	0.00	0.81	0.72	0.84	0.80	1.00	0.91
VOT	0.00	0.87	0.73	0.78	0.79	0.91	1.00

The correlation results are calculated based on daily price changes starting from Dec 11, 2009

Diversification Analysis

Find what Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY is missing

See which holdings overlap, where Apex Indexed Domestic 60/40 - EQUITY PORTION ONLY is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification