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
The chart shows the growth of an initial investment of $10,000 in SPTM 80 + BND 20, 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.
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Apr 20, 2025, the SPTM 80 + BND 20 returned -7.76% Year-To-Date and 9.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| SPTM 80 + BND 20 | -9.30% | -6.32% | -9.09% | 6.84% | 13.20% | 9.94% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.99% | -0.67% | 0.27% | 6.51% | -0.95% | 1.35% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | -10.13% | -6.76% | -9.79% | 6.86% | 15.08% | 11.16% |
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 | 2.64% | -1.34% | -5.18% | -5.54% | -9.30% | ||||||||
| 2024 | 1.12% | 4.77% | 3.11% | -3.96% | 4.62% | 3.03% | 1.71% | 2.10% | 1.96% | -1.06% | 5.91% | -2.73% | 22.03% |
| 2023 | 6.19% | -2.37% | 2.92% | 1.33% | 0.12% | 5.98% | 3.13% | -1.62% | -4.61% | -2.39% | 8.73% | 4.93% | 23.64% |
| 2022 | -5.09% | -2.45% | 2.91% | -8.17% | 0.31% | -7.72% | 8.63% | -3.93% | -8.67% | 7.26% | 5.38% | -5.26% | -17.33% |
| 2021 | -0.71% | 2.68% | 3.81% | 4.58% | 0.76% | 1.92% | 2.02% | 2.63% | -4.16% | 6.10% | -0.70% | 4.04% | 25.01% |
| 2020 | 0.08% | -6.99% | -11.53% | 11.29% | 4.17% | 1.85% | 5.06% | 5.80% | -3.31% | -2.05% | 10.05% | 3.53% | 16.61% |
| 2019 | 7.63% | 3.08% | 1.50% | 3.43% | -5.34% | 6.20% | 1.30% | -1.41% | 1.48% | 1.92% | 3.25% | 2.48% | 27.99% |
| 2018 | 4.22% | -3.49% | -1.49% | 0.35% | 2.49% | 0.48% | 2.79% | 3.10% | 0.10% | -6.49% | 1.35% | -7.31% | -4.56% |
| 2017 | 1.60% | 3.16% | 0.12% | 0.96% | 0.96% | 0.86% | 1.49% | 0.28% | 1.99% | 1.88% | 2.65% | 1.04% | 18.32% |
| 2016 | -4.92% | 0.80% | 5.62% | -0.16% | 1.76% | 0.51% | 3.61% | -0.09% | 0.57% | -2.08% | 3.24% | 1.61% | 10.53% |
| 2015 | -2.26% | 4.22% | -0.71% | 0.29% | 1.09% | -1.56% | 1.39% | -4.93% | -2.75% | 7.07% | 0.28% | -1.28% | 0.29% |
| 2014 | -2.17% | 3.73% | -0.35% | 1.15% | 1.75% | 2.24% | -1.62% | 3.47% | -1.36% | 1.86% | 2.45% | 0.45% | 12.02% |
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 42, 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 | 1.31 | 1.90 | 1.23 | 0.51 | 3.37 |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 0.28 | 0.52 | 1.08 | 0.28 | 1.25 |
Dividends
Dividend yield
SPTM 80 + BND 20 provided a 1.91% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.91% | 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 | 3.72% | 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 | 1.45% | 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.
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 42.91%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.
The current SPTM 80 + BND 20 drawdown is 11.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.91% | Oct 10, 2007 | 355 | Mar 9, 2009 | 491 | Feb 16, 2011 | 846 |
| -30.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 7, 2020 | 119 |
| -23.27% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -17.56% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -17.45% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
Volatility
Volatility Chart
The current SPTM 80 + BND 20 volatility is 12.53%, 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
| BND | SPTM | |
|---|---|---|
| BND | 1.00 | -0.16 |
| SPTM | -0.16 | 1.00 |