Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds 60/40 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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The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Apr 2, 2026, the Stocks/Bonds 60/40 Portfolio returned -1.87% Year-To-Date and 9.08% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio Stocks/Bonds 60/40 Portfolio | 0.48% | -2.46% | -1.87% | -0.51% | 12.27% | 12.33% | 6.57% | 9.08% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.04% | -1.30% | 0.09% | 0.74% | 3.96% | 3.60% | 0.25% | 1.68% |
VTI Vanguard Total Stock Market ETF | 0.76% | -4.38% | -3.29% | -1.26% | 18.60% | 18.14% | 10.63% | 13.69% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 11, 2007, Stocks/Bonds 60/40 Portfolio's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +9.0%, while the worst month was Oct 2008 at -11.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Stocks/Bonds 60/40 Portfolio closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -7.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.03% | 0.32% | -3.64% | 0.48% | -1.87% | ||||||||
| 2025 | 2.06% | -0.29% | -3.48% | -0.28% | 3.47% | 3.75% | 1.27% | 1.88% | 2.51% | 1.57% | 0.40% | -0.13% | 13.25% |
| 2024 | 0.60% | 2.65% | 2.34% | -3.57% | 3.51% | 2.20% | 2.08% | 1.86% | 1.74% | -1.43% | 4.48% | -2.52% | 14.50% |
| 2023 | 5.48% | -2.51% | 2.69% | 0.88% | -0.20% | 3.98% | 2.16% | -1.44% | -3.89% | -2.19% | 7.45% | 4.61% | 17.62% |
| 2022 | -4.46% | -1.93% | 0.78% | -7.05% | 0.20% | -5.51% | 6.54% | -3.37% | -7.26% | 4.38% | 4.60% | -3.95% | -16.81% |
| 2021 | -0.54% | 1.27% | 1.73% | 3.38% | 0.34% | 1.87% | 1.51% | 1.64% | -3.11% | 4.02% | -0.82% | 2.19% | 14.12% |
Benchmark Metrics
Stocks/Bonds 60/40 Portfolio has an annualized alpha of 2.38%, beta of 0.58, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since April 11, 2007.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.88%) than losses (65.06%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.58 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
- 2.38%
- Beta
- 0.58
- R²
- 0.95
- Upside Capture
- 65.88%
- Downside Capture
- 65.06%
Expense Ratio
Stocks/Bonds 60/40 Portfolio has an expense ratio of 0.03%, 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
Stocks/Bonds 60/40 Portfolio ranks 41 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.92 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.41 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.41 | +0.25 |
Martin ratioReturn relative to average drawdown | 7.76 | 6.61 | +1.15 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 50 | 0.93 | 1.32 | 1.16 | 1.75 | 4.78 |
VTI Vanguard Total Stock Market ETF | 59 | 0.98 | 1.52 | 1.23 | 1.54 | 7.30 |
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Dividends
Dividend yield
Stocks/Bonds 60/40 Portfolio provided a 2.27% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.27% | 2.22% | 2.23% | 2.10% | 2.04% | 1.58% | 1.81% | 2.15% | 2.35% | 2.04% | 2.16% | 2.22% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 Stocks/Bonds 60/40 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 Stocks/Bonds 60/40 Portfolio was 35.22%, occurring on Mar 9, 2009. Recovery took 407 trading sessions.
The current Stocks/Bonds 60/40 Portfolio drawdown is 3.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.22% | Oct 10, 2007 | 355 | Mar 9, 2009 | 407 | Oct 18, 2010 | 762 |
| -21.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -21.5% | Dec 28, 2021 | 202 | Oct 14, 2022 | 339 | Feb 22, 2024 | 541 |
| -11.75% | Dec 9, 2024 | 82 | Apr 8, 2025 | 52 | Jun 24, 2025 | 134 |
| -11.55% | Sep 21, 2018 | 65 | Dec 24, 2018 | 55 | Mar 15, 2019 | 120 |
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 1.92, 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
| Benchmark | BND | VTI | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | -0.14 | 0.99 | 0.97 |
| BND | -0.14 | 1.00 | -0.14 | 0.02 |
| VTI | 0.99 | -0.14 | 1.00 | 0.98 |
| Portfolio | 0.97 | 0.02 | 0.98 | 1.00 |