Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 50/30/20 VGT/VOOG/VOO, 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 Nov 15, 2018, corresponding to the inception date of BCSF
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio 50/30/20 VGT/VOOG/VOO | 0.55% | -2.50% | -5.88% | -4.51% | 25.50% | 21.77% | 13.64% | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -4.01% | -3.55% | -1.41% | 23.49% | 18.47% | 11.96% | 14.19% |
VOOG Vanguard S&P 500 Growth ETF | 0.12% | -4.34% | -6.87% | -5.15% | 29.32% | 22.10% | 12.49% | 15.90% |
VGT Vanguard Information Technology ETF | 0.85% | -2.69% | -5.36% | -5.50% | 39.92% | 23.50% | 15.02% | 21.67% |
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -4.32% | -3.57% | -3.95% | 30.58% | 28.37% | 17.71% | 17.43% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.86% | -2.66% | -5.31% | -5.33% | 40.34% | 23.87% | 15.25% | 21.45% |
FDMO Fidelity Momentum Factor ETF | 0.01% | -3.31% | -3.39% | -2.04% | 30.48% | 22.64% | 13.24% | — |
VTI Vanguard Total Stock Market ETF | 0.16% | -3.97% | -3.13% | -1.30% | 24.10% | 18.10% | 10.66% | 13.75% |
SMH VanEck Semiconductor ETF | 0.09% | -1.70% | 8.94% | 16.89% | 101.23% | 44.85% | 26.17% | 31.69% |
GLAD Gladstone Capital Corporation | 2.40% | -2.99% | -11.27% | -12.20% | -27.66% | 8.35% | 6.29% | 11.73% |
FSK FS KKR Capital Corp. | 3.96% | 0.14% | -25.55% | -22.89% | -39.94% | -3.35% | 1.27% | 2.11% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 16, 2018, 50/30/20 VGT/VOOG/VOO's average daily return is +0.08%, while the average monthly return is +1.50%. At this rate, your investment would double in approximately 3.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +14.0%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 50/30/20 VGT/VOOG/VOO closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -13.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.40% | -4.10% | -3.86% | 1.69% | -5.88% | ||||||||
| 2025 | 2.10% | -2.29% | -7.74% | -0.01% | 9.06% | 7.02% | 2.75% | 0.66% | 3.59% | 3.45% | -1.49% | 0.12% | 17.43% |
| 2024 | 2.73% | 5.83% | 3.00% | -3.61% | 7.28% | 5.95% | -0.75% | 1.04% | 2.15% | -0.42% | 5.86% | 0.23% | 32.81% |
| 2023 | 8.62% | -0.97% | 4.88% | 0.27% | 4.57% | 5.74% | 4.26% | -1.19% | -4.27% | -2.32% | 9.95% | 5.04% | 39.16% |
| 2022 | -6.01% | -3.72% | 3.20% | -10.21% | -0.57% | -9.52% | 12.24% | -4.97% | -11.43% | 6.58% | 6.26% | -7.07% | -24.99% |
| 2021 | 0.98% | 2.66% | 2.46% | 5.37% | 0.25% | 5.16% | 2.18% | 3.52% | -4.40% | 7.49% | 1.64% | 2.59% | 33.72% |
Benchmark Metrics
50/30/20 VGT/VOOG/VOO has an annualized alpha of 3.61%, beta of 1.11, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since November 16, 2018.
- This portfolio captured 119.14% of S&P 500 Index gains and 100.15% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 3.61% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.11 and R² of 0.94, 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
- 3.61%
- Beta
- 1.11
- R²
- 0.94
- Upside Capture
- 119.14%
- Downside Capture
- 100.15%
Expense Ratio
50/30/20 VGT/VOOG/VOO has an expense ratio of 0.09%, 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
50/30/20 VGT/VOOG/VOO ranks 20 for risk / return — below 20% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.88 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.37 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.39 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.98 | 6.43 | -1.46 |
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 | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 53 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VOOG Vanguard S&P 500 Growth ETF | 54 | 1.00 | 1.56 | 1.22 | 1.70 | 6.51 |
VGT Vanguard Information Technology ETF | 57 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
SPMO Invesco S&P 500 Momentum ETF | 56 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
FTEC Fidelity MSCI Information Technology Index ETF | 58 | 1.10 | 1.69 | 1.24 | 1.92 | 5.88 |
