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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 Jul 5, 2026, the Moderate Portfolio returned 7.54% Year-To-Date and 8.97% of annualized return in the last 10 years.


Position1D1M6MYTD1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.00%-1.33%9.11%9.32%19.17%18.87%11.45%13.53%
Portfolio
Moderate Portfolio
0.05%-0.63%7.10%7.54%15.17%13.49%7.11%8.97%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
0.04%0.33%1.77%1.82%3.82%4.60%3.48%2.21%
BND
Vanguard Total Bond Market ETF
0.07%0.27%0.71%0.67%4.06%4.18%0.02%1.47%
SCHP
Schwab U.S. TIPS ETF
0.19%-0.30%1.35%1.31%3.64%3.99%0.89%2.43%
VTI
Vanguard Total Stock Market ETF
-0.14%-0.95%10.31%10.65%21.11%20.19%11.92%14.97%
VXUS
Vanguard Total International Stock ETF
0.37%-1.19%11.46%13.08%25.63%18.21%8.55%9.84%
*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%-0.22%-0.29%7.54%
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 0.83%, 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 64.96% 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
0.83%
Beta
0.57
0.93
Upside Capture
58.85%
Downside Capture
64.96%

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 56 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: 5656
Overall Rank
Moderate Portfolio Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
Moderate Portfolio Sortino Ratio Rank: 5858
Sortino Ratio Rank
Moderate Portfolio Omega Ratio Rank: 5959
Omega Ratio Rank
Moderate Portfolio Calmar Ratio Rank: 5050
Calmar Ratio Rank
Moderate Portfolio Martin Ratio Rank: 5858
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

1.81

1.62

+0.20

Sortino ratioReturn per unit of downside risk

2.57

2.23

+0.33

Omega ratioGain probability vs. loss probability

1.34

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

2.53

2.23

+0.30

Martin ratioReturn relative to average drawdown

10.80

9.69

+1.11


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
19.37174.2487.94355.512,818.99
BND
Vanguard Total Bond Market ETF
32
1.021.521.181.434.06
SCHP
Schwab U.S. TIPS ETF
36
1.041.521.181.815.34
VTI
Vanguard Total Stock Market ETF
65
1.742.391.312.4910.92
VXUS
Vanguard Total International Stock ETF
57
1.592.201.302.318.78

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 1.81 as of Jul 5, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.36 to 2.13, 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 2.56% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.56%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
3.82%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
3.98%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
4.47%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
1.06%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
2.58%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 0.93%.


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


The gist

The portfolio is mostly a two-sleeve equity bet, with VTI (Large Cap Blend Equities) and VXUS (Global Equities) doing the heavy lifting and the bond side mostly dampening, not transforming, the risk. In some sense, it is a familiar three-fund structure with a little inflation and cash seasoning.

The numbers

  • Diversification ratio is 1.17 incept, only 33.6th percentile on the platform; that is modest diversification, not much more.
  • The 1Y diversification ratio fell to 1.12 and sits at the 19.0th percentile, which says the sleeves have been moving more together lately.
  • Effective asset count is 3.85 of 5, so the weights are spread, but the correlation structure still groups them into two equity-heavy clusters and one low-volatility cluster.

The good

  • BND, BIL, and SCHP create a genuine stabilizing block, and BIL (Government Bonds, Ultrashort Bond) is almost orthogonal to the risk assets.
  • The portfolio has low pairwise correlation on the bond side, so the defensive sleeve is not merely decorative.
  • The weights are not excessively concentrated in a single line item; the structure is clean.

The bad

  • VTI and VXUS correlate at 0.82, so the two equity sleeves behave like close cousins when markets get noisy.
  • BND and SCHP also move together at 0.78, which makes the “bond” sleeve less plural than it looks.
  • Position-to-portfolio correlations are 0.96 for VTI and 0.91 for VXUS, meaning the portfolio still listens mainly to global equity risk.

The ugly

  • If inflation or growth shocks hit at the same time as equity weakness, the VTI/VXUS pair and the BND/SCHP pair can all lean the same way, leaving BIL as the only cleanly separate ballast.

Next steps

  • Portfolios with this correlation profile are typically complemented by exposures whose return drivers sit outside equities and duration.
  • The data fits a portfolio that is diversified by labels more than by independent economic forces.
  • The 1Y deterioration suggests the recent correlation regime deserves more weight than the longer-run averages.
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

1.15

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