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Rob's 2025 Bond Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Rob's 2025 Bond Portfolio

Last updated Apr 21, 2025

Asset Allocation

JAAA 30%EDV 14%CLOA 10%RISR 6%FLTR 6%PYLD 6%AGGH 6%VCLT 6%BBBL 6%MTBA 5%JPIE 5%BondBond
PositionCategory/SectorTarget Weight
AGGH
Simplify Aggregate Bond ETF		Intermediate Core Bond
6%
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF		Long-Term Bond
6%
CLOA
BlackRock AAA CLO ETF		Ultrashort Bond
10%
EDV
Vanguard Extended Duration Treasury ETF		Government Bonds
14%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF		Corporate Bonds
6%
JAAA
Janus Henderson AAA CLO ETF		Ultrashort Bond
30%
JPIE
JPMorgan Income ETF		Multisector Bonds
5%
MTBA
Simplify MBS ETF		Government Bonds
5%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund		Multisector Bonds
6%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF		Nontraditional Bonds
6%
VCLT
Vanguard Long-Term Corporate Bond ETF		Corporate Bonds
6%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rob's 2025 Bond Portfolio, 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 year.

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
5.02%
7.94%
Rob's 2025 Bond Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 25, 2024, corresponding to the inception date of BBBL

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
Rob's 2025 Bond Portfolio0.45%-1.41%-0.17%5.33%N/AN/A
Portfolio components:
MTBA
Simplify MBS ETF		1.88%-0.50%0.97%5.85%N/AN/A
JPIE
JPMorgan Income ETF		1.63%-0.21%2.16%7.93%N/AN/A
EDV
Vanguard Extended Duration Treasury ETF		-0.98%-5.40%-8.89%-0.93%-14.75%-2.69%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF		3.18%2.90%9.22%14.45%N/AN/A
FLTR
VanEck Vectors Investment Grade Floating Rate ETF		0.69%-0.45%2.13%5.27%4.17%2.90%
JAAA
Janus Henderson AAA CLO ETF		0.50%-0.06%1.91%5.39%N/AN/A
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund		1.07%-1.49%1.03%9.02%N/AN/A
CLOA
BlackRock AAA CLO ETF		0.73%0.08%2.09%5.48%N/AN/A
AGGH
Simplify Aggregate Bond ETF		-0.34%-4.13%-1.41%5.67%N/AN/A
VCLT
Vanguard Long-Term Corporate Bond ETF		-0.39%-3.04%-4.39%4.13%-2.56%1.83%
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF		-1.05%-3.40%-4.51%4.35%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Rob's 2025 Bond Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.55%1.91%-0.39%-1.58%0.45%
20240.84%-0.35%0.86%-1.68%1.63%0.79%1.63%1.14%1.23%-1.49%1.24%-1.31%4.55%

Expense Ratio

Rob's 2025 Bond Portfolio has an expense ratio of 0.26%, 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.

RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
Expense ratio chart for RISR: current value is 1.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RISR: 1.13%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
Expense ratio chart for PYLD: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PYLD: 0.55%
JPIE
JPMorgan Income ETF
Expense ratio chart for JPIE: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPIE: 0.41%
AGGH
Simplify Aggregate Bond ETF
Expense ratio chart for AGGH: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGGH: 0.33%
JAAA
Janus Henderson AAA CLO ETF
Expense ratio chart for JAAA: current value is 0.21%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JAAA: 0.21%
CLOA
BlackRock AAA CLO ETF
Expense ratio chart for CLOA: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CLOA: 0.20%
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
Expense ratio chart for BBBL: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BBBL: 0.19%
MTBA
Simplify MBS ETF
Expense ratio chart for MTBA: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MTBA: 0.15%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
Expense ratio chart for FLTR: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLTR: 0.14%
EDV
Vanguard Extended Duration Treasury ETF
Expense ratio chart for EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%
VCLT
Vanguard Long-Term Corporate Bond ETF
Expense ratio chart for VCLT: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCLT: 0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, Rob's 2025 Bond Portfolio is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Rob's 2025 Bond Portfolio is 8787
Overall Rank
The Sharpe Ratio Rank of Rob's 2025 Bond Portfolio is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of Rob's 2025 Bond Portfolio is 8787
Sortino Ratio Rank
The Omega Ratio Rank of Rob's 2025 Bond Portfolio is 8686
Omega Ratio Rank
The Calmar Ratio Rank of Rob's 2025 Bond Portfolio is 9292
Calmar Ratio Rank
The Martin Ratio Rank of Rob's 2025 Bond Portfolio is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Portfolio, currently valued at 1.22, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.22
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.71, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.71
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.22, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.22
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 1.87, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 1.87
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 4.53, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 4.53
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MTBA
Simplify MBS ETF		1.512.221.281.784.52
JPIE
JPMorgan Income ETF		3.364.681.864.7722.18
EDV
Vanguard Extended Duration Treasury ETF		0.020.161.020.020.03
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF		1.672.541.313.4910.19
FLTR
VanEck Vectors Investment Grade Floating Rate ETF		2.262.631.972.7420.51
JAAA
Janus Henderson AAA CLO ETF		3.194.032.253.7926.75
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund		2.523.601.503.3012.51
CLOA
BlackRock AAA CLO ETF		3.374.452.194.9432.58
AGGH
Simplify Aggregate Bond ETF		0.731.101.141.032.50
VCLT
Vanguard Long-Term Corporate Bond ETF		0.430.661.080.511.12
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF		0.470.711.090.541.30

