Asset Allocation
Find the right asset allocation for Larry Swedroe Simple Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Larry Swedroe Simple 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 3 months.
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Returns By Period
As of Jul 14, 2026, the Larry Swedroe Simple Portfolio returned 10.02% Year-To-Date and 7.89% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.79% | 1.13% | 7.71% | 9.79% | 20.06% | 18.60% | 11.43% | 13.27% |
Portfolio Larry Swedroe Simple Portfolio | -0.34% | 0.09% | 7.22% | 10.02% | 17.92% | 11.83% | 6.41% | 7.89% |
| Portfolio components: | ||||||||
EEM iShares MSCI Emerging Markets ETF | -3.59% | -4.49% | 11.90% | 18.51% | 36.27% | 19.09% | 6.13% | 8.45% |
EFV iShares MSCI EAFE Value ETF | -0.46% | 1.46% | 9.84% | 12.17% | 28.73% | 21.37% | 13.47% | 10.22% |
IJS iShares S&P SmallCap 600 Value ETF | 0.13% | 0.19% | 13.33% | 19.55% | 32.31% | 13.63% | 7.74% | 9.94% |
TIP iShares TIPS Bond ETF | -0.20% | -0.59% | 0.55% | 0.80% | 3.09% | 3.62% | 0.52% | 2.33% |
VB Vanguard Small-Cap ETF | -0.66% | 0.23% | 9.54% | 15.60% | 23.89% | 15.01% | 7.84% | 11.09% |
VTV Vanguard Value ETF | 0.07% | 1.54% | 12.58% | 16.06% | 25.63% | 18.06% | 12.36% | 12.43% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 5, 2005, Larry Swedroe Simple Portfolio's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.1%, while the worst month was Oct 2008 at -15.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Larry Swedroe Simple Portfolio closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +6.0%, while the worst single day was Mar 12, 2020 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.50% | 2.65% | -3.77% | 4.85% | 1.55% | 1.60% | -0.52% | 10.02% | |||||
| 2025 | 2.65% | 0.17% | -1.34% | -1.25% | 2.26% | 2.67% | 0.48% | 3.91% | 1.32% | 0.31% | 1.36% | 0.61% | 13.81% |
| 2024 | -1.21% | 1.47% | 2.81% | -3.31% | 3.10% | -0.56% | 4.66% | 0.94% | 1.60% | -2.01% | 3.94% | -4.16% | 7.02% |
| 2023 | 5.79% | -2.18% | -0.35% | 0.19% | -2.69% | 4.07% | 2.89% | -2.64% | -3.18% | -2.98% | 5.82% | 5.90% | 10.32% |
| 2022 | -2.40% | 0.04% | -0.05% | -4.54% | 0.80% | -6.43% | 5.40% | -3.10% | -8.29% | 6.62% | 5.06% | -2.94% | -10.53% |
| 2021 | 1.24% | 3.23% | 2.53% | 2.14% | 2.00% | -0.10% | 0.08% | 0.91% | -1.96% | 2.65% | -2.00% | 2.99% | 14.41% |
Benchmark Metrics
Larry Swedroe Simple Portfolio has an annualized alpha of 1.32%, beta of 0.59, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since August 05, 2005.
- This portfolio participated in 68.82% of S&P 500 Index downside but only 64.42% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.32%
- Beta
- 0.59
- R²
- 0.83
- Upside Capture
- 64.42%
- Downside Capture
- 68.82%
Expense Ratio
Larry Swedroe Simple Portfolio has an expense ratio of 0.19%, 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.
