Asset Allocation
Performance
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.
Loading graphics...
The earliest data available for this chart is Jun 16, 2016, corresponding to the inception date of FTIHX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio 10-1-2025 Portfolio | 0.04% | -3.66% | -1.24% | 0.53% | 21.79% | 15.34% | 8.98% | — |
| Portfolio components: | ||||||||
VINIX Vanguard Institutional Index Fund Institutional Shares | 0.12% | -4.07% | -3.54% | -1.40% | 23.48% | 18.87% | 12.10% | 14.26% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | -0.65% | -3.29% | 2.75% | 5.87% | 30.66% | 15.45% | 7.44% | 8.98% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 0.10% | -1.32% | -0.18% | 0.61% | 3.35% | 3.42% | 0.22% | 1.62% |
FXAIX Fidelity 500 Index Fund | 0.12% | -4.06% | -3.53% | -1.39% | 23.48% | 18.49% | 11.97% | 14.21% |
FTIHX Fidelity Total International Index Fund | -0.56% | -3.37% | 2.60% | 5.67% | 30.50% | 15.39% | 7.31% | — |
DFGEX DFA Global Real Estate Securities Portfolio | 0.66% | -5.60% | 1.53% | 0.51% | 5.69% | 6.62% | 2.53% | 3.36% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.10% | -1.32% | -0.18% | 0.60% | 3.34% | 3.41% | 0.21% | 1.63% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.17% | -3.99% | -3.13% | -1.29% | 24.10% | 18.07% | 10.67% | 13.74% |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 0.11% | -4.06% | -3.98% | -2.00% | 23.33% | 18.65% | 11.48% | 14.16% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 0.12% | -4.07% | -3.55% | -1.41% | 23.47% | 18.45% | 11.93% | 14.17% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 17, 2016, 10-1-2025 Portfolio's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.
Historically, 71% of months were positive and 29% 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% | -5.18% | 0.77% | -1.24% | ||||||||
| 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 0.79%, beta of 0.84, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 17, 2016.
- This portfolio participated in 90.16% of S&P 500 Index downside but only 87.87% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.79%
- Beta
- 0.84
- R²
- 0.98
- Upside Capture
- 87.87%
- Downside Capture
- 90.16%
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 39 for risk / return — below 39% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.88 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.37 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.39 | +0.22 |
Martin ratioReturn relative to average drawdown | 7.57 | 6.43 | +1.14 |
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 | |
|---|---|---|---|---|---|---|
VINIX Vanguard Institutional Index Fund Institutional Shares | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.12 |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 83 | 1.78 | 2.36 | 1.35 | 2.51 | 9.60 |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 31 | 0.90 | 1.31 | 1.16 | 1.38 | 3.85 |
FXAIX Fidelity 500 Index Fund | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.11 |
FTIHX Fidelity Total International Index Fund | 82 | 1.75 | 2.32 | 1.35 | 2.51 | 9.55 |
DFGEX DFA Global Real Estate Securities Portfolio | 12 | 0.43 | 0.68 | 1.09 | 0.64 | 2.50 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 31 | 0.90 | 1.30 | 1.16 | 1.38 | 3.83 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.12 |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 45 | 0.94 | 1.45 | 1.22 | 1.49 | 6.89 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.11 |
Loading graphics...
Dividends
Dividend yield
10-1-2025 Portfolio provided a 2.54% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.54% | 2.30% | 3.06% | 2.48% | 2.90% | 3.30% | 2.38% | 2.80% | 2.59% | 1.88% | 2.19% | 2.42% |
| Portfolio components: | ||||||||||||
VINIX Vanguard Institutional Index Fund Institutional Shares | 2.77% | 2.10% | 3.64% | 2.65% | 3.38% | 4.77% | 3.06% | 2.85% | 2.43% | 1.82% | 2.36% | 2.45% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.95% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.61% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
FXAIX Fidelity 500 Index Fund | 1.15% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
FTIHX Fidelity Total International Index Fund | 2.71% | 2.78% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 0.45% | 0.47% | 0.00% |
DFGEX DFA Global Real Estate Securities Portfolio | 4.01% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.60% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.15% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
VLCAX Vanguard Large-Cap Index Fund Admiral Shares | 1.11% | 1.08% | 1.23% | 1.40% | 1.66% | 1.18% | 1.45% | 1.80% | 2.08% | 1.75% | 1.98% | 1.96% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.17% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
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.
