Diversified Large Cap Equity/Bonds 60/40 Portfolio
Retirement portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FBND Fidelity Total Bond ETF | Total Bond Market, Actively Managed | 20% |
PIMIX PIMCO Income Fund Institutional Class | Total Bond Market | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Diversified Large Cap Equity/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 when any position deviates by more than 10.0% from its target allocation.
The earliest data available for this chart is Oct 9, 2014, corresponding to the inception date of FBND
Returns By Period
As of Apr 26, 2025, the Diversified Large Cap Equity/Bonds 60/40 Portfolio returned 0.58% Year-To-Date and 7.48% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -3.27% | -4.87% | 9.44% | 14.30% | 10.11% |
| Diversified Large Cap Equity/Bonds 60/40 Portfolio | 0.58% | -1.86% | -0.25% | 8.57% | 10.37% | 7.48% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -5.74% | -3.16% | -4.28% | 10.88% | 16.04% | 12.07% |
SCHD Schwab US Dividend Equity ETF | -5.19% | -7.66% | -7.13% | 3.11% | 13.15% | 10.28% |
VEA Vanguard FTSE Developed Markets ETF | 10.15% | 1.27% | 5.84% | 11.52% | 11.96% | 5.34% |
PIMIX PIMCO Income Fund Institutional Class | 2.62% | 0.14% | 3.45% | 9.32% | 4.90% | 4.34% |
FBND Fidelity Total Bond ETF | 2.49% | 0.43% | 1.80% | 7.96% | 0.63% | 2.19% |
Monthly Returns
The table below presents the monthly returns of Diversified Large Cap Equity/Bonds 60/40 Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.19% | 1.45% | -1.44% | -1.56% | 0.58% | ||||||||
| 2024 | 0.65% | 1.62% | 2.77% | -3.23% | 3.10% | 0.66% | 2.99% | 2.00% | 1.38% | -1.96% | 2.81% | -3.06% | 9.86% |
| 2023 | 4.76% | -2.88% | 1.61% | 0.82% | -1.82% | 4.20% | 2.79% | -1.66% | -3.68% | -2.60% | 6.96% | 4.93% | 13.48% |
| 2022 | -3.30% | -2.33% | 1.53% | -5.61% | 1.53% | -6.82% | 5.32% | -3.35% | -7.29% | 6.19% | 6.42% | -3.03% | -11.43% |
| 2021 | -0.66% | 2.34% | 3.79% | 2.80% | 1.79% | 0.36% | 1.11% | 1.62% | -2.98% | 3.58% | -1.61% | 4.12% | 17.22% |
| 2020 | -0.55% | -5.47% | -10.14% | 7.83% | 3.62% | 1.35% | 3.82% | 4.02% | -1.89% | -1.20% | 8.97% | 3.00% | 12.39% |
| 2019 | 5.11% | 2.23% | 1.38% | 2.42% | -3.94% | 4.75% | 0.46% | -0.87% | 1.96% | 1.61% | 1.87% | 2.20% | 20.61% |
| 2018 | 3.03% | -3.40% | -1.06% | -0.09% | 0.74% | 0.05% | 2.42% | 1.00% | 0.52% | -4.80% | 1.35% | -4.67% | -5.16% |
| 2017 | 1.12% | 2.14% | 0.77% | 0.99% | 1.65% | 0.31% | 1.54% | 0.42% | 1.60% | 1.79% | 1.81% | 1.17% | 16.42% |
| 2016 | -2.42% | -0.54% | 4.84% | 1.10% | 0.73% | 0.75% | 2.68% | 0.23% | 0.60% | -1.18% | 0.71% | 1.79% | 9.49% |
| 2015 | -0.72% | 3.59% | -0.83% | 1.33% | 0.52% | -2.04% | 0.99% | -4.06% | -1.88% | 5.28% | -0.02% | -1.34% | 0.46% |
| 2014 | 2.65% | 1.33% | -1.36% | 2.60% |
Expense Ratio
Diversified Large Cap Equity/Bonds 60/40 Portfolio has an expense ratio of 0.22%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Diversified Large Cap Equity/Bonds 60/40 Portfolio is 71, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.54 | 0.88 | 1.13 | 0.55 | 2.27 |
SCHD Schwab US Dividend Equity ETF | 0.18 | 0.35 | 1.05 | 0.18 | 0.64 |
VEA Vanguard FTSE Developed Markets ETF | 0.62 | 0.99 | 1.13 | 0.80 | 2.41 |
PIMIX PIMCO Income Fund Institutional Class | 2.11 | 3.22 | 1.42 | 3.11 | 9.40 |
FBND Fidelity Total Bond ETF | 1.34 | 1.96 | 1.23 | 0.71 | 3.88 |
Dividends
Dividend yield
Diversified Large Cap Equity/Bonds 60/40 Portfolio provided a 3.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.85% | 3.85% | 3.72% | 3.49% | 2.61% | 3.18% | 3.33% | 3.42% | 3.03% | 3.27% | 3.82% | 3.02% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.38% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SCHD Schwab US Dividend Equity ETF | 4.05% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VEA Vanguard FTSE Developed Markets ETF | 2.98% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
PIMIX PIMCO Income Fund Institutional Class | 6.21% | 6.27% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% |
FBND Fidelity Total Bond ETF | 4.61% | 4.73% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Diversified Large Cap Equity/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 Diversified Large Cap Equity/Bonds 60/40 Portfolio was 25.96%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Diversified Large Cap Equity/Bonds 60/40 Portfolio drawdown is 3.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.96% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -19.59% | Jan 5, 2022 | 186 | Sep 30, 2022 | 311 | Dec 27, 2023 | 497 |
| -12.39% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
| -9.95% | May 22, 2015 | 183 | Feb 11, 2016 | 79 | Jun 6, 2016 | 262 |
| -9.01% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Diversified Large Cap Equity/Bonds 60/40 Portfolio volatility is 7.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, 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
| ^GSPC | FBND | PIMIX | SCHD | VEA | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.09 | 0.32 | 0.83 | 0.81 | 1.00 | 0.94 |
| FBND | 0.09 | 1.00 | 0.54 | 0.05 | 0.14 | 0.09 | 0.20 |
| PIMIX | 0.32 | 0.54 | 1.00 | 0.29 | 0.39 | 0.32 | 0.44 |
| SCHD | 0.83 | 0.05 | 0.29 | 1.00 | 0.74 | 0.83 | 0.91 |
| VEA | 0.81 | 0.14 | 0.39 | 0.74 | 1.00 | 0.81 | 0.90 |
| VOO | 1.00 | 0.09 | 0.32 | 0.83 | 0.81 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.20 | 0.44 | 0.91 | 0.90 | 0.94 | 1.00 |