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 Jun 24, 2026, the Larry Swedroe Simple Portfolio returned 9.11% Year-To-Date and 8.26% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Larry Swedroe Simple Portfolio | -0.67% | 1.13% | 9.11% | 8.62% | 19.70% | 12.60% | 6.07% | 8.26% |
| Portfolio components: | ||||||||
EEM iShares MSCI Emerging Markets ETF | -5.67% | 2.49% | 23.41% | 24.32% | 46.62% | 22.58% | 6.54% | 9.87% |
EFV iShares MSCI EAFE Value ETF | -1.18% | -0.92% | 9.13% | 8.96% | 28.26% | 21.91% | 12.57% | 10.59% |
IJS iShares S&P SmallCap 600 Value ETF | -0.23% | 2.94% | 17.37% | 16.01% | 37.29% | 15.33% | 6.10% | 10.48% |
TIP iShares TIPS Bond ETF | -0.04% | -0.19% | 0.74% | 0.81% | 3.34% | 3.52% | 0.82% | 2.43% |
VB Vanguard Small-Cap ETF | -0.76% | 2.05% | 14.80% | 12.69% | 28.03% | 17.24% | 6.99% | 11.70% |
VTV Vanguard Value ETF | -0.56% | 3.10% | 14.47% | 13.93% | 27.19% | 18.66% | 12.22% | 12.95% |
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% | 0.23% | 9.11% | ||||||
| 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 1.34%, 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 68.90% of S&P 500 Index downside but only 64.53% 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
- 1.34%
- Beta
- 0.59
- R²
- 0.83
- Upside Capture
- 64.53%
- Downside Capture
- 68.90%
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 59 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
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 | 2.21 | 1.78 | +0.43 |
| Sortino ratioReturn per unit of downside risk | 3.21 | 2.44 | +0.77 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 2.46 | +1.05 |
| Martin ratioReturn relative to average drawdown | 13.57 | 10.92 | +2.65 |
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 | 67 | 2.06 | 2.63 | 1.39 | 3.46 | 12.70 |
EFV iShares MSCI EAFE Value ETF | 59 | 1.96 | 2.72 | 1.35 | 2.61 | 9.60 |
IJS iShares S&P SmallCap 600 Value ETF | 69 | 2.05 | 2.93 | 1.35 | 4.04 | 13.28 |
TIP iShares TIPS Bond ETF | 30 | 0.97 | 1.46 | 1.17 | 1.70 | 4.99 |
VB Vanguard Small-Cap ETF | 56 | 1.69 | 2.43 | 1.29 | 3.14 | 11.50 |
VTV Vanguard Value ETF | 84 | 2.63 | 3.75 | 1.47 | 4.30 | 16.20 |
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Dividends
Dividend yield
Larry Swedroe Simple Portfolio provided a 2.84% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.84% | 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 | 1.66% | 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 | 4.81% | 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 | 1.36% | 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 | 3.79% | 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 | 1.19% | 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 | 1.83% | 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 1.06%.
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 mostly a bet on one equity factor cluster — U.S. value, small value, and foreign value — with TIP providing the separate, much calmer sleeve that makes the whole thing look more diversified than the stock block really is.
The numbers
- Diversification ratio is 1.20 at 1Y, 1.21 at 3Y, and 1.27 incept; that is modest diversification, and the 1Y reading sits at the 34.9th percentile on the platform.
- Effective asset count is 4.16 of 6, which is decent on paper, though the correlation map says the equity sleeve behaves more like one cluster than four or five distinct ideas.
- Position-to-portfolio correlation is 0.09 for TIP and 0.77-0.93 for the equity positions, so the portfolio is really two things: TIP, and the rest.
The good
- TIP is doing real work. Its near-zero and slightly negative correlations to the equity sleeves are the main source of separation here.
- The weights are spread across 6 names rather than collapsing into one dominant holding; that is genuine breadth, even if the breadth is mostly inside one style family.
The bad
- IJS (iShares S&P Small-Cap 600 Value ETF), VB (Vanguard Small-Cap ETF), and VTV (Vanguard Value ETF) are tightly linked, with correlations up to 0.95; that is not three independent bets so much as one factor expressed three ways.
- EFV (iShares MSCI EAFE Value ETF) and EEM (iShares MSCI Emerging Markets ETF) are still equity risk, just with different geography; the cluster logic says they join the same risk episode when global value trades move together.
The ugly
- In an equity selloff driven by rates, earnings, or recession fears, the whole non-TIP cluster can move as one object, and the modest DR can look very polite right up until it stops being useful.
Next steps
- Portfolios with this correlation profile are often complemented by exposures whose earnings drivers sit outside the value and small-cap cycle.
- A structure with one bond sleeve and one equity cluster is clearer than it first appears; the math mostly confirms that interpretation.
- The 1Y DR being below the longer-run readings suggests recent diversification has been weaker than the historical average.
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 | 1.20 | 1.21 | 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 | 0.78 |
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