Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | High Yield Bonds | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds 70/30 (VTI/FFRHX), 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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The earliest data available for this chart is May 31, 2001, corresponding to the inception date of VTI
Returns By Period
As of Apr 2, 2026, the Stocks/Bonds 70/30 (VTI/FFRHX) returned -2.28% Year-To-Date and 11.22% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Stocks/Bonds 70/30 (VTI/FFRHX) | 0.11% | -2.09% | -2.28% | -0.53% | 14.03% | 14.83% | 9.18% | 11.22% |
| Portfolio components: | ||||||||
FFRHX Fidelity Floating Rate High Income Fund | 0.00% | 0.45% | -0.50% | 0.88% | 4.89% | 7.08% | 5.20% | 4.99% |
VTI Vanguard Total Stock Market ETF | 0.16% | -3.26% | -3.13% | -1.24% | 17.86% | 18.10% | 10.66% | 13.75% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 1, 2001, Stocks/Bonds 70/30 (VTI/FFRHX)'s average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +10.2%, while the worst month was Oct 2008 at -15.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Stocks/Bonds 70/30 (VTI/FFRHX) closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -8.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.14% | -0.63% | -3.40% | 0.65% | -2.28% | ||||||||
| 2025 | 2.30% | -1.29% | -4.23% | -0.69% | 4.90% | 3.94% | 1.75% | 1.80% | 2.63% | 1.63% | 0.29% | 0.17% | 13.67% |
| 2024 | 0.93% | 4.00% | 2.34% | -2.90% | 3.53% | 1.99% | 1.54% | 1.68% | 1.64% | -0.23% | 5.02% | -2.04% | 18.63% |
| 2023 | 5.57% | -1.55% | 1.94% | 1.06% | 0.22% | 5.43% | 2.91% | -1.03% | -3.16% | -1.92% | 6.94% | 4.26% | 22.04% |
| 2022 | -4.16% | -1.87% | 2.29% | -6.40% | -0.90% | -6.48% | 7.11% | -2.18% | -7.31% | 6.03% | 4.07% | -4.13% | -14.26% |
| 2021 | -0.01% | 2.45% | 2.51% | 3.71% | 0.52% | 1.84% | 1.17% | 2.22% | -2.96% | 4.84% | -1.18% | 2.87% | 19.24% |
Benchmark Metrics
Stocks/Bonds 70/30 (VTI/FFRHX) has an annualized alpha of 2.48%, beta of 0.70, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 01, 2001.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.10%) than losses (75.70%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.48% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.48%
- Beta
- 0.70
- R²
- 0.98
- Upside Capture
- 80.10%
- Downside Capture
- 75.70%
Expense Ratio
Stocks/Bonds 70/30 (VTI/FFRHX) has an expense ratio of 0.22%, 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
Stocks/Bonds 70/30 (VTI/FFRHX) ranks 39 for risk / return — below 39% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.88 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.37 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.39 | +0.18 |
Martin ratioReturn relative to average drawdown | 7.49 | 6.43 | +1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | 74 | 1.46 | 2.06 | 1.49 | 1.70 | 8.23 |
VTI Vanguard Total Stock Market ETF | 54 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
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Dividends
Dividend yield
Stocks/Bonds 70/30 (VTI/FFRHX) provided a 2.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.84% | 3.01% | 2.97% | 3.48% | 2.31% | 1.67% | 2.15% | 2.79% | 2.85% | 2.41% | 2.68% | 2.49% |
| Portfolio components: | ||||||||||||
FFRHX Fidelity Floating Rate High Income Fund | 6.75% | 7.41% | 6.94% | 8.24% | 3.81% | 2.74% | 3.84% | 5.15% | 4.74% | 4.05% | 4.44% | 3.69% |
VTI Vanguard Total Stock Market ETF | 1.16% | 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 Stocks/Bonds 70/30 (VTI/FFRHX). 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 Stocks/Bonds 70/30 (VTI/FFRHX) was 44.60%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.
The current Stocks/Bonds 70/30 (VTI/FFRHX) drawdown is 4.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.6% | Oct 10, 2007 | 355 | Mar 9, 2009 | 469 | Jan 14, 2011 | 824 |
| -31.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -27.75% | Jun 6, 2001 | 336 | Oct 9, 2002 | 318 | Jan 14, 2004 | 654 |
| -19.34% | Jan 4, 2022 | 187 | Sep 30, 2022 | 294 | Dec 1, 2023 | 481 |
| -15.47% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
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 2 assets, with an effective number of assets of 1.72, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | FFRHX | VTI | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.21 | 0.99 | 0.98 |
| FFRHX | 0.21 | 1.00 | 0.22 | 0.27 |
| VTI | 0.99 | 0.22 | 1.00 | 1.00 |
| Portfolio | 0.98 | 0.27 | 1.00 | 1.00 |