Return for Risk
Risk / Return Rank
Larry Swedroe Simple Portfolio ranks 73 for risk / return — better than 73% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Larry Swedroe Simple Portfolio 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 | 2.03 | 1.61 | +0.42 |
| Sortino ratioReturn per unit of downside risk | 2.96 | 2.22 | +0.74 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.21 | +0.98 |
| Martin ratioReturn relative to average drawdown | 12.36 | 9.61 | +2.76 |
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 |
|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 61 | 1.55 | 2.05 | 1.30 | 2.69 | 9.20 |
EFV iShares MSCI EAFE Value ETF | 74 | 1.99 | 2.79 | 1.36 | 2.65 | 9.73 |
IJS iShares S&P SmallCap 600 Value ETF | 74 | 1.80 | 2.62 | 1.31 | 3.50 | 11.53 |
TIP iShares TIPS Bond ETF | 32 | 0.89 | 1.32 | 1.16 | 1.57 | 4.50 |
VB Vanguard Small-Cap ETF | 59 | 1.45 | 2.12 | 1.25 | 2.67 | 9.77 |
VTV Vanguard Value ETF | 90 | 2.49 | 3.57 | 1.45 | 4.05 | 15.35 |
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Dividends
Dividend yield
Larry Swedroe Simple Portfolio provided a 3.10% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.10% | 2.74% | 2.50% | 2.55% | 4.23% | 3.03% | 1.52% | 2.22% | 2.65% | 2.10% | 1.84% | 1.52% |
| Portfolio components: | ||||||||||||
EEM iShares MSCI Emerging Markets ETF | 1.73% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
EFV iShares MSCI EAFE Value ETF | 4.68% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
IJS iShares S&P SmallCap 600 Value ETF | 1.33% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
TIP iShares TIPS Bond ETF | 4.45% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
VB Vanguard Small-Cap ETF | 1.22% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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 Larry Swedroe Simple 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 Larry Swedroe Simple Portfolio was 39.90%, occurring on Mar 9, 2009. Recovery took 404 trading sessions.
The current Larry Swedroe Simple Portfolio drawdown is 0.74%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -39.90%Mar 2009 | 1y 4mo | 1y 7mo | 2y 11moOct 2007 - Oct 2010 |
COVID crash2020 | -25.44%Mar 2020 | 2mo 1d | 7mo 26d | 9mo 27dJan 2020 - Nov 2020 |
Bear market2022 | -19.04%Sep 2022 | 10mo 24d | 1y 6mo | 2y 4moNov 2021 - Mar 2024 |
2011 correction2011 | -13.65%Oct 2011 | 5mo 4d | 3mo 26d | 9moMay 2011 - Jan 2012 |
2016 correction2016 | -13.29%Feb 2016 | 9mo 20d | 5mo 29d | 1y 3moApr 2015 - Aug 2016 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is really two portfolios: a 40% inflation-protected bond sleeve in TIP and a fairly tight equity block that is, in practice, a value tilt across U.S. small, U.S. large, and foreign stocks.
The numbers
- Diversification ratio is 1.21 over 1Y and 1.27 since inception, around the 35th-53rd percentile on the platform, which is modest rather than dramatic.
- Effective asset count is 4.16 of 6, but the equity cluster behaves more like one correlated sleeve than four separate ideas.
- Position-to-portfolio correlation is 0.09 for TIP and 0.77-0.93 for the equity funds, so most of the risk still comes from a single equity factor bundle.
The good
- TIP is doing real diversification work; its -0.11 to -0.05 correlations versus equities are the cleanest thing in the portfolio.
- The equity sleeve is not random. IJS, VB, and VTV line up as a coherent value-and-size expression, and EFV and EEM extend that same cyclical equity exposure outside the U.S.
The bad
- IJS, VB, and VTV correlate at 0.84-0.95, so the apparent six-line portfolio is mathematically closer to one equity bet plus a bond hedge.
- EEM is only 4%, which makes the emerging-markets position more of a seasoning than a diversification sleeve, such as it is.
The ugly
- If inflation persists but real growth softens, TIP helps on one axis while the equity cluster can still move together, because the portfolio’s stock sleeves are all tied to the same value and cyclicality regime.
Next steps
- Portfolios with this structure are usually understood as a bond ballast plus one dominant equity factor.
- The correlation profile suggests diversification benefits come more from differing economic drivers than from having more tickers.
- The 1Y DR being below the longer-window figures indicates the equity sleeves have been moving more alike recently.
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.16, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.21 | 1.22 | 1.24 | 1.24 | 1.27 |
The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Larry Swedroe Simple Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTV has the highest benchmark correlation at 0.91, while TIP has the lowest at -0.10.
Asset Correlations Table
Find what Larry Swedroe Simple Portfolio is missing
See which holdings overlap, where Larry Swedroe Simple Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification