3way (global dividend)

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	34%
VIGI Vanguard International Dividend Appreciation ETF	Dividend, Foreign Large Cap Equities	33%
BND Vanguard Total Bond Market ETF	Total Bond Market	16.50%
BNDX Vanguard Total International Bond ETF	Global Bonds	16.50%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3way (global dividend), 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 year.

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Returns By Period

As of Jun 6, 2026, the 3way (global dividend) returned 3.82% Year-To-Date and 8.53% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio 3way (global dividend)	0.07%	0.01%	3.82%	4.48%	10.98%	11.86%	6.19%	8.53%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.03%	-0.67%	-0.07%	0.23%	4.87%	3.89%	-0.05%	1.53%
BNDX Vanguard Total International Bond ETF	-0.12%	-0.16%	0.37%	0.55%	1.86%	4.01%	0.25%	1.65%
VIGI Vanguard International Dividend Appreciation ETF	0.03%	0.19%	2.47%	4.07%	5.29%	9.70%	4.29%	7.98%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 3, 2016, 3way (global dividend)'s average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +7.6%, while the worst month was Mar 2020 at -8.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 3way (global dividend) closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.0%, while the worst single day was Mar 12, 2020 at -7.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.98%	1.59%	-4.84%	4.99%	2.66%	-1.33%							3.82%
2025	2.12%	0.47%	-2.13%	1.46%	3.26%	2.38%	-0.82%	2.12%	1.74%	0.99%	0.80%	0.26%	13.28%
2024	0.40%	2.05%	2.01%	-3.28%	3.21%	1.82%	2.53%	2.39%	1.41%	-2.55%	2.73%	-2.65%	10.21%
2023	5.24%	-2.97%	3.53%	1.72%	-1.11%	3.26%	1.78%	-1.54%	-3.69%	-1.74%	7.05%	4.69%	16.72%
2022	-4.25%	-2.19%	0.71%	-5.98%	-0.16%	-5.46%	5.43%	-4.34%	-6.85%	3.72%	6.49%	-3.28%	-15.99%
2021	-0.88%	0.76%	1.93%	2.71%	1.48%	1.06%	1.55%	2.13%	-3.44%	3.68%	-1.24%	3.02%	13.28%

Benchmark Metrics

3way (global dividend) has an annualized alpha of 0.62%, beta of 0.58, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

This portfolio participated in 68.76% of S&P 500 Index downside but only 59.86% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.58 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: 0.62%

Beta: 0.58

R²: 0.90

Upside Capture: 59.86%

Downside Capture: 68.76%

Expense Ratio

3way (global dividend) has an expense ratio of 0.08%, 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.

VIGI

Vanguard International Dividend Appreciation ETF

BNDX

Vanguard Total International Bond ETF

VOO

Vanguard S&P 500 ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

3way (global dividend) ranks 18 for risk / return — in the bottom 18% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 3way (global dividend) and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.30	1.94	-0.64
Sortino ratioReturn per unit of downside risk	1.86	2.63	-0.77
Omega ratioGain probability vs. loss probability	1.23	1.35	-0.12
Calmar ratioReturn relative to maximum drawdown	1.59	2.59	-0.99
Martin ratioReturn relative to average drawdown	6.98	11.84	-4.86
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
BND Vanguard Total Bond Market ETF	40	1.32	1.96	1.23	1.83	5.43
BNDX Vanguard Total International Bond ETF	18	0.54	0.79	1.10	0.64	1.79
VIGI Vanguard International Dividend Appreciation ETF	16	0.41	0.66	1.08	0.50	1.75
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

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.

3way (global dividend) Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.30
5-Year: 0.59
10-Year: 0.77
All Time: 0.80

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 1.63 to 2.51, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 3way (global dividend) 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

3way (global dividend) provided a 2.47% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.47%	2.45%	2.35%	2.37%	1.93%	3.71%	1.52%	2.25%	2.32%	1.97%	1.76%	1.41%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.98%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BNDX Vanguard Total International Bond ETF	4.50%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
VIGI Vanguard International Dividend Appreciation ETF	2.15%	2.14%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	1.05%	0.00%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 3way (global dividend). 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 3way (global dividend) was 22.56%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current 3way (global dividend) drawdown is 1.55%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-22.56%Mar 2020	1mo 2d	4mo 16d	5mo 18dFeb 2020 - Aug 2020
Bear market2022	-22.15%Oct 2022	9mo 20d	1y 4mo	2y 1moDec 2021 - Feb 2024
Rate-hike selloffLate 2018	-11.88%Dec 2018	10mo 29d	2mo 27d	1y 1moJan 2018 - Mar 2019
2025 selloff2025	-9.83%Apr 2025	1mo 18d	1mo 7d	2mo 25dFeb 2025 - May 2025
2026 pullback2026	-6.92%Mar 2026	25d	21d	1mo 16dMar 2026 - Apr 2026

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 4 assets, with an effective number of assets of 3.58, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.14	1.17	1.17	1.15	1.15

The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

3way (global dividend) correlation to the S&P 500 Index

3way (global dividend) has a 0.90 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Mar 3, 2016	0.92

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while BND has the lowest at 0.04.

0.04

0.06

0.76

1.00

Portfolio Correlations

Correlation vs. 3way (global dividend). VIGI has the highest portfolio correlation at 0.93, while BND has the lowest at 0.22.

0.22

0.22

0.92

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.

	BND	BNDX	VIGI	VOO
BND	1.00	0.76	0.15	0.05
BNDX	0.76	1.00	0.15	0.06
VIGI	0.15	0.15	1.00	0.76
VOO	0.05	0.06	0.76	1.00

The correlation results are calculated based on daily price changes starting from Mar 3, 2016

Diversification Analysis

Find what 3way (global dividend) is missing

See which holdings overlap, where 3way (global dividend) is concentrated, and which low-correlation assets could fill the gaps.

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