Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 70% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Growth Equities | 20% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds, Short-Term Bond | 10% |
Find the right asset allocation for 2025
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025, 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 never rebalanced.
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Returns By Period
As of Jun 13, 2026, the 2025 returned 7.23% Year-To-Date and 15.74% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 | 0.42% | -0.34% | 7.23% | 7.62% | 23.90% | 21.02% | 13.35% | 15.74% |
| Portfolio components: | ||||||||
VGSH Vanguard Short-Term Treasury ETF | -0.03% | 0.16% | 0.57% | 0.83% | 3.36% | 4.25% | 1.83% | 1.73% |
VONG Vanguard Russell 1000 Growth ETF | 0.10% | -3.37% | 2.96% | 3.46% | 20.50% | 22.47% | 14.01% | 18.29% |
VOO Vanguard S&P 500 ETF | 0.55% | -0.84% | 9.08% | 9.44% | 25.76% | 20.95% | 13.43% | 15.50% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 22, 2010, 2025's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 2025 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.62% | -1.52% | -4.99% | 10.75% | 5.73% | -2.73% | 7.23% | ||||||
| 2025 | 2.45% | -1.89% | -6.28% | -0.14% | 6.91% | 5.42% | 2.69% | 1.78% | 3.96% | 2.72% | -0.36% | -0.12% | 17.78% |
| 2024 | 1.80% | 5.51% | 2.80% | -3.99% | 5.21% | 4.35% | 0.36% | 2.28% | 2.30% | -0.77% | 5.98% | -1.42% | 26.72% |
| 2023 | 6.64% | -2.16% | 4.46% | 1.40% | 1.51% | 6.39% | 3.28% | -1.39% | -4.85% | -1.92% | 9.43% | 4.48% | 29.70% |
| 2022 | -6.06% | -3.26% | 3.73% | -9.46% | -0.39% | -8.00% | 9.64% | -4.18% | -9.07% | 7.26% | 5.09% | -6.02% | -20.84% |
| 2021 | -0.90% | 1.92% | 3.71% | 5.56% | 0.11% | 3.21% | 2.61% | 3.11% | -4.83% | 7.31% | -0.34% | 3.76% | 27.65% |
Benchmark Metrics
2025 has an annualized alpha of 2.05%, beta of 0.97, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since September 22, 2010.
- This portfolio captured 103.07% of S&P 500 Index gains but only 93.90% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 2.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.97 and R2 of 0.99, 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
- 2.05%
- Beta
- 0.97
- R²
- 0.99
- Upside Capture
- 103.07%
- Downside Capture
- 93.90%
Expense Ratio
2025 has an expense ratio of 0.04%, 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
2025 ranks 34 for risk / return — below 34% 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
The table below presents risk-adjusted performance metrics for 2025 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.75 | 1.86 | -0.11 |
| Sortino ratioReturn per unit of downside risk | 2.37 | 2.53 | -0.16 |
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.53 | -0.29 |
| Martin ratioReturn relative to average drawdown | 9.49 | 11.37 | -1.88 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 87 | 2.61 | 4.30 | 1.55 | 3.76 | 14.67 |
VONG Vanguard Russell 1000 Growth ETF | 33 | 1.20 | 1.67 | 1.21 | 1.17 | 3.87 |
VOO Vanguard S&P 500 ETF | 67 | 1.99 | 2.70 | 1.36 | 2.75 | 12.42 |
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Dividends
Dividend yield
2025 provided a 1.21% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.21% | 1.28% | 1.40% | 1.49% | 1.50% | 1.05% | 1.41% | 1.75% | 1.86% | 1.59% | 1.79% | 1.84% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
VONG Vanguard Russell 1000 Growth ETF | 0.44% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 2025. 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 2025 was 32.29%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current 2025 drawdown is 3.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.29%Mar 2020 | 1mo 2d | 4mo 1d | 5mo 3dFeb 2020 - Jul 2020 |
Bear market2022 | -26.14%Oct 2022 | 9mo 18d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -19.52%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -19.23%Dec 2018 | 2mo 23d | 3mo 15d | 6mo 8dOct 2018 - Apr 2019 |
2011 correction2011 | -16.84%Oct 2011 | 5mo 4d | 4mo 3d | 9mo 7dMay 2011 - Feb 2012 |
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 3 assets, with an effective number of assets of 1.85, 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 | 1.02 | 1.02 | 1.02 | 1.02 | 1.02 |
The portfolio has a diversification ratio of 1.02, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.99 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VGSH has the lowest at -0.13.
Asset Correlations Table
Find what 2025 is missing
See which holdings overlap, where 2025 is concentrated, and which low-correlation assets could fill the gaps.
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