Asset Allocation
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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The earliest data available for this chart is Aug 5, 2005, corresponding to the inception date of EFV
Returns By Period
As of Apr 11, 2026, the Larry Swedroe Simple Portfolio returned 4.88% Year-To-Date and 7.89% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio Larry Swedroe Simple Portfolio | -0.14% | 3.23% | 4.88% | 8.80% | 23.95% | 10.81% | 5.94% | 7.89% |
| Portfolio components: | ||||||||
IJS iShares S&P SmallCap 600 Value ETF | -0.30% | 6.18% | 8.25% | 16.77% | 43.48% | 11.46% | 5.60% | 9.92% |
EEM iShares MSCI Emerging Markets ETF | 0.46% | 6.62% | 10.69% | 18.27% | 48.55% | 18.02% | 4.91% | 8.21% |
EFV iShares MSCI EAFE Value ETF | 0.23% | 6.93% | 8.85% | 19.13% | 43.51% | 21.72% | 13.17% | 9.93% |
VB Vanguard Small-Cap ETF | -0.32% | 4.81% | 5.89% | 10.48% | 34.04% | 14.70% | 6.10% | 11.02% |
VTV Vanguard Value ETF | -0.81% | 2.61% | 5.99% | 11.27% | 27.06% | 15.55% | 11.18% | 12.13% |
TIP iShares TIPS Bond ETF | 0.05% | 0.28% | 1.01% | 0.49% | 5.75% | 3.05% | 1.40% | 2.61% |
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 +0.60%. At this rate, an investment would double in approximately 9.7 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% | 2.58% | 4.88% | ||||||||
| 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 1.40%, 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 65.35% 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
- 1.40%
- Beta
- 0.59
- R²
- 0.83
- Upside Capture
- 65.35%
- 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 78 for risk / return — better than 78% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.88 | 2.23 | +0.64 |
Sortino ratioReturn per unit of downside risk | 4.19 | 3.12 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.42 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 4.91 | 4.05 | +0.86 |
Martin ratioReturn relative to average drawdown | 19.10 | 17.91 | +1.19 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 66 | 2.33 | 3.31 | 1.40 | 5.32 | 16.74 |
EEM iShares MSCI Emerging Markets ETF | 76 | 2.93 | 3.80 | 1.55 | 4.51 | 17.80 |
EFV iShares MSCI EAFE Value ETF | 85 | 3.46 | 4.61 | 1.63 | 5.05 | 20.29 |
VB Vanguard Small-Cap ETF | 59 | 2.10 | 2.99 | 1.37 | 4.72 | 16.93 |
VTV Vanguard Value ETF | 76 | 2.62 | 3.77 | 1.47 | 5.32 | 19.85 |
TIP iShares TIPS Bond ETF | 31 | 1.57 | 2.31 | 1.28 | 2.40 | 6.31 |
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Dividends
Dividend yield
Larry Swedroe Simple Portfolio provided a 2.36% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.36% | 2.74% | 2.50% | 2.55% | 4.23% | 3.03% | 1.52% | 2.22% | 2.65% | 2.10% | 1.84% | 1.52% |
| Portfolio components: | ||||||||||||
IJS iShares S&P SmallCap 600 Value ETF | 1.37% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
EEM iShares MSCI Emerging Markets ETF | 2.01% | 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 | 3.82% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
VB Vanguard Small-Cap ETF | 1.29% | 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 | 1.97% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
TIP iShares TIPS Bond ETF | 2.79% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
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 1.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.9% | Oct 30, 2007 | 341 | Mar 9, 2009 | 404 | Oct 13, 2010 | 745 |
| -25.44% | Jan 17, 2020 | 42 | Mar 18, 2020 | 164 | Nov 9, 2020 | 206 |
| -19.04% | Nov 10, 2021 | 224 | Sep 30, 2022 | 374 | Mar 28, 2024 | 598 |
| -13.65% | May 2, 2011 | 108 | Oct 3, 2011 | 80 | Jan 27, 2012 | 188 |
| -13.29% | Apr 27, 2015 | 202 | Feb 11, 2016 | 123 | Aug 8, 2016 | 325 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | TIP | EEM | EFV | IJS | VTV | VB | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.11 | 0.75 | 0.78 | 0.81 | 0.91 | 0.88 | 0.88 |
| TIP | -0.11 | 1.00 | -0.06 | -0.05 | -0.11 | -0.12 | -0.09 | 0.09 |
| EEM | 0.75 | -0.06 | 1.00 | 0.78 | 0.65 | 0.70 | 0.71 | 0.77 |
| EFV | 0.78 | -0.05 | 0.78 | 1.00 | 0.72 | 0.80 | 0.74 | 0.85 |
| IJS | 0.81 | -0.11 | 0.65 | 0.72 | 1.00 | 0.85 | 0.95 | 0.92 |
| VTV | 0.91 | -0.12 | 0.70 | 0.80 | 0.85 | 1.00 | 0.87 | 0.90 |
| VB | 0.88 | -0.09 | 0.71 | 0.74 | 0.95 | 0.87 | 1.00 | 0.93 |
| Portfolio | 0.88 | 0.09 | 0.77 | 0.85 | 0.92 | 0.90 | 0.93 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified but shows signs of concentration among several equity positions. The correlation matrix reveals that the fixed income component, TIP (Treasury Inflation-Protected Securities), has very low or slightly negative correlations with all equity positions (ranging from -0.12 to -0.05), which enhances diversification by providing a non-correlated asset class within the portfolio.
However, the equity positions—EEM (Emerging Markets), EFV (Developed Markets ex-US), IJS (Small Cap Value), VTV (Large Cap Value), and VB (Small Cap)—exhibit high correlations with each other, mostly above 0.7 and often exceeding 0.85. For example, IJS and VB have a correlation of 0.95, and VTV and EFV correlate at 0.8. Such high correlations indicate that these equity holdings move closely together, which limits the diversification benefits within the equity portion of the portfolio.
The portfolio's correlation with individual positions is highest with VB (0.93), VTV (0.9), and IJS (0.92), suggesting these positions have the greatest influence on the portfolio’s overall behavior. The relatively lower correlation with TIP (0.09) confirms that TIP contributes to diversification by behaving differently from the equity holdings.
Given the dominance of highly correlated equity positions and the strong influence of a few holdings on the portfolio, it leans toward being somewhat concentrated within equities, despite the presence of TIP. The fixed income allocation provides a diversification anchor, but the equity segment could be further diversified by incorporating assets with lower correlations to each other to reduce overall portfolio risk.