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Ray Dalio's 4 Quadrants
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 25%SGOL 25%VGT 25%IXC 25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
BND
Vanguard Total Bond Market ETF
Total Bond Market
25%
IXC
iShares Global Energy ETF
Energy Equities
25%
SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold
25%
VGT
Vanguard Information Technology ETF
Technology Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ray Dalio's 4 Quadrants, 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.


350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
368.08%
411.21%
Ray Dalio's 4 Quadrants
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2009, corresponding to the inception date of SGOL

Returns By Period

As of Apr 21, 2025, the Ray Dalio's 4 Quadrants returned 1.60% Year-To-Date and 9.66% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-10.18%-6.79%-9.92%6.35%14.12%9.63%
Ray Dalio's 4 Quadrants-10.17%-6.62%-9.22%8.30%15.79%11.84%
SGOL
Aberdeen Standard Physical Gold Shares ETF
26.47%9.96%22.03%38.76%14.37%10.52%
VGT
Vanguard Information Technology ETF
-18.60%-10.35%-16.03%5.91%18.85%17.84%
BND
Vanguard Total Bond Market ETF
1.99%-0.59%0.27%6.51%-0.98%1.34%
IXC
iShares Global Energy ETF
-2.12%-9.67%-7.81%-10.51%21.78%3.79%
*Annualized

Monthly Returns

The table below presents the monthly returns of Ray Dalio's 4 Quadrants, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.49%-1.42%-4.71%-4.83%-10.17%
20241.12%3.47%3.08%-3.67%5.87%5.28%-0.11%1.05%1.98%-0.15%4.89%-1.02%23.58%
20237.50%-1.41%7.25%0.52%3.84%4.63%2.93%-1.47%-4.85%-0.95%9.50%3.80%34.87%
2022-4.57%-1.85%2.87%-8.73%0.25%-8.29%9.09%-4.09%-9.56%6.88%5.28%-5.10%-18.29%
2021-0.84%1.02%0.37%4.01%0.68%4.18%2.17%2.33%-3.82%6.48%1.54%2.39%22.09%
20201.91%-5.62%-9.07%11.18%5.35%4.70%5.33%6.75%-4.74%-3.25%8.95%5.04%27.21%
20196.33%4.08%2.39%3.35%-5.59%7.14%1.49%-0.57%0.68%2.37%2.86%3.44%31.09%
20184.53%-1.99%-1.23%1.25%3.55%-0.73%1.27%3.77%0.45%-6.02%-1.08%-4.94%-1.75%
20172.29%2.42%0.96%1.12%1.86%-1.78%2.99%1.94%1.04%3.53%0.73%1.21%19.80%
2016-1.68%1.84%5.04%0.80%0.24%2.16%3.10%0.34%1.70%-1.30%-0.91%0.88%12.69%
2015-0.18%2.59%-2.14%2.28%-0.19%-2.86%-1.52%-2.83%-2.05%6.51%-1.11%-2.94%-4.77%
2014-1.31%4.49%-0.31%1.46%0.84%3.68%-1.73%2.38%-3.86%-0.92%-0.14%-0.49%3.86%

Expense Ratio

Ray Dalio's 4 Quadrants 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.


Expense ratio chart for IXC: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXC: 0.46%
Expense ratio chart for SGOL: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGOL: 0.17%
Expense ratio chart for VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Ray Dalio's 4 Quadrants is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Ray Dalio's 4 Quadrants is 7474
Overall Rank
The Sharpe Ratio Rank of Ray Dalio's 4 Quadrants is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of Ray Dalio's 4 Quadrants is 6969
Sortino Ratio Rank
The Omega Ratio Rank of Ray Dalio's 4 Quadrants is 7171
Omega Ratio Rank
The Calmar Ratio Rank of Ray Dalio's 4 Quadrants is 7878
Calmar Ratio Rank
The Martin Ratio Rank of Ray Dalio's 4 Quadrants is 8080
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
The chart of Sharpe ratio for Portfolio, currently valued at 0.22, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.22
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 0.45, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.45
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.06, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.06
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.24, compared to the broader market0.002.004.006.00
Portfolio: 0.24
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 0.94, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 0.94
^GSPC: 1.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SGOL
Aberdeen Standard Physical Gold Shares ETF
2.383.151.414.7612.84
VGT
Vanguard Information Technology ETF
0.020.231.030.020.08
BND
Vanguard Total Bond Market ETF
1.311.901.230.513.37
IXC
iShares Global Energy ETF
-0.45-0.460.93-0.51-1.55

The current Ray Dalio's 4 Quadrants Sharpe ratio is 0.70. 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 0.22 to 0.78, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Ray Dalio's 4 Quadrants 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.22
0.24
Ray Dalio's 4 Quadrants
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Ray Dalio's 4 Quadrants provided a 2.25% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.25%2.21%1.79%2.07%1.65%1.97%2.71%1.90%1.65%1.67%1.91%1.73%
SGOL
Aberdeen Standard Physical Gold Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.63%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
BND
Vanguard Total Bond Market ETF
3.72%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
IXC
iShares Global Energy ETF
4.66%4.57%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%3.02%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.17%
-14.02%
Ray Dalio's 4 Quadrants
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ray Dalio's 4 Quadrants. 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 Ray Dalio's 4 Quadrants was 26.15%, occurring on Mar 20, 2020. Recovery took 56 trading sessions.

The current Ray Dalio's 4 Quadrants drawdown is 4.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.15%Feb 20, 202022Mar 20, 202056Jun 10, 202078
-24.78%Dec 28, 2021202Oct 14, 2022167Jun 15, 2023369
-20.16%Feb 19, 202535Apr 8, 2025
-16.21%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-15.16%Sep 2, 2014349Jan 20, 2016122Jul 14, 2016471

Volatility

Volatility Chart

The current Ray Dalio's 4 Quadrants volatility is 13.84%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.84%
13.60%
Ray Dalio's 4 Quadrants
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.

SGOLBNDVGTIXC
SGOL1.000.290.040.15
BND0.291.00-0.10-0.19
VGT0.04-0.101.000.48
IXC0.15-0.190.481.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2009
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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