Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Investment Portfolio 2025, 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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The earliest data available for this chart is May 25, 2021, corresponding to the inception date of VUSXX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Investment Portfolio 2025 | -0.07% | -2.96% | -1.60% | 0.91% | 19.07% | 16.61% | — | — |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | 0.16% | -3.26% | -3.13% | -1.24% | 17.86% | 18.10% | 10.66% | 13.75% |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -2.79% | 3.65% | 8.84% | 30.37% | 16.09% | 8.76% | 9.49% |
VV Vanguard Large-Cap ETF | 0.14% | -3.28% | -3.97% | -1.98% | 17.41% | 18.69% | 11.50% | 14.18% |
VT Vanguard Total World Stock ETF | -0.23% | -3.01% | -0.97% | 1.52% | 21.33% | 16.97% | 9.38% | 11.66% |
BND Vanguard Total Bond Market ETF | 0.22% | -0.98% | 0.31% | 0.85% | 4.27% | 3.53% | 0.30% | 1.70% |
VUSXX Vanguard Treasury Money Market Fund | 0.00% | 0.00% | 0.59% | 1.59% | 3.76% | 2.30% | — | — |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 0.44% | -2.45% | -1.72% | 0.06% | 11.06% | 10.59% | 6.27% | 8.02% |
SWTSX Schwab Total Stock Market Index Fund | 0.70% | -3.41% | -3.36% | -1.52% | 17.49% | 18.09% | 10.61% | 13.62% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 0.00% | -1.65% | -0.33% | 0.26% | 3.70% | 3.43% | -0.05% | — |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.72% | -3.39% | -3.37% | -1.29% | 17.48% | 18.25% | 11.21% | 14.07% |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2021, Investment Portfolio 2025's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +8.7%, while the worst month was Sep 2022 at -8.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Investment Portfolio 2025 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.31% | 0.91% | -5.44% | 0.80% | -1.60% | ||||||||
| 2025 | 3.12% | -0.80% | -4.13% | 0.32% | 5.54% | 4.42% | 1.39% | 2.53% | 3.09% | 2.02% | 0.41% | 0.64% | 19.79% |
| 2024 | 0.69% | 4.38% | 3.04% | -3.81% | 4.36% | 2.01% | 1.82% | 2.21% | 1.73% | -1.64% | 4.92% | -2.80% | 17.78% |
| 2023 | 6.79% | -2.49% | 2.71% | 1.36% | -0.43% | 5.74% | 3.19% | -2.13% | -4.25% | -2.52% | 8.67% | 4.87% | 22.60% |
| 2022 | -5.13% | -2.40% | 2.41% | -7.96% | 0.24% | -7.77% | 7.85% | -3.96% | -8.69% | 6.96% | 6.44% | -4.63% | -17.16% |
| 2021 | 0.56% | 1.62% | 1.51% | 2.31% | -3.96% | 5.51% | -1.86% | 3.70% | 9.44% |
Benchmark Metrics
Investment Portfolio 2025 has an annualized alpha of 0.54%, beta of 0.89, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participated in 91.04% of S&P 500 Index downside but only 89.56% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.54%
- Beta
- 0.89
- R²
- 0.98
- Upside Capture
- 89.56%
- Downside Capture
- 91.04%
Expense Ratio
Investment Portfolio 2025 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
Investment Portfolio 2025 ranks 51 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.88 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.37 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.39 | +0.41 |
Martin ratioReturn relative to average drawdown | 8.45 | 6.43 | +2.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 54 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
VEA Vanguard FTSE Developed Markets ETF | 83 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
VV Vanguard Large-Cap ETF | 53 | 0.94 | 1.45 | 1.22 | 1.50 | 6.88 |
VT Vanguard Total World Stock ETF | 68 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
BND Vanguard Total Bond Market ETF | 48 | 1.00 | 1.42 | 1.18 | 1.71 | 4.64 |
VUSXX Vanguard Treasury Money Market Fund | — | 3.51 | — | — | — | — |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 67 | 1.34 | 1.95 | 1.29 | 1.74 | 8.08 |
SWTSX Schwab Total Stock Market Index Fund | 49 | 0.99 | 1.51 | 1.23 | 1.52 | 7.23 |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 29 | 0.84 | 1.20 | 1.15 | 1.38 | 3.85 |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 50 | 1.00 | 1.53 | 1.23 | 1.55 | 7.39 |
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Dividends
Dividend yield
Investment Portfolio 2025 provided a 1.67% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.67% | 1.72% | 1.72% | 1.73% | 1.81% | 1.52% | 1.48% | 1.92% | 2.19% | 1.84% | 2.04% | 2.03% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VV Vanguard Large-Cap ETF | 1.12% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VUSXX Vanguard Treasury Money Market Fund | 3.69% | 4.15% | 1.63% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.27% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
SWTSX Schwab Total Stock Market Index Fund | 1.14% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.97% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
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 Investment Portfolio 2025. 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 Investment Portfolio 2025 was 24.21%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current Investment Portfolio 2025 drawdown is 5.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.21% | Jan 4, 2022 | 196 | Oct 12, 2022 | 298 | Dec 19, 2023 | 494 |
| -16.06% | Feb 19, 2025 | 35 | Apr 8, 2025 | 41 | Jun 6, 2025 | 76 |
| -8.56% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -7.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -4.96% | Mar 28, 2024 | 16 | Apr 19, 2024 | 17 | May 14, 2024 | 33 |
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 10 assets, with an effective number of assets of 3.70, 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
| Benchmark | VUSXX | SWAGX | BND | VEA | VV | SWTSX | VTCLX | VTI | VT | VTMFX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.13 | 0.17 | 0.78 | 1.00 | 0.99 | 1.00 | 0.99 | 0.96 | 0.98 | 0.98 |
| VUSXX | 0.00 | 1.00 | 0.14 | 0.01 | -0.03 | 0.00 | -0.00 | 0.00 | -0.00 | -0.02 | 0.01 | -0.00 |
| SWAGX | 0.13 | 0.14 | 1.00 | 0.96 | 0.21 | 0.13 | 0.14 | 0.14 | 0.14 | 0.16 | 0.21 | 0.16 |
| BND | 0.17 | 0.01 | 0.96 | 1.00 | 0.24 | 0.17 | 0.17 | 0.17 | 0.17 | 0.20 | 0.24 | 0.19 |
| VEA | 0.78 | -0.03 | 0.21 | 0.24 | 1.00 | 0.78 | 0.79 | 0.78 | 0.79 | 0.91 | 0.79 | 0.86 |
| VV | 1.00 | 0.00 | 0.13 | 0.17 | 0.78 | 1.00 | 0.99 | 1.00 | 0.99 | 0.96 | 0.98 | 0.98 |
| SWTSX | 0.99 | -0.00 | 0.14 | 0.17 | 0.79 | 0.99 | 1.00 | 1.00 | 1.00 | 0.96 | 0.98 | 0.99 |
| VTCLX | 1.00 | 0.00 | 0.14 | 0.17 | 0.78 | 1.00 | 1.00 | 1.00 | 1.00 | 0.96 | 0.98 | 0.99 |
| VTI | 0.99 | -0.00 | 0.14 | 0.17 | 0.79 | 0.99 | 1.00 | 1.00 | 1.00 | 0.97 | 0.98 | 0.99 |
| VT | 0.96 | -0.02 | 0.16 | 0.20 | 0.91 | 0.96 | 0.96 | 0.96 | 0.97 | 1.00 | 0.95 | 0.99 |
| VTMFX | 0.98 | 0.01 | 0.21 | 0.24 | 0.79 | 0.98 | 0.98 | 0.98 | 0.98 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.98 | -0.00 | 0.16 | 0.19 | 0.86 | 0.98 | 0.99 | 0.99 | 0.99 | 0.99 | 0.98 | 1.00 |