Fixed Income

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Fixed Income

Currency in USD · Last updated May 27, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	Total Bond Market	0%
CGCB Capital Group Core Bond ETF	Intermediate Core Bond	25%
CLOZ Panagram Bbb-B Clo ETF	Bank Loan	25%
DODLX Dodge & Cox Global Bond Fund	Global Bonds	0%
FAGIX Fidelity Capital & Income Fund	High Yield Bonds	25%
FBND Fidelity Total Bond ETF	Total Bond Market, Actively Managed	25%
FFRHX Fidelity Floating Rate High Income Fund	High Yield Bonds	0%
HYBB iShares BB Rated Corporate Bond ETF	High Yield Bonds	0%
HYDB iShares High Yield Bond Factor ETF	High Yield Bonds	0%
JAAA Janus Henderson AAA CLO ETF	Ultrashort Bond	0%
JBBB Janus Henderson B-BBB CLO ETF	Bank Loan	0%
SGOV iShares 0-3 Month Treasury Bond ETF	Government Bonds	0%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 28, 2023, corresponding to the inception date of CGCB

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Fixed Income	1.66%	0.84%	1.05%	6.31%	N/A	N/A
Portfolio components:
FAGIX Fidelity Capital & Income Fund	1.30%	2.42%	0.22%	7.09%	9.02%	6.19%
SGOV iShares 0-3 Month Treasury Bond ETF	1.68%	0.32%	2.16%	4.78%	N/A	N/A
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	0.92%	0.58%	1.53%	4.93%	3.81%	2.58%
FFRHX Fidelity Floating Rate High Income Fund	0.44%	1.28%	1.43%	6.07%	7.39%	4.61%
HYBB iShares BB Rated Corporate Bond ETF	2.44%	0.68%	1.77%	6.87%	N/A	N/A
JAAA Janus Henderson AAA CLO ETF	1.67%	0.77%	2.30%	5.73%	N/A	N/A
CLOZ Panagram Bbb-B Clo ETF	1.84%	2.77%	2.81%	8.13%	N/A	N/A
JBBB Janus Henderson B-BBB CLO ETF	0.80%	1.42%	1.57%	6.31%	N/A	N/A
CGCB Capital Group Core Bond ETF	1.61%	-1.12%	0.54%	4.77%	N/A	N/A
DODLX Dodge & Cox Global Bond Fund	4.77%	-0.18%	2.57%	6.17%	3.85%	4.03%
FBND Fidelity Total Bond ETF	1.76%	-0.71%	0.50%	4.95%	0.32%	2.15%
HYDB iShares High Yield Bond Factor ETF	1.34%	0.81%	0.76%	7.32%	6.57%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Fixed Income, 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	1.05%	0.94%	-0.94%	0.31%	0.31%								1.66%
2024	0.42%	0.01%	1.08%	-1.16%	1.67%	0.71%	1.79%	1.00%	1.35%	-1.02%	1.55%	-0.89%	6.64%
2023									-0.02%	-1.01%	3.80%	3.12%	5.95%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Fixed Income has an expense ratio of 0.45%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FAGIX

Fidelity Capital & Income Fund

FFRHX

Fidelity Floating Rate High Income Fund

CLOZ

Panagram Bbb-B Clo ETF

JBBB

Janus Henderson B-BBB CLO ETF

DODLX

Dodge & Cox Global Bond Fund

FBND

Fidelity Total Bond ETF

HYDB

iShares High Yield Bond Factor ETF

CGCB

Capital Group Core Bond ETF

HYBB

iShares BB Rated Corporate Bond ETF

AGZD

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

JAAA

Janus Henderson AAA CLO ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, Fixed Income is among the top 9% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FAGIX Fidelity Capital & Income Fund	1.05	1.41	1.20	0.98	3.70
SGOV iShares 0-3 Month Treasury Bond ETF	21.17	468.40	469.40	479.43	7,610.76
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	0.97	1.62	1.20	2.88	9.89
FFRHX Fidelity Floating Rate High Income Fund	1.84	3.06	1.71	1.85	8.90
HYBB iShares BB Rated Corporate Bond ETF	1.26	1.80	1.27	1.71	8.87
JAAA Janus Henderson AAA CLO ETF	3.23	4.13	2.21	3.91	26.94
CLOZ Panagram Bbb-B Clo ETF	1.69	2.24	1.61	1.53	7.21
JBBB Janus Henderson B-BBB CLO ETF	1.38	1.83	1.39	1.45	6.58
CGCB Capital Group Core Bond ETF	0.86	1.20	1.15	0.92	2.10
DODLX Dodge & Cox Global Bond Fund	1.19	1.72	1.21	0.99	2.45
FBND Fidelity Total Bond ETF	0.95	1.33	1.16	1.11	2.58
HYDB iShares High Yield Bond Factor ETF	1.26	1.70	1.26	1.31	6.46

