Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt, 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 Apr 7, 2021, corresponding to the inception date of VUSB
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.26% | 4.84% | 2.86% | 6.22% | 33.47% | 19.26% | 10.96% | 12.89% |
Portfolio Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt | -0.04% | 1.80% | 3.49% | 4.67% | 14.61% | 8.80% | 3.82% | — |
| Portfolio components: | ||||||||
VUSB Vanguard Ultra-Short Bond ETF | 0.01% | 0.37% | 0.89% | 1.78% | 4.82% | 5.33% | 3.36% | — |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | -0.05% | 0.10% | 0.44% | 0.95% | 4.17% | 4.43% | 1.71% | 1.99% |
BND Vanguard Total Bond Market ETF | -0.15% | 0.06% | 0.57% | 0.33% | 5.36% | 3.94% | 0.25% | 1.69% |
BNDX Vanguard Total International Bond ETF | -0.06% | -0.20% | 0.19% | -0.57% | 2.13% | 4.23% | 0.23% | 1.76% |
VTI Vanguard Total Stock Market ETF | 0.23% | 5.00% | 3.53% | 6.85% | 35.60% | 20.50% | 11.32% | 14.33% |
VXUS Vanguard Total International Stock ETF | -0.02% | 5.22% | 9.64% | 13.45% | 40.46% | 17.41% | 8.28% | 9.28% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 8, 2021, Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +5.5%, while the worst month was Sep 2022 at -4.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.3%, while the worst single day was Apr 4, 2025 at -2.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.10% | 2.45% | -3.59% | 2.61% | 3.49% | ||||||||
| 2025 | 1.34% | 1.17% | -0.11% | 1.73% | 1.61% | 1.68% | -0.29% | 1.73% | 1.44% | 0.98% | 0.24% | 0.79% | 12.99% |
| 2024 | -0.62% | 0.69% | 1.59% | -1.31% | 1.68% | 0.12% | 1.96% | 1.27% | 1.54% | -1.86% | 0.64% | -1.10% | 4.59% |
| 2023 | 3.92% | -2.15% | 2.22% | 0.83% | -1.17% | 1.39% | 1.40% | -1.32% | -1.73% | -1.08% | 4.24% | 3.20% | 9.88% |
| 2022 | -1.62% | -1.47% | -1.25% | -3.31% | 0.44% | -3.33% | 2.50% | -2.94% | -4.58% | 1.27% | 5.50% | -1.54% | -10.27% |
| 2021 | 0.25% | 1.08% | -0.02% | 0.20% | 0.33% | -1.54% | 0.69% | -1.11% | 0.88% | 0.73% |
Benchmark Metrics
Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt has an annualized alpha of 0.78%, beta of 0.27, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since April 08, 2021.
- This portfolio participated in 40.34% of S&P 500 Index downside but only 30.37% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.27 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
- 0.78%
- Beta
- 0.27
- R²
- 0.57
- Upside Capture
- 30.37%
- Downside Capture
- 40.34%
Expense Ratio
Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt has an expense ratio of 0.06%, 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
Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt ranks 55 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 | 2.67 | 2.59 | +0.08 |
Sortino ratioReturn per unit of downside risk | 3.86 | 3.60 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.48 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.33 | -0.34 |
Martin ratioReturn relative to average drawdown | 12.47 | 15.04 | -2.56 |
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 | |
|---|---|---|---|---|---|---|
VUSB Vanguard Ultra-Short Bond ETF | 99 | 7.48 | 14.27 | 3.68 | 13.51 | 78.46 |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 64 | 2.26 | 3.57 | 1.44 | 3.51 | 13.18 |
BND Vanguard Total Bond Market ETF | 31 | 1.37 | 2.04 | 1.24 | 2.42 | 7.69 |
BNDX Vanguard Total International Bond ETF | 15 | 0.66 | 0.96 | 1.12 | 0.81 | 2.92 |
VTI Vanguard Total Stock Market ETF | 75 | 2.69 | 3.73 | 1.50 | 3.65 | 16.49 |
VXUS Vanguard Total International Stock ETF | 75 | 2.88 | 3.83 | 1.53 | 3.59 | 14.36 |
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Dividends
Dividend yield
Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt provided a 3.81% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.81% | 3.94% | 3.94% | 3.70% | 2.04% | 2.55% | 1.38% | 2.52% | 2.38% | 1.92% | 1.84% | 1.71% |
| Portfolio components: | ||||||||||||
VUSB Vanguard Ultra-Short Bond ETF | 4.48% | 4.63% | 5.16% | 4.45% | 1.56% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.92% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
BND Vanguard Total Bond Market ETF | 3.91% | 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 | 4.45% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
VTI Vanguard Total Stock Market ETF | 1.09% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VXUS Vanguard Total International Stock ETF | 2.77% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
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 Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt. 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 Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt was 16.72%, occurring on Oct 14, 2022. Recovery took 434 trading sessions.
The current Vanguard Inflation Hedge ETF Recommendations with Ex-US Tilt drawdown is 1.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.72% | Sep 7, 2021 | 280 | Oct 14, 2022 | 434 | Jul 10, 2024 | 714 |
| -4.96% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
| -4.32% | Mar 20, 2025 | 14 | Apr 8, 2025 | 11 | Apr 24, 2025 | 25 |
| -3.52% | Sep 27, 2024 | 73 | Jan 13, 2025 | 24 | Feb 18, 2025 | 97 |
| -1.8% | Jul 17, 2024 | 15 | Aug 6, 2024 | 7 | Aug 15, 2024 | 22 |
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 6 assets, with an effective number of assets of 3.63, 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 | VUSB | BNDX | VTI | BSV | VXUS | BND | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.12 | 0.15 | 0.99 | 0.12 | 0.76 | 0.17 | 0.71 |
| VUSB | 0.12 | 1.00 | 0.50 | 0.13 | 0.71 | 0.20 | 0.60 | 0.38 |
| BNDX | 0.15 | 0.50 | 1.00 | 0.16 | 0.72 | 0.19 | 0.82 | 0.48 |
| VTI | 0.99 | 0.13 | 0.16 | 1.00 | 0.13 | 0.78 | 0.18 | 0.73 |
| BSV | 0.12 | 0.71 | 0.72 | 0.13 | 1.00 | 0.20 | 0.87 | 0.44 |
| VXUS | 0.76 | 0.20 | 0.19 | 0.78 | 0.20 | 1.00 | 0.22 | 0.93 |
| BND | 0.17 | 0.60 | 0.82 | 0.18 | 0.87 | 0.22 | 1.00 | 0.48 |
| Portfolio | 0.71 | 0.38 | 0.48 | 0.73 | 0.44 | 0.93 | 0.48 | 1.00 |