Fija Corto Dist
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 20% |
IGSB iShares Short-Term Corporate Bond ETF | Corporate Bonds | 50% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | Global Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fija Corto Dist, 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 month.
The earliest data available for this chart is Dec 13, 2012, corresponding to the inception date of MVOL.L
Returns By Period
As of Apr 21, 2025, the Fija Corto Dist returned 3.22% Year-To-Date and 3.87% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Fija Corto Dist | 3.22% | 0.12% | 2.09% | 9.62% | 4.50% | 3.87% |
| Portfolio components: | ||||||
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 6.96% | 0.35% | 2.18% | 16.70% | 8.54% | 7.20% |
FLOT iShares Floating Rate Bond ETF | 0.95% | -0.08% | 2.19% | 5.13% | 3.52% | 2.45% |
IGSB iShares Short-Term Corporate Bond ETF | 1.91% | 0.06% | 1.87% | 7.19% | 2.31% | 2.27% |
Monthly Returns
The table below presents the monthly returns of Fija Corto Dist, 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 | 1.61% | 1.25% | 0.59% | -0.25% | 3.22% | ||||||||
| 2024 | 1.14% | 0.05% | 1.20% | -1.25% | 1.04% | 0.84% | 2.27% | 1.97% | 0.74% | -0.96% | 1.43% | -1.44% | 7.17% |
| 2023 | 1.30% | -1.33% | 1.73% | 1.32% | -1.36% | 1.01% | 0.84% | -0.22% | -0.95% | -0.44% | 2.91% | 1.84% | 6.74% |
| 2022 | -2.47% | -0.65% | 0.47% | -1.94% | -0.33% | -2.03% | 1.92% | -1.36% | -2.84% | 1.25% | 2.58% | 0.05% | -5.38% |
| 2021 | -0.37% | -0.57% | 1.28% | 0.97% | 0.88% | 0.15% | 1.04% | 0.50% | -1.39% | 0.58% | -0.63% | 1.66% | 4.12% |
| 2020 | 1.24% | -2.36% | -4.90% | 3.70% | 1.58% | 0.54% | 1.49% | 1.03% | -0.46% | -0.92% | 2.24% | 0.88% | 3.84% |
| 2019 | 2.23% | 1.32% | 1.15% | 0.51% | 0.18% | 1.89% | 0.50% | 0.87% | 0.44% | 0.40% | 0.44% | 0.50% | 10.92% |
| 2018 | 0.78% | -1.15% | -0.24% | 0.36% | 0.10% | 0.29% | 1.00% | 0.72% | 0.34% | -1.33% | 0.62% | -1.15% | 0.30% |
| 2017 | 0.45% | 1.30% | 0.22% | 0.38% | 1.01% | -0.13% | 0.77% | 0.31% | 0.09% | 0.54% | 0.63% | 0.25% | 5.97% |
| 2016 | -0.80% | 1.17% | 1.86% | 0.17% | 0.18% | 1.52% | 0.82% | -0.86% | 0.15% | -1.08% | -0.49% | 0.75% | 3.39% |
| 2015 | 0.40% | 0.84% | 0.05% | 0.37% | -0.25% | -0.63% | 0.97% | -1.16% | -0.62% | 2.03% | -0.39% | 0.33% | 1.89% |
| 2014 | -0.84% | 1.37% | 0.21% | 0.51% | 0.61% | 0.60% | -0.33% | 0.81% | -0.61% | 0.96% | 0.70% | -0.05% | 3.97% |
Expense Ratio
Fija Corto Dist has an expense ratio of 0.17%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, Fija Corto Dist is among the top 2% 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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 1.43 | 1.92 | 1.31 | 1.96 | 7.65 |
FLOT iShares Floating Rate Bond ETF | 2.39 | 2.99 | 2.20 | 3.22 | 25.51 |
IGSB iShares Short-Term Corporate Bond ETF | 2.96 | 4.53 | 1.63 | 5.30 | 15.61 |
Dividends
Dividend yield
Fija Corto Dist provided a 3.18% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.18% | 3.17% | 2.76% | 1.45% | 1.00% | 1.43% | 2.09% | 1.71% | 1.12% | 0.92% | 0.70% | 0.56% |
| Portfolio components: | ||||||||||||
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLOT iShares Floating Rate Bond ETF | 5.53% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% | 0.44% |
IGSB iShares Short-Term Corporate Bond ETF | 4.16% | 4.02% | 3.26% | 2.07% | 1.82% | 2.37% | 3.07% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fija Corto Dist. 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 Fija Corto Dist was 16.21%, occurring on Mar 19, 2020. Recovery took 115 trading sessions.
The current Fija Corto Dist drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.21% | Feb 20, 2020 | 21 | Mar 19, 2020 | 115 | Aug 31, 2020 | 136 |
| -9.96% | Sep 7, 2021 | 288 | Oct 14, 2022 | 299 | Dec 13, 2023 | 587 |
| -2.98% | Apr 4, 2025 | 2 | Apr 7, 2025 | — | — | — |
| -2.94% | Oct 2, 2018 | 61 | Dec 26, 2018 | 25 | Jan 31, 2019 | 86 |
| -2.93% | May 23, 2013 | 22 | Jun 24, 2013 | 84 | Oct 18, 2013 | 106 |
Volatility
Volatility Chart
The current Fija Corto Dist volatility is 2.64%, 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.
Diversification
Asset Correlations Table
| FLOT | IGSB | MVOL.L | |
|---|---|---|---|
| FLOT | 1.00 | 0.08 | 0.09 |
| IGSB | 0.08 | 1.00 | 0.16 |
| MVOL.L | 0.09 | 0.16 | 1.00 |