Tax advantaged

The chart shows the growth of an initial investment of $10,000 in Tax advantaged, 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.

As of Apr 4, 2026, the Tax advantaged returned 4.50% Year-To-Date and 6.49% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 31, 2011, Tax advantaged's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +4.4%, while the worst month was Mar 2020 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Tax advantaged closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +2.8%, while the worst single day was Mar 12, 2020 at -3.7%.

Tax advantaged has an annualized alpha of 1.84%, beta of 0.27, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.

• This portfolio participated in 32.80% of S&P 500 Index downside but only 31.89% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.27 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Tax advantaged 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.

Tax advantaged ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Tax advantaged Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 2.73
• 5-Year: 1.32
• 10-Year: 1.17
• All Time: 0.94

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 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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

Tax advantaged provided a 2.52% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Tax advantaged. 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 Tax advantaged was 14.59%, occurring on Mar 20, 2020. Recovery took 95 trading sessions.

The current Tax advantaged drawdown is 0.40%.

The chart below shows the rolling one-month volatility.