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4 ETFs and a BDC Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BNDX 15%VGSH 15%SPHY 10%VTI 50%MAIN 10%BondBondEquityEquity
PositionCategory/SectorWeight
BNDX
Vanguard Total International Bond ETF
Total Bond Market

15%

MAIN
Main Street Capital Corporation
Financial Services

10%

SPHY
SPDR Portfolio High Yield Bond ETF
High Yield Bonds

10%

VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

15%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

50%

S&P 500

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 Quarterly


140.00%160.00%180.00%200.00%220.00%240.00%FebruaryMarchAprilMayJuneJuly
165.88%
230.96%
4 ETFs and a BDC Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Jul 25, 2024, the 4 ETFs and a BDC Portfolio returned 9.69% Year-To-Date and 8.66% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.20%-1.28%10.32%18.23%12.31%10.58%
4 ETFs and a BDC Portfolio9.59%0.41%7.93%15.79%9.08%8.69%
VTI
Vanguard Total Stock Market ETF
13.14%-0.48%10.85%20.07%13.36%12.09%
BNDX
Vanguard Total International Bond ETF
0.55%0.97%1.86%5.66%-0.37%1.97%
SPHY
SPDR Portfolio High Yield Bond ETF
4.43%1.53%4.07%11.29%4.28%4.23%
MAIN
Main Street Capital Corporation
22.82%2.19%15.24%31.01%12.06%13.30%
VGSH
Vanguard Short-Term Treasury ETF
1.91%0.85%1.84%5.04%1.16%1.15%

Monthly Returns

The table below presents the monthly returns of 4 ETFs and a BDC Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.09%2.67%2.47%-2.00%2.55%2.20%9.59%
20235.06%-0.87%1.45%0.97%-0.10%3.73%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%2.72%3.52%-0.05%1.48%1.21%1.58%-2.51%3.92%-0.53%2.13%17.17%
20200.34%-5.24%-12.41%10.12%5.52%1.34%3.33%3.65%-2.01%-1.53%7.70%3.04%12.48%
20195.75%2.58%0.81%2.80%-3.04%4.54%1.38%-0.19%0.70%1.05%1.96%1.75%21.73%
20182.00%-2.59%-0.47%0.44%1.64%0.42%2.22%2.15%-0.39%-4.09%1.39%-5.19%-2.78%
20170.57%2.57%0.41%1.28%0.28%0.62%1.15%0.49%1.38%1.31%1.62%0.69%13.06%
2016-2.58%0.67%4.64%0.49%1.32%1.09%2.57%0.51%0.27%-1.55%2.56%1.62%12.03%
2015-0.86%3.59%-0.50%0.33%0.47%-0.70%0.60%-3.89%-1.81%5.61%0.97%-2.24%1.23%
2014-0.69%3.00%-0.27%-0.14%1.28%2.16%-1.76%3.28%-1.81%2.08%1.63%-0.81%8.04%
2013-0.86%4.22%-2.25%2.62%2.73%2.16%1.31%10.20%

Expense Ratio

4 ETFs and a BDC Portfolio has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SPHY: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 4 ETFs and a BDC Portfolio is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 4 ETFs and a BDC Portfolio is 7777
4 ETFs and a BDC Portfolio
The Sharpe Ratio Rank of 4 ETFs and a BDC Portfolio is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of 4 ETFs and a BDC Portfolio is 8686Sortino Ratio Rank
The Omega Ratio Rank of 4 ETFs and a BDC Portfolio is 8686Omega Ratio Rank
The Calmar Ratio Rank of 4 ETFs and a BDC Portfolio is 5959Calmar Ratio Rank
The Martin Ratio Rank of 4 ETFs and a BDC Portfolio is 7171Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


4 ETFs and a BDC Portfolio
Sharpe ratio
The chart of Sharpe ratio for 4 ETFs and a BDC Portfolio, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.09
Sortino ratio
The chart of Sortino ratio for 4 ETFs and a BDC Portfolio, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for 4 ETFs and a BDC Portfolio, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for 4 ETFs and a BDC Portfolio, currently valued at 1.61, compared to the broader market0.002.004.006.008.001.61
Martin ratio
The chart of Martin ratio for 4 ETFs and a BDC Portfolio, currently valued at 7.95, compared to the broader market0.0010.0020.0030.0040.007.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.622.291.281.375.98
BNDX
Vanguard Total International Bond ETF
1.151.781.190.394.13
SPHY
SPDR Portfolio High Yield Bond ETF
2.023.111.381.4010.18
MAIN
Main Street Capital Corporation
2.493.461.443.5010.85
VGSH
Vanguard Short-Term Treasury ETF
2.754.521.571.4518.60

Sharpe Ratio

The current 4 ETFs and a BDC Portfolio Sharpe ratio is 2.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 4 ETFs and a BDC Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.09
1.58
4 ETFs and a BDC Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

4 ETFs and a BDC Portfolio granted a 3.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
4 ETFs and a BDC Portfolio3.55%3.46%2.68%2.35%2.40%2.99%2.99%2.50%2.54%2.68%2.45%2.31%
VTI
Vanguard Total Stock Market ETF
1.37%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BNDX
Vanguard Total International Bond ETF
4.70%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
SPHY
SPDR Portfolio High Yield Bond ETF
7.76%7.30%6.47%5.14%5.63%5.73%4.09%4.41%4.27%4.29%3.98%4.41%
MAIN
Main Street Capital Corporation
7.91%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%
VGSH
Vanguard Short-Term Treasury ETF
3.93%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.40%
-4.73%
4 ETFs and a BDC Portfolio
Benchmark (^GSPC)
Portfolio components

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 2.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.66%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-19.26%Nov 9, 2021233Oct 12, 2022294Dec 13, 2023527
-11.53%Aug 30, 201880Dec 24, 201855Mar 15, 2019135
-8.59%Dec 2, 201549Feb 11, 201642Apr 13, 201691
-7.63%Jul 17, 201552Sep 29, 201544Dec 1, 201596

Volatility

Volatility Chart

The current 4 ETFs and a BDC Portfolio volatility is 2.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
2.25%
3.80%
4 ETFs and a BDC Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

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
BNDX1.000.53-0.020.20-0.01
VGSH0.531.00-0.100.12-0.13
MAIN-0.02-0.101.000.270.53
SPHY0.200.120.271.000.46
VTI-0.01-0.130.530.461.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013