Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 29.43% |
BNDX Vanguard Total International Bond ETF | Global Bonds | 9.83% |
SPAXX Fidelity Government Money Market Fund | Money Market | 18.50% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 5.02% |
VTV Vanguard Value ETF | Large Cap Value Equities | 9.92% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 27.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 FW-D-I, 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 May 25, 2021, corresponding to the inception date of SPAXX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio 2025 FW-D-I | 0.41% | -1.48% | 1.29% | 3.06% | 12.14% | 8.59% | — | — |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.04% | -1.30% | 0.09% | 0.74% | 3.96% | 3.60% | 0.25% | 1.68% |
VTI Vanguard Total Stock Market ETF | 0.76% | -4.38% | -3.29% | -1.26% | 18.60% | 18.14% | 10.63% | 13.69% |
VTV Vanguard Value ETF | 0.24% | -4.38% | 3.54% | 6.37% | 16.56% | 15.18% | 10.91% | 11.83% |
VXUS Vanguard Total International Stock ETF | 1.17% | -5.23% | 3.51% | 7.51% | 29.24% | 15.95% | 7.57% | 9.03% |
BNDX Vanguard Total International Bond ETF | 0.15% | -1.65% | 0.02% | 0.27% | 2.71% | 3.88% | 0.20% | 1.75% |
SPAXX Fidelity Government Money Market Fund | 0.00% | 0.00% | 0.53% | 1.46% | 3.49% | 2.14% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2021, 2025 FW-D-I's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, your investment would double in approximately 17.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +5.8%, while the worst month was Sep 2022 at -5.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2025 FW-D-I closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +2.9%, while the worst single day was Apr 4, 2025 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.22% | 2.48% | -3.71% | 0.41% | 1.29% | ||||||||
| 2025 | 1.77% | 1.27% | -0.47% | 0.71% | 1.79% | 2.28% | -0.14% | 2.03% | 1.79% | 0.84% | 0.59% | 0.69% | 13.94% |
| 2024 | -0.43% | 0.94% | 1.94% | -2.09% | 2.22% | 0.27% | 2.18% | 1.54% | 1.57% | -2.18% | 1.40% | -2.08% | 5.23% |
| 2023 | 4.19% | -2.57% | 1.92% | 0.94% | -1.68% | 2.08% | 1.55% | -1.75% | -2.33% | -1.77% | 5.01% | 3.55% | 9.09% |
| 2022 | -1.93% | -1.46% | -0.62% | -4.16% | 0.80% | -3.95% | 2.98% | -2.87% | -5.46% | 2.20% | 5.80% | -1.76% | -10.49% |
| 2021 | 0.24% | 0.21% | 0.37% | 0.65% | -1.97% | 1.63% | -1.40% | 1.69% | 1.37% |
Benchmark Metrics
2025 FW-D-I has an annualized alpha of 0.29%, beta of 0.35, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participated in 51.65% of S&P 500 Index downside but only 39.03% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.35 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.29%
- Beta
- 0.35
- R²
- 0.71
- Upside Capture
- 39.03%
- Downside Capture
- 51.65%
Expense Ratio
2025 FW-D-I 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.
Return for Risk
Risk / Return Rank
2025 FW-D-I ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.92 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.41 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.41 | +1.04 |
Martin ratioReturn relative to average drawdown | 9.64 | 6.61 | +3.03 |
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 | |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 50 | 0.93 | 1.32 | 1.16 | 1.75 | 4.78 |
VTI Vanguard Total Stock Market ETF | 59 | 0.98 | 1.52 | 1.23 | 1.54 | 7.30 |
VTV Vanguard Value ETF | 60 | 1.12 | 1.61 | 1.24 | 1.44 | 6.48 |
VXUS Vanguard Total International Stock ETF | 85 | 1.71 | 2.33 | 1.35 | 2.63 | 10.05 |
BNDX Vanguard Total International Bond ETF | 40 | 0.85 | 1.19 | 1.15 | 1.01 | 4.10 |
SPAXX Fidelity Government Money Market Fund | — | 3.48 | — | — | — | — |
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Dividends
Dividend yield
2025 FW-D-I provided a 3.29% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.29% | 3.41% | 2.99% | 2.62% | 2.09% | 2.11% | 1.72% | 2.31% | 2.36% | 2.03% | 2.06% | 2.05% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
VXUS Vanguard Total International Stock ETF | 2.93% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
BNDX Vanguard Total International Bond ETF | 4.46% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
SPAXX Fidelity Government Money Market Fund | 3.42% | 3.88% | 1.53% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 2025 FW-D-I. 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 2025 FW-D-I was 16.75%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.
The current 2025 FW-D-I drawdown is 3.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.75% | Nov 10, 2021 | 234 | Oct 14, 2022 | 397 | May 15, 2024 | 631 |
| -5.63% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -5.08% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
| -3.81% | Sep 30, 2024 | 72 | Jan 13, 2025 | 24 | Feb 18, 2025 | 96 |
| -2.49% | Sep 7, 2021 | 20 | Oct 4, 2021 | 24 | Nov 5, 2021 | 44 |
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 6 assets, with an effective number of assets of 4.60, 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 | SPAXX | BNDX | BND | VTV | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.15 | 0.17 | 0.81 | 0.76 | 0.99 | 0.81 |
| SPAXX | 0.00 | 1.00 | 0.05 | 0.01 | 0.03 | -0.04 | -0.00 | 0.01 |
| BNDX | 0.15 | 0.05 | 1.00 | 0.82 | 0.13 | 0.18 | 0.15 | 0.42 |
| BND | 0.17 | 0.01 | 0.82 | 1.00 | 0.15 | 0.22 | 0.17 | 0.48 |
| VTV | 0.81 | 0.03 | 0.13 | 0.15 | 1.00 | 0.72 | 0.82 | 0.78 |
| VXUS | 0.76 | -0.04 | 0.18 | 0.22 | 0.72 | 1.00 | 0.78 | 0.93 |
| VTI | 0.99 | -0.00 | 0.15 | 0.17 | 0.82 | 0.78 | 1.00 | 0.82 |
| Portfolio | 0.81 | 0.01 | 0.42 | 0.48 | 0.78 | 0.93 | 0.82 | 1.00 |