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2026 Risk Reduction
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026 Risk Reduction, 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 year.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2026 Risk Reduction
0.22%-0.28%7.30%7.43%16.72%13.41%7.57%
BNDX
Vanguard Total International Bond ETF
0.17%1.69%1.02%1.22%2.27%4.32%0.32%1.72%
GLDM
SPDR Gold MiniShares Trust
0.11%-7.40%-2.40%-2.09%22.58%29.27%17.41%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
-1.04%-8.33%28.75%30.02%30.88%12.43%10.98%7.99%
SCHD
Schwab U.S. Dividend Equity ETF
0.89%3.47%20.66%19.57%26.72%14.90%8.75%12.91%
VBR
Vanguard Small-Cap Value ETF
0.87%6.17%14.60%12.92%29.93%16.09%8.36%10.99%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.07%0.96%0.41%0.89%6.00%6.37%1.11%2.93%
VDC
Vanguard Consumer Staples ETF
0.65%0.43%10.55%8.59%8.56%9.05%7.16%8.03%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.12%0.67%-0.29%0.04%3.43%3.69%0.01%1.20%
VIG
Vanguard Dividend Appreciation ETF
0.53%2.76%7.68%6.99%19.52%15.98%10.74%13.24%
VNQ
Vanguard Real Estate ETF
0.92%4.90%12.51%12.32%14.02%10.14%2.55%5.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2018, 2026 Risk Reduction's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +5.4%, while the worst month was Mar 2020 at -7.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026 Risk Reduction closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +3.5%, while the worst single day was Mar 12, 2020 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.54%3.77%-3.12%3.05%-0.07%-0.85%7.30%
20252.32%1.58%0.66%-0.23%1.10%1.61%0.18%2.63%2.51%0.65%2.15%0.38%16.61%
2024-0.40%0.66%3.28%-1.74%2.05%0.46%3.21%1.77%2.04%-0.48%1.56%-2.63%10.01%
20234.03%-3.22%2.28%0.65%-2.20%1.87%2.32%-1.31%-3.02%-0.51%4.61%3.49%8.93%
2022-1.85%0.36%1.09%-2.56%0.25%-4.39%2.52%-3.01%-5.80%3.25%4.93%-1.78%-7.29%
2021-0.67%0.94%2.01%2.91%2.32%-0.33%1.50%0.61%-2.01%2.74%-1.69%3.88%12.70%

Benchmark Metrics

2026 Risk Reduction has an annualized alpha of 3.75%, beta of 0.35, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since June 26, 2018.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.57%) than losses (43.29%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.75% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.35 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.75%
Beta
0.35
0.66
Upside Capture
43.57%
Downside Capture
43.29%

Expense Ratio

2026 Risk Reduction has an expense ratio of 0.10%, 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

2026 Risk Reduction ranks 71 for risk / return — better than 71% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


2026 Risk Reduction Risk / Return Rank: 7171
Overall Rank
2026 Risk Reduction Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
2026 Risk Reduction Sortino Ratio Rank: 7373
Sortino Ratio Rank
2026 Risk Reduction Omega Ratio Rank: 7777
Omega Ratio Rank
2026 Risk Reduction Calmar Ratio Rank: 6767
Calmar Ratio Rank
2026 Risk Reduction Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2026 Risk Reduction 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.34

1.86

+0.48

Sortino ratioReturn per unit of downside risk

3.17

2.53

+0.64

Omega ratioGain probability vs. loss probability

1.44

1.34

+0.10

Calmar ratioReturn relative to maximum drawdown

3.32

2.53

+0.78

Martin ratioReturn relative to average drawdown

12.71

11.37

+1.34


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2026 Risk Reduction Sharpe ratio is 2.34 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2026 Risk Reduction compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

2026 Risk Reduction provided a 2.89% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.89%3.08%2.99%2.86%3.40%5.82%1.80%2.28%2.43%2.20%2.35%1.69%
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%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.98%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
VBR
Vanguard Small-Cap Value ETF
1.71%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.79%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%
VDC
Vanguard Consumer Staples ETF
2.08%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%
VIG
Vanguard Dividend Appreciation ETF
1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
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%

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 2026 Risk Reduction. 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 2026 Risk Reduction was 17.49%, occurring on Mar 20, 2020. Recovery took 88 trading sessions.

The current 2026 Risk Reduction drawdown is 1.39%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-17.49%Mar 2020
25d4mo 9d
5mo 4dFeb 2020 - Jul 2020
Bear market2022
-13.35%Sep 2022
6mo1y 2mo
1y 8moMar 2022 - Dec 2023
Rate-hike selloffLate 2018
-6.49%Dec 2018
3mo 4d1mo 12d
4mo 16dSep 2018 - Feb 2019
2025 selloff2025
-6.08%Apr 2025
5d28d
1mo 3dApr 2025 - May 2025
2026 pullback2026
-5.04%Mar 2026
23d1mo 16d
2mo 9dMar 2026 - May 2026

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 15 assets, with an effective number of assets of 11.57, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.66

1.59

1.56

1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2026 Risk Reduction correlation to the S&P 500 Index

2026 Risk Reduction has a 0.49 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.73


Benchmark Correlations

Correlation vs. S&P 500 Index. VUG has the highest benchmark correlation at 0.94, while VGIT has the lowest at -0.05.

VGIT
-0.05
GLDM
0.08
BNDX
0.09
VTIP
0.12
VCIT
0.23
PDBC
0.24
VDC
0.54
VNQ
0.61
VYMI
0.73
SCHD
0.75
VBR
0.79
VXUS
0.79
VYM
0.82
VIG
0.91
VUG
0.94

Portfolio Correlations

Correlation vs. 2026 Risk Reduction. VYM has the highest portfolio correlation at 0.77, while VGIT has the lowest at 0.25.

VGIT
0.25
BNDX
0.31
VTIP
0.42
PDBC
0.45
VCIT
0.47
GLDM
0.53
VUG
0.60
VDC
0.61
VNQ
0.71
VBR
0.73
SCHD
0.75
VYMI
0.76
VXUS
0.76
VIG
0.77
VYM
0.77

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Jun 26, 2018
Diversification Analysis

Find what 2026 Risk Reduction is missing

See which holdings overlap, where 2026 Risk Reduction is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification