BB50/50
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BB50/50, 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.
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Apr 7, 2025, the BB50/50 returned -5.29% Year-To-Date and 6.03% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| BB50/50 | -9.51% | -8.75% | -8.31% | -0.07% | 9.61% | 6.93% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -13.96% | -12.00% | -11.53% | -2.09% | 15.15% | 10.51% |
VEU Vanguard FTSE All-World ex-US ETF | -1.98% | -9.83% | -9.11% | -0.77% | 9.41% | 4.11% |
BND Vanguard Total Bond Market ETF | 3.64% | 1.46% | 1.46% | 6.88% | -0.38% | 1.49% |
VMFXX Vanguard Federal Money Market Fund | 0.69% | 0.00% | 1.87% | 4.60% | 2.52% | 1.72% |
OSTIX Osterweis Strategic Income Fund | -0.70% | -1.61% | 0.60% | 4.91% | 7.31% | 4.49% |
VHGEX Vanguard Global Equity Fund | -11.54% | -12.84% | -13.36% | -6.86% | 10.48% | 6.03% |
Monthly Returns
The table below presents the monthly returns of BB50/50, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.53% | -0.92% | -4.29% | -6.93% | -9.51% | ||||||||
| 2024 | 0.67% | 3.54% | 2.60% | -3.61% | 3.81% | 2.29% | 1.91% | 1.95% | 1.83% | -1.17% | 4.99% | -2.64% | 17.00% |
| 2023 | 5.94% | -2.46% | 2.52% | 0.93% | -0.09% | 4.66% | 2.67% | -1.65% | -3.99% | -2.31% | 7.82% | 4.73% | 19.55% |
| 2022 | -4.75% | -2.09% | 1.40% | -7.35% | 0.08% | -6.25% | 6.76% | -3.28% | -7.53% | 5.05% | 4.90% | -4.13% | -17.06% |
| 2021 | -0.44% | 1.71% | 1.97% | 3.57% | 0.48% | 1.84% | 1.34% | 1.87% | -3.31% | 4.48% | -1.23% | 2.51% | 15.55% |
| 2020 | 0.40% | -4.45% | -9.22% | 8.30% | 3.53% | 1.88% | 4.03% | 4.08% | -2.20% | -1.34% | 7.92% | 3.15% | 15.71% |
| 2019 | 5.47% | 2.08% | 1.47% | 2.40% | -3.41% | 4.65% | 0.80% | -0.47% | 0.90% | 1.44% | 2.22% | 1.67% | 20.67% |
| 2018 | 2.85% | -2.72% | -0.88% | 0.00% | 1.64% | 0.29% | 2.01% | 2.07% | -0.02% | -5.00% | 1.38% | -5.21% | -3.93% |
| 2017 | 1.31% | 2.17% | 0.19% | 1.02% | 1.00% | 0.56% | 1.36% | 0.43% | 1.25% | 1.34% | 1.61% | 0.94% | 13.97% |
| 2016 | -2.80% | 0.18% | 4.26% | 0.66% | 0.86% | 0.82% | 2.47% | 0.11% | 0.31% | -1.52% | 1.20% | 1.27% | 7.93% |
| 2015 | -0.47% | 2.64% | -0.40% | 0.42% | 0.48% | -1.38% | 1.10% | -3.56% | -1.36% | 4.15% | 0.07% | -1.30% | 0.17% |
| 2014 | -1.20% | 2.80% | 0.24% | 0.39% | 1.53% | 1.38% | -1.18% | 2.50% | -1.58% | 1.62% | 1.48% | -0.25% | 7.89% |
Expense Ratio
BB50/50 has an expense ratio of 0.10%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BB50/50 is 62, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | -0.14 | -0.08 | 0.99 | -0.13 | -0.66 |
VEU Vanguard FTSE All-World ex-US ETF | -0.08 | -0.00 | 1.00 | -0.11 | -0.27 |
BND Vanguard Total Bond Market ETF | 1.26 | 1.85 | 1.22 | 0.49 | 3.20 |
VMFXX Vanguard Federal Money Market Fund | 3.44 | — | — | — | — |
OSTIX Osterweis Strategic Income Fund | 2.75 | 3.62 | 1.76 | 2.62 | 23.16 |
VHGEX Vanguard Global Equity Fund | -0.41 | -0.43 | 0.94 | -0.39 | -1.94 |
Dividends
Dividend yield
BB50/50 provided a 2.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.78% | 2.70% | 2.57% | 2.21% | 1.61% | 1.75% | 2.38% | 2.45% | 2.09% | 2.19% | 2.29% | 2.25% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.51% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VEU Vanguard FTSE All-World ex-US ETF | 3.27% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
BND Vanguard Total Bond Market ETF | 3.66% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VMFXX Vanguard Federal Money Market Fund | 4.49% | 5.11% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% |
OSTIX Osterweis Strategic Income Fund | 5.54% | 5.25% | 5.71% | 4.71% | 4.03% | 3.85% | 4.74% | 4.66% | 4.58% | 5.24% | 5.98% | 5.15% |
VHGEX Vanguard Global Equity Fund | 1.42% | 1.25% | 1.15% | 1.65% | 0.92% | 0.67% | 2.33% | 1.59% | 1.29% | 1.51% | 1.71% | 1.56% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the BB50/50. 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 BB50/50 was 27.77%, occurring on Mar 9, 2009. Recovery took 412 trading sessions.
The current BB50/50 drawdown is 8.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.77% | Nov 1, 2007 | 339 | Mar 9, 2009 | 412 | Oct 25, 2010 | 751 |
| -23.03% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -22.26% | Nov 9, 2021 | 235 | Oct 14, 2022 | 328 | Jan 29, 2024 | 563 |
| -12.85% | Feb 20, 2025 | 32 | Apr 4, 2025 | — | — | — |
| -12.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
Volatility
Volatility Chart
The current BB50/50 volatility is 6.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| VMFXX | BND | OSTIX | VEU | VTI | VHGEX | |
|---|---|---|---|---|---|---|
| VMFXX | 1.00 | 0.02 | 0.02 | -0.03 | -0.01 | -0.02 |
| BND | 0.02 | 1.00 | 0.04 | -0.12 | -0.16 | -0.13 |
| OSTIX | 0.02 | 0.04 | 1.00 | 0.44 | 0.44 | 0.47 |
| VEU | -0.03 | -0.12 | 0.44 | 1.00 | 0.84 | 0.93 |
| VTI | -0.01 | -0.16 | 0.44 | 0.84 | 1.00 | 0.94 |
| VHGEX | -0.02 | -0.13 | 0.47 | 0.93 | 0.94 | 1.00 |