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fixed Income Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 1.66
All Time: 2.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Fixed Income compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Fixed Income provided a 5.56% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	5.56%	5.71%	4.83%	3.61%	2.11%	2.28%	1.97%	2.58%	1.90%	1.74%	2.07%	2.18%
Portfolio components:
FAGIX Fidelity Capital & Income Fund	4.93%	5.03%	5.29%	11.38%	6.56%	4.88%	5.00%	7.39%	5.05%	4.12%	5.01%	8.08%
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%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	3.82%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.35%	1.81%	1.66%	1.69%
FFRHX Fidelity Floating Rate High Income Fund	8.05%	8.33%	8.25%	5.06%	3.27%	3.85%	5.17%	4.75%	4.05%	3.94%	4.25%	4.00%
HYBB iShares BB Rated Corporate Bond ETF	6.62%	6.22%	6.28%	5.04%	3.87%	0.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JAAA Janus Henderson AAA CLO ETF	6.03%	6.35%	6.10%	2.77%	1.21%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CLOZ Panagram Bbb-B Clo ETF	8.55%	9.09%	8.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JBBB Janus Henderson B-BBB CLO ETF	7.97%	7.65%	8.10%	5.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CGCB Capital Group Core Bond ETF	4.09%	3.99%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DODLX Dodge & Cox Global Bond Fund	4.60%	4.73%	3.31%	5.05%	3.86%	2.66%	3.40%	5.19%	2.45%	1.69%	0.00%	1.40%
FBND Fidelity Total Bond ETF	4.68%	4.73%	4.26%	3.07%	1.86%	4.25%	2.90%	2.93%	2.56%	2.84%	3.26%	0.66%
HYDB iShares High Yield Bond Factor ETF	7.05%	6.95%	7.00%	6.30%	4.70%	5.81%	5.68%	6.16%	2.70%	0.00%	0.00%	0.00%

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 Fixed Income. 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 Fixed Income was 3.33%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

The current Fixed Income drawdown is 0.44%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-3.33%	Mar 3, 2025	27	Apr 8, 2025	27	May 16, 2025	54
-1.84%	Dec 9, 2024	23	Jan 13, 2025	16	Feb 5, 2025	39
-1.64%	Mar 28, 2024	14	Apr 16, 2024	17	May 9, 2024	31
-1.51%	Oct 12, 2023	6	Oct 19, 2023	10	Nov 2, 2023	16
-1.19%	Feb 2, 2024	8	Feb 13, 2024	14	Mar 5, 2024	22

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 12 assets, with an effective number of assets of 4.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	AGZD	SGOV	CLOZ	JBBB	JAAA	FFRHX	CGCB	DODLX	FBND	FAGIX	HYBB	HYDB	Portfolio
^GSPC	1.00	0.10	0.07	0.20	0.17	0.15	0.30	0.18	0.26	0.22	0.85	0.61	0.64	0.53
AGZD	0.10	1.00	-0.07	0.03	0.13	0.05	0.07	-0.06	-0.06	-0.10	0.04	0.01	-0.03	-0.04
SGOV	0.07	-0.07	1.00	0.06	0.06	0.18	0.01	0.10	0.05	0.07	0.06	0.13	0.12	0.07
CLOZ	0.20	0.03	0.06	1.00	0.31	0.30	0.12	-0.04	-0.00	-0.01	0.17	0.11	0.12	0.20
JBBB	0.17	0.13	0.06	0.31	1.00	0.25	0.26	-0.01	-0.02	-0.02	0.19	0.12	0.13	0.12
JAAA	0.15	0.05	0.18	0.30	0.25	1.00	0.25	-0.02	-0.02	-0.01	0.15	0.17	0.15	0.12
FFRHX	0.30	0.07	0.01	0.12	0.26	0.25	1.00	-0.00	0.02	0.01	0.41	0.18	0.20	0.20
CGCB	0.18	-0.06	0.10	-0.04	-0.01	-0.02	-0.00	1.00	0.89	0.93	0.29	0.59	0.57	0.84
DODLX	0.26	-0.06	0.05	-0.00	-0.02	-0.02	0.02	0.89	1.00	0.92	0.37	0.64	0.63	0.84
FBND	0.22	-0.10	0.07	-0.01	-0.02	-0.01	0.01	0.93	0.92	1.00	0.32	0.63	0.63	0.87
FAGIX	0.85	0.04	0.06	0.17	0.19	0.15	0.41	0.29	0.37	0.32	1.00	0.67	0.69	0.66
HYBB	0.61	0.01	0.13	0.11	0.12	0.17	0.18	0.59	0.64	0.63	0.67	1.00	0.91	0.77
HYDB	0.64	-0.03	0.12	0.12	0.13	0.15	0.20	0.57	0.63	0.63	0.69	0.91	1.00	0.77
Portfolio	0.53	-0.04	0.07	0.20	0.12	0.12	0.20	0.84	0.84	0.87	0.66	0.77	0.77	1.00

The correlation results are calculated based on daily price changes starting from Sep 29, 2023

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Fixed Income

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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