All Portfolios

Asset Allocation

Position	Category/Sector	Target Weight
APGZX AB Large Cap Growth Fund Class Z	Large Cap Growth Equities	7.56%
CDDYX Columbia Dividend Income Fund Institutional 3 Class	Large Cap Value Equities, Dividend	1.24%
FSPSX Fidelity International Index Fund	Foreign Large Cap Equities	0.50%
FXAIX Fidelity 500 Index Fund	S&P 500	17.17%
ITOT iShares Core S&P Total U.S. Stock Market ETF	Large Cap Growth Equities	3.70%
PLGIX Principal LargeCap Growth Fund I	Large Cap Growth Equities	62.66%
RNWGX American Funds New World Fund® Class R-6	Emerging Markets Diversified	0.30%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	1.50%
VOO Vanguard S&P 500 ETF	S&P 500	0.98%
VUG Vanguard Growth ETF	Large Cap Growth Equities	3.20%
VXUS Vanguard Total International Stock ETF	Global Equities	1.19%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All Portfolios, 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 Jan 4, 2016, corresponding to the inception date of APGZX

Returns By Period

As of Apr 11, 2026, the All Portfolios returned -4.73% Year-To-Date and 17.57% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	0.61%	-0.42%	4.03%	29.40%	18.38%	10.55%	12.70%
Portfolio All Portfolios	-0.01%	-0.16%	-4.73%	-2.33%	22.22%	28.84%	13.93%	17.57%
Portfolio components:
PLGIX Principal LargeCap Growth Fund I	0.07%	-0.74%	-7.49%	-6.05%	17.63%	33.22%	14.75%	18.97%
VOO Vanguard S&P 500 ETF	-0.07%	0.73%	-0.09%	4.64%	31.12%	19.99%	12.14%	14.61%
SCHD Schwab U.S. Dividend Equity ETF	-1.23%	-0.59%	12.35%	17.31%	27.12%	11.71%	8.08%	12.27%
VUG Vanguard Growth ETF	0.35%	-0.40%	-5.37%	-1.77%	31.09%	23.92%	11.74%	16.73%
VXUS Vanguard Total International Stock ETF	0.25%	2.93%	7.84%	14.80%	43.52%	17.22%	8.26%	9.30%
ITOT iShares Core S&P Total U.S. Stock Market ETF	-0.14%	0.90%	0.22%	4.70%	31.68%	19.58%	10.89%	14.11%
FXAIX Fidelity 500 Index Fund	0.62%	0.81%	0.03%	4.77%	31.14%	20.06%	12.18%	14.75%
FSPSX Fidelity International Index Fund	0.08%	3.19%	6.45%	13.22%	37.76%	16.61%	9.15%	9.53%
APGZX AB Large Cap Growth Fund Class Z	0.78%	-0.31%	-4.53%	-2.62%	21.92%	17.97%	9.58%	15.72%
CDDYX Columbia Dividend Income Fund Institutional 3 Class	0.46%	2.47%	6.53%	11.75%	28.97%	16.19%	11.17%	12.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 5, 2016, All Portfolios's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, an investment would double in approximately 4.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Dec 2024 with a return of +26.9%, while the worst month was Apr 2022 at -11.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, All Portfolios closed higher 56% of trading days. The best single day was Dec 19, 2024 with a return of +29.2%, while the worst single day was Mar 12, 2020 at -8.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.44%	-2.48%	-5.30%	4.66%									-4.73%
2025	2.89%	-2.55%	-7.03%	1.20%	7.68%	5.53%	2.08%	0.70%	2.55%	2.48%	-1.14%	-0.67%	13.71%
2024	2.49%	5.64%	2.29%	-4.67%	4.37%	5.16%	-0.63%	2.67%	1.76%	-0.69%	6.19%	26.94%	61.06%
2023	7.91%	-2.65%	5.89%	1.42%	2.59%	6.90%	2.98%	-1.02%	-5.26%	-1.93%	9.95%	5.23%	35.58%
2022	-9.34%	-4.13%	2.18%	-11.48%	-1.95%	-7.38%	10.70%	-5.51%	-9.61%	6.53%	5.20%	-6.50%	-29.26%
2021	-1.39%	2.20%	1.77%	6.78%	-0.41%	5.17%	3.09%	2.63%	-5.42%	6.79%	-1.37%	2.32%	23.72%

Benchmark Metrics

All Portfolios has an annualized alpha of 4.56%, beta of 1.00, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

This portfolio captured 107.98% of S&P 500 Index gains but only 88.49% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 4.56% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.00 and R² of 0.72, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 4.56%

Beta: 1.00

R²: 0.72

Upside Capture: 107.98%

Downside Capture: 88.49%

Expense Ratio

All Portfolios has an expense ratio of 0.48%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

