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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


120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2024FebruaryMarchApril
150.12%
204.48%
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 Apr 20, 2024, the 4 ETFs and a BDC Portfolio returned 3.09% Year-To-Date and 8.33% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
4 ETFs and a BDC Portfolio3.09%-2.52%14.13%15.68%8.57%8.34%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.17%11.64%
BNDX
Vanguard Total International Bond ETF
-1.04%-0.99%6.10%4.85%0.16%2.04%
SPHY
SPDR Portfolio High Yield Bond ETF
0.12%-1.61%9.16%8.67%3.77%3.95%
MAIN
Main Street Capital Corporation
13.25%4.05%27.69%30.38%12.56%12.42%
VGSH
Vanguard Short-Term Treasury ETF
-0.13%-0.38%2.20%2.52%1.03%0.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.09%2.67%2.47%
2023-2.65%-1.94%6.68%4.26%

Expense Ratio

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


0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for 4 ETFs and a BDC Portfolio, currently valued at 3.09, compared to the broader market-2.000.002.004.006.003.09
Omega ratio
The chart of Omega ratio for 4 ETFs and a BDC Portfolio, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for 4 ETFs and a BDC Portfolio, currently valued at 1.46, compared to the broader market0.002.004.006.008.001.46
Martin ratio
The chart of Martin ratio for 4 ETFs and a BDC Portfolio, currently valued at 8.06, compared to the broader market0.0010.0020.0030.0040.008.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
BNDX
Vanguard Total International Bond ETF
0.991.581.170.364.01
SPHY
SPDR Portfolio High Yield Bond ETF
1.512.331.281.057.99
MAIN
Main Street Capital Corporation
2.323.281.413.089.54
VGSH
Vanguard Short-Term Treasury ETF
1.282.021.230.713.89

Sharpe Ratio

The current 4 ETFs and a BDC Portfolio Sharpe ratio is 2.06. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.06

The Sharpe ratio of 4 ETFs and a BDC Portfolio 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.06
1.66
4 ETFs and a BDC Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

4 ETFs and a BDC Portfolio granted a 3.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
4 ETFs and a BDC Portfolio3.56%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
1.44%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
4.63%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
8.15%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
3.71%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.07%
-5.46%
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 3.07%.


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
-11.54%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 1.91%, 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%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.91%
3.15%
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
BNDX1.000.52-0.030.18-0.03
VGSH0.521.00-0.110.10-0.14
MAIN-0.03-0.111.000.260.53
SPHY0.180.100.261.000.45
VTI-0.03-0.140.530.451.00