6 Fund ETF Index
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of May 30, 2025, the 6 Fund ETF Index returned 2.43% Year-To-Date and 10.21% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| 6 Fund ETF Index | 2.43% | 4.83% | 0.16% | 13.31% | 12.62% | 10.21% |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | 1.67% | 2.92% | -4.49% | 10.82% | 13.86% | 9.94% |
VUG Vanguard Growth ETF | 0.88% | 9.18% | 2.19% | 16.70% | 17.17% | 15.26% |
VWO Vanguard FTSE Emerging Markets ETF | 8.08% | 5.32% | 7.47% | 12.75% | 8.22% | 4.19% |
BND Vanguard Total Bond Market ETF | 2.30% | -0.93% | 0.95% | 6.08% | -1.04% | 1.49% |
BNDX Vanguard Total International Bond ETF | 1.52% | 0.11% | 1.24% | 6.82% | 0.02% | 2.03% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | -0.36% | 3.34% | 6.83% | 3.86% | 2.84% |
VNQ Vanguard Real Estate ETF | 1.30% | 1.48% | -7.60% | 15.51% | 6.90% | 5.25% |
Monthly Returns
The table below presents the monthly returns of 6 Fund ETF Index, 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 | 2.46% | -0.29% | -3.78% | -0.55% | 4.77% | 2.43% | |||||||
| 2024 | 0.44% | 4.01% | 2.70% | -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% | 4.54% | 21.46% |
| 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% | 3.55% | 20.87% |
| 2020 | -0.06% | -6.21% | -11.69% | 10.53% | 4.08% | 2.29% | 5.16% | 5.36% | -2.76% | -1.73% | 9.53% | 3.52% | 16.94% |
| 2019 | 7.36% | 2.32% | 1.97% | 3.07% | -4.93% | 5.62% | 1.07% | -1.10% | 1.42% | 2.03% | 2.57% | 2.76% | 26.39% |
| 2018 | 4.57% | -3.55% | -1.48% | -0.05% | 1.75% | 0.31% | 2.93% | 2.05% | 0.08% | -5.89% | 2.13% | -6.64% | -4.37% |
| 2017 | 1.95% | 3.27% | 0.33% | 1.02% | 1.15% | 0.61% | 2.07% | 0.65% | 1.28% | 1.88% | 2.18% | 1.31% | 19.17% |
| 2016 | -4.37% | -0.03% | 6.73% | 0.24% | 1.06% | 1.23% | 3.46% | -0.02% | 0.21% | -1.65% | 1.82% | 1.61% | 10.36% |
| 2015 | -1.38% | 4.17% | -1.92% | 1.84% | 0.48% | -1.97% | 1.25% | -5.60% | -1.88% | 6.69% | -0.03% | -1.52% | -0.45% |
| 2014 | -2.84% | 3.98% | 0.81% | 0.67% | 2.29% | 1.94% | -0.83% | 3.47% | -2.21% | 2.47% | 2.01% | -0.57% | 11.49% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 6 Fund ETF Index is 59, 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTV Vanguard Value ETF | 0.69 | 0.89 | 1.12 | 0.61 | 2.18 |
VUG Vanguard Growth ETF | 0.66 | 1.09 | 1.15 | 0.74 | 2.49 |
VWO Vanguard FTSE Emerging Markets ETF | 0.69 | 0.97 | 1.13 | 0.57 | 1.89 |
BND Vanguard Total Bond Market ETF | 1.15 | 1.41 | 1.17 | 0.41 | 2.46 |
BNDX Vanguard Total International Bond ETF | 1.84 | 2.31 | 1.28 | 0.69 | 7.29 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38 | 5.00 | 1.74 | 6.88 | 20.50 |
VNQ Vanguard Real Estate ETF | 0.86 | 1.12 | 1.15 | 0.56 | 2.34 |
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Dividends
Dividend yield
6 Fund ETF Index provided a 2.01% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 2.01% | 2.16% | 2.28% | 1.83% | 1.74% | 2.11% | 2.35% | 1.96% | 2.09% | 2.10% | 1.92% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.29% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
VUG Vanguard Growth ETF | 0.47% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VWO Vanguard FTSE Emerging Markets ETF | 2.98% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.27% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
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% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
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 1.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.47% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -23.11% | Jan 4, 2022 | 197 | Oct 14, 2022 | 301 | Dec 27, 2023 | 498 |
| -14.97% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -14.72% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.1% | Apr 27, 2015 | 202 | Feb 11, 2016 | 81 | Jun 8, 2016 | 283 |
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. 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 | BNDX | VTIP | BND | VWO | VNQ | VUG | VTV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.08 | -0.03 | 0.68 | 0.60 | 0.94 | 0.88 | 0.98 |
| BNDX | -0.01 | 1.00 | 0.39 | 0.72 | -0.00 | 0.18 | 0.03 | -0.05 | 0.04 |
| VTIP | 0.08 | 0.39 | 1.00 | 0.56 | 0.12 | 0.20 | 0.07 | 0.07 | 0.12 |
| BND | -0.03 | 0.72 | 0.56 | 1.00 | 0.01 | 0.23 | 0.01 | -0.07 | 0.03 |
| VWO | 0.68 | -0.00 | 0.12 | 0.01 | 1.00 | 0.42 | 0.64 | 0.62 | 0.76 |
| VNQ | 0.60 | 0.18 | 0.20 | 0.23 | 0.42 | 1.00 | 0.53 | 0.62 | 0.65 |
| VUG | 0.94 | 0.03 | 0.07 | 0.01 | 0.64 | 0.53 | 1.00 | 0.71 | 0.93 |
| VTV | 0.88 | -0.05 | 0.07 | -0.07 | 0.62 | 0.62 | 0.71 | 1.00 | 0.88 |
| Portfolio | 0.98 | 0.04 | 0.12 | 0.03 | 0.76 | 0.65 | 0.93 | 0.88 | 1.00 |