Asset Allocation
Find the right asset allocation for 10-1-2025 Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10-1-2025 Portfolio, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 10-1-2025 Portfolio | 0.09% | -0.09% | 9.57% | 9.80% | 23.99% | 17.77% | 10.05% | — |
| Portfolio components: | ||||||||
DFGEX DFA Global Real Estate Securities Portfolio | 0.35% | 1.84% | 10.89% | 11.70% | 13.17% | 10.06% | 2.03% | 4.11% |
FTIHX Fidelity Total International Index Fund | 3.27% | 0.31% | 12.99% | 14.98% | 29.14% | 18.54% | 8.11% | — |
FXAIX Fidelity 500 Index Fund | 1.76% | -1.31% | 8.59% | 8.94% | 25.18% | 21.06% | 13.34% | 15.44% |
IJR iShares Core S&P Small-Cap ETF | 0.97% | 5.53% | 19.73% | 16.47% | 37.01% | 14.75% | 6.25% | 11.16% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 0.52% | 0.55% | 0.43% | 0.97% | 4.92% | 4.06% | 0.06% | 1.54% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.52% | 0.55% | 0.42% | 0.97% | 4.90% | 4.05% | 0.05% | 1.54% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.75% | -1.31% | 8.58% | 8.92% | 25.15% | 21.03% | 13.30% | 15.40% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 1.75% | -1.31% | 8.58% | 8.93% | 25.16% | 21.46% | 13.46% | 15.50% |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 1.77% | -1.18% | 8.29% | 8.61% | 24.78% | 21.25% | 12.90% | 15.42% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.03% | 3.61% | 13.57% | 11.91% | 28.83% | 16.20% | 8.17% | 10.84% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 16, 2016, 10-1-2025 Portfolio's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +11.0%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 10-1-2025 Portfolio closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 16, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.36% | 0.98% | -5.15% | 8.94% | 3.86% | -1.22% | 9.57% | ||||||
| 2025 | 2.58% | -0.77% | -4.07% | -0.40% | 4.98% | 4.24% | 1.25% | 2.79% | 2.91% | 1.49% | 0.61% | 0.28% | 16.71% |
| 2024 | 0.11% | 3.89% | 2.95% | -4.01% | 4.47% | 1.97% | 2.86% | 2.04% | 2.03% | -1.90% | 4.99% | -2.79% | 17.39% |
| 2023 | 6.72% | -2.70% | 1.92% | 1.00% | -0.71% | 5.59% | 3.18% | -2.20% | -4.56% | -2.69% | 8.59% | 5.61% | 20.42% |
| 2022 | -4.88% | -2.30% | 2.20% | -7.57% | 0.33% | -7.56% | 7.79% | -4.06% | -9.02% | 6.63% | 6.28% | -4.75% | -17.30% |
| 2021 | -0.12% | 2.79% | 3.33% | 4.28% | 1.12% | 1.59% | 1.35% | 2.35% | -3.94% | 5.26% | -1.32% | 4.07% | 22.40% |
Benchmark Metrics
10-1-2025 Portfolio has an annualized alpha of 0.77%, beta of 0.84, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 16, 2016.
- This portfolio participated in 89.84% of S&P 500 Index downside but only 87.29% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.77%
- Beta
- 0.84
- R²
- 0.98
- Upside Capture
- 87.29%
- Downside Capture
- 89.84%
Expense Ratio
10-1-2025 Portfolio 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
10-1-2025 Portfolio 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
The table below presents risk-adjusted performance metrics for 10-1-2025 Portfolio 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.03 | 1.86 | +0.17 |
| Sortino ratioReturn per unit of downside risk | 2.82 | 2.53 | +0.28 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.53 | +0.29 |
| Martin ratioReturn relative to average drawdown | 12.65 | 11.37 | +1.27 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 20 | 1.08 | 1.54 | 1.19 | 1.42 | 4.97 |
FTIHX Fidelity Total International Index Fund | 54 | 1.86 | 2.54 | 1.35 | 2.51 | 9.70 |
FXAIX Fidelity 500 Index Fund | 65 | 1.97 | 2.67 | 1.36 | 2.74 | 12.46 |
IJR iShares Core S&P Small-Cap ETF | 71 | 1.94 | 2.80 | 1.33 | 3.97 | 13.35 |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 25 | 1.26 | 1.90 | 1.22 | 1.71 | 4.95 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 25 | 1.25 | 1.89 | 1.22 | 1.70 | 4.93 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 65 | 1.97 | 2.67 | 1.36 | 2.73 | 12.43 |
VINIX Vanguard Institutional Index Fund Institutional Shares | 65 | 1.97 | 2.67 | 1.36 | 2.74 | 12.44 |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 60 | 1.93 | 2.61 | 1.35 | 2.61 | 11.68 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 56 | 1.74 | 2.57 | 1.30 | 3.02 | 10.71 |
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Dividends
Dividend yield
10-1-2025 Portfolio provided a 2.35% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.35% | 2.30% | 3.06% | 2.48% | 2.90% | 3.30% | 2.38% | 2.80% | 2.59% | 1.88% | 2.19% | 2.42% |
| Portfolio components: | ||||||||||||
DFGEX DFA Global Real Estate Securities Portfolio | 3.67% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
FTIHX Fidelity Total International Index Fund | 2.46% | 2.78% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 0.45% | 0.47% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.06% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
IJR iShares Core S&P Small-Cap ETF | 1.11% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.99% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.98% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.04% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 2.46% | 2.10% | 3.64% | 2.65% | 3.38% | 4.77% | 3.06% | 2.85% | 2.43% | 1.82% | 2.36% | 2.45% |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 0.99% | 1.08% | 1.23% | 1.40% | 1.66% | 1.18% | 1.45% | 1.80% | 2.08% | 1.75% | 1.98% | 1.96% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.73% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
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 10-1-2025 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 10-1-2025 Portfolio was 31.53%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current 10-1-2025 Portfolio drawdown is 1.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.53%Mar 2020 | 1mo 2d | 5mo 4d | 6mo 6dFeb 2020 - Aug 2020 |
Bear market2022 | -23.98%Oct 2022 | 9mo 12d | 1y 3mo | 2y 24dJan 2022 - Jan 2024 |
Rate-hike selloffLate 2018 | -16.70%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
2025 selloff2025 | -15.69%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 |
2018 pullback2018 | -8.84%Feb 2018 | 10d | 6mo | 6mo 10dJan 2018 - Aug 2018 |
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 12 assets, with an effective number of assets of 4.13, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.10 | 1.11 | 1.10 | 1.09 |
The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
10-1-2025 Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFIAX has the highest benchmark correlation at 1.00, while VBTIX has the lowest at -0.01.
Asset Correlations Table
| VBTLX | VBTIX | DFGEX | FTIHX | IJR | VTSNX | VSIAX | VLCAX | FXAIX | VINIX | VFIAX | VTSAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VBTLX | 1.00 | 1.00 | 0.22 | 0.04 | -0.05 | 0.03 | -0.05 | -0.01 | -0.02 | -0.01 | -0.01 | -0.01 |
| VBTIX | 1.00 | 1.00 | 0.22 | 0.04 | -0.05 | 0.04 | -0.05 | -0.01 | -0.02 | -0.01 | -0.01 | -0.01 |
| DFGEX | 0.22 | 0.22 | 1.00 | 0.58 | 0.61 | 0.59 | 0.64 | 0.59 | 0.60 | 0.60 | 0.60 | 0.61 |
| FTIHX | 0.04 | 0.04 | 0.58 | 1.00 | 0.67 | 0.99 | 0.69 | 0.76 | 0.76 | 0.76 | 0.76 | 0.77 |
| IJR | -0.05 | -0.05 | 0.61 | 0.67 | 1.00 | 0.69 | 0.97 | 0.78 | 0.78 | 0.78 | 0.78 | 0.82 |
| VTSNX | 0.03 | 0.04 | 0.59 | 0.99 | 0.69 | 1.00 | 0.71 | 0.78 | 0.79 | 0.79 | 0.79 | 0.79 |
| VSIAX | -0.05 | -0.05 | 0.64 | 0.69 | 0.97 | 0.71 | 1.00 | 0.79 | 0.79 | 0.79 | 0.79 | 0.83 |
| VLCAX | -0.01 | -0.01 | 0.59 | 0.76 | 0.78 | 0.78 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 |
| FXAIX | -0.02 | -0.02 | 0.60 | 0.76 | 0.78 | 0.79 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 |
| VINIX | -0.01 | -0.01 | 0.60 | 0.76 | 0.78 | 0.79 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 |
| VFIAX | -0.01 | -0.01 | 0.60 | 0.76 | 0.78 | 0.79 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 |
| VTSAX | -0.01 | -0.01 | 0.61 | 0.77 | 0.82 | 0.79 | 0.83 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 |
Find what 10-1-2025 Portfolio is missing
See which holdings overlap, where 10-1-2025 Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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