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Moderate Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Moderate 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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Returns By Period

As of Jun 13, 2026, the Moderate Portfolio returned 7.21% Year-To-Date and 9.11% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Moderate Portfolio
0.31%1.30%7.21%7.70%18.29%13.70%7.20%9.11%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
0.03%0.27%1.60%1.76%3.85%4.63%3.43%2.20%
BND
Vanguard Total Bond Market ETF
-0.12%1.03%0.52%0.91%4.77%4.17%0.03%1.58%
SCHP
Schwab U.S. TIPS ETF
0.04%0.31%1.42%1.48%4.83%4.14%1.06%2.60%
VTI
Vanguard Total Stock Market ETF
0.57%1.00%9.62%9.69%26.27%20.60%12.20%15.02%
VXUS
Vanguard Total International Stock ETF
0.40%3.09%13.69%15.52%30.12%18.37%8.32%10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 28, 2011, Moderate Portfolio's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +7.6%, while the worst month was Mar 2020 at -8.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Moderate Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +5.4%, while the worst single day was Mar 12, 2020 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.88%1.33%-4.06%5.93%3.03%-0.82%7.21%
20252.17%0.28%-2.10%0.40%3.29%3.35%0.73%2.21%2.37%1.39%0.35%0.42%15.75%
20240.14%2.37%2.26%-2.80%3.25%1.36%1.98%1.75%1.80%-1.83%2.97%-2.25%11.31%
20235.39%-2.47%2.51%0.97%-0.85%3.58%2.27%-1.84%-3.26%-2.06%6.61%4.17%15.41%
2022-3.60%-1.69%0.44%-5.95%0.28%-5.42%5.37%-3.22%-7.19%3.83%5.66%-3.09%-14.55%
2021-0.23%1.25%1.59%2.89%0.93%1.18%0.98%1.39%-2.77%3.36%-1.33%2.23%11.91%

Benchmark Metrics

Moderate Portfolio has an annualized alpha of 0.84%, beta of 0.57, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.

  • This portfolio participated in 65.00% of S&P 500 Index downside but only 58.85% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.57 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
0.84%
Beta
0.57
0.93
Upside Capture
58.85%
Downside Capture
65.00%

Expense Ratio

Moderate Portfolio has an expense ratio of 0.05%, 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

Moderate Portfolio ranks 59 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Moderate Portfolio Risk / Return Rank: 5959
Overall Rank
Moderate Portfolio Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
Moderate Portfolio Sortino Ratio Rank: 6262
Sortino Ratio Rank
Moderate Portfolio Omega Ratio Rank: 6363
Omega Ratio Rank
Moderate Portfolio Calmar Ratio Rank: 5353
Calmar Ratio Rank
Moderate Portfolio Martin Ratio Rank: 6060
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

The table below presents risk-adjusted performance metrics for Moderate Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.05

1.86

+0.18

Sortino ratioReturn per unit of downside risk

2.89

2.53

+0.35

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

2.82

2.53

+0.29

Martin ratioReturn relative to average drawdown

12.21

11.37

+0.84


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
100
19.63175.1788.41357.442,834.34
BND
Vanguard Total Bond Market ETF
36
1.181.771.211.654.81
SCHP
Schwab U.S. TIPS ETF
48
1.442.191.252.457.41
VTI
Vanguard Total Stock Market ETF
67
1.972.671.352.7912.52
VXUS
Vanguard Total International Stock ETF
58
1.772.441.332.539.72

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. Learn how to interpret the Sharpe ratio.

The current Moderate Portfolio Sharpe ratio is 2.05 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 Moderate 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

Moderate Portfolio provided a 2.52% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.52%2.67%2.72%2.64%2.66%1.97%1.61%2.27%2.41%2.00%2.00%1.90%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
SCHP
Schwab U.S. TIPS ETF
3.99%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VXUS
Vanguard Total International Stock ETF
2.67%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 Moderate 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 Moderate Portfolio was 21.20%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Moderate Portfolio drawdown is 1.24%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.20%Mar 2020
1mo 2d3mo 29d
5mo 1dFeb 2020 - Jul 2020
Bear market2022
-20.44%Oct 2022
11mo 9d1y 4mo
2y 3moNov 2021 - Feb 2024
2011 correction2011
-12.34%Oct 2011
5mo 4d4mo 3d
9mo 7dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-11.31%Dec 2018
10mo 29d3mo 8d
1y 2moJan 2018 - Apr 2019
2016 correction2016
-10.65%Feb 2016
9mo 20d5mo 2d
1y 2moApr 2015 - Jul 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


Thesis

The portfolio is making a fairly clean bet on global growth and the U.S. rate cycle, with the equity sleeve split between U.S. large caps and foreign equities and the bond sleeve split between duration, cash-like, and inflation-linked exposures.

The numbers

  • The diversification ratio is 1.13 at 1Y and only 1.16-1.17 over longer windows, which sits in the 20.5th-38.9th percentile range; there is some diversification, but not much of it.
  • Effective asset count is 3.85 of 5, so the weights are spread, though not in a way that produces many independent return streams.
  • Correlations are mostly mild, but VTI (Large Cap Blend Equities) and VXUS (Global Equities) sit at 0.82, which is the portfolio’s real convergence point.

What works

  • The bond sleeve is not a single rate bet. BND (Total Bond Market), BIL (Government Bonds, Ultrashort Bond), and SCHP (Inflation-Protected Bonds) cover different rate and inflation regimes, such as it is.
  • VTI and VXUS are structurally distinct exposures in business terms even if the market often treats them as cousins.

What does not

  • The equity sleeve is highly redundant: VTI already contains a large chunk of the same megacap multinationals that drive VXUS.
  • BND and SCHP cluster together at 0.78, so the inflation-hedge and core-bond sleeves are less separate than they look on the label.
  • The 1Y DR is below the longer-window figures, which says the portfolio’s pieces have been moving together more recently.

Stress Scenario

  • A synchronized equity drawdown with a rate shock is the awkward case: VTI, VXUS, and the duration-sensitive part of BND can all be under pressure at once, while BIL mostly just sits there being cash.

Worth knowing

  • Portfolios with this correlation profile often behave more like an equity portfolio with bond accessories than like a genuinely multi-engine structure.
  • The low correlation between VTI and BND is doing real work; that is the main source of portfolio-level dampening here.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.12

1.16

1.17

1.16

1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Moderate Portfolio correlation to the S&P 500 Index

Moderate Portfolio has a 0.95 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.95


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.07.

BND
-0.07
SCHP
-0.07
BIL
0.00
VXUS
0.81
VTI
0.99

Portfolio Correlations

Correlation vs. Moderate Portfolio. VTI has the highest portfolio correlation at 0.96, while BIL has the lowest at 0.01.

BIL
0.01
BND
0.07
SCHP
0.07
VXUS
0.91
VTI
0.96

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jan 28, 2011
Diversification Analysis

Find what Moderate Portfolio is missing

See which holdings overlap, where Moderate Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification