Modified Benz-getting closer

Asset Allocation

Position	Category/Sector	Target Weight
FAGIX Fidelity Capital & Income Fund	High Yield Bonds	5%
IVLU iShares MSCI Intl Value Factor ETF	Foreign Large Cap Equities	15%
LSGRX Loomis Sayles Growth Fund	Large Cap Growth Equities	11%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	0%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	6%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	20%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	7%
VINIX Vanguard Institutional Index Fund Institutional Shares	Large Cap Blend Equities	10%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	Large Cap Blend Equities	13%
VWENX Vanguard Wellington Fund Admiral Shares	Diversified Portfolio	13%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Modified Benz-getting closer, 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.

Loading graphics...

The earliest data available for this chart is Jul 15, 2015, corresponding to the inception date of IVLU

Returns By Period

As of Apr 4, 2026, the Modified Benz-getting closer returned -0.81% Year-To-Date and 10.98% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Modified Benz-getting closer	-0.02%	-2.50%	-0.81%	1.94%	22.87%	16.10%	9.80%	10.98%
Portfolio components:
VGSH Vanguard Short-Term Treasury ETF	0.09%	-0.13%	0.34%	1.33%	3.41%	3.98%	1.80%	1.74%
VWENX Vanguard Wellington Fund Admiral Shares	0.19%	-2.95%	-2.61%	0.26%	17.93%	12.78%	7.82%	9.49%
VINIX Vanguard Institutional Index Fund Institutional Shares	0.12%	-4.07%	-3.54%	-1.40%	23.48%	18.87%	12.10%	14.26%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	0.17%	-3.99%	-3.13%	-1.29%	24.12%	18.09%	10.68%	13.75%
IVLU iShares MSCI Intl Value Factor ETF	-0.55%	-2.17%	5.44%	13.55%	41.46%	22.22%	14.03%	10.70%
SMH VanEck Semiconductor ETF	0.09%	-1.70%	8.94%	16.89%	101.23%	44.85%	26.17%	31.69%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.29%	12.35%	13.59%	18.75%	11.70%	8.35%	12.30%
VCSH Vanguard Short-Term Corporate Bond ETF	0.08%	-0.44%	0.29%	1.38%	4.69%	5.28%	2.40%	2.74%
FAGIX Fidelity Capital & Income Fund	0.09%	-1.18%	1.09%	2.60%	16.74%	10.98%	6.11%	7.63%
LSGRX Loomis Sayles Growth Fund	-0.27%	-6.17%	-11.17%	-11.62%	17.39%	19.57%	11.17%	15.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 16, 2015, Modified Benz-getting closer's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.6%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Modified Benz-getting closer closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Mar 16, 2020 at -7.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.25%	0.38%	-4.06%	0.73%									-0.81%
2025	2.19%	-0.26%	-2.79%	0.64%	4.96%	4.11%	1.26%	2.16%	2.67%	1.88%	0.43%	1.13%	19.76%
2024	1.01%	3.57%	2.65%	-2.71%	3.81%	1.82%	1.23%	1.63%	1.62%	-1.31%	3.13%	-0.87%	16.48%
2023	6.42%	-1.77%	3.23%	0.85%	0.78%	4.08%	2.75%	-1.38%	-3.11%	-1.94%	7.02%	4.13%	22.46%
2022	-3.12%	-2.30%	0.64%	-6.62%	1.14%	-6.50%	6.03%	-3.55%	-7.05%	4.31%	6.51%	-3.30%	-14.08%
2021	-0.35%	2.49%	2.44%	2.64%	1.24%	1.22%	1.04%	1.60%	-2.76%	3.25%	-0.80%	2.84%	15.71%

Benchmark Metrics

Modified Benz-getting closer has an annualized alpha of 2.46%, beta of 0.64, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since July 16, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.92%) than losses (68.13%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.64 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: 2.46%

Beta: 0.64

R²: 0.94

Upside Capture: 69.92%

Downside Capture: 68.13%

Expense Ratio

Modified Benz-getting closer has an expense ratio of 0.21%, 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.

FAGIX

Fidelity Capital & Income Fund

LSGRX

Loomis Sayles Growth Fund

SMH

VanEck Semiconductor ETF

IVLU

iShares MSCI Intl Value Factor ETF

VWENX

Vanguard Wellington Fund Admiral Shares

SCHD

Schwab U.S. Dividend Equity ETF

VCSH

Vanguard Short-Term Corporate Bond ETF

VINIX

Vanguard Institutional Index Fund Institutional Shares

VGSH

Vanguard Short-Term Treasury ETF

VITSX

Vanguard Total Stock Market Index Fund Institutional Shares

Return for Risk

Risk / Return Rank

Modified Benz-getting closer ranks 73 for risk / return — better than 73% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	1.55	0.88	+0.66
Sortino ratio Return per unit of downside risk	2.26	1.37	+0.89
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	2.35	1.39	+0.96
Martin ratio Return relative to average drawdown	10.63	6.43	+4.20
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
VGSH Vanguard Short-Term Treasury ETF	95	2.67	4.30	1.58	4.26	16.01
VWENX Vanguard Wellington Fund Admiral Shares	62	1.24	1.82	1.27	1.88	8.30
VINIX Vanguard Institutional Index Fund Institutional Shares	46	0.96	1.47	1.22	1.51	7.12
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	46	0.96	1.47	1.22	1.51	7.13
IVLU iShares MSCI Intl Value Factor ETF	89	2.11	2.80	1.42	3.19	12.14
SMH VanEck Semiconductor ETF	94	2.28	2.89	1.41	5.34	18.94
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
VCSH Vanguard Short-Term Corporate Bond ETF	92	2.20	3.23	1.46	3.56	14.38
FAGIX Fidelity Capital & Income Fund	92	2.04	2.83	1.42	3.34	13.84
LSGRX Loomis Sayles Growth Fund	11	0.53	0.98	1.13	-0.08	-0.22

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.

Modified Benz-getting closer Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.55
5-Year: 0.84
10-Year: 0.92
All Time: 0.85

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 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 Modified Benz-getting closer compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Modified Benz-getting closer provided a 4.17% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.17%	4.06%	4.59%	3.76%	5.05%	3.55%	3.15%	3.03%	3.87%	2.73%	2.37%	2.38%
Portfolio components:
VGSH Vanguard Short-Term Treasury ETF	3.92%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
VWENX Vanguard Wellington Fund Admiral Shares	11.92%	11.55%	10.85%	6.08%	8.28%	8.72%	7.85%	4.74%	9.58%	5.88%	4.53%	6.58%
VINIX Vanguard Institutional Index Fund Institutional Shares	2.77%	2.10%	3.64%	2.65%	3.38%	4.77%	3.06%	2.85%	2.43%	1.82%	2.36%	2.45%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	1.16%	1.12%	1.27%	1.43%	1.66%	1.21%	1.42%	1.77%	2.04%	1.71%	1.93%	1.99%
IVLU iShares MSCI Intl Value Factor ETF	3.52%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
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%
VCSH Vanguard Short-Term Corporate Bond ETF	4.43%	4.35%	3.96%	3.09%	2.01%	1.81%	2.27%	2.87%	2.65%	2.26%	2.10%	2.08%
FAGIX Fidelity Capital & Income Fund	4.34%	4.74%	5.02%	5.28%	10.25%	6.08%	4.59%	5.00%	5.67%	5.05%	4.57%	4.51%
LSGRX Loomis Sayles Growth Fund	2.50%	2.22%	5.62%	6.02%	16.47%	4.73%	4.41%	2.70%	5.82%	2.41%	1.48%	0.54%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Modified Benz-getting closer. 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 Modified Benz-getting closer was 23.98%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Modified Benz-getting closer drawdown is 4.07%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-23.98%	Feb 13, 2020	27	Mar 23, 2020	94	Aug 5, 2020	121
-20.91%	Jan 5, 2022	196	Oct 14, 2022	196	Jul 28, 2023	392
-12.33%	Jan 29, 2018	229	Dec 24, 2018	59	Mar 21, 2019	288
-11.98%	Feb 19, 2025	35	Apr 8, 2025	26	May 15, 2025	61
-10.19%	Jul 20, 2015	144	Feb 11, 2016	78	Jun 3, 2016	222

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 7.73, 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	VCSH	IVLU	SCHD	SMH	FAGIX	LSGRX	VWENX	VINIX	VITSX	Portfolio
Benchmark	1.00	-0.12	0.14	0.67	0.79	0.77	0.78	0.88	0.95	1.00	0.99	0.96
VGSH	-0.12	1.00	0.75	-0.06	-0.10	-0.13	-0.05	-0.09	-0.01	-0.12	-0.11	-0.06
VCSH	0.14	0.75	1.00	0.14	0.12	0.09	0.21	0.15	0.25	0.14	0.14	0.21
IVLU	0.67	-0.06	0.14	1.00	0.66	0.52	0.62	0.58	0.68	0.67	0.68	0.78
SCHD	0.79	-0.10	0.12	0.66	1.00	0.55	0.62	0.62	0.77	0.79	0.79	0.76
SMH	0.77	-0.13	0.09	0.52	0.55	1.00	0.69	0.75	0.72	0.77	0.78	0.83
FAGIX	0.78	-0.05	0.21	0.62	0.62	0.69	1.00	0.71	0.78	0.78	0.80	0.82
LSGRX	0.88	-0.09	0.15	0.58	0.62	0.75	0.71	1.00	0.83	0.88	0.88	0.89
VWENX	0.95	-0.01	0.25	0.68	0.77	0.72	0.78	0.83	1.00	0.95	0.95	0.94
VINIX	1.00	-0.12	0.14	0.67	0.79	0.77	0.78	0.88	0.95	1.00	0.99	0.96
VITSX	0.99	-0.11	0.14	0.68	0.79	0.78	0.80	0.88	0.95	0.99	1.00	0.96
Portfolio	0.96	-0.06	0.21	0.78	0.76	0.83	0.82	0.89	0.94	0.96	0.96	1.00

The correlation results are calculated based on daily price changes starting from Jul 16, 2015

Modified Benz-getting closer

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

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