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

Asset Allocation


S&P 500 Index

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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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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.


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.50%2.65%-3.77%4.85%1.55%0.52%9.43%
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 1.28%, 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
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.


Larry Swedroe Simple Portfolio Risk / Return Rank: 6060
Overall Rank
Larry Swedroe Simple Portfolio Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
Larry Swedroe Simple Portfolio Sortino Ratio Rank: 6363
Sortino Ratio Rank
Larry Swedroe Simple Portfolio Omega Ratio Rank: 5757
Omega Ratio Rank
Larry Swedroe Simple Portfolio Calmar Ratio Rank: 6767
Calmar Ratio Rank
Larry Swedroe Simple Portfolio Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.53

2.39

+0.14

Sortino ratio

Return per unit of downside risk

3.67

3.25

+0.42

Omega ratio

Gain probability vs. loss probability

1.47

1.43

+0.03

Calmar ratio

Return relative to maximum drawdown

3.85

3.11

+0.74

Martin ratio

Return relative to average drawdown

15.01

14.38

+0.62


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
842.933.751.534.3916.94
EFV
iShares MSCI EAFE Value ETF
561.962.711.352.669.95
IJS
iShares S&P SmallCap 600 Value ETF
712.263.201.394.3514.25
TIP
iShares TIPS Bond ETF
441.492.291.272.387.17
VB
Vanguard Small-Cap ETF
611.942.751.343.4812.82
VTV
Vanguard Value ETF
812.673.821.484.2716.15

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.

Larry Swedroe Simple Portfolio Sharpe ratios as of Jun 3, 2026 (values are recalculated daily):

  • 1-Year: 2.53
  • 5-Year: 0.57
  • 10-Year: 0.72
  • All Time: 0.56

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.94 to 2.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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 2.69% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.69%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
1.72%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 4mo1y 7mo
2y 11moOct 2007 - Oct 2010
COVID crash2020
-25.44%Mar 2020
2mo 1d7mo 26d
9mo 27dJan 2020 - Nov 2020
Bear market2022
-19.04%Sep 2022
10mo 24d1y 6mo
2y 4moNov 2021 - Mar 2024
2011 correction2011
-13.65%Oct 2011
5mo 4d3mo 26d
9moMay 2011 - Jan 2012
2016 correction2016
-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


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.
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. 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

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)
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.

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Aug 8, 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