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Larry Swedroe Simple Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

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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Benchmark

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.


Position1D1M6MYTD1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.50%2.65%-3.77%4.85%1.55%1.60%-0.08%10.51%
20252.65%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%
20235.79%-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%
20211.24%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
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.


Larry Swedroe Simple Portfolio Risk / Return Rank: 8282
Overall Rank
Larry Swedroe Simple Portfolio Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
Larry Swedroe Simple Portfolio Sortino Ratio Rank: 8686
Sortino Ratio Rank
Larry Swedroe Simple Portfolio Omega Ratio Rank: 8484
Omega Ratio Rank
Larry Swedroe Simple Portfolio Calmar Ratio Rank: 7979
Calmar Ratio Rank
Larry Swedroe Simple Portfolio Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within 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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EEM
iShares MSCI Emerging Markets ETF
61
1.421.931.272.447.49
EFV
iShares MSCI EAFE Value ETF
88
2.383.281.433.1411.73
IJS
iShares S&P SmallCap 600 Value ETF
88
2.093.021.373.9913.67
TIP
iShares TIPS Bond ETF
32
0.741.101.131.273.39
VB
Vanguard Small-Cap ETF
67
1.462.131.262.679.73
VTV
Vanguard Value ETF
93
2.623.741.474.2416.42

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 Larry Swedroe Simple Portfolio Sharpe ratio is 2.18 as of Aug 3, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.19 to 2.01, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Larry Swedroe Simple Portfolio 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

Larry Swedroe Simple Portfolio provided a 2.98% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.98%2.74%2.50%2.55%4.23%3.03%1.52%2.22%2.65%2.10%1.84%1.52%
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 4mo1y 7mo
2y 11moOct 2007 - Oct 2010
Financial crisis2007–2009
-25.44%Mar 2020
2mo 1d7mo 26d
9mo 27dJan 2020 - Nov 2020
COVID crash2020
-19.04%Sep 2022
10mo 24d1y 6mo
2y 4moNov 2021 - Mar 2024
Bear market2022
-13.65%Oct 2011
5mo 4d3mo 26d
9moMay 2011 - Jan 2012
-13.29%Feb 2016
9mo 20d5mo 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.
AI-generated analysis. Not investment advice. Verify key facts independently.
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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

Larry Swedroe Simple Portfolio has a 0.77 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)
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.

TIP
-0.10
EEM
0.75
EFV
0.78
IJS
0.81
VB
0.88
VTV
0.91

Portfolio Correlations

Correlation vs. Larry Swedroe Simple Portfolio. VB has the highest portfolio correlation at 0.93, while TIP has the lowest at 0.09.

TIP
0.09
EEM
0.77
EFV
0.85
VTV
0.90
IJS
0.92
VB
0.93

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

Based on daily historical returns since Aug 5, 2005
Diversification Analysis

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