Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
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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Compare your portfolio against anything
Returns By Period
As of Aug 3, 2026, the Larry Swedroe Simple Portfolio returned 10.51% Year-To-Date and 8.01% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 20.07% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Larry Swedroe Simple Portfolio | -0.14% | 0.05% | 6.77% | 10.51% | 19.49% | 11.54% | 6.37% | 8.01% | 6.94% |
| Portfolio components: | |||||||||
EEM iShares MSCI Emerging Markets ETF | 0.79% | -2.45% | 9.01% | 17.75% | 35.57% | 18.45% | 6.91% | 8.32% | 9.87% |
EFV iShares MSCI EAFE Value ETF | -0.53% | 3.89% | 10.21% | 16.27% | 34.23% | 22.38% | 14.42% | 10.63% | 6.14% |
IJS iShares S&P SmallCap 600 Value ETF | 0.09% | 0.38% | 12.92% | 20.25% | 39.43% | 12.47% | 7.91% | 10.17% | 9.94% |
TIP iShares TIPS Bond ETF | -0.10% | -0.65% | 0.02% | 0.54% | 1.79% | 3.73% | 0.16% | 2.37% | 3.46% |
VB Vanguard Small-Cap ETF | -0.22% | -1.73% | 10.09% | 15.19% | 25.91% | 14.02% | 7.45% | 11.08% | 9.88% |
VTV Vanguard Value ETF | -0.27% | 0.36% | 11.27% | 16.37% | 27.94% | 17.12% | 12.29% | 12.57% | 9.67% |
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% | -0.08% | 10.51% | |||||
| 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 1.35%, 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 68.76% 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
- 1.35%
- Beta
- 0.59
- R²
- 0.83
- Upside Capture
- 64.53%
- Downside Capture
- 68.76%
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 82 for risk / return — above 82% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return 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 | 2.18 | 1.42 | +0.76 |
| Sortino ratioReturn per unit of downside risk | 3.19 | 1.98 | +1.21 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 2.00 | +1.38 |
| Martin ratioReturn relative to average drawdown | 13.33 | 8.49 | +4.84 |
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 | 1.42 | 1.93 | 1.27 | 2.44 | 7.49 |
EFV iShares MSCI EAFE Value ETF | 88 | 2.38 | 3.28 | 1.43 | 3.14 | 11.73 |
IJS iShares S&P SmallCap 600 Value ETF | 88 | 2.09 | 3.02 | 1.37 | 3.99 | 13.67 |
TIP iShares TIPS Bond ETF | 32 | 0.74 | 1.10 | 1.13 | 1.27 | 3.39 |
VB Vanguard Small-Cap ETF | 67 | 1.46 | 2.13 | 1.26 | 2.67 | 9.73 |
VTV Vanguard Value ETF | 93 | 2.62 | 3.74 | 1.47 | 4.24 | 16.42 |
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Dividends
Dividend yield
Larry Swedroe Simple Portfolio provided a 2.98% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.98% | 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 | 1.74% | 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 | 4.52% | 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 | 1.32% | 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 | 4.22% | 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 0.30%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-39.90%Mar 2009 | 1y 4mo | 1y 7mo | 2y 11moOct 2007 - Oct 2010 | Financial crisis2007–2009 |
-25.44%Mar 2020 | 2mo 1d | 7mo 26d | 9mo 27dJan 2020 - Nov 2020 | COVID crash2020 |
-19.04%Sep 2022 | 10mo 24d | 1y 6mo | 2y 4moNov 2021 - Mar 2024 | Bear market2022 |
-13.65%Oct 2011 | 5mo 4d | 3mo 26d | 9moMay 2011 - Jan 2012 | — |
-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 60% equities expressing a value-and-small-cap view, alongside 40% Treasury Inflation-Protected Securities (TIP) as the diversifying sleeve. The equity holdings are six tickers but mostly one risk cluster.
The numbers
- Diversification ratio: 1.22 over 1Y and 3Y, 1.24 over 5Y and 10Y, 1.27 since inception; roughly average to below-average platform benefit.
- Effective asset count is 4.16 of 6, not alarming, but the correlation map explains why: equities move as one group.
- TIP’s portfolio correlation is only 0.09; the equity positions range from 0.77 to 0.93.
The good
- TIP has provided a genuinely separate return driver, with correlations as low as -0.11 against IJS and VTV.
- The equity sleeve is economically coherent: small-cap, value, foreign, and emerging-market exposures rather than six versions of the same mega-cap index.
The bad
- iShares S&P Small-Cap 600 Value ETF (IJS) and Vanguard Small-Cap ETF (VB) correlate 0.95; VB and Vanguard Value ETF (VTV) correlate 0.87. The labels diversify more than the movements do.
- Emerging Markets ETF (EEM) and Foreign Value ETF (EFV) add geography, but remain tied to the same broad equity cycle.
The ugly
- A global equity selloff can make the 60% equity cluster behave like one position while TIP merely declines to participate.
Next steps
- Portfolios with this profile are typically complemented by return drivers outside both the equity and inflation-linked bond cycles.
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.
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.
Larry Swedroe Simple Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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