SGOV/VGSH/BND
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 30% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 60% |
Performance
Performance Chart
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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
SGOV/VGSH/BND | 1.79% | 0.04% | 2.33% | 5.11% | N/A | N/A |
Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 1.59% | 0.35% | 2.15% | 4.82% | N/A | N/A |
VGSH Vanguard Short-Term Treasury ETF | 1.84% | -0.09% | 2.48% | 5.34% | 1.11% | 1.47% |
BND Vanguard Total Bond Market ETF | 2.08% | -0.13% | 1.92% | 4.51% | -0.96% | 1.50% |
Monthly Returns
The table below presents the monthly returns of SGOV/VGSH/BND, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 0.40% | 0.76% | 0.35% | 0.66% | -0.39% | 1.79% | |||||||
2024 | 0.33% | -0.27% | 0.40% | -0.33% | 0.74% | 0.55% | 1.09% | 0.80% | 0.73% | -0.47% | 0.40% | 0.10% | 4.13% |
2023 | 0.87% | -0.61% | 1.40% | 0.30% | -0.22% | -0.17% | 0.29% | 0.36% | -0.18% | 0.19% | 1.22% | 1.19% | 4.71% |
2022 | -0.64% | -0.35% | -1.11% | -0.68% | 0.43% | -0.49% | 0.49% | -0.67% | -1.05% | -0.14% | 0.86% | 0.13% | -3.21% |
2021 | -0.06% | -0.16% | -0.17% | 0.13% | 0.06% | -0.03% | 0.23% | -0.03% | -0.17% | -0.17% | -0.01% | -0.15% | -0.54% |
2020 | 0.05% | 0.07% | 0.21% | -0.12% | 0.00% | -0.06% | 0.14% | 0.01% | 0.30% |
Expense Ratio
SGOV/VGSH/BND 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 99, SGOV/VGSH/BND is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 21.13 | 479.38 | 480.38 | 490.94 | 7,793.44 |
VGSH Vanguard Short-Term Treasury ETF | 3.18 | 5.31 | 1.70 | 5.64 | 15.70 |
BND Vanguard Total Bond Market ETF | 0.86 | 1.37 | 1.16 | 0.40 | 2.40 |
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Dividends
Dividend yield
SGOV/VGSH/BND provided a 4.30% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 4.30% | 4.41% | 3.76% | 1.39% | 0.60% | 1.28% | 1.64% | 1.36% | 0.91% | 0.75% | 0.68% | 0.55% |
Portfolio components: | ||||||||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 4.70% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 4.18% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 SGOV/VGSH/BND. 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 SGOV/VGSH/BND was 5.07%, occurring on Oct 20, 2022. Recovery took 288 trading sessions.
The current SGOV/VGSH/BND drawdown is 0.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-5.07% | Aug 5, 2020 | 558 | Oct 20, 2022 | 288 | Dec 13, 2023 | 846 |
-0.72% | Sep 25, 2024 | 31 | Nov 6, 2024 | 21 | Dec 6, 2024 | 52 |
-0.66% | Feb 2, 2024 | 8 | Feb 13, 2024 | 30 | Mar 27, 2024 | 38 |
-0.56% | May 1, 2025 | 10 | May 14, 2025 | — | — | — |
-0.5% | Mar 28, 2024 | 9 | Apr 10, 2024 | 17 | May 3, 2024 | 26 |
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 3 assets, with an effective number of assets of 2.17, 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
^GSPC | SGOV | VGSH | BND | Portfolio | |
---|---|---|---|---|---|
^GSPC | 1.00 | 0.00 | 0.03 | 0.15 | 0.08 |
SGOV | 0.00 | 1.00 | 0.10 | 0.04 | 0.12 |
VGSH | 0.03 | 0.10 | 1.00 | 0.76 | 0.95 |
BND | 0.15 | 0.04 | 0.76 | 1.00 | 0.90 |
Portfolio | 0.08 | 0.12 | 0.95 | 0.90 | 1.00 |