FDMO Fidelity Momentum Factor ETF | 58 | 1.05 | 1.60 | 1.23 | 1.97 | 7.10 |
VTI Vanguard Total Stock Market ETF | 52 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
GLAD Gladstone Capital Corporation | 8 | -1.06 | -1.40 | 0.81 | -0.74 | -1.31 |
FSK FS KKR Capital Corp. | 4 | -1.31 | -1.87 | 0.74 | -0.82 | -1.58 |
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Dividends
Dividend yield
50/30/20 VGT/VOOG/VOO provided a 4.61% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.61% | 3.70% | 2.79% | 3.23% | 3.31% | 2.26% | 3.29% | 3.24% | 3.34% | 2.84% | 3.05% | 3.43% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.45% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
FDMO Fidelity Momentum Factor ETF | 0.66% | 0.61% | 0.90% | 0.87% | 1.19% | 0.60% | 0.77% | 1.23% | 1.22% | 1.09% | 0.45% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
GLAD Gladstone Capital Corporation | 11.12% | 9.85% | 8.37% | 9.16% | 8.42% | 6.73% | 8.97% | 8.46% | 11.51% | 9.12% | 8.95% | 11.49% |
FSK FS KKR Capital Corp. | 24.55% | 18.91% | 13.35% | 14.77% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.68% | 8.65% | 9.91% |
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 50/30/20 VGT/VOOG/VOO. 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 50/30/20 VGT/VOOG/VOO was 36.58%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current 50/30/20 VGT/VOOG/VOO drawdown is 8.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.58% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -30.25% | Jan 4, 2022 | 197 | Oct 14, 2022 | 290 | Dec 11, 2023 | 487 |
| -23.2% | Feb 20, 2025 | 34 | Apr 8, 2025 | 53 | Jun 25, 2025 | 87 |
| -15.53% | Dec 4, 2018 | 14 | Dec 24, 2018 | 28 | Feb 5, 2019 | 42 |
| -13.21% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
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 14 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | OXLC | ARDC | BCSF | GLAD | FSK | ARCC | SMH | SPMO | FTEC | VGT | FDMO | VOOG | VOO | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.38 | 0.42 | 0.40 | 0.46 | 0.51 | 0.53 | 0.79 | 0.86 | 0.91 | 0.91 | 0.93 | 0.95 | 1.00 | 0.99 | 0.95 |
| OXLC | 0.38 | 1.00 | 0.30 | 0.27 | 0.32 | 0.35 | 0.35 | 0.31 | 0.33 | 0.33 | 0.33 | 0.35 | 0.34 | 0.38 | 0.39 | 0.41 |
| ARDC | 0.42 | 0.30 | 1.00 | 0.28 | 0.32 | 0.33 | 0.36 | 0.33 | 0.38 | 0.36 | 0.36 | 0.39 | 0.38 | 0.42 | 0.42 | 0.42 |
| BCSF | 0.40 | 0.27 | 0.28 | 1.00 | 0.51 | 0.56 | 0.56 | 0.27 | 0.32 | 0.31 | 0.31 | 0.35 | 0.33 | 0.40 | 0.41 | 0.41 |
| GLAD | 0.46 | 0.32 | 0.32 | 0.51 | 1.00 | 0.57 | 0.59 | 0.31 | 0.37 | 0.35 | 0.36 | 0.40 | 0.38 | 0.46 | 0.47 | 0.46 |
| FSK | 0.51 | 0.35 | 0.33 | 0.56 | 0.57 | 1.00 | 0.64 | 0.34 | 0.40 | 0.39 | 0.39 | 0.43 | 0.41 | 0.51 | 0.52 | 0.50 |
| ARCC | 0.53 | 0.35 | 0.36 | 0.56 | 0.59 | 0.64 | 1.00 | 0.36 | 0.44 | 0.42 | 0.42 | 0.47 | 0.45 | 0.53 | 0.55 | 0.52 |
| SMH | 0.79 | 0.31 | 0.33 | 0.27 | 0.31 | 0.34 | 0.36 | 1.00 | 0.73 | 0.89 | 0.89 | 0.78 | 0.82 | 0.79 | 0.79 | 0.88 |
| SPMO | 0.86 | 0.33 | 0.38 | 0.32 | 0.37 | 0.40 | 0.44 | 0.73 | 1.00 | 0.83 | 0.83 | 0.91 | 0.88 | 0.86 | 0.85 | 0.87 |
| FTEC | 0.91 | 0.33 | 0.36 | 0.31 | 0.35 | 0.39 | 0.42 | 0.89 | 0.83 | 1.00 | 1.00 | 0.90 | 0.96 | 0.91 | 0.90 | 0.97 |
| VGT | 0.91 | 0.33 | 0.36 | 0.31 | 0.36 | 0.39 | 0.42 | 0.89 | 0.83 | 1.00 | 1.00 | 0.90 | 0.96 | 0.91 | 0.90 | 0.97 |
| FDMO | 0.93 | 0.35 | 0.39 | 0.35 | 0.40 | 0.43 | 0.47 | 0.78 | 0.91 | 0.90 | 0.90 | 1.00 | 0.93 | 0.92 | 0.93 | 0.93 |
| VOOG | 0.95 | 0.34 | 0.38 | 0.33 | 0.38 | 0.41 | 0.45 | 0.82 | 0.88 | 0.96 | 0.96 | 0.93 | 1.00 | 0.95 | 0.94 | 0.97 |
| VOO | 1.00 | 0.38 | 0.42 | 0.40 | 0.46 | 0.51 | 0.53 | 0.79 | 0.86 | 0.91 | 0.91 | 0.92 | 0.95 | 1.00 | 0.99 | 0.95 |
| VTI | 0.99 | 0.39 | 0.42 | 0.41 | 0.47 | 0.52 | 0.55 | 0.79 | 0.85 | 0.90 | 0.90 | 0.93 | 0.94 | 0.99 | 1.00 | 0.95 |
| Portfolio | 0.95 | 0.41 | 0.42 | 0.41 | 0.46 | 0.50 | 0.52 | 0.88 | 0.87 | 0.97 | 0.97 | 0.93 | 0.97 | 0.95 | 0.95 | 1.00 |