Joe ETF Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	15.60%
IWP iShares Russell Mid-Cap Growth ETF	Mid Cap Growth Equities	9.20%
IWX iShares Russell Top 200 Value ETF	Large Cap Value Equities	9.30%
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	26.40%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	6.40%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	7.50%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	2.60%
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	Corporate Bonds	1.50%
SPY State Street SPDR S&P 500 ETF	S&P 500	2.50%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	1%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	15.50%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	2.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Joe ETF 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 Mar 2, 2016, corresponding to the inception date of VYMI

Returns By Period

As of Apr 4, 2026, the Joe ETF Portfolio returned -1.37% Year-To-Date and 13.19% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Joe ETF Portfolio	0.45%	-1.39%	-1.37%	-0.02%	32.36%	17.90%	10.29%	13.19%
Portfolio components:
IEFA iShares Core MSCI EAFE ETF	0.53%	0.02%	2.72%	5.25%	37.07%	14.89%	7.98%	9.02%
SCHF Schwab International Equity ETF	0.64%	-0.00%	4.58%	8.70%	42.63%	16.56%	8.90%	9.60%
VYMI Vanguard International High Dividend Yield ETF	0.45%	1.55%	6.74%	13.95%	45.31%	20.38%	12.59%	10.46%
IWY iShares Russell Top 200 Growth ETF	0.39%	-3.31%	-8.94%	-8.56%	32.75%	22.65%	13.17%	17.77%
VTI Vanguard Total Stock Market ETF	0.45%	-1.56%	-2.70%	-1.22%	32.43%	18.56%	10.52%	13.90%
SCHD Schwab U.S. Dividend Equity ETF	0.26%	-0.74%	12.65%	14.17%	25.89%	12.10%	8.27%	12.35%
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	-0.10%	-0.54%	-0.08%	1.11%	5.49%	5.44%	1.90%	2.88%
VGSH Vanguard Short-Term Treasury ETF	-0.12%	-0.28%	0.22%	1.22%	3.22%	3.82%	1.78%	1.72%
SCHX Schwab U.S. Large-Cap ETF	0.50%	-1.72%	-3.14%	-1.68%	31.80%	18.89%	11.10%	14.22%
IWX iShares Russell Top 200 Value ETF	0.56%	-0.40%	2.45%	6.70%	28.24%	14.79%	9.86%	10.96%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 3, 2016, Joe ETF Portfolio's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Joe ETF Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.16%	1.01%	-5.57%	1.23%									-1.37%
2025	3.30%	-0.76%	-4.09%	0.73%	6.01%	4.44%	1.22%	2.65%	2.90%	1.77%	0.07%	0.60%	20.10%
2024	0.87%	4.64%	2.94%	-3.92%	4.57%	2.24%	1.51%	2.49%	1.93%	-1.60%	5.05%	-2.53%	19.24%
2023	7.17%	-2.36%	3.62%	1.43%	-0.03%	5.81%	3.32%	-2.13%	-4.41%	-2.54%	9.08%	5.09%	25.64%
2022	-5.63%	-2.97%	2.54%	-8.72%	0.07%	-8.02%	8.27%	-4.38%	-9.07%	7.00%	7.06%	-4.80%	-19.02%
2021	-0.70%	2.19%	3.22%	4.66%	0.92%	2.32%	1.77%	2.60%	-4.32%	5.95%	-1.82%	3.61%	21.87%

Benchmark Metrics

Joe ETF Portfolio has an annualized alpha of 1.42%, beta of 0.93, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.87%) than losses (92.64%) — typical of diversified or defensive assets.
With beta of 0.93 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.42%

Beta: 0.93

R²: 0.98

Upside Capture: 96.87%

Downside Capture: 92.64%

Expense Ratio

Joe ETF Portfolio has an expense ratio of 0.12%, 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.

Top 10 holdings

IWP

iShares Russell Mid-Cap Growth ETF

SKOR

FlexShares Credit-Scored US Corporate Bond Index Fund

IWY

iShares Russell Top 200 Growth ETF

IWX

iShares Russell Top 200 Value ETF

SPY

State Street SPDR S&P 500 ETF

IEFA

iShares Core MSCI EAFE ETF

VYMI

Vanguard International High Dividend Yield ETF

SCHF

Schwab International Equity ETF

SCHD

Schwab U.S. Dividend Equity ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

Joe ETF Portfolio ranks 40 for risk / return — below 40% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.07	1.84	+0.23
Sortino ratio Return per unit of downside risk	3.33	2.97	+0.36
Omega ratio Gain probability vs. loss probability	1.44	1.40	+0.04
Calmar ratio Return relative to maximum drawdown	2.17	1.82	+0.34
Martin ratio Return relative to average drawdown	9.19	7.76	+1.44
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
IEFA iShares Core MSCI EAFE ETF	83	2.30	3.41	1.45	2.21	8.67
SCHF Schwab International Equity ETF	89	2.62	3.73	1.50	2.67	10.43
VYMI Vanguard International High Dividend Yield ETF	93	3.16	4.46	1.63	3.36	12.91
IWY iShares Russell Top 200 Growth ETF	62	1.59	2.53	1.33	1.08	3.67
VTI Vanguard Total Stock Market ETF	81	1.89	3.04	1.42	2.06	8.60
SCHD Schwab U.S. Dividend Equity ETF	72	1.85	2.93	1.36	1.57	5.95
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	72	1.70	2.38	1.34	2.43	9.24
VGSH Vanguard Short-Term Treasury ETF	94	2.33	3.60	1.48	4.18	15.53
SCHX Schwab U.S. Large-Cap ETF	80	1.94	3.10	1.42	1.97	8.30
IWX iShares Russell Top 200 Value ETF	79	2.23	3.49	1.45	2.03	8.69

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.

Joe ETF Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.07
5-Year: 0.64
10-Year: 0.78
All Time: 0.79

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 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Joe ETF Portfolio 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

Joe ETF Portfolio provided a 1.73% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.73%	1.76%	1.85%	1.87%	1.85%	1.66%	1.52%	2.03%	2.24%	1.83%	2.06%	1.99%
Portfolio components:
IEFA iShares Core MSCI EAFE ETF	3.46%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
SCHF Schwab International Equity ETF	3.27%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
VYMI Vanguard International High Dividend Yield ETF	3.59%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%
IWY iShares Russell Top 200 Growth ETF	0.38%	0.36%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	4.71%	4.70%	4.90%	3.90%	2.57%	2.55%	3.38%	3.53%	2.85%	2.46%	2.74%	2.25%
VGSH Vanguard Short-Term Treasury ETF	3.93%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
SCHX Schwab U.S. Large-Cap ETF	1.15%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
IWX iShares Russell Top 200 Value ETF	1.64%	1.59%	1.97%	2.13%	2.07%	1.79%	2.12%	2.60%	2.66%	2.12%	2.22%	2.77%

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 Joe ETF 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 Joe ETF Portfolio was 32.69%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Joe ETF Portfolio drawdown is 5.45%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.69%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-26.41%	Dec 28, 2021	200	Oct 12, 2022	297	Dec 18, 2023	497
-18.54%	Sep 21, 2018	65	Dec 24, 2018	75	Apr 12, 2019	140
-16.98%	Feb 19, 2025	35	Apr 8, 2025	37	Jun 2, 2025	72
-9.49%	Jan 29, 2018	9	Feb 8, 2018	138	Aug 27, 2018	147

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 12 assets, with an effective number of assets of 6.80, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	VGSH	SKOR	SCHD	VYMI	IWY	IWX	IEFA	IWP	SCHF	SPY	SCHX	VTI	Portfolio
Benchmark	1.00	-0.10	0.15	0.78	0.73	0.92	0.84	0.78	0.88	0.79	1.00	1.00	0.99	0.98
VGSH	-0.10	1.00	0.63	-0.08	-0.04	-0.08	-0.12	-0.01	-0.06	-0.02	-0.10	-0.09	-0.10	-0.07
SKOR	0.15	0.63	1.00	0.11	0.16	0.16	0.10	0.19	0.17	0.19	0.15	0.15	0.15	0.18
SCHD	0.78	-0.08	0.11	1.00	0.70	0.58	0.90	0.69	0.66	0.70	0.78	0.77	0.78	0.77
VYMI	0.73	-0.04	0.16	0.70	1.00	0.60	0.75	0.94	0.64	0.95	0.73	0.73	0.74	0.80
IWY	0.92	-0.08	0.16	0.58	0.60	1.00	0.63	0.67	0.83	0.68	0.92	0.92	0.91	0.91
IWX	0.84	-0.12	0.10	0.90	0.75	0.63	1.00	0.75	0.71	0.76	0.85	0.84	0.85	0.83
IEFA	0.78	-0.01	0.19	0.69	0.94	0.67	0.75	1.00	0.71	0.99	0.78	0.78	0.79	0.87
IWP	0.88	-0.06	0.17	0.66	0.64	0.83	0.71	0.71	1.00	0.71	0.88	0.90	0.91	0.90
SCHF	0.79	-0.02	0.19	0.70	0.95	0.68	0.76	0.99	0.71	1.00	0.79	0.79	0.80	0.87
SPY	1.00	-0.10	0.15	0.78	0.73	0.92	0.85	0.78	0.88	0.79	1.00	1.00	0.99	0.98
SCHX	1.00	-0.09	0.15	0.77	0.73	0.92	0.84	0.78	0.90	0.79	1.00	1.00	1.00	0.98
VTI	0.99	-0.10	0.15	0.78	0.74	0.91	0.85	0.79	0.91	0.80	0.99	1.00	1.00	0.98
Portfolio	0.98	-0.07	0.18	0.77	0.80	0.91	0.83	0.87	0.90	0.87	0.98	0.98	0.98	1.00

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

Joe ETF Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table