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4 ETFs and a BDC 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 4 ETFs and a BDC 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 6, 2026, the 4 ETFs and a BDC Portfolio returned 3.71% Year-To-Date and 10.13% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
4 ETFs and a BDC Portfolio
0.12%-0.26%3.71%3.62%13.50%14.49%8.30%10.13%
BNDX
Vanguard Total International Bond ETF
-0.12%-0.16%0.37%0.55%1.86%4.01%0.25%1.65%
MAIN
Main Street Capital Corporation
-0.35%-4.41%-12.08%-13.81%-3.91%17.77%12.53%12.99%
SPHY
SPDR Portfolio High Yield Bond ETF
0.09%-0.18%1.32%1.93%6.98%8.78%4.29%5.03%
VGSH
Vanguard Short-Term Treasury ETF
0.00%-0.20%0.36%0.76%3.41%4.14%1.79%1.71%
VTI
Vanguard Total Stock Market ETF
0.30%0.44%9.05%8.94%24.96%21.05%12.25%14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2013, 4 ETFs and a BDC Portfolio's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +10.1%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 4 ETFs and a BDC Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Mar 16, 2020 at -7.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.58%-1.06%-3.52%6.07%2.11%-1.25%3.71%
20252.37%-0.77%-3.76%-0.47%3.90%3.43%2.13%1.76%1.59%0.29%0.46%0.48%11.76%
20241.09%2.67%2.47%-2.00%2.55%2.20%1.85%1.12%1.75%-0.38%4.69%-1.00%18.21%
20235.06%-0.87%1.45%0.97%-0.10%3.72%2.62%-1.28%-2.65%-1.94%6.68%4.26%18.92%
2022-3.68%-1.64%0.69%-5.95%-0.50%-4.89%7.60%-3.61%-7.61%5.47%3.83%-3.81%-14.31%
2021-0.26%2.94%2.73%3.52%-0.05%1.48%1.21%1.58%-2.51%3.92%-0.53%2.13%17.18%

Benchmark Metrics

4 ETFs and a BDC Portfolio has an annualized alpha of 1.89%, beta of 0.61, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.

  • This portfolio participated in 65.71% of S&P 500 Index downside but only 64.77% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.61 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
1.89%
Beta
0.61
0.94
Upside Capture
64.77%
Downside Capture
65.71%

Expense Ratio

4 ETFs and a BDC Portfolio has an expense ratio of 0.04%, 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

4 ETFs and a BDC Portfolio ranks 24 for risk / return — below 24% 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.


4 ETFs and a BDC Portfolio Risk / Return Rank: 2424
Overall Rank
4 ETFs and a BDC Portfolio Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
4 ETFs and a BDC Portfolio Sortino Ratio Rank: 2424
Sortino Ratio Rank
4 ETFs and a BDC Portfolio Omega Ratio Rank: 2424
Omega Ratio Rank
4 ETFs and a BDC Portfolio Calmar Ratio Rank: 2121
Calmar Ratio Rank
4 ETFs and a BDC Portfolio Martin Ratio Rank: 2929
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 4 ETFs and a BDC Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.66

1.94

-0.28

Sortino ratioReturn per unit of downside risk

2.35

2.63

-0.27

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

1.99

2.59

-0.59

Martin ratioReturn relative to average drawdown

8.67

11.84

-3.17


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
BNDX
Vanguard Total International Bond ETF
180.540.791.100.641.79
MAIN
Main Street Capital Corporation
34-0.16-0.050.99-0.17-0.36
SPHY
SPDR Portfolio High Yield Bond ETF
691.902.881.382.9013.14
VGSH
Vanguard Short-Term Treasury ETF
882.694.441.573.8815.29
VTI
Vanguard Total Stock Market ETF
682.022.731.362.8112.85

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.

4 ETFs and a BDC Portfolio Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

  • 1-Year: 1.66
  • 5-Year: 0.77
  • 10-Year: 0.89
  • All Time: 0.91

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 1.64 to 2.53, 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 4 ETFs and a BDC 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

4 ETFs and a BDC Portfolio provided a 3.34% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.34%3.26%3.37%3.46%2.68%2.35%2.40%2.99%2.99%2.54%2.54%2.68%
BNDX
Vanguard Total International Bond ETF
4.50%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
MAIN
Main Street Capital Corporation
8.35%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%
SPHY
SPDR Portfolio High Yield Bond ETF
7.28%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%
VGSH
Vanguard Short-Term Treasury ETF
3.88%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%
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%

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 4 ETFs and a BDC 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 4 ETFs and a BDC Portfolio was 26.66%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current 4 ETFs and a BDC Portfolio drawdown is 1.67%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-26.66%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-19.26%Oct 2022
11mo 7d1y 2mo
2y 1moNov 2021 - Dec 2023
2025 selloff2025
-12.27%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-11.54%Dec 2018
3mo 26d2mo 21d
6mo 17dAug 2018 - Mar 2019
2016 pullback2016
-8.59%Feb 2016
2mo 11d2mo 2d
4mo 13dDec 2015 - Apr 2016

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 5 assets, with an effective number of assets of 3.17, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


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

1.20

1.17

1.16

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.

4 ETFs and a BDC Portfolio correlation to the S&P 500 Index

4 ETFs and a BDC Portfolio has a 0.93 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

0.93

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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.95


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VGSH has the lowest at -0.11.

VGSH
-0.11
BNDX
0.02
SPHY
0.48
MAIN
0.51
VTI
0.99

Portfolio Correlations

Correlation vs. 4 ETFs and a BDC Portfolio. VTI has the highest portfolio correlation at 0.97, while VGSH has the lowest at -0.04.

VGSH
-0.04
BNDX
0.10
SPHY
0.56
MAIN
0.67
VTI
0.97

Asset Correlations Table

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

BNDXVGSHMAINSPHYVTI
BNDX1.000.540.000.220.02
VGSH0.541.00-0.080.15-0.11
MAIN0.00-0.081.000.290.52
SPHY0.220.150.291.000.49
VTI0.02-0.110.520.491.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013
Diversification Analysis

Find what 4 ETFs and a BDC Portfolio is missing

See which holdings overlap, where 4 ETFs and a BDC Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification