JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION
TO BACKTEST MATSON MONEY MODERATE PORTFOLIO. 50% fixed income, 50% equity . this is what I can use to keep my short term savings in.
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Aug 15, 2013, corresponding to the inception date of FNDC
Returns By Period
As of May 21, 2025, the JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION returned 3.40% Year-To-Date and 5.54% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION | 3.40% | 4.94% | 2.36% | 7.19% | 8.34% | 5.54% |
| Portfolio components: | ||||||
DLS WisdomTree International SmallCap Dividend | 15.23% | 9.03% | 14.83% | 13.26% | 10.93% | 4.96% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | -7.80% | 13.58% | -9.28% | 1.49% | 21.21% | 9.05% |
DFSVX DFA U.S. Small Cap Value Portfolio I | -5.76% | 12.20% | -9.63% | -1.47% | 19.58% | 7.64% |
SCHX Schwab U.S. Large-Cap ETF | 1.55% | 12.89% | 0.93% | 14.85% | 17.58% | 14.11% |
IEMG iShares Core MSCI Emerging Markets ETF | 9.96% | 10.49% | 7.96% | 8.14% | 8.17% | 3.76% |
VGLT Vanguard Long-Term Treasury ETF | -0.35% | -1.88% | -2.82% | -0.92% | -8.93% | -0.41% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.20% | 10.19% | 1.85% | 4.36% | 12.88% | 5.01% |
DFEVX DFA Emerging Markets Value Portfolio | 8.54% | 9.39% | 6.43% | 4.54% | 12.79% | 4.87% |
DFIVX DFA International Value Portfolio | 18.50% | 8.85% | 16.15% | 14.45% | 18.42% | 6.20% |
SCHF Schwab International Equity ETF | 16.00% | 8.82% | 14.12% | 12.46% | 13.96% | 7.00% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.38% | 8.32% | 0.69% | 12.55% | 16.73% | 11.92% |
VGSH Vanguard Short-Term Treasury ETF | 1.93% | -0.02% | 2.49% | 5.48% | 1.14% | 1.48% |
FNDC Schwab Fundamental International Small Co. Index ETF | 16.55% | 8.45% | 15.86% | 13.91% | 11.58% | 5.70% |
VGIT Vanguard Intermediate-Term Treasury ETF | 2.84% | -0.35% | 2.72% | 5.67% | -1.06% | 1.27% |
VMFXX Vanguard Federal Money Market Fund | 0.69% | 0.00% | 1.46% | 4.14% | 2.52% | 1.72% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.34% | 0.16% | 3.47% | 6.70% | 3.89% | 2.81% |
BNDX Vanguard Total International Bond ETF | 0.84% | -0.22% | 1.28% | 5.12% | -0.07% | 2.00% |
IJR iShares Core S&P Small-Cap ETF | -6.32% | 11.74% | -9.86% | -0.36% | 12.88% | 7.79% |
Monthly Returns
The table below presents the monthly returns of JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION, 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 | 1.73% | 0.21% | -1.21% | 0.08% | 2.58% | 3.40% | |||||||
| 2024 | -0.80% | 1.12% | 2.42% | -2.51% | 2.62% | -0.33% | 4.02% | 0.78% | 1.50% | -2.11% | 3.06% | -2.79% | 6.92% |
| 2023 | 4.78% | -1.84% | 0.32% | 0.43% | -2.07% | 3.01% | 2.48% | -1.53% | -2.33% | -2.21% | 5.06% | 5.23% | 11.39% |
| 2022 | -2.09% | -0.62% | -0.66% | -3.93% | 1.12% | -4.90% | 4.27% | -2.82% | -6.08% | 4.31% | 5.04% | -2.25% | -8.99% |
| 2021 | 1.47% | 2.39% | 2.74% | 1.57% | 1.67% | -0.31% | 0.19% | 0.88% | -1.63% | 1.54% | -1.61% | 2.36% | 11.74% |
| 2020 | -1.59% | -3.88% | -8.75% | 6.00% | 2.55% | 1.35% | 1.98% | 2.75% | -1.52% | -0.29% | 7.83% | 3.50% | 9.21% |
| 2019 | 4.85% | 1.51% | 0.05% | 1.68% | -3.36% | 3.73% | -0.19% | -1.29% | 1.95% | 1.33% | 1.15% | 2.08% | 14.06% |
| 2018 | 1.59% | -2.37% | 0.08% | 0.16% | 0.96% | -0.30% | 1.33% | 0.60% | -0.63% | -4.12% | 0.88% | -3.50% | -5.39% |
| 2017 | 0.88% | 1.19% | 0.44% | 0.90% | 0.22% | 0.63% | 1.25% | -0.11% | 1.94% | 0.70% | 0.96% | 0.83% | 10.27% |
| 2016 | -2.37% | 0.24% | 4.32% | 0.86% | 0.23% | 0.26% | 2.51% | 0.26% | 0.80% | -1.31% | 1.93% | 1.61% | 9.57% |
| 2015 | -0.54% | 2.64% | 0.15% | 0.86% | 0.29% | -1.12% | -0.20% | -2.99% | -1.24% | 3.34% | 0.28% | -1.36% | -0.06% |
| 2014 | -1.54% | 2.56% | 0.36% | 0.03% | 1.00% | 1.48% | -1.53% | 1.79% | -2.46% | 1.37% | 0.26% | 0.00% | 3.24% |
Expense Ratio
JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION has an expense ratio of 0.16%, 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
The current rank of JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION is 58, indicating average performance compared to other portfolios on our website. Here’s 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.
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Dividends
Dividend yield
JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION provided a 3.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 3.31% | 3.18% | 2.56% | 2.77% | 1.90% | 2.60% | 2.83% | 2.12% | 2.14% | 2.03% | 1.99% |
| Portfolio components: | ||||||||||||
DLS WisdomTree International SmallCap Dividend | 3.73% | 4.56% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.25% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.61% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% |
SCHX Schwab U.S. Large-Cap ETF | 1.21% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.91% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% | 2.30% |
VGLT Vanguard Long-Term Treasury ETF | 4.50% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.84% | 2.90% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% |
DFEVX DFA Emerging Markets Value Portfolio | 4.37% | 4.68% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% |
DFIVX DFA International Value Portfolio | 3.36% | 3.94% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% |
SCHF Schwab International Equity ETF | 2.81% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
SCHV Schwab U.S. Large-Cap Value ETF | 2.21% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 3.95% | 2.69% | 2.38% |
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% |
FNDC Schwab Fundamental International Small Co. Index ETF | 3.08% | 3.59% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.96% | 1.30% | 1.61% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.75% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
VMFXX Vanguard Federal Money Market Fund | 4.76% | 5.11% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
BNDX Vanguard Total International Bond ETF | 4.30% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
IJR iShares Core S&P Small-Cap ETF | 2.19% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% |
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 JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION. 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 JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION was 19.00%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current JWAC BALANCED 50%FI 50% EQ OLDER SIMULATION drawdown is 0.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19% | Jan 17, 2020 | 45 | Mar 23, 2020 | 114 | Sep 2, 2020 | 159 |
| -16.07% | Nov 8, 2021 | 223 | Sep 27, 2022 | 316 | Dec 22, 2023 | 539 |
| -10.11% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
| -8.84% | May 22, 2015 | 183 | Feb 11, 2016 | 80 | Jun 7, 2016 | 263 |
| -7.7% | Dec 3, 2024 | 86 | Apr 8, 2025 | 26 | May 15, 2025 | 112 |
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 18 assets, with an effective number of assets of 9.75, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | VMFXX | BNDX | VTIP | VGSH | VGIT | VGLT | EWX | DFEVX | IEMG | RWJ | IJR | DLS | DFSVX | SCHX | FNDC | SCHV | DFIVX | SCHF | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | -0.01 | 0.07 | -0.14 | -0.17 | -0.18 | 0.66 | 0.64 | 0.69 | 0.73 | 0.80 | 0.74 | 0.77 | 0.99 | 0.76 | 0.89 | 0.73 | 0.80 | 0.86 |
| VMFXX | -0.01 | 1.00 | 0.03 | 0.02 | 0.04 | 0.03 | 0.03 | 0.02 | -0.01 | -0.02 | -0.03 | -0.03 | -0.02 | -0.03 | -0.02 | -0.03 | -0.02 | -0.04 | -0.04 | -0.02 |
| BNDX | -0.01 | 0.03 | 1.00 | 0.39 | 0.54 | 0.69 | 0.70 | 0.00 | -0.05 | -0.00 | -0.06 | -0.04 | 0.01 | -0.09 | -0.00 | 0.02 | -0.03 | -0.08 | 0.01 | 0.09 |
| VTIP | 0.07 | 0.02 | 0.39 | 1.00 | 0.56 | 0.58 | 0.42 | 0.12 | 0.11 | 0.11 | 0.07 | 0.07 | 0.16 | 0.06 | 0.07 | 0.16 | 0.08 | 0.14 | 0.15 | 0.20 |
| VGSH | -0.14 | 0.04 | 0.54 | 0.56 | 1.00 | 0.81 | 0.59 | -0.04 | -0.10 | -0.07 | -0.14 | -0.13 | -0.04 | -0.17 | -0.13 | -0.05 | -0.15 | -0.09 | -0.06 | -0.00 |
| VGIT | -0.17 | 0.03 | 0.69 | 0.58 | 0.81 | 1.00 | 0.86 | -0.09 | -0.14 | -0.10 | -0.19 | -0.18 | -0.08 | -0.22 | -0.16 | -0.08 | -0.18 | -0.15 | -0.09 | -0.03 |
| VGLT | -0.18 | 0.03 | 0.70 | 0.42 | 0.59 | 0.86 | 1.00 | -0.12 | -0.17 | -0.13 | -0.21 | -0.19 | -0.13 | -0.24 | -0.18 | -0.14 | -0.20 | -0.20 | -0.14 | -0.08 |
| EWX | 0.66 | 0.02 | 0.00 | 0.12 | -0.04 | -0.09 | -0.12 | 1.00 | 0.83 | 0.90 | 0.55 | 0.58 | 0.74 | 0.58 | 0.66 | 0.74 | 0.63 | 0.71 | 0.76 | 0.72 |
| DFEVX | 0.64 | -0.01 | -0.05 | 0.11 | -0.10 | -0.14 | -0.17 | 0.83 | 1.00 | 0.88 | 0.54 | 0.56 | 0.71 | 0.58 | 0.64 | 0.74 | 0.62 | 0.75 | 0.75 | 0.70 |
| IEMG | 0.69 | -0.02 | -0.00 | 0.11 | -0.07 | -0.10 | -0.13 | 0.90 | 0.88 | 1.00 | 0.56 | 0.59 | 0.76 | 0.59 | 0.69 | 0.78 | 0.64 | 0.75 | 0.81 | 0.74 |
| RWJ | 0.73 | -0.03 | -0.06 | 0.07 | -0.14 | -0.19 | -0.21 | 0.55 | 0.54 | 0.56 | 1.00 | 0.96 | 0.65 | 0.95 | 0.74 | 0.67 | 0.79 | 0.69 | 0.67 | 0.88 |
| IJR | 0.80 | -0.03 | -0.04 | 0.07 | -0.13 | -0.18 | -0.19 | 0.58 | 0.56 | 0.59 | 0.96 | 1.00 | 0.68 | 0.97 | 0.81 | 0.70 | 0.84 | 0.70 | 0.71 | 0.91 |
| DLS | 0.74 | -0.02 | 0.01 | 0.16 | -0.04 | -0.08 | -0.13 | 0.74 | 0.71 | 0.76 | 0.65 | 0.68 | 1.00 | 0.68 | 0.75 | 0.96 | 0.73 | 0.88 | 0.93 | 0.86 |
| DFSVX | 0.77 | -0.03 | -0.09 | 0.06 | -0.17 | -0.22 | -0.24 | 0.58 | 0.58 | 0.59 | 0.95 | 0.97 | 0.68 | 1.00 | 0.77 | 0.70 | 0.84 | 0.73 | 0.71 | 0.91 |
| SCHX | 0.99 | -0.02 | -0.00 | 0.07 | -0.13 | -0.16 | -0.18 | 0.66 | 0.64 | 0.69 | 0.74 | 0.81 | 0.75 | 0.77 | 1.00 | 0.76 | 0.89 | 0.73 | 0.81 | 0.87 |
| FNDC | 0.76 | -0.03 | 0.02 | 0.16 | -0.05 | -0.08 | -0.14 | 0.74 | 0.74 | 0.78 | 0.67 | 0.70 | 0.96 | 0.70 | 0.76 | 1.00 | 0.75 | 0.90 | 0.94 | 0.87 |
| SCHV | 0.89 | -0.02 | -0.03 | 0.08 | -0.15 | -0.18 | -0.20 | 0.63 | 0.62 | 0.64 | 0.79 | 0.84 | 0.73 | 0.84 | 0.89 | 0.75 | 1.00 | 0.76 | 0.79 | 0.90 |
| DFIVX | 0.73 | -0.04 | -0.08 | 0.14 | -0.09 | -0.15 | -0.20 | 0.71 | 0.75 | 0.75 | 0.69 | 0.70 | 0.88 | 0.73 | 0.73 | 0.90 | 0.76 | 1.00 | 0.93 | 0.86 |
| SCHF | 0.80 | -0.04 | 0.01 | 0.15 | -0.06 | -0.09 | -0.14 | 0.76 | 0.75 | 0.81 | 0.67 | 0.71 | 0.93 | 0.71 | 0.81 | 0.94 | 0.79 | 0.93 | 1.00 | 0.88 |
| Portfolio | 0.86 | -0.02 | 0.09 | 0.20 | -0.00 | -0.03 | -0.08 | 0.72 | 0.70 | 0.74 | 0.88 | 0.91 | 0.86 | 0.91 | 0.87 | 0.87 | 0.90 | 0.86 | 0.88 | 1.00 |