14 Dec 24 Proposed

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

14 Dec 24 Proposed

Last updated Apr 17, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AUSF Global X Adaptive U.S. Factor ETF	All Cap Equities	5%
FDEM Fidelity Emerging Markets Multifactor ETF	Emerging Markets Equities	7.50%
FELC Fidelity Enhanced Large Cap Core ETF	Large Cap Growth Equities	7.50%
FELG Fidelity Enhanced Large Cap Growth ETF	Large Cap Growth Equities	2.50%
FLBL Franklin Liberty Senior Loan ETF	High Yield Bonds, Actively Managed	2%
FLRG Fidelity U.S. Multifactor ETF	Large Cap Growth Equities	7.50%
FSMD Fidelity Small-Mid Multifactor ETF	Small Cap Growth Equities	7.50%
GSST Goldman Sachs Access Ultra Short Bond ETF	Mortgage Backed Securities, Actively Managed	25%
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	Foreign Small & Mid Cap Equities	2.50%
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF	High Yield Bonds	3%
HYGH iShares Interest Rate Hedged High Yield Bond ETF	High Yield Bonds, Actively Managed	1%
IGRO iShares International Dividend Growth ETF	Foreign Large Cap Equities, Dividend	2.50%
JCPI JPMorgan Inflation Managed Bond ETF	Inflation-Protected Bonds	1%
LVHI Legg Mason International Low Volatility High Dividend ETF	Volatility Hedged Equity, Dividend	5%
MGV Vanguard Mega Cap Value ETF	Large Cap Value Equities	5%
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	Corporate Bonds	1%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	12%
VIGI Vanguard International Dividend Appreciation ETF	Foreign Large Cap Equities, Dividend	2.50%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 14 Dec 24 Proposed, 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.

14 Dec 24 Proposed

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of FELC

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-10.30%	-7.04%	-9.70%	4.44%	12.96%	9.77%
14 Dec 24 Proposed	-2.44%	-3.48%	-3.58%	6.72%	N/A	N/A
Portfolio components:
MGV Vanguard Mega Cap Value ETF	-3.16%	-6.29%	-6.99%	8.07%	13.39%	9.97%
FELC Fidelity Enhanced Large Cap Core ETF	-10.52%	-6.90%	-9.63%	4.35%	N/A	N/A
AUSF Global X Adaptive U.S. Factor ETF	-1.35%	-4.81%	-4.42%	9.53%	19.07%	N/A
FLRG Fidelity U.S. Multifactor ETF	-6.74%	-5.30%	-8.38%	9.43%	N/A	N/A
FSMD Fidelity Small-Mid Multifactor ETF	-10.35%	-6.28%	-12.28%	2.32%	14.36%	N/A
LVHI Legg Mason International Low Volatility High Dividend ETF	0.30%	-6.70%	-0.34%	10.63%	14.06%	N/A
IGRO iShares International Dividend Growth ETF	5.94%	-2.54%	-1.48%	14.43%	11.47%	N/A
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	-3.62%	-7.02%	-3.80%	3.76%	12.34%	N/A
FDEM Fidelity Emerging Markets Multifactor ETF	-2.36%	-6.30%	-6.91%	6.33%	7.32%	N/A
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	1.48%	-0.03%	0.55%	7.43%	1.61%	2.64%
HYGH iShares Interest Rate Hedged High Yield Bond ETF	-1.72%	-2.19%	0.35%	6.50%	7.40%	4.76%
JCPI JPMorgan Inflation Managed Bond ETF	2.58%	0.37%	1.50%	7.56%	N/A	N/A
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF	-0.39%	-2.69%	-0.12%	9.23%	4.55%	3.92%
FLBL Franklin Liberty Senior Loan ETF	-1.56%	-1.63%	0.13%	4.05%	5.95%	N/A
GSST Goldman Sachs Access Ultra Short Bond ETF	1.37%	0.21%	2.31%	5.77%	3.24%	N/A
VGIT Vanguard Intermediate-Term Treasury ETF	2.94%	0.71%	1.19%	7.41%	-1.04%	1.15%
FELG Fidelity Enhanced Large Cap Growth ETF	-15.51%	-7.44%	-10.96%	4.00%	N/A	N/A
VIGI Vanguard International Dividend Appreciation ETF	2.49%	-4.17%	-4.94%	6.90%	8.86%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of 14 Dec 24 Proposed, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.11%	-0.20%	-1.17%	-3.13%									-2.44%
2024	0.65%	2.10%	2.33%	-2.23%	2.81%	0.93%	2.55%	1.40%	1.47%	-1.11%	2.72%	-2.15%	11.89%
2023											0.51%	3.66%	4.18%

Expense Ratio

14 Dec 24 Proposed has an expense ratio of 0.23%, 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.

HYGH

iShares Interest Rate Hedged High Yield Bond ETF

HYGH: 0.53%

FDEM

Fidelity Emerging Markets Multifactor ETF

FDEM: 0.45%

FLBL

Franklin Liberty Senior Loan ETF

FLBL: 0.45%

HSCZ

iShares Currency Hedged MSCI EAFE Small Cap ETF

HSCZ: 0.43%

LVHI

Legg Mason International Low Volatility High Dividend ETF

LVHI: 0.40%

HYEM

VanEck Vectors Emerging Markets High Yield Bond ETF

HYEM: 0.40%

FLRG

Fidelity U.S. Multifactor ETF

FLRG: 0.29%

FSMD

Fidelity Small-Mid Multifactor ETF

FSMD: 0.29%

AUSF

Global X Adaptive U.S. Factor ETF

AUSF: 0.27%

JCPI

JPMorgan Inflation Managed Bond ETF

JCPI: 0.25%

IGRO

iShares International Dividend Growth ETF

IGRO: 0.22%

SKOR

FlexShares Credit-Scored US Corporate Bond Index Fund

SKOR: 0.22%

FELC

Fidelity Enhanced Large Cap Core ETF

FELC: 0.18%

FELG

Fidelity Enhanced Large Cap Growth ETF

FELG: 0.18%

GSST

Goldman Sachs Access Ultra Short Bond ETF

GSST: 0.16%

VIGI

Vanguard International Dividend Appreciation ETF

VIGI: 0.15%

MGV

Vanguard Mega Cap Value ETF

MGV: 0.07%

VGIT

Vanguard Intermediate-Term Treasury ETF

VGIT: 0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, 14 Dec 24 Proposed is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio

Portfolio: 0.70

^GSPC: 0.22

Sortino ratio

Portfolio: 1.03

^GSPC: 0.44

Omega ratio

Portfolio: 1.15

^GSPC: 1.06

Calmar ratio

Portfolio: 0.74

^GSPC: 0.22

Martin ratio

Portfolio: 3.83

^GSPC: 1.02

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MGV Vanguard Mega Cap Value ETF	0.52	0.81	1.12	0.59	2.60
FELC Fidelity Enhanced Large Cap Core ETF	0.22	0.44	1.06	0.22	1.01
AUSF Global X Adaptive U.S. Factor ETF	0.60	0.93	1.13	0.74	2.88
FLRG Fidelity U.S. Multifactor ETF	0.52	0.83	1.12	0.55	2.43
FSMD Fidelity Small-Mid Multifactor ETF	0.10	0.30	1.04	0.09	0.34
LVHI Legg Mason International Low Volatility High Dividend ETF	0.72	1.01	1.16	0.80	4.34
IGRO iShares International Dividend Growth ETF	0.89	1.27	1.17	1.19	2.94
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	0.17	0.34	1.05	0.21	0.95
FDEM Fidelity Emerging Markets Multifactor ETF	0.28	0.52	1.07	0.30	1.04
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	1.97	2.90	1.37	3.19	8.17
HYGH iShares Interest Rate Hedged High Yield Bond ETF	0.84	1.08	1.22	0.78	5.22
JCPI JPMorgan Inflation Managed Bond ETF	1.76	2.58	1.34	2.61	7.23
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF	1.31	1.85	1.28	1.73	10.61
FLBL Franklin Liberty Senior Loan ETF	1.08	1.49	1.33	1.05	7.41
GSST Goldman Sachs Access Ultra Short Bond ETF	8.01	15.18	4.11	23.28	155.23
VGIT Vanguard Intermediate-Term Treasury ETF	1.57	2.41	1.28	1.64	3.73
FELG Fidelity Enhanced Large Cap Growth ETF	0.17	0.41	1.06	0.17	0.66
VIGI Vanguard International Dividend Appreciation ETF	0.39	0.66	1.09	0.41	1.20

The current 14 Dec 24 Proposed Sharpe ratio is 0.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.20 to 0.76, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 14 Dec 24 Proposed with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

14 Dec 24 Proposed

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

14 Dec 24 Proposed provided a 3.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.67%	3.60%	3.45%	3.09%	1.80%	1.80%	2.21%	1.57%	0.83%	0.77%	0.69%	0.54%
Portfolio components:
MGV Vanguard Mega Cap Value ETF	2.38%	2.31%	2.48%	2.45%	2.17%	2.47%	2.69%	2.65%	2.34%	2.53%	2.59%	2.26%
FELC Fidelity Enhanced Large Cap Core ETF	1.17%	1.03%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AUSF Global X Adaptive U.S. Factor ETF	2.94%	2.63%	1.83%	2.51%	2.22%	2.95%	4.03%	1.46%	0.00%	0.00%	0.00%	0.00%
FLRG Fidelity U.S. Multifactor ETF	1.61%	1.42%	1.39%	1.62%	1.36%	1.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FSMD Fidelity Small-Mid Multifactor ETF	1.50%	1.29%	1.37%	1.54%	1.18%	1.32%	1.37%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHI Legg Mason International Low Volatility High Dividend ETF	5.25%	4.95%	8.12%	7.74%	4.13%	3.97%	6.67%	10.66%	1.97%	1.16%	0.00%	0.00%
IGRO iShares International Dividend Growth ETF	2.27%	2.44%	2.79%	2.69%	2.27%	2.41%	2.65%	2.97%	2.43%	1.18%	0.00%	0.00%
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	3.38%	3.26%	2.98%	26.91%	2.90%	1.46%	4.51%	6.15%	2.52%	2.57%	1.75%	0.00%
FDEM Fidelity Emerging Markets Multifactor ETF	4.31%	4.05%	4.41%	3.95%	2.71%	1.84%	2.39%	0.00%	0.00%	0.00%	0.00%	0.00%
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	4.90%	4.90%	3.90%	2.57%	2.55%	3.38%	3.53%	2.85%	2.46%	2.74%	2.25%	0.31%
HYGH iShares Interest Rate Hedged High Yield Bond ETF	7.80%	7.85%	8.95%	6.21%	3.74%	4.06%	4.89%	6.45%	4.79%	4.60%	5.75%	3.62%
JCPI JPMorgan Inflation Managed Bond ETF	4.13%	3.98%	3.45%	3.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF	6.63%	6.34%	6.27%	6.47%	5.33%	5.56%	6.14%	5.71%	5.86%	6.25%	7.64%	6.77%
FLBL Franklin Liberty Senior Loan ETF	7.74%	8.05%	8.37%	5.53%	3.57%	3.22%	3.97%	2.20%	0.00%	0.00%	0.00%	0.00%
GSST Goldman Sachs Access Ultra Short Bond ETF	5.31%	5.45%	4.98%	1.97%	0.71%	1.12%	1.66%	0.00%	0.00%	0.00%	0.00%	0.00%
VGIT Vanguard Intermediate-Term Treasury ETF	3.72%	3.67%	2.72%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%	1.54%
FELG Fidelity Enhanced Large Cap Growth ETF	0.57%	0.44%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIGI Vanguard International Dividend Appreciation ETF	2.00%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	0.98%	0.00%	0.00%

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.

14 Dec 24 Proposed

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 14 Dec 24 Proposed. 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 14 Dec 24 Proposed was 8.54%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current 14 Dec 24 Proposed drawdown is 4.84%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-8.54%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-3.6%	Jul 17, 2024	14	Aug 5, 2024	10	Aug 19, 2024	24
-2.92%	Apr 1, 2024	13	Apr 17, 2024	17	May 10, 2024	30
-2.88%	Dec 5, 2024	24	Jan 10, 2025	13	Jan 30, 2025	37
-1.98%	Sep 3, 2024	4	Sep 6, 2024	6	Sep 16, 2024	10

Volatility

Volatility Chart

The current 14 Dec 24 Proposed volatility is 6.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

14 Dec 24 Proposed

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	GSST	VGIT	JCPI	FLBL	HYEM	SKOR	HYGH	FDEM	FELG	LVHI	AUSF	MGV	HSCZ	FELC	FSMD	IGRO	FLRG	VIGI
GSST	1.00	0.57	0.41	0.01	0.19	0.56	-0.02	0.13	0.06	0.08	0.04	0.06	0.05	0.08	0.08	0.18	0.07	0.18
VGIT	0.57	1.00	0.79	0.02	0.28	0.91	-0.00	0.12	0.03	0.12	0.10	0.11	0.06	0.09	0.14	0.26	0.12	0.26
JCPI	0.41	0.79	1.00	0.14	0.28	0.77	0.09	0.17	0.13	0.19	0.20	0.22	0.16	0.20	0.23	0.31	0.23	0.30
FLBL	0.01	0.02	0.14	1.00	0.25	0.14	0.38	0.24	0.41	0.31	0.36	0.37	0.44	0.44	0.40	0.37	0.45	0.42
HYEM	0.19	0.28	0.28	0.25	1.00	0.36	0.33	0.30	0.37	0.30	0.34	0.37	0.36	0.40	0.38	0.38	0.39	0.41
SKOR	0.56	0.91	0.77	0.14	0.36	1.00	0.14	0.23	0.17	0.24	0.23	0.23	0.20	0.23	0.27	0.38	0.25	0.38
HYGH	-0.02	-0.00	0.09	0.38	0.33	0.14	1.00	0.31	0.45	0.39	0.52	0.49	0.47	0.52	0.55	0.47	0.51	0.47
FDEM	0.13	0.12	0.17	0.24	0.30	0.23	0.31	1.00	0.46	0.48	0.38	0.42	0.55	0.50	0.46	0.63	0.51	0.61
FELG	0.06	0.03	0.13	0.41	0.37	0.17	0.45	0.46	1.00	0.33	0.39	0.49	0.57	0.93	0.58	0.48	0.84	0.57
LVHI	0.08	0.12	0.19	0.31	0.30	0.24	0.39	0.48	0.33	1.00	0.60	0.60	0.77	0.46	0.56	0.73	0.49	0.73
AUSF	0.04	0.10	0.20	0.36	0.34	0.23	0.52	0.38	0.39	0.60	1.00	0.88	0.62	0.61	0.82	0.60	0.70	0.63
MGV	0.06	0.11	0.22	0.37	0.37	0.23	0.49	0.42	0.49	0.60	0.88	1.00	0.63	0.70	0.83	0.60	0.78	0.65
HSCZ	0.05	0.06	0.16	0.44	0.36	0.20	0.47	0.55	0.57	0.77	0.62	0.63	1.00	0.67	0.70	0.76	0.69	0.82
FELC	0.08	0.09	0.20	0.44	0.40	0.23	0.52	0.50	0.93	0.46	0.61	0.70	0.67	1.00	0.74	0.58	0.93	0.67
FSMD	0.08	0.14	0.23	0.40	0.38	0.27	0.55	0.46	0.58	0.56	0.82	0.83	0.70	0.74	1.00	0.63	0.81	0.67
IGRO	0.18	0.26	0.31	0.37	0.38	0.38	0.47	0.63	0.48	0.73	0.60	0.60	0.76	0.58	0.63	1.00	0.61	0.91
FLRG	0.07	0.12	0.23	0.45	0.39	0.25	0.51	0.51	0.84	0.49	0.70	0.78	0.69	0.93	0.81	0.61	1.00	0.69
VIGI	0.18	0.26	0.30	0.42	0.41	0.38	0.47	0.61	0.57	0.73	0.63	0.65	0.82	0.67	0.67	0.91	0.69	1.00

The correlation results are calculated based on daily price changes starting from Nov 21, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

14 Dec 24 Proposed

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community