Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US Bond 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 Sep 26, 2003, corresponding to the inception date of AGG
Returns By Period
As of Apr 2, 2026, the US Bond Portfolio returned 0.09% Year-To-Date and 1.66% 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 US Bond Portfolio | 0.07% | -1.23% | 0.09% | 0.67% | 4.16% | 3.62% | 0.24% | 1.66% |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.07% | -1.33% | 0.09% | 0.78% | 4.05% | 3.62% | 0.24% | 1.66% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 29, 2003, US Bond Portfolio's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, your investment would double in approximately 22.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was Dec 2008 with a return of +6.7%, while the worst month was Sep 2022 at -4.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, US Bond Portfolio closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +3.9%, while the worst single day was Oct 10, 2008 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.25% | 1.60% | -1.79% | 0.07% | 0.09% | ||||||||
| 2025 | 0.52% | 2.24% | -0.03% | 0.43% | -0.61% | 1.46% | -0.26% | 1.19% | 1.13% | 0.62% | 0.61% | -0.28% | 7.19% |
| 2024 | -0.15% | -1.47% | 0.90% | -2.48% | 1.67% | 0.89% | 2.42% | 1.46% | 1.33% | -2.52% | 1.11% | -1.69% | 1.31% |
| 2023 | 3.33% | -2.67% | 2.64% | 0.58% | -1.14% | -0.37% | -0.02% | -0.63% | -2.59% | -1.57% | 4.59% | 3.70% | 5.65% |
| 2022 | -2.00% | -1.15% | -2.81% | -3.81% | 0.76% | -1.55% | 2.54% | -3.04% | -4.14% | -1.28% | 3.81% | -0.87% | -13.02% |
| 2021 | -0.74% | -1.52% | -1.15% | 0.73% | 0.20% | 0.83% | 1.12% | -0.20% | -0.92% | -0.01% | 0.27% | -0.36% | -1.77% |
Benchmark Metrics
US Bond Portfolio has an annualized alpha of 3.29%, beta of -0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 29, 2003.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.71%) than losses (2.03%) — typical of diversified or defensive assets.
- Beta of -0.01 may look defensive, but with R² of 0.00 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 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.29%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 11.71%
- Downside Capture
- 2.03%
Expense Ratio
US Bond 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
US Bond Portfolio ranks 25 for risk / return — below 25% 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 | 0.93 | 0.92 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.41 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.41 | +0.35 |
Martin ratioReturn relative to average drawdown | 4.89 | 6.61 | -1.72 |
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 | |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 50 | 0.93 | 1.32 | 1.17 | 1.76 | 4.89 |
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Dividends
Dividend yield
US Bond Portfolio provided a 3.95% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.95% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.95% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.32 | $0.32 | $0.34 | $0.98 | ||||||||
| 2025 | $0.00 | $0.32 | $0.30 | $0.33 | $0.32 | $0.32 | $0.32 | $0.33 | $0.33 | $0.33 | $0.33 | $0.66 | $3.89 |
| 2024 | $0.00 | $0.29 | $0.29 | $0.29 | $0.29 | $0.30 | $0.30 | $0.30 | $0.31 | $0.31 | $0.31 | $0.63 | $3.63 |
| 2023 | $0.00 | $0.25 | $0.23 | $0.25 | $0.25 | $0.26 | $0.25 | $0.26 | $0.26 | $0.26 | $0.28 | $0.56 | $3.11 |
| 2022 | $0.00 | $0.16 | $0.16 | $0.16 | $0.18 | $0.19 | $0.19 | $0.20 | $0.20 | $0.21 | $0.22 | $0.45 | $2.32 |
| 2021 | $0.00 | $0.19 | $0.19 | $0.17 | $0.17 | $0.17 | $0.16 | $0.17 | $0.17 | $0.18 | $0.18 | $0.28 | $2.02 |
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 US Bond 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 US Bond Portfolio was 18.43%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current US Bond Portfolio drawdown is 2.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.43% | Aug 5, 2020 | 558 | Oct 20, 2022 | — | — | — |
| -12.84% | Sep 10, 2008 | 23 | Oct 10, 2008 | 45 | Dec 15, 2008 | 68 |
| -9.58% | Mar 9, 2020 | 8 | Mar 18, 2020 | 45 | May 21, 2020 | 53 |
| -5.14% | May 3, 2013 | 87 | Sep 5, 2013 | 173 | May 14, 2014 | 260 |
| -4.65% | Mar 25, 2004 | 32 | May 10, 2004 | 87 | Sep 14, 2004 | 119 |
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 1 assets, with an effective number of assets of 1.00, 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 | AGG | Portfolio | |
|---|---|---|---|
| Benchmark | 1.00 | -0.11 | -0.11 |
| AGG | -0.11 | 1.00 | 1.00 |
| Portfolio | -0.11 | 1.00 | 1.00 |