PLGIX

Principal LargeCap Growth Fund I

RNWGX

American Funds New World Fund® Class R-6

CDDYX

Columbia Dividend Income Fund Institutional 3 Class

APGZX

AB Large Cap Growth Fund Class Z

SCHD

Schwab U.S. Dividend Equity ETF

VXUS

Vanguard Total International Stock ETF

FSPSX

Fidelity International Index Fund

VOO

Vanguard S&P 500 ETF

VUG

Vanguard Growth ETF

ITOT

iShares Core S&P Total U.S. Stock Market ETF

Return for Risk

Risk / Return Rank

All Portfolios ranks 15 for risk / return — in the bottom 15% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.48	2.23	-0.75
Sortino ratio Return per unit of downside risk	2.12	3.12	-1.00
Omega ratio Gain probability vs. loss probability	1.27	1.42	-0.15
Calmar ratio Return relative to maximum drawdown	2.06	4.05	-1.99
Martin ratio Return relative to average drawdown	7.28	17.91	-10.63
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
PLGIX Principal LargeCap Growth Fund I	9	0.78	1.17	1.15	1.29	4.14
VOO Vanguard S&P 500 ETF	70	2.37	3.29	1.44	4.31	19.24
SCHD Schwab U.S. Dividend Equity ETF	72	2.31	3.54	1.41	6.61	16.08
VUG Vanguard Growth ETF	40	1.82	2.51	1.33	2.45	8.60
VXUS Vanguard Total International Stock ETF	82	3.04	4.07	1.56	4.52	18.15
ITOT iShares Core S&P Total U.S. Stock Market ETF	70	2.35	3.28	1.44	4.39	19.27
FXAIX Fidelity 500 Index Fund	51	1.95	2.67	1.37	4.10	18.37
FSPSX Fidelity International Index Fund	60	2.51	3.40	1.45	3.91	15.61
APGZX AB Large Cap Growth Fund Class Z	16	1.10	1.60	1.21	1.84	6.87
CDDYX Columbia Dividend Income Fund Institutional 3 Class	71	2.55	3.55	1.47	5.85	21.78

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.

All Portfolios Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 1.48
5-Year: 0.59
10-Year: 0.83
All Time: 0.80

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of All Portfolios 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

All Portfolios provided a 10.96% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	10.96%	10.25%	40.94%	4.39%	7.86%	8.08%	5.07%	5.90%	11.78%	5.30%	3.82%	8.66%
Portfolio components:
PLGIX Principal LargeCap Growth Fund I	15.62%	14.45%	63.77%	5.99%	11.57%	11.34%	7.03%	8.01%	16.41%	7.05%	4.64%	12.51%
VOO Vanguard S&P 500 ETF	1.14%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VUG Vanguard Growth ETF	0.43%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
VXUS Vanguard Total International Stock ETF	2.81%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.08%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
FXAIX Fidelity 500 Index Fund	0.86%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
FSPSX Fidelity International Index Fund	2.96%	3.15%	3.27%	2.79%	2.66%	3.07%	1.84%	3.18%	2.79%	2.50%	3.08%	2.79%
APGZX AB Large Cap Growth Fund Class Z	10.23%	9.77%	6.62%	1.69%	0.87%	7.19%	2.60%	3.49%	9.11%	3.78%	2.72%	0.00%
CDDYX Columbia Dividend Income Fund Institutional 3 Class	5.05%	5.33%	5.99%	4.96%	3.90%	2.93%	1.85%	3.28%	7.65%	4.03%	3.84%	8.35%

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 All Portfolios. 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 All Portfolios was 35.39%, occurring on Oct 14, 2022. Recovery took 332 trading sessions.

The current All Portfolios drawdown is 7.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.39%	Nov 17, 2021	229	Oct 14, 2022	332	Feb 9, 2024	561
-31.78%	Feb 20, 2020	23	Mar 23, 2020	71	Jul 2, 2020	94
-20.29%	Jan 24, 2025	52	Apr 8, 2025	52	Jun 24, 2025	104
-19.69%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-14.59%	Oct 29, 2025	104	Mar 30, 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 11 assets, with an effective number of assets of 2.32, 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

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

	Benchmark	SCHD	FSPSX	VXUS	RNWGX	CDDYX	PLGIX	APGZX	VUG	ITOT	VOO	FXAIX	Portfolio
Benchmark	1.00	0.78	0.75	0.79	0.80	0.89	0.91	0.92	0.94	0.99	1.00	1.00	0.95
SCHD	0.78	1.00	0.67	0.69	0.62	0.91	0.59	0.60	0.60	0.79	0.78	0.78	0.65
FSPSX	0.75	0.67	1.00	0.95	0.84	0.72	0.66	0.66	0.67	0.76	0.75	0.75	0.70
VXUS	0.79	0.69	0.95	1.00	0.90	0.74	0.71	0.70	0.72	0.80	0.79	0.79	0.75
RNWGX	0.80	0.62	0.84	0.90	1.00	0.69	0.77	0.76	0.78	0.81	0.80	0.80	0.80
CDDYX	0.89	0.91	0.72	0.74	0.69	1.00	0.72	0.74	0.73	0.89	0.89	0.89	0.77
PLGIX	0.91	0.59	0.66	0.71	0.77	0.72	1.00	0.96	0.96	0.90	0.91	0.91	0.99
APGZX	0.92	0.60	0.66	0.70	0.76	0.74	0.96	1.00	0.96	0.91	0.92	0.92	0.97
VUG	0.94	0.60	0.67	0.72	0.78	0.73	0.96	0.96	1.00	0.93	0.93	0.94	0.97
ITOT	0.99	0.79	0.76	0.80	0.81	0.89	0.90	0.91	0.93	1.00	0.99	0.99	0.94
VOO	1.00	0.78	0.75	0.79	0.80	0.89	0.91	0.92	0.93	0.99	1.00	1.00	0.95
FXAIX	1.00	0.78	0.75	0.79	0.80	0.89	0.91	0.92	0.94	0.99	1.00	1.00	0.95
Portfolio	0.95	0.65	0.70	0.75	0.80	0.77	0.99	0.97	0.97	0.94	0.95	0.95	1.00

The correlation results are calculated based on daily price changes starting from Jan 5, 2016

All Portfolios

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table