Asset Allocation
Find the right asset allocation for 6 Fund ETF Index
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 6 Fund ETF Index, 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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Returns By Period
As of Jun 13, 2026, the 6 Fund ETF Index returned 9.01% Year-To-Date and 12.65% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 6 Fund ETF Index | 0.51% | 0.02% | 9.01% | 9.35% | 22.12% | 17.80% | 10.25% | 12.65% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.12% | 0.45% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
BNDX Vanguard Total International Bond ETF | 0.17% | 0.85% | 1.02% | 1.22% | 2.27% | 4.32% | 0.32% | 1.72% |
VNQ Vanguard Real Estate ETF | 0.92% | 3.35% | 12.51% | 12.32% | 14.02% | 10.14% | 2.55% | 5.65% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.04% | -0.12% | 1.85% | 1.95% | 4.51% | 5.25% | 3.37% | 3.09% |
VTV Vanguard Value ETF | 0.93% | 3.87% | 14.29% | 13.99% | 27.90% | 18.16% | 11.76% | 12.78% |
VUG Vanguard Growth ETF | 0.18% | -3.64% | 4.99% | 5.66% | 22.83% | 23.38% | 13.78% | 17.90% |
VWO Vanguard FTSE Emerging Markets ETF | 0.76% | -0.68% | 10.77% | 12.57% | 26.52% | 16.61% | 5.03% | 9.00% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 4, 2013, 6 Fund ETF Index's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +10.5%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 6 Fund ETF Index closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +7.5%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.85% | 0.64% | -4.61% | 8.33% | 3.91% | -0.97% | 9.01% | ||||||
| 2025 | 2.46% | -0.29% | -3.78% | -0.55% | 4.69% | 4.26% | 1.47% | 2.12% | 3.11% | 1.38% | 0.32% | 0.05% | 16.01% |
| 2024 | 0.44% | 4.01% | 2.71% | -3.33% | 3.83% | 2.87% | 1.83% | 2.30% | 2.42% | -1.19% | 4.56% | -2.69% | 18.83% |
| 2023 | 6.28% | -2.81% | 3.17% | 1.01% | -0.20% | 5.32% | 3.09% | -2.00% | -4.00% | -2.11% | 8.16% | 4.51% | 21.43% |
| 2022 | -4.25% | -2.56% | 2.09% | -7.31% | -0.18% | -6.67% | 7.03% | -3.49% | -8.56% | 5.44% | 5.76% | -4.72% | -17.45% |
| 2021 | -0.37% | 2.23% | 3.20% | 4.28% | 0.74% | 2.04% | 1.30% | 2.32% | -3.99% | 5.29% | -1.12% | 3.56% | 20.87% |
Benchmark Metrics
6 Fund ETF Index has an annualized alpha of 1.23%, beta of 0.82, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.01%) than losses (83.72%) - typical of diversified or defensive assets.
- Alpha
- 1.23%
- Beta
- 0.82
- R²
- 0.97
- Upside Capture
- 84.01%
- Downside Capture
- 83.72%
Expense Ratio
6 Fund ETF Index has an expense ratio of 0.05%, 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
6 Fund ETF Index ranks 60 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 6 Fund ETF Index and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.07 | 1.86 | +0.21 |
| Sortino ratioReturn per unit of downside risk | 2.88 | 2.53 | +0.34 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.53 | +0.29 |
| Martin ratioReturn relative to average drawdown | 12.66 | 11.37 | +1.29 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
BNDX Vanguard Total International Bond ETF | 18 | 0.56 | 0.82 | 1.10 | 0.66 | 1.84 |
VNQ Vanguard Real Estate ETF | 31 | 0.96 | 1.39 | 1.17 | 1.56 | 4.90 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 95 | 3.07 | 5.24 | 1.65 | 6.57 | 25.36 |
VTV Vanguard Value ETF | 87 | 2.61 | 3.71 | 1.47 | 4.25 | 16.04 |
VUG Vanguard Growth ETF | 35 | 1.29 | 1.78 | 1.23 | 1.29 | 4.43 |
VWO Vanguard FTSE Emerging Markets ETF | 48 | 1.49 | 2.10 | 1.28 | 2.21 | 7.80 |
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Dividends
Dividend yield
6 Fund ETF Index provided a 1.80% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.80% | 1.94% | 2.01% | 2.13% | 2.28% | 1.84% | 1.75% | 2.11% | 2.35% | 1.96% | 2.09% | 2.10% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
VNQ Vanguard Real Estate ETF | 3.54% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
VTV Vanguard Value ETF | 1.83% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
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 6 Fund ETF Index. 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 6 Fund ETF Index was 29.47%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 6 Fund ETF Index drawdown is 1.53%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.47%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -23.11%Oct 2022 | 9mo 13d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -14.97%Dec 2018 | 3mo 4d | 2mo 27d | 6mo 1dSep 2018 - Mar 2019 |
2025 selloff2025 | -14.72%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 |
2016 correction2016 | -13.10%Feb 2016 | 9mo 20d | 3mo 28d | 1y 1moApr 2015 - Jun 2016 |
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 7 assets, with an effective number of assets of 3.77, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.21 | 1.18 | 1.16 | 1.13 | 1.13 |
The portfolio has a diversification ratio of 1.13, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
6 Fund ETF Index correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VUG has the highest benchmark correlation at 0.94, while BND has the lowest at -0.00.
Asset Correlations Table
Find what 6 Fund ETF Index is missing
See which holdings overlap, where 6 Fund ETF Index is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification