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2025
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGSH 10.00%VOO 70.00%VONG 20.00%BondBondEquityEquity

S&P 500 Index

Portfolio Optimizer

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Performance

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.


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%-1.52%-4.99%10.75%5.73%-2.73%7.23%
20252.45%-1.89%-6.28%-0.14%6.91%5.42%2.69%1.78%3.96%2.72%-0.36%-0.12%17.78%
20241.80%5.51%2.80%-3.99%5.21%4.35%0.36%2.28%2.30%-0.77%5.98%-1.42%26.72%
20236.64%-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
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.


2025 Risk / Return Rank: 3434
Overall Rank
2025 Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
2025 Sortino Ratio Rank: 3333
Sortino Ratio Rank
2025 Omega Ratio Rank: 3434
Omega Ratio Rank
2025 Calmar Ratio Rank: 3131
Calmar Ratio Rank
2025 Martin Ratio Rank: 3838
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 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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGSH
Vanguard Short-Term Treasury ETF
87
2.614.301.553.7614.67
VONG
Vanguard Russell 1000 Growth ETF
33
1.201.671.211.173.87
VOO
Vanguard S&P 500 ETF
67
1.992.701.362.7512.42

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 2025 Sharpe ratio is 1.75 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 1.53 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 2025 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

2025 provided a 1.21% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.21%1.28%1.40%1.49%1.50%1.05%1.41%1.75%1.86%1.59%1.79%1.84%
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 2d4mo 1d
5mo 3dFeb 2020 - Jul 2020
Bear market2022
-26.14%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-19.52%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-19.23%Dec 2018
2mo 23d3mo 15d
6mo 8dOct 2018 - Apr 2019
2011 correction2011
-16.84%Oct 2011
5mo 4d4mo 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

2025 has a 0.99 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

0.99

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.

VGSH
-0.13
VONG
0.94
VOO
1.00

Portfolio Correlations

Correlation vs. 2025. VOO has the highest portfolio correlation at 0.99, while VGSH has the lowest at -0.12.

VGSH
-0.12
VONG
0.96
VOO
0.99

Asset Correlations Table

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

VGSHVONGVOO
VGSH1.00-0.11-0.12
VONG-0.111.000.93
VOO-0.120.931.00
The correlation results are calculated based on daily price changes starting from Sep 22, 2010
Diversification Analysis

Find what 2025 is missing

See which holdings overlap, where 2025 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification