Bond Funds

The chart shows the growth of an initial investment of $10,000 in Bond Funds, 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 6 months.

Based on dividend-adjusted daily data since Jun 30, 2022, Bond Funds's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 78% of months were positive and 22% were negative. The best month was Nov 2022 with a return of +2.1%, while the worst month was Sep 2022 at -1.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Bond Funds closed higher 60% of trading days. The best single day was Nov 10, 2022 with a return of +1.0%, while the worst single day was Apr 10, 2025 at -0.7%.

Bond Funds has an annualized alpha of 4.54%, beta of 0.09, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since June 30, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (16.71%) than losses (2.01%) - typical of diversified or defensive assets.
• Beta of 0.09 may look defensive, but with R2 of 0.43 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.43 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Bond Funds has an expense ratio of 0.19%, 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.

Bond Funds ranks 98 for risk / return — above 98% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

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 Bond Funds Sharpe ratio is 3.57 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Bond Funds compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Bond Funds provided a 5.05% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Bond Funds. 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 Bond Funds was 3.02%, occurring on Oct 14, 2022. Recovery took 57 trading sessions.

The current Bond Funds drawdown is 0.11%.

The chart below shows the rolling one-month volatility.