Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VSCGX Vanguard LifeStrategy 40/60 Fund | Diversified Portfolio | 85% |
SCHP Schwab U.S. TIPS ETF | Inflation-Protected Bonds | 5% |
JEPI JPMorgan Equity Premium Income ETF | Dividend, Derivative Income | 5% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Modified LifeStrategy Conservative Growth Fund, 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 year.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.85% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio Vanguard Modified LifeStrategy Conservative Growth Fund | -0.00% | 0.72% | 5.17% | 5.68% | 13.16% | 11.55% | 5.24% | — |
| Portfolio components: | ||||||||
JEPI JPMorgan Equity Premium Income ETF | -0.34% | -0.09% | 0.35% | 0.76% | 7.36% | 9.00% | 7.30% | — |
SCHP Schwab U.S. TIPS ETF | -0.45% | -0.70% | 1.15% | 0.99% | 5.00% | 3.81% | 1.04% | 2.57% |
VNQ Vanguard Real Estate ETF | 0.72% | 0.18% | 10.55% | 9.83% | 11.98% | 9.97% | 2.69% | 5.48% |
VSCGX Vanguard LifeStrategy 40/60 Fund | 0.18% | 0.88% | 5.37% | 5.73% | 14.04% | 12.35% | 5.44% | 6.58% |
Monthly Returns
Based on dividend-adjusted daily data since May 22, 2020, Vanguard Modified LifeStrategy Conservative Growth Fund's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.1%, while the worst month was Sep 2022 at -6.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Vanguard Modified LifeStrategy Conservative Growth Fund closed higher 55% of trading days. The best single day was Dec 30, 2024 with a return of +3.2%, while the worst single day was Jun 13, 2022 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.52% | 1.89% | -3.85% | 3.92% | 1.74% | 0.02% | 5.17% | ||||||
| 2025 | 1.60% | 1.05% | -1.59% | 0.57% | 1.83% | 2.42% | 0.25% | 1.80% | 1.79% | 0.95% | 0.50% | 0.13% | 11.84% |
| 2024 | -0.44% | 1.08% | 1.73% | -2.85% | 2.56% | 1.07% | 2.44% | 1.88% | 1.81% | -2.08% | 2.41% | 0.93% | 10.88% |
| 2023 | 4.76% | -2.65% | 2.40% | 0.81% | -1.10% | 2.23% | 1.45% | -1.45% | -3.15% | -1.84% | 6.07% | 4.45% | 12.09% |
| 2022 | -3.31% | -1.71% | -0.41% | -4.92% | -0.08% | -4.35% | 4.60% | -3.44% | -6.47% | 2.33% | 5.15% | -2.60% | -14.84% |
| 2021 | -0.51% | 0.28% | 1.06% | 2.35% | 0.81% | 1.07% | 1.35% | 0.93% | -2.49% | 2.31% | -0.78% | 1.98% | 8.54% |
Benchmark Metrics
Vanguard Modified LifeStrategy Conservative Growth Fund has an annualized alpha of 1.07%, beta of 0.39, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since May 22, 2020.
- This portfolio participated in 55.74% of S&P 500 Index downside but only 42.95% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.39 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
- 1.07%
- Beta
- 0.39
- R²
- 0.74
- Upside Capture
- 42.95%
- Downside Capture
- 55.74%
Expense Ratio
Vanguard Modified LifeStrategy Conservative Growth Fund has an expense ratio of 0.13%, 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
Vanguard Modified LifeStrategy Conservative Growth Fund ranks 44 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Vanguard Modified LifeStrategy Conservative Growth Fund and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.23 | 2.01 | +0.22 |
| Sortino ratioReturn per unit of downside risk | 3.23 | 2.71 | +0.51 |
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.69 | -0.12 |
| Martin ratioReturn relative to average drawdown | 11.36 | 12.34 | -0.98 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 29 | 1.00 | 1.49 | 1.18 | 1.18 | 3.74 |
SCHP Schwab U.S. TIPS ETF | 46 | 1.37 | 2.06 | 1.24 | 2.35 | 7.17 |
VNQ Vanguard Real Estate ETF | 30 | 0.95 | 1.36 | 1.17 | 1.51 | 4.74 |
VSCGX Vanguard LifeStrategy 40/60 Fund | 62 | 2.27 | 3.30 | 1.44 | 2.70 | 11.78 |
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Dividends
Dividend yield
Vanguard Modified LifeStrategy Conservative Growth Fund provided a 5.26% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.26% | 5.49% | 10.08% | 5.22% | 3.51% | 4.23% | 3.33% | 2.50% | 3.58% | 1.71% | 2.38% | 2.94% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 8.26% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 4.00% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VNQ Vanguard Real Estate ETF | 3.60% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.26% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
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 Vanguard Modified LifeStrategy Conservative Growth Fund. 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 Vanguard Modified LifeStrategy Conservative Growth Fund was 19.57%, occurring on Oct 14, 2022. Recovery took 435 trading sessions.
The current Vanguard Modified LifeStrategy Conservative Growth Fund drawdown is 0.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -19.57%Oct 2022 | 11mo 8d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
2025 selloff2025 | -6.48%Apr 2025 | 1mo 10d | 1mo 7d | 2mo 17dFeb 2025 - May 2025 |
2026 pullback2026 | -5.22%Mar 2026 | 28d | 21d | 1mo 19dFeb 2026 - Apr 2026 |
2020 pullback2020 | -3.22%Sep 2020 | 21d | 18d | 1mo 9dSep 2020 - Oct 2020 |
2020 pullback2020 | -3.18%Oct 2020 | 17d | 6d | 23dOct 2020 - Nov 2020 |
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 1.37, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.07 | 1.08 | 1.07 | 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.
Vanguard Modified LifeStrategy Conservative Growth Fund correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VSCGX has the highest benchmark correlation at 0.86, while SCHP has the lowest at 0.16.
Asset Correlations Table
Find what Vanguard Modified LifeStrategy Conservative Growth Fund is missing
See which holdings overlap, where Vanguard Modified LifeStrategy Conservative Growth Fund is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification