Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jim Jan 2026, 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 Jun 4, 2013, corresponding to the inception date of VTABX
Returns By Period
As of Apr 4, 2026, the Jim Jan 2026 returned 1.21% Year-To-Date and 4.97% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -2.34% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Jim Jan 2026 | -0.18% | -0.67% | 1.21% | 2.51% | 14.42% | 8.08% | 4.01% | 4.97% |
| Portfolio components: | ||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.10% | -0.92% | -0.18% | 0.60% | 3.23% | 3.41% | 0.21% | 1.63% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | -0.16% | -1.08% | -0.61% | -0.24% | 1.45% | 3.72% | 0.12% | 1.77% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 0.16% | -0.04% | 1.01% | 1.35% | 3.74% | 4.61% | 3.48% | 3.05% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | -0.64% | -1.05% | 2.76% | 5.87% | 38.50% | 15.42% | 7.41% | 8.94% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 5, 2013, Jim Jan 2026's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, your investment would double in approximately 16.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +5.8%, while the worst month was Mar 2020 at -6.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Jim Jan 2026 closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.2%, while the worst single day was Mar 12, 2020 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.31% | 2.48% | -3.81% | 0.36% | 1.21% | ||||||||
| 2025 | 1.61% | 1.48% | 0.28% | 1.65% | 1.42% | 1.88% | -0.25% | 2.08% | 1.51% | 0.81% | 0.25% | 0.87% | 14.43% |
| 2024 | -0.50% | 0.71% | 1.54% | -1.37% | 2.01% | 0.12% | 1.96% | 1.35% | 1.67% | -2.24% | 0.46% | -1.27% | 4.41% |
| 2023 | 4.07% | -2.22% | 2.33% | 0.77% | -1.59% | 1.40% | 1.54% | -1.62% | -1.83% | -1.35% | 4.43% | 3.14% | 9.11% |
| 2022 | -1.70% | -1.06% | -1.16% | -3.18% | 0.59% | -3.89% | 2.75% | -2.90% | -5.55% | 1.41% | 5.84% | -1.41% | -10.27% |
| 2021 | -0.07% | 0.34% | 0.57% | 1.38% | 1.43% | 0.02% | 0.41% | 0.53% | -1.50% | 1.07% | -1.31% | 1.34% | 4.26% |
Benchmark Metrics
Jim Jan 2026 has an annualized alpha of 1.05%, beta of 0.26, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.
- This portfolio participated in 39.71% of S&P 500 Index downside but only 31.62% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.26 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
- 1.05%
- Beta
- 0.26
- R²
- 0.61
- Upside Capture
- 31.62%
- Downside Capture
- 39.71%
Expense Ratio
Jim Jan 2026 has an expense ratio of 0.08%, 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
Jim Jan 2026 ranks 80 for risk / return — in the top 80% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.88 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.68 | 1.37 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.39 | +0.98 |
Martin ratioReturn relative to average drawdown | 9.68 | 6.43 | +3.25 |
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 | |
|---|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 32 | 0.90 | 1.30 | 1.16 | 1.38 | 3.83 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 20 | 0.73 | 1.02 | 1.13 | 0.79 | 3.13 |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 95 | 2.27 | 3.39 | 1.49 | 4.26 | 13.39 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 84 | 1.78 | 2.35 | 1.35 | 2.51 | 9.59 |
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Dividends
Dividend yield
Jim Jan 2026 provided a 3.44% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.44% | 3.66% | 3.30% | 3.24% | 4.07% | 3.55% | 1.67% | 2.79% | 2.80% | 2.21% | 1.94% | 1.66% |
| Portfolio components: | ||||||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.60% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.22% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 3.55% | 3.78% | 2.68% | 2.84% | 6.82% | 4.67% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.92% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
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 Jim Jan 2026. 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 Jim Jan 2026 was 16.46%, occurring on Oct 14, 2022. Recovery took 430 trading sessions.
The current Jim Jan 2026 drawdown is 3.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.46% | Sep 7, 2021 | 280 | Oct 14, 2022 | 430 | Jul 3, 2024 | 710 |
| -13.25% | Jan 21, 2020 | 41 | Mar 18, 2020 | 82 | Jul 15, 2020 | 123 |
| -8.93% | Apr 28, 2015 | 185 | Jan 20, 2016 | 160 | Sep 7, 2016 | 345 |
| -7.84% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -4.97% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
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 4 assets, with an effective number of assets of 3.44, 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 | VTABX | VTAPX | VBTLX | VTIAX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.02 | 0.06 | -0.09 | 0.79 | 0.73 |
| VTABX | -0.02 | 1.00 | 0.41 | 0.72 | -0.00 | 0.21 |
| VTAPX | 0.06 | 0.41 | 1.00 | 0.56 | 0.14 | 0.36 |
| VBTLX | -0.09 | 0.72 | 0.56 | 1.00 | -0.03 | 0.22 |
| VTIAX | 0.79 | -0.00 | 0.14 | -0.03 | 1.00 | 0.95 |
| Portfolio | 0.73 | 0.21 | 0.36 | 0.22 | 0.95 | 1.00 |