The current Rob's 2025 Bond Portfolio Sharpe ratio is 1.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.78, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Rob's 2025 Bond Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13
1.22
0.24
Rob's 2025 Bond Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Rob's 2025 Bond Portfolio provided a 5.90% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio5.90%5.98%5.08%2.30%0.91%1.13%0.90%0.84%0.75%1.07%0.92%0.73%
Portfolio components:
MTBA
Simplify MBS ETF		6.01%6.03%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPIE
JPMorgan Income ETF		5.97%6.11%5.70%4.49%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF		4.79%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF		5.58%5.67%7.96%4.26%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF		5.60%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%0.66%
JAAA
Janus Henderson AAA CLO ETF		6.13%6.35%6.11%2.77%1.21%0.26%0.00%0.00%0.00%0.00%0.00%0.00%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund		6.01%5.97%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CLOA
BlackRock AAA CLO ETF		5.94%6.01%5.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGGH
Simplify Aggregate Bond ETF		8.13%8.97%9.51%2.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF		5.36%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%4.29%
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF		5.96%5.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.15%
-14.02%
Rob's 2025 Bond Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Rob's 2025 Bond Portfolio. 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 Rob's 2025 Bond Portfolio was 3.09%, occurring on Apr 10, 2025. The portfolio has not yet recovered.

The current Rob's 2025 Bond Portfolio drawdown is 2.15%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.09%Mar 4, 202528Apr 10, 2025———
-3.06%Sep 17, 202482Jan 14, 202529Feb 26, 2025111
-2.09%Feb 2, 202451Apr 16, 202421May 15, 202472
-1.17%Jun 26, 20244Jul 1, 20247Jul 11, 202411
-0.91%Jul 18, 20245Jul 24, 20245Jul 31, 202410

Volatility

Volatility Chart

The current Rob's 2025 Bond Portfolio volatility is 2.47%, 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.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
2.47%
13.60%
Rob's 2025 Bond Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
FLTRCLOAJAAARISRAGGHJPIEPYLDMTBAEDVVCLTBBBL
FLTR1.000.110.230.09-0.010.03-0.02-0.04-0.050.030.04
CLOA0.111.000.330.08-0.020.090.060.030.030.040.05
JAAA0.230.331.000.07-0.030.07-0.02-0.02-0.020.030.05
RISR0.090.080.071.00-0.37-0.36-0.44-0.51-0.52-0.50-0.48
AGGH-0.01-0.02-0.03-0.371.000.420.630.640.620.620.62
JPIE0.030.090.07-0.360.421.000.680.650.530.620.63
PYLD-0.020.06-0.02-0.440.630.681.000.840.790.810.82
MTBA-0.040.03-0.02-0.510.640.650.841.000.800.820.82
EDV-0.050.03-0.02-0.520.620.530.790.801.000.930.92
VCLT0.030.040.03-0.500.620.620.810.820.931.000.99
BBBL0.040.050.05-0.480.620.630.820.820.920.991.00
The correlation results are calculated based on daily price changes starting from Jan 26, 2024
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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