SGOV/VGSH/BND
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Vanguard Total Bond Market ETF | Total Bond Market | 10% |
iShares 0-3 Month Treasury Bond ETF | Government Bonds | 30% |
Vanguard Short-Term Treasury ETF | Government Bonds | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SGOV/VGSH/BND, 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
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
SGOV/VGSH/BND | 4.12% | 0.88% | 3.77% | 6.90% | N/A | N/A |
Portfolio components: | ||||||
iShares 0-3 Month Treasury Bond ETF | 3.90% | 0.46% | 2.67% | 5.46% | N/A | N/A |
Vanguard Short-Term Treasury ETF | 4.09% | 1.01% | 3.93% | 7.00% | 1.49% | 1.36% |
Vanguard Total Bond Market ETF | 4.87% | 1.31% | 6.07% | 10.48% | 0.39% | 1.84% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.33% | -0.27% | 0.40% | -0.33% | 0.74% | 0.55% | 1.09% | 0.80% | 4.12% | ||||
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% | 0.02% | 0.30% |
Expense Ratio
SGOV/VGSH/BND 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SGOV/VGSH/BND is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
iShares 0-3 Month Treasury Bond ETF | 22.47 | — | — | — | — |
Vanguard Short-Term Treasury ETF | 3.59 | 6.16 | 1.82 | 2.17 | 26.55 |
Vanguard Total Bond Market ETF | 1.63 | 2.39 | 1.28 | 0.57 | 6.62 |
Dividends
Dividend yield
SGOV/VGSH/BND granted a 4.30% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV/VGSH/BND | 4.30% | 3.76% | 1.39% | 0.60% | 1.28% | 1.64% | 1.36% | 0.91% | 0.75% | 0.68% | 0.55% | 0.48% |
Portfolio components: | ||||||||||||
iShares 0-3 Month Treasury Bond ETF | 5.23% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Short-Term Treasury ETF | 4.00% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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.
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 0.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-5.07% | Aug 5, 2020 | 558 | Oct 20, 2022 | 288 | Dec 13, 2023 | 846 |
-0.66% | Feb 2, 2024 | 8 | Feb 13, 2024 | 30 | Mar 27, 2024 | 38 |
-0.5% | Mar 28, 2024 | 9 | Apr 10, 2024 | 17 | May 3, 2024 | 26 |
-0.31% | Jan 16, 2024 | 7 | Jan 24, 2024 | 5 | Jan 31, 2024 | 12 |
-0.26% | Aug 5, 2024 | 4 | Aug 8, 2024 | 4 | Aug 14, 2024 | 8 |
Volatility
Volatility Chart
The current SGOV/VGSH/BND volatility is 0.37%, 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.
Diversification
Asset Correlations Table
SGOV | BND | VGSH | |
---|---|---|---|
SGOV | 1.00 | 0.03 | 0.08 |
BND | 0.03 | 1.00 | 0.76 |
VGSH | 0.08 | 0.76 | 1.00 |