PortfoliosLab logoPortfoliosLab logo
US Bond Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 100.00%BondBond
PositionCategory/SectorTarget Weight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market
100%

S&P 500 Index

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.


Loading graphics...

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.


1D1MYTD6M1Y3Y*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%
AGG
iShares Core U.S. Aggregate Bond ETF
0.07%-1.33%0.09%0.78%4.05%3.62%0.24%1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.25%1.60%-1.79%0.07%0.09%
20250.52%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%
20233.33%-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
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.


US Bond Portfolio Risk / Return Rank: 2525
Overall Rank
US Bond Portfolio Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
US Bond Portfolio Sortino Ratio Rank: 1919
Sortino Ratio Rank
US Bond Portfolio Omega Ratio Rank: 1616
Omega Ratio Rank
US Bond Portfolio Calmar Ratio Rank: 4545
Calmar Ratio Rank
US Bond Portfolio Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.92

+0.02

Sortino ratio

Return per unit of downside risk

1.32

1.41

-0.09

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.76

1.41

+0.35

Martin ratio

Return relative to average drawdown

4.89

6.61

-1.72


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AGG
iShares Core U.S. Aggregate Bond ETF
500.931.321.171.764.89

Sharpe Ratio

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.

US Bond Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.93
  • 5-Year: 0.04
  • 10-Year: 0.31
  • All Time: 0.60

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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


Loading graphics...

Dividends

Dividend yield

US Bond Portfolio provided a 3.95% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.95%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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.


Loading graphics...

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, 2020558Oct 20, 2022
-12.84%Sep 10, 200823Oct 10, 200845Dec 15, 200868
-9.58%Mar 9, 20208Mar 18, 202045May 21, 202053
-5.14%May 3, 201387Sep 5, 2013173May 14, 2014260
-4.65%Mar 25, 200432May 10, 200487Sep 14, 2004119

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkAGGPortfolio
Benchmark1.00-0.11-0.11
AGG-0.111.001.00
Portfolio-0.111.001.00
The correlation results are calculated based on daily price changes starting from Sep 29, 2003