SPTM 80 + BND 20
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | All Cap Equities | 80% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of May 20, 2025, the SPTM 80 + BND 20 returned 1.70% Year-To-Date and 10.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.39% | 12.89% | 1.19% | 12.45% | 14.95% | 10.86% |
| SPTM 80 + BND 20 | 1.70% | 10.25% | 1.10% | 11.33% | 12.97% | 10.37% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 2.06% | 0.06% | 1.61% | 4.84% | -1.00% | 1.47% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.49% | 12.92% | 0.85% | 12.83% | 16.51% | 12.40% |
Monthly Returns
The table below presents the monthly returns of SPTM 80 + BND 20, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.35% | -0.86% | -4.43% | -0.71% | 5.61% | 1.70% | |||||||
| 2024 | 0.95% | 3.99% | 2.83% | -3.75% | 4.22% | 2.74% | 1.80% | 2.01% | 1.87% | -1.25% | 5.26% | -2.60% | 19.15% |
| 2023 | 5.86% | -2.41% | 2.89% | 1.25% | -0.03% | 5.26% | 2.73% | -1.50% | -4.35% | -2.29% | 8.20% | 4.76% | 21.40% |
| 2022 | -4.72% | -2.29% | 2.21% | -7.65% | 0.38% | -6.96% | 7.93% | -3.81% | -8.19% | 6.32% | 5.20% | -4.80% | -16.71% |
| 2021 | -0.73% | 2.28% | 3.34% | 4.19% | 0.70% | 1.82% | 1.93% | 2.32% | -3.83% | 5.42% | -0.60% | 3.56% | 22.00% |
| 2020 | 0.23% | -6.25% | -10.62% | 10.84% | 4.00% | 1.77% | 4.81% | 5.35% | -3.12% | -1.93% | 9.34% | 3.26% | 16.70% |
| 2019 | 7.25% | 2.91% | 1.51% | 3.18% | -4.84% | 5.83% | 1.22% | -1.10% | 1.33% | 1.81% | 3.01% | 2.30% | 26.68% |
| 2018 | 3.84% | -3.33% | -1.35% | 0.27% | 2.38% | 0.45% | 2.58% | 2.93% | 0.06% | -6.03% | 1.29% | -6.50% | -3.98% |
| 2017 | 1.53% | 3.04% | 0.12% | 0.95% | 0.95% | 0.82% | 1.43% | 0.31% | 1.86% | 1.77% | 2.49% | 1.01% | 17.51% |
| 2016 | -4.73% | 0.80% | 5.46% | -0.14% | 1.71% | 0.56% | 3.54% | -0.10% | 0.55% | -2.05% | 3.05% | 1.58% | 10.31% |
| 2015 | -2.11% | 4.04% | -0.67% | 0.27% | 1.04% | -1.55% | 1.38% | -4.78% | -2.61% | 6.97% | 0.27% | -1.26% | 0.45% |
| 2014 | -2.11% | 3.67% | -0.35% | 1.15% | 1.74% | 2.21% | -1.58% | 3.42% | -1.35% | 1.84% | 2.41% | 0.44% | 11.89% |
Expense Ratio
SPTM 80 + BND 20 has an expense ratio of 0.03%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPTM 80 + BND 20 is 44, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 0.90 | 1.19 | 1.14 | 0.34 | 2.06 |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 0.67 | 1.04 | 1.15 | 0.68 | 2.58 |
Loading data...
Dividends
Dividend yield
SPTM 80 + BND 20 provided a 1.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 1.76% | 1.77% | 1.87% | 1.39% | 1.69% | 1.91% | 2.08% | 1.83% | 2.03% | 2.05% | 2.22% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.29% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.71% | 1.90% | 1.66% | 1.91% | 1.92% | 2.08% |
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 data...
Worst Drawdowns
The table below displays the maximum drawdowns of the SPTM 80 + BND 20. 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 SPTM 80 + BND 20 was 45.40%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current SPTM 80 + BND 20 drawdown is 1.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.4% | Oct 10, 2007 | 355 | Mar 9, 2009 | 484 | Feb 7, 2011 | 839 |
| -28.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -22.24% | Dec 28, 2021 | 202 | Oct 14, 2022 | 296 | Dec 19, 2023 | 498 |
| -15.93% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -15.15% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.47, 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
| ^GSPC | BND | SPTM | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.16 | 0.95 | 0.94 |
| BND | -0.16 | 1.00 | -0.16 | -0.09 |
| SPTM | 0.95 | -0.16 | 1.00 | 1.00 |
| Portfolio | 0.94 | -0.09 | 1.00 | 1.00 |