5 fund portfolio
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Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 35% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | Large Cap Growth Equities | 65% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 23, 2004, corresponding to the inception date of ITOT
Returns By Period
As of Jun 1, 2025, the 5 fund portfolio returned 1.12% Year-To-Date and 8.63% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| 5 fund portfolio | 1.12% | 3.46% | -1.52% | 10.53% | 9.65% | 8.63% |
| Portfolio components: | ||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.35% | 5.67% | -2.69% | 12.76% | 15.23% | 12.20% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.55% | -0.34% | 0.82% | 5.56% | -0.92% | 1.57% |
Monthly Returns
The table below presents the monthly returns of 5 fund portfolio, 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 | 2.14% | -0.43% | -3.83% | -0.37% | 3.78% | 1.12% | |||||||
| 2024 | 0.63% | 2.96% | 2.45% | -3.76% | 3.81% | 2.33% | 2.06% | 1.90% | 1.81% | -1.28% | 4.94% | -2.61% | 15.93% |
| 2023 | 5.67% | -2.43% | 2.64% | 0.87% | -0.09% | 4.39% | 2.46% | -1.54% | -4.11% | -2.32% | 7.87% | 4.85% | 18.98% |
| 2022 | -4.55% | -2.04% | 1.05% | -7.20% | 0.14% | -5.84% | 6.69% | -3.52% | -7.35% | 4.50% | 4.72% | -4.04% | -17.21% |
| 2021 | -0.43% | 1.53% | 2.00% | 3.68% | 0.37% | 1.87% | 1.60% | 1.89% | -3.42% | 4.57% | -0.93% | 2.54% | 16.11% |
| 2020 | 0.62% | -4.64% | -8.84% | 8.48% | 3.48% | 1.69% | 4.12% | 4.21% | -2.36% | -1.43% | 8.16% | 2.95% | 16.09% |
| 2019 | 5.82% | 2.32% | 1.66% | 2.55% | -3.73% | 4.97% | 0.92% | -0.39% | 0.99% | 1.55% | 2.53% | 1.93% | 22.90% |
| 2018 | 2.99% | -2.85% | -1.03% | -0.12% | 2.06% | 0.49% | 2.16% | 2.51% | -0.10% | -5.17% | 1.52% | -5.37% | -3.33% |
| 2017 | 1.38% | 2.56% | 0.06% | 0.97% | 0.94% | 0.60% | 1.37% | 0.40% | 1.41% | 1.53% | 2.00% | 0.99% | 15.13% |
| 2016 | -3.36% | 0.40% | 4.82% | 0.46% | 1.16% | 0.78% | 2.74% | 0.12% | 0.14% | -1.77% | 1.97% | 1.44% | 9.02% |
| 2015 | -1.14% | 3.29% | -0.70% | 0.30% | 0.71% | -1.56% | 1.56% | -4.10% | -1.38% | 5.23% | 0.15% | -1.28% | 0.75% |
| 2014 | -1.67% | 3.03% | 0.47% | 0.53% | 1.86% | 1.47% | -1.19% | 3.06% | -1.37% | 2.07% | 1.87% | 0.43% | 10.92% |
Expense Ratio
5 fund portfolio has an expense ratio of 0.04%, 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 5 fund portfolio is 55, 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 | |
|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.68 | 0.98 | 1.14 | 0.63 | 2.33 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.11 | 1.61 | 1.19 | 0.49 | 2.78 |
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Dividends
Dividend yield
5 fund portfolio provided a 2.16% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.16% | 2.11% | 2.05% | 1.92% | 1.39% | 1.67% | 2.17% | 2.43% | 1.91% | 2.03% | 2.17% | 2.27% |
| Portfolio components: | ||||||||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.81% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
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 5 fund portfolio. 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 5 fund portfolio was 36.54%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current 5 fund portfolio drawdown is 2.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.54% | Oct 10, 2007 | 355 | Mar 9, 2009 | 420 | Nov 4, 2010 | 775 |
| -23.49% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -22.01% | Dec 28, 2021 | 202 | Oct 14, 2022 | 329 | Feb 7, 2024 | 531 |
| -13.08% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -12.59% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
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 2 assets, with an effective number of assets of 1.83, 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 | AGG | ITOT | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.12 | 0.98 | 0.97 |
| AGG | -0.12 | 1.00 | -0.12 | 0.02 |
| ITOT | 0.98 | -0.12 | 1.00 | 0.98 |
| Portfolio | 0.97 | 0.02 | 0.98 | 1.00 |