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John Bogle Index Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John Bogle Index 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 9, 2026, the John Bogle Index Portfolio returned 9.24% Year-To-Date and 13.61% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
John Bogle Index Portfolio
0.15%0.07%9.24%10.16%26.19%20.67%12.60%13.61%
DFIVX
DFA International Value Portfolio
-2.30%-0.98%10.28%13.96%33.30%23.24%13.59%11.32%
DFLVX
DFA U.S. Large Cap Value Portfolio
-1.82%3.21%14.62%16.49%31.31%18.75%10.67%11.67%
DFSVX
DFA U.S. Small Cap Value Portfolio I
-1.27%0.05%14.98%15.29%32.71%17.20%9.93%11.15%
DISVX
DFA International Small Cap Value Portfolio
-2.29%-2.66%7.70%11.65%32.02%24.98%12.91%10.21%
SPY
State Street SPDR S&P 500 ETF
0.23%0.22%8.70%8.75%24.79%21.35%13.42%15.27%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.05%-0.87%-0.78%-0.42%3.55%3.40%-0.07%1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 23, 2009, John Bogle Index Portfolio's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, John Bogle Index Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.80%1.21%-5.17%8.53%4.13%-2.02%9.24%
20253.04%-0.25%-3.39%-0.55%5.49%4.64%1.59%3.24%2.91%1.51%1.18%1.00%22.04%
20240.73%4.10%3.88%-3.57%4.79%1.40%2.60%1.83%1.67%-1.62%4.98%-3.02%18.76%
20236.57%-2.39%2.00%1.60%-1.31%6.10%3.68%-1.96%-3.87%-2.68%8.22%4.96%21.92%
2022-3.54%-2.08%2.39%-7.41%1.35%-8.68%7.61%-3.82%-8.99%8.09%6.61%-4.39%-13.98%
2021-0.61%4.08%4.50%4.31%1.75%0.65%1.56%2.43%-3.67%5.51%-1.94%4.94%25.65%

Benchmark Metrics

John Bogle Index Portfolio has an annualized alpha of 1.27%, beta of 0.91, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since November 23, 2009.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.98%) than losses (94.89%) - typical of diversified or defensive assets.
  • With beta of 0.91 and R2 of 0.97, 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
1.27%
Beta
0.91
0.97
Upside Capture
96.98%
Downside Capture
94.89%

Expense Ratio

John Bogle Index Portfolio has an expense ratio of 0.16%, 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

John Bogle Index Portfolio ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


John Bogle Index Portfolio Risk / Return Rank: 6969
Overall Rank
John Bogle Index Portfolio Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
John Bogle Index Portfolio Sortino Ratio Rank: 7070
Sortino Ratio Rank
John Bogle Index Portfolio Omega Ratio Rank: 7070
Omega Ratio Rank
John Bogle Index Portfolio Calmar Ratio Rank: 6363
Calmar Ratio Rank
John Bogle Index Portfolio Martin Ratio Rank: 7070
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 John Bogle Index Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.38

1.94

+0.45

Sortino ratioReturn per unit of downside risk

3.26

2.63

+0.64

Omega ratioGain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratioReturn relative to maximum drawdown

3.22

2.59

+0.64

Martin ratioReturn relative to average drawdown

14.51

11.84

+2.66


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DFIVX
DFA International Value Portfolio
722.423.241.433.5413.92
DFLVX
DFA U.S. Large Cap Value Portfolio
902.994.181.525.7020.87
DFSVX
DFA U.S. Small Cap Value Portfolio I
581.992.901.353.6411.63
DISVX
DFA International Small Cap Value Portfolio
532.243.091.412.458.67
SPY
State Street SPDR S&P 500 ETF
692.062.781.382.8012.93
VGIT
Vanguard Intermediate-Term Treasury ETF
311.081.641.191.263.66

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.

John Bogle Index Portfolio Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 2.38
  • 5-Year: 0.83
  • 10-Year: 0.85
  • All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, 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 John Bogle Index Portfolio 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

John Bogle Index Portfolio provided a 1.97% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.97%2.12%1.95%2.25%2.38%2.51%1.73%2.40%3.54%2.58%2.72%2.83%
DFIVX
DFA International Value Portfolio
3.82%4.21%3.94%4.40%3.78%4.37%2.42%3.70%6.60%2.85%3.36%3.45%
DFLVX
DFA U.S. Large Cap Value Portfolio
1.47%1.71%1.87%3.65%4.56%5.90%1.97%4.04%7.83%6.06%3.77%6.52%
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.51%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%
DISVX
DFA International Small Cap Value Portfolio
6.70%7.17%4.56%3.87%2.40%3.51%1.84%3.97%5.91%3.77%5.85%3.51%
SPY
State Street SPDR S&P 500 ETF
1.00%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.88%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

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 John Bogle Index 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 John Bogle Index Portfolio was 33.81%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.

The current John Bogle Index Portfolio drawdown is 2.39%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.81%Mar 2020
1mo 9d5mo 12d
6mo 21dFeb 2020 - Sep 2020
Bear market2022
-22.66%Sep 2022
8mo 28d1y 2mo
1y 11moJan 2022 - Dec 2023
2011 bear market2011
-20.56%Oct 2011
5mo 4d5mo 12d
10mo 16dMay 2011 - Mar 2012
Rate-hike selloffLate 2018
-18.86%Dec 2018
3mo 4d6mo 11d
9mo 15dSep 2018 - Jul 2019
2025 selloff2025
-15.57%Apr 2025
1mo 18d1mo 26d
3mo 14dFeb 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 6 assets, with an effective number of assets of 2.28, 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

1.10

1.09

1.08

1.08

1.07

The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

John Bogle Index Portfolio correlation to the S&P 500 Index

John Bogle Index Portfolio 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

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.98


Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while VGIT has the lowest at -0.21.

VGIT
-0.21
DISVX
0.72
DFIVX
0.76
DFSVX
0.80
DFLVX
0.88
SPY
1.00

Portfolio Correlations

Correlation vs. John Bogle Index Portfolio. SPY has the highest portfolio correlation at 0.98, while VGIT has the lowest at -0.21.

VGIT
-0.21
DISVX
0.82
DFSVX
0.85
DFIVX
0.86
DFLVX
0.92
SPY
0.98

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Nov 23, 2009
Diversification Analysis

Find what John Bogle Index Portfolio is missing

See which holdings overlap, where John Bogle Index Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification