50/20/20/10 VOO VONG VCLT VMFXX

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	50%
VCLT Vanguard Long-Term Corporate Bond ETF	Corporate Bonds	20%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Growth Equities	20%
VMFXX Vanguard Federal Money Market Fund	Money Market	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 50/20/20/10 VOO VONG VCLT VMFXX, 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 50/20/20/10 VOO VONG VCLT VMFXX	0.29%	0.17%	5.85%	6.25%	18.93%	16.35%	9.49%	—
Portfolio components:
VCLT Vanguard Long-Term Corporate Bond ETF	-0.09%	1.39%	1.41%	1.82%	6.87%	4.64%	-2.06%	2.27%
VMFXX Vanguard Federal Money Market Fund	0.00%	0.30%	1.50%	1.82%	3.95%	3.35%	2.39%	—
VONG Vanguard Russell 1000 Growth ETF	0.10%	-2.20%	2.96%	3.46%	20.50%	22.47%	14.01%	18.29%
VOO Vanguard S&P 500 ETF	0.55%	0.37%	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 May 25, 2021, 50/20/20/10 VOO VONG VCLT VMFXX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +9.0%, while the worst month was Apr 2022 at -8.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 50/20/20/10 VOO VONG VCLT VMFXX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -4.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.57%	-0.69%	-4.02%	7.81%	4.55%	-2.03%							5.85%
2025	1.85%	-0.65%	-4.70%	-0.33%	4.98%	4.55%	1.91%	1.44%	3.52%	1.99%	-0.06%	-0.35%	14.67%
2024	1.13%	3.46%	2.40%	-3.83%	4.34%	3.20%	0.88%	2.05%	2.24%	-1.41%	4.83%	-1.81%	18.51%
2023	6.38%	-2.65%	4.21%	1.17%	0.64%	5.04%	2.33%	-1.36%	-4.53%	-2.15%	9.02%	4.58%	24.11%
2022	-5.34%	-2.94%	2.01%	-8.79%	0.05%	-6.58%	8.06%	-4.12%	-8.23%	4.75%	5.57%	-4.92%	-20.13%
2021					0.21%	3.16%	2.32%	2.16%	-3.95%	5.60%	-0.17%	2.56%	12.22%

Benchmark Metrics

50/20/20/10 VOO VONG VCLT VMFXX has an annualized alpha of 0.16%, beta of 0.79, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

This portfolio participated in 90.23% of S&P 500 Index downside but only 82.83% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.16%

Beta: 0.79

R²: 0.96

Upside Capture: 82.83%

Downside Capture: 90.23%

See how alpha, beta & R² have trended over time →

Expense Ratio

50/20/20/10 VOO VONG VCLT VMFXX 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.

VMFXX

Vanguard Federal Money Market Fund

VONG

Vanguard Russell 1000 Growth ETF

VOO

Vanguard S&P 500 ETF

VCLT

Vanguard Long-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

50/20/20/10 VOO VONG VCLT VMFXX ranks 36 for risk / return — below 36% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 50/20/20/10 VOO VONG VCLT VMFXX 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.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.78	1.86	-0.08
Sortino ratioReturn per unit of downside risk	2.48	2.53	-0.06
Omega ratioGain probability vs. loss probability	1.33	1.34	-0.01
Calmar ratioReturn relative to maximum drawdown	2.33	2.53	-0.20
Martin ratioReturn relative to average drawdown	9.78	11.37	-1.60

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VCLT Vanguard Long-Term Corporate Bond ETF	23	0.75	1.11	1.13	1.13	2.75
VMFXX Vanguard Federal Money Market Fund	—	3.67	—	—	—	—
VONG Vanguard Russell 1000 Growth ETF	33	1.20	1.67	1.21	1.17	3.87
VOO Vanguard S&P 500 ETF	67	1.99	2.70	1.36	2.75	12.42

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 50/20/20/10 VOO VONG VCLT VMFXX Sharpe ratio is 1.78 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 50/20/20/10 VOO VONG VCLT VMFXX 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

50/20/20/10 VOO VONG VCLT VMFXX provided a 2.10% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.10%	2.17%	1.93%	2.26%	1.93%	1.35%	1.56%	1.91%	2.18%	1.93%	2.17%	2.28%
Portfolio components:
VCLT Vanguard Long-Term Corporate Bond ETF	5.52%	5.51%	5.19%	4.67%	4.44%	3.07%	3.16%	3.81%	4.55%	4.01%	4.33%	4.68%
VMFXX Vanguard Federal Money Market Fund	3.87%	4.14%	1.63%	4.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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 50/20/20/10 VOO VONG VCLT VMFXX. 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 50/20/20/10 VOO VONG VCLT VMFXX was 25.21%, occurring on Oct 14, 2022. Recovery took 320 trading sessions.

The current 50/20/20/10 VOO VONG VCLT VMFXX drawdown is 2.32%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-25.21%Oct 2022	9mo 20d	1y 3mo	2y 28dDec 2021 - Jan 2024
2025 selloff2025	-14.76%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
2026 pullback2026	-7.63%Mar 2026	5mo 2d	16d	5mo 18dOct 2025 - Apr 2026
2024 pullback2024	-6.51%Aug 2024	21d	16d	1mo 7dJul 2024 - Aug 2024
2024 pullback2024	-4.85%Apr 2024	22d	26d	1mo 18dMar 2024 - May 2024

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 4 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.10	1.12	1.12	1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

50/20/20/10 VOO VONG VCLT VMFXX correlation to the S&P 500 Index

50/20/20/10 VOO VONG VCLT VMFXX has a 0.98 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	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since May 25, 2021	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VMFXX has the lowest at 0.04.

0.04

0.30

0.95

1.00

Portfolio Correlations

Correlation vs. 50/20/20/10 VOO VONG VCLT VMFXX. VOO has the highest portfolio correlation at 0.98, while VMFXX has the lowest at 0.05.

0.05

0.46

0.96

0.98

Asset Correlations Table

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

	VMFXX	VCLT	VONG	VOO
VMFXX	1.00	0.03	0.02	0.04
VCLT	0.03	1.00	0.29	0.31
VONG	0.02	0.29	1.00	0.95
VOO	0.04	0.31	0.95	1.00

The correlation results are calculated based on daily price changes starting from May 25, 2021

Diversification Analysis

Find what 50/20/20/10 VOO VONG VCLT VMFXX is missing

See which holdings overlap, where 50/20/20/10 VOO VONG VCLT VMFXX is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification