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2026-03-31
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Find the right asset allocation for 2026-03-31

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026-03-31, 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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Returns By Period

As of Jun 13, 2026, the 2026-03-31 returned 11.65% Year-To-Date and 12.21% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.65%1.97%10.35%10.82%26.39%19.66%12.33%13.81%
Portfolio
2026-03-31
0.37%3.28%11.65%11.71%25.66%17.34%10.22%12.21%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
0.79%3.10%10.02%9.34%22.46%16.75%11.12%12.91%
FSPSX
Fidelity International Index Fund
0.54%3.21%9.52%10.37%22.27%16.55%8.67%10.05%
FSSNX
Fidelity Small Cap Index Fund
0.79%5.52%19.27%17.07%42.04%17.54%6.30%11.42%
FTIHX
Fidelity Total International Index Fund
0.61%3.09%13.68%15.21%29.93%18.44%8.25%
FXAIX
Fidelity 500 Index Fund
0.51%0.42%9.14%9.65%25.82%20.99%13.45%15.52%
VEA
Vanguard FTSE Developed Markets ETF
1.17%4.79%16.08%17.35%32.96%19.14%9.87%10.67%
VEVRX
Victory Sycamore Established Value Fund Class R6
0.93%4.55%13.42%11.92%19.33%11.54%7.70%11.44%
VTI
Vanguard Total Stock Market ETF
1.68%2.70%11.46%11.76%28.40%20.94%12.71%15.23%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.50%1.05%9.65%9.97%26.30%20.61%12.20%15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 16, 2016, 2026-03-31's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -14.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026-03-31 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.18%3.01%-6.23%7.32%2.79%0.59%11.65%
20253.97%0.32%-2.69%0.43%4.90%3.49%0.10%3.63%2.49%0.73%1.19%1.18%21.34%
2024-0.03%3.87%3.58%-3.94%4.25%-0.13%3.52%2.52%1.28%-2.96%3.86%-4.06%11.79%
20236.90%-2.63%1.50%1.45%-2.53%5.89%3.49%-3.06%-4.19%-3.15%8.41%5.72%18.04%
2022-4.58%-2.15%1.90%-6.74%1.22%-8.52%6.98%-4.17%-9.00%8.00%8.71%-3.56%-13.22%
2021-0.41%3.78%3.76%3.75%2.28%0.01%1.00%2.11%-3.94%4.80%-3.10%4.78%19.97%

Benchmark Metrics

2026-03-31 has an annualized alpha of 0.17%, beta of 0.88, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 16, 2016.

  • This portfolio participated in 92.07% of S&P 500 Index downside but only 87.80% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R2 of 0.91, 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
0.17%
Beta
0.88
0.91
Upside Capture
87.80%
Downside Capture
92.07%

Expense Ratio

2026-03-31 has an expense ratio of 0.17%, 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

2026-03-31 ranks 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


2026-03-31 Risk / Return Rank: 4141
Overall Rank
2026-03-31 Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
2026-03-31 Sortino Ratio Rank: 4242
Sortino Ratio Rank
2026-03-31 Omega Ratio Rank: 3838
Omega Ratio Rank
2026-03-31 Calmar Ratio Rank: 4242
Calmar Ratio Rank
2026-03-31 Martin Ratio Rank: 4545
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

The table below presents risk-adjusted performance metrics for 2026-03-31 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.07

2.14

-0.07

Sortino ratioReturn per unit of downside risk

2.89

2.89

+0.01

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

2.94

2.91

+0.02

Martin ratioReturn relative to average drawdown

12.04

13.08

-1.04


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

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. Learn how to interpret the Sharpe ratio.

The current 2026-03-31 Sharpe ratio is 2.07 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2026-03-31 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

2026-03-31 provided a 2.76% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.76%3.02%3.96%3.10%3.14%3.23%2.10%3.15%4.48%2.71%2.69%4.46%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
4.89%5.33%5.99%4.96%3.90%2.93%1.85%3.28%7.65%4.03%3.84%8.35%
FSPSX
Fidelity International Index Fund
2.88%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%
FSSNX
Fidelity Small Cap Index Fund
0.91%1.08%1.04%1.43%1.26%3.92%0.94%2.96%4.94%3.37%2.27%2.66%
FTIHX
Fidelity Total International Index Fund
2.45%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%
FXAIX
Fidelity 500 Index Fund
1.05%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
VEA
Vanguard FTSE Developed Markets ETF
2.59%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
VEVRX
Victory Sycamore Established Value Fund Class R6
4.60%4.81%11.61%6.20%8.30%8.42%5.50%6.12%10.72%3.36%1.53%11.57%
VTI
Vanguard Total Stock Market ETF
1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.02%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

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 2026-03-31. 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 2026-03-31 was 34.87%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current 2026-03-31 drawdown is 0.68%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.87%Mar 2020
1mo 9d7mo 21d
9moFeb 2020 - Nov 2020
Bear market2022
-24.00%Sep 2022
8mo 28d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.01%Dec 2018
10mo 29d6mo 11d
1y 5moJan 2018 - Jul 2019
2025 selloff2025
-14.80%Apr 2025
1mo 18d1mo 7d
2mo 25dFeb 2025 - May 2025
2026 pullback2026
-8.77%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 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 9 assets, with an effective number of assets of 5.49, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.10

1.10

1.08

1.07

1.07

The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2026-03-31 correlation to the S&P 500 Index

2026-03-31 has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2016

0.92


Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while FSPSX has the lowest at 0.75.

FSPSX
0.75
FTIHX
0.76
VEA
0.79
VEVRX
0.80
FSSNX
0.81
CDDYX
0.88
VTI
0.99
VTSAX
0.99
FXAIX
1.00

Portfolio Correlations

Correlation vs. 2026-03-31. VTI has the highest portfolio correlation at 0.93, while FSSNX has the lowest at 0.87.

FSSNX
0.87
VEVRX
0.88
CDDYX
0.89
FTIHX
0.89
FSPSX
0.91
FXAIX
0.92
VEA
0.93
VTSAX
0.93
VTI
0.93

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jun 16, 2016
Diversification Analysis

Find what 2026-03-31 is missing

See which holdings overlap, where 2026-03-31 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification