Roth 403(b)

The chart shows the growth of an initial investment of $10,000 in Roth 403(b), 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.

As of Jul 31, 2026, the Roth 403(b) returned 9.35% Year-To-Date and 15.07% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 7, 1997, Roth 403(b)'s average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Roth 403(b) closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.0%.

Roth 403(b) has an annualized alpha of 1.81%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since July 07, 1997.

• This portfolio captured 105.33% of S&P 500 Index gains but only 96.72% of its losses - a favorable profile for investors.
• With beta of 1.00 and R2 of 1.00, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Roth 403(b) has an expense ratio of 0.02%, 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.

Roth 403(b) ranks 37 for risk / return — above 37% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

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. Learn how to interpret the Sharpe ratio.

The current Roth 403(b) Sharpe ratio is 1.43 as of Jul 31, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.12 to 1.93, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Roth 403(b) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Roth 403(b) provided a 2.51% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the Roth 403(b). 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 Roth 403(b) was 55.18%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.

The current Roth 403(b) drawdown is 3.71%.

The chart below shows the rolling one-month volatility.