60/40 SPY AGG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 40% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 60/40 SPY AGG, 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 Quarterly
The earliest data available for this chart is Sep 26, 2003, corresponding to the inception date of AGG
Returns By Period
As of Jul 25, 2024, the 60/40 SPY AGG returned 8.79% Year-To-Date and 8.32% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 60/40 SPY AGG | 8.57% | -0.42% | 7.44% | 14.07% | 8.63% | 8.32% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.53% | 0.91% | 1.74% | 4.42% | -0.03% | 1.44% |
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.60% |
Monthly Returns
The table below presents the monthly returns of 60/40 SPY AGG, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.89% | 2.57% | 2.37% | -3.41% | 3.69% | 2.48% | 8.57% | ||||||
| 2023 | 5.11% | -2.57% | 3.28% | 1.19% | -0.17% | 3.78% | 1.97% | -1.24% | -3.90% | -1.93% | 7.31% | 4.23% | 17.69% |
| 2022 | -3.96% | -2.21% | 1.05% | -6.77% | 0.45% | -5.49% | 6.52% | -3.68% | -7.25% | 4.34% | 4.89% | -3.92% | -15.95% |
| 2021 | -0.91% | 1.06% | 2.32% | 3.47% | 0.48% | 1.69% | 1.91% | 1.72% | -3.20% | 4.19% | -0.39% | 2.69% | 15.85% |
| 2020 | 0.79% | -4.08% | -7.44% | 8.27% | 3.22% | 1.33% | 4.08% | 3.96% | -2.42% | -1.72% | 6.98% | 2.32% | 15.10% |
| 2019 | 5.18% | 1.96% | 1.91% | 2.38% | -3.16% | 4.56% | 0.98% | 0.09% | 0.91% | 1.41% | 2.18% | 1.76% | 21.84% |
| 2018 | 2.92% | -2.62% | -1.40% | -0.06% | 1.73% | 0.39% | 2.21% | 2.17% | 0.13% | -4.41% | 1.40% | -4.33% | -2.20% |
| 2017 | 1.16% | 2.62% | 0.06% | 0.96% | 1.12% | 0.38% | 1.37% | 0.55% | 0.98% | 1.46% | 1.80% | 0.94% | 14.21% |
| 2016 | -2.47% | 0.32% | 4.26% | 0.34% | 1.02% | 0.98% | 2.42% | -0.01% | 0.02% | -1.37% | 1.18% | 1.36% | 8.18% |
| 2015 | -0.94% | 2.92% | -0.80% | 0.46% | 0.60% | -1.65% | 1.70% | -3.81% | -1.13% | 5.17% | 0.08% | -1.12% | 1.17% |
| 2014 | -1.51% | 2.84% | 0.44% | 0.75% | 1.87% | 1.23% | -0.91% | 2.82% | -1.08% | 1.84% | 1.92% | -0.09% | 10.46% |
| 2013 | 2.85% | 1.01% | 2.38% | 1.54% | 0.63% | -1.42% | 3.20% | -2.15% | 2.36% | 3.11% | 1.70% | 1.37% | 17.73% |
Expense Ratio
60/40 SPY AGG has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 60/40 SPY AGG is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 0.58 | 0.87 | 1.10 | 0.22 | 1.72 |
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
Dividends
Dividend yield
60/40 SPY AGG granted a 2.14% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 60/40 SPY AGG | 2.14% | 2.09% | 1.95% | 1.43% | 1.77% | 2.13% | 2.41% | 2.01% | 2.18% | 2.22% | 2.08% | 2.02% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.45% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 60/40 SPY AGG. 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 60/40 SPY AGG was 35.07%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current 60/40 SPY AGG drawdown is 2.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.07% | Oct 10, 2007 | 355 | Mar 9, 2009 | 420 | Nov 4, 2010 | 775 |
| -21.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -20.78% | Dec 28, 2021 | 202 | Oct 14, 2022 | 322 | Jan 29, 2024 | 524 |
| -11.01% | Sep 21, 2018 | 65 | Dec 24, 2018 | 53 | Mar 13, 2019 | 118 |
| -9.71% | Jul 25, 2011 | 50 | Oct 3, 2011 | 68 | Jan 10, 2012 | 118 |
Volatility
Volatility Chart
The current 60/40 SPY AGG volatility is 2.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| AGG | SPY | |
|---|---|---|
| AGG | 1.00 | -0.13 |
| SPY | -0.13 | 1.00 |