Loading graphics...
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 4.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -23.98% | Jan 5, 2022 | 196 | Oct 14, 2022 | 322 | Jan 29, 2024 | 518 |
| -16.7% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -15.69% | Feb 20, 2025 | 34 | Apr 8, 2025 | 43 | Jun 10, 2025 | 77 |
| -8.84% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
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. 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 | VBTLX | VBTIX | DFGEX | FTIHX | VTSNX | IJR | VSIAX | VLCAX | FXAIX | VINIX | VFIAX | VTSAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.03 | -0.03 | 0.60 | 0.76 | 0.79 | 0.78 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 | 0.98 |
| VBTLX | -0.03 | 1.00 | 1.00 | 0.22 | 0.03 | 0.02 | -0.06 | -0.07 | -0.03 | -0.03 | -0.03 | -0.03 | -0.03 | 0.02 |
| VBTIX | -0.03 | 1.00 | 1.00 | 0.22 | 0.03 | 0.02 | -0.06 | -0.07 | -0.03 | -0.03 | -0.03 | -0.03 | -0.03 | 0.02 |
| DFGEX | 0.60 | 0.22 | 0.22 | 1.00 | 0.58 | 0.60 | 0.61 | 0.64 | 0.60 | 0.60 | 0.60 | 0.60 | 0.61 | 0.68 |
| FTIHX | 0.76 | 0.03 | 0.03 | 0.58 | 1.00 | 0.99 | 0.67 | 0.69 | 0.75 | 0.76 | 0.75 | 0.76 | 0.76 | 0.82 |
| VTSNX | 0.79 | 0.02 | 0.02 | 0.60 | 0.99 | 1.00 | 0.69 | 0.71 | 0.78 | 0.78 | 0.78 | 0.78 | 0.79 | 0.85 |
| IJR | 0.78 | -0.06 | -0.06 | 0.61 | 0.67 | 0.69 | 1.00 | 0.97 | 0.78 | 0.78 | 0.78 | 0.78 | 0.83 | 0.85 |
| VSIAX | 0.79 | -0.07 | -0.07 | 0.64 | 0.69 | 0.71 | 0.97 | 1.00 | 0.79 | 0.79 | 0.79 | 0.79 | 0.84 | 0.86 |
| VLCAX | 1.00 | -0.03 | -0.03 | 0.60 | 0.75 | 0.78 | 0.78 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 | 0.98 |
| FXAIX | 1.00 | -0.03 | -0.03 | 0.60 | 0.76 | 0.78 | 0.78 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 | 0.98 |
| VINIX | 1.00 | -0.03 | -0.03 | 0.60 | 0.75 | 0.78 | 0.78 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 | 0.98 |
| VFIAX | 1.00 | -0.03 | -0.03 | 0.60 | 0.76 | 0.78 | 0.78 | 0.79 | 1.00 | 1.00 | 1.00 | 1.00 | 0.99 | 0.98 |
| VTSAX | 0.99 | -0.03 | -0.03 | 0.61 | 0.76 | 0.79 | 0.83 | 0.84 | 0.99 | 0.99 | 0.99 | 0.99 | 1.00 | 0.99 |
| Portfolio | 0.98 | 0.02 | 0.02 | 0.68 | 0.82 | 0.85 | 0.85 | 0.86 | 0.98 | 0.98 | 0.98 | 0.98 | 0.99 | 1.00 |