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80/20
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 10%VOO 80%VXUS 10%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

80%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 80/20, 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 Quarterly


220.00%240.00%260.00%280.00%300.00%320.00%NovemberDecember2024FebruaryMarchApril
300.36%
289.18%
80/20
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of Apr 20, 2024, the 80/20 returned 3.39% Year-To-Date and 10.42% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
80/203.39%-4.59%16.75%18.13%10.96%10.43%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.20%
VXUS
Vanguard Total International Stock ETF
0.25%-3.58%14.24%6.76%4.72%3.98%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.10%4.33%3.05%
2023-4.39%-2.23%8.61%4.53%

Expense Ratio

The 80/20 has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


80/20
Sharpe ratio
The chart of Sharpe ratio for 80/20, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for 80/20, currently valued at 2.45, compared to the broader market-2.000.002.004.006.002.45
Omega ratio
The chart of Omega ratio for 80/20, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for 80/20, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for 80/20, currently valued at 6.27, compared to the broader market0.0010.0020.0030.0040.006.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
VXUS
Vanguard Total International Stock ETF
0.540.851.100.371.61
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57

Sharpe Ratio

The current 80/20 Sharpe ratio is 1.66. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.66

The Sharpe ratio of 80/20 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.66
1.66
80/20
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

80/20 granted a 1.81% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
80/201.81%1.80%1.92%1.50%1.67%2.08%2.25%1.95%2.16%2.22%2.10%2.02%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VXUS
Vanguard Total International Stock ETF
3.43%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.95%
-5.46%
80/20
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 80/20. 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 80/20 was 30.76%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current 80/20 drawdown is 4.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.76%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-23.81%Jan 4, 2022195Oct 12, 2022295Dec 14, 2023490
-17.36%May 2, 2011108Oct 3, 201188Feb 8, 2012196
-16.98%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-12.6%May 22, 2015183Feb 11, 201679Jun 6, 2016262

Volatility

Volatility Chart

The current 80/20 volatility is 2.73%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.73%
3.15%
80/20
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.

BNDVXUSVOO
BND1.00-0.09-0.13
VXUS-0.091.000.83
VOO-0.130.831.00