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 3, 2026, the Larry Swedroe Simple Portfolio returned 9.43% Year-To-Date and 8.09% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.13% | 5.25% | 11.16% | 11.43% | 28.20% | 21.12% | 12.66% | 13.75% |
Portfolio Larry Swedroe Simple Portfolio | 0.50% | 2.02% | 9.43% | 10.53% | 21.63% | 12.72% | 6.08% | 8.09% |
| Portfolio components: | ||||||||
EEM iShares MSCI Emerging Markets ETF | 1.03% | 10.40% | 29.41% | 32.25% | 58.14% | 24.46% | 7.47% | 10.06% |
EFV iShares MSCI EAFE Value ETF | 0.36% | 1.53% | 9.98% | 14.03% | 27.68% | 22.31% | 12.40% | 9.83% |
IJS iShares S&P SmallCap 600 Value ETF | 1.07% | 2.26% | 16.54% | 17.68% | 41.12% | 14.47% | 5.86% | 10.20% |
TIP iShares TIPS Bond ETF | -0.01% | -0.09% | 1.73% | 1.47% | 5.06% | 3.94% | 1.11% | 2.59% |
VB Vanguard Small-Cap ETF | 0.75% | 3.68% | 14.91% | 16.03% | 31.39% | 17.31% | 7.35% | 11.38% |
VTV Vanguard Value ETF | 0.88% | 3.55% | 12.28% | 14.14% | 26.90% | 18.27% | 11.31% | 12.48% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 8, 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% | 0.52% | 9.43% | ||||||
| 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 1.28%, beta of 0.59, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since August 08, 2005.
- This portfolio participated in 69.40% of S&P 500 Index downside but only 64.61% 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
- 1.28%
- Beta
- 0.59
- R²
- 0.83
- Upside Capture
- 64.61%
- Downside Capture
- 69.40%
Expense Ratio
Larry Swedroe Simple Portfolio has an expense ratio of 0.21%, 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 60 for risk / return — better than 60% 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.53 | 2.39 | +0.14 |
Sortino ratioReturn per unit of downside risk | 3.67 | 3.25 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.43 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 3.11 | +0.74 |
Martin ratioReturn relative to average drawdown | 15.01 | 14.38 | +0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | 84 | 2.93 | 3.75 | 1.53 | 4.39 | 16.94 |
EFV iShares MSCI EAFE Value ETF | 56 | 1.96 | 2.71 | 1.35 | 2.66 | 9.95 |
IJS iShares S&P SmallCap 600 Value ETF | 71 | 2.26 | 3.20 | 1.39 | 4.35 | 14.25 |
TIP iShares TIPS Bond ETF | 44 | 1.49 | 2.29 | 1.27 | 2.38 | 7.17 |
VB Vanguard Small-Cap ETF | 61 | 1.94 | 2.75 | 1.34 | 3.48 | 12.82 |
VTV Vanguard Value ETF | 81 | 2.67 | 3.82 | 1.48 | 4.27 | 16.15 |
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Dividends
Dividend yield
Larry Swedroe Simple Portfolio provided a 2.69% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.69% | 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 | 1.72% | 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 | 3.78% | 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 | 1.28% | 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 | 3.75% | 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 | 1.86% | 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.
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
Thesis
The portfolio is betting on a mix of equity risk premia, with small-cap value, large-cap value, and foreign equities held together and a large TIP sleeve sitting off to the side as the stabilizer. In some sense, it is a stock portfolio with an inflation-hedged ballast attached.
The numbers
- Diversification ratio is 1.22 over 1Y/3Y and only 1.27 incept-to-date, which is modest rather than dramatic; the portfolio sits around the 35th-52nd percentile on the platform.
- Effective asset count is 4.16 of 6, so the weights are fairly spread, but the correlation structure is doing less of the work than the label count suggests.
- TIP (Inflation-Protected Bonds) is nearly orthogonal to the equity sleeve, with portfolio correlation of 0.09; the rest of the portfolio is one equity cluster.
What works
- TIP’s separation from the equity cluster is real diversification, not decorative variety.
- The equity side has multiple style and geography labels, which can help if the factor mix behaves differently across regimes.
What does not
- IJS (Small Cap Value Equities), VB (Small Cap Blend Equities), and VTV (Large Cap Value Equities) are tightly linked, with pairwise correlations up to 0.95; that is one equity trade wearing several outfits.
- The platform-level diversification benefit is only modest, because the largest weight, TIP, is doing most of the separation work while the equity sleeve mostly co-moves.
Stress Scenario
- A regime with falling rates plus weakening growth can make TIP and the equity cluster behave less independently, at which point the portfolio becomes more one-directional than the labels imply.
Worth knowing
- The correlation data fits a portfolio expressing a view on inflation protection plus broad value equity exposure more cleanly than one expressing several independent equity bets.
- Portfolios with this structure are typically strongest when their non-equity sleeve remains genuinely different from the equity cluster, rather than merely non-U.S. in name.
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 | 1.22 | 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 | 0.76 |
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 8, 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