Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BNDX Vanguard Total International Bond ETF | Global Bonds | 60% |
VXUS Vanguard Total International Stock ETF | Global Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US Divest Conservative 1, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Apr 16, 2026, the US Divest Conservative 1 returned 3.98% Year-To-Date and 5.02% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.26% | 4.84% | 2.86% | 6.22% | 33.47% | 19.26% | 10.96% | 12.89% |
Portfolio US Divest Conservative 1 | -0.05% | 2.03% | 3.98% | 4.96% | 16.30% | 9.48% | 3.57% | 5.02% |
| Portfolio components: | ||||||||
BNDX Vanguard Total International Bond ETF | -0.06% | -0.20% | 0.19% | -0.57% | 2.13% | 4.23% | 0.23% | 1.76% |
VXUS Vanguard Total International Stock ETF | -0.02% | 5.22% | 9.64% | 13.45% | 40.46% | 17.41% | 8.28% | 9.28% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 5, 2013, US Divest Conservative 1's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +6.7%, while the worst month was Mar 2020 at -7.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, US Divest Conservative 1 closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.8%, while the worst single day was Mar 12, 2020 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.54% | 3.04% | -4.55% | 3.10% | 3.98% | ||||||||
| 2025 | 1.50% | 1.28% | -0.53% | 2.16% | 1.94% | 1.83% | -0.43% | 1.77% | 1.71% | 1.24% | 0.06% | 0.71% | 14.01% |
| 2024 | -1.03% | 0.84% | 1.98% | -1.77% | 1.77% | 0.05% | 2.32% | 1.27% | 1.80% | -2.22% | 0.93% | -1.58% | 4.31% |
| 2023 | 4.88% | -2.64% | 2.67% | 0.88% | -1.33% | 1.75% | 1.49% | -1.69% | -2.41% | -1.43% | 5.31% | 3.97% | 11.58% |
| 2022 | -1.96% | -1.89% | -1.46% | -4.38% | 0.17% | -4.17% | 3.39% | -3.96% | -5.68% | 1.69% | 6.73% | -2.47% | -13.76% |
| 2021 | -0.28% | -0.07% | 0.76% | 1.00% | 1.25% | 0.09% | 0.45% | 0.31% | -2.02% | 0.89% | -1.11% | 0.96% | 2.19% |
Benchmark Metrics
US Divest Conservative 1 has an annualized alpha of 0.56%, beta of 0.33, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.
- This portfolio participated in 45.38% of S&P 500 Index downside but only 35.58% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.33 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
- 0.56%
- Beta
- 0.33
- R²
- 0.63
- Upside Capture
- 35.58%
- Downside Capture
- 45.38%
Expense Ratio
US Divest Conservative 1 has an expense ratio of 0.06%, 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.
Return for Risk
Risk / Return Rank
US Divest Conservative 1 ranks 39 for risk / return — below 39% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.39 | 2.59 | -0.20 |
Sortino ratioReturn per unit of downside risk | 3.43 | 3.60 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.48 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 3.33 | -0.68 |
Martin ratioReturn relative to average drawdown | 10.97 | 15.04 | -4.07 |
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 | |
|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 15 | 0.66 | 0.96 | 1.12 | 0.81 | 2.92 |
VXUS Vanguard Total International Stock ETF | 75 | 2.88 | 3.83 | 1.53 | 3.59 | 14.36 |
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Dividends
Dividend yield
US Divest Conservative 1 provided a 3.78% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.78% | 3.91% | 3.85% | 3.95% | 2.14% | 3.48% | 1.52% | 3.27% | 3.08% | 2.43% | 2.31% | 2.11% |
| Portfolio components: | ||||||||||||
BNDX Vanguard Total International Bond ETF | 4.45% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
VXUS Vanguard Total International Stock ETF | 2.77% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
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 US Divest Conservative 1. 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 US Divest Conservative 1 was 20.96%, occurring on Oct 14, 2022. Recovery took 481 trading sessions.
The current US Divest Conservative 1 drawdown is 1.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.96% | Sep 7, 2021 | 280 | Oct 14, 2022 | 481 | Sep 16, 2024 | 761 |
| -15.81% | Feb 13, 2020 | 24 | Mar 18, 2020 | 92 | Jul 29, 2020 | 116 |
| -9.92% | Apr 28, 2015 | 185 | Jan 20, 2016 | 140 | Aug 9, 2016 | 325 |
| -8.07% | Jan 29, 2018 | 229 | Dec 24, 2018 | 115 | Jun 11, 2019 | 344 |
| -6.23% | Mar 2, 2026 | 20 | Mar 27, 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 2 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | BNDX | VXUS | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.80 | 0.74 |
| BNDX | 0.01 | 1.00 | 0.03 | 0.33 |
| VXUS | 0.80 | 0.03 | 1.00 | 0.93 |
| Portfolio | 0.74 | 0.33 | 0.93 | 1.00 |