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2025 FW-D-I
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.22%2.48%-3.71%0.41%1.29%
20251.77%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%
20234.19%-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%
20210.24%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
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.


2025 FW-D-I Risk / Return Rank: 7575
Overall Rank
2025 FW-D-I Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
2025 FW-D-I Sortino Ratio Rank: 8080
Sortino Ratio Rank
2025 FW-D-I Omega Ratio Rank: 8181
Omega Ratio Rank
2025 FW-D-I Calmar Ratio Rank: 7070
Calmar Ratio Rank
2025 FW-D-I Martin Ratio Rank: 6767
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.69

0.92

+0.78

Sortino ratio

Return per unit of downside risk

2.38

1.41

+0.97

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

2.46

1.41

+1.04

Martin ratio

Return relative to average drawdown

9.64

6.61

+3.03


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
500.931.321.161.754.78
VTI
Vanguard Total Stock Market ETF
590.981.521.231.547.30
VTV
Vanguard Value ETF
601.121.611.241.446.48
VXUS
Vanguard Total International Stock ETF
851.712.331.352.6310.05
BNDX
Vanguard Total International Bond ETF
400.851.191.151.014.10
SPAXX
Fidelity Government Money Market Fund
3.48

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.

2025 FW-D-I Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.69
  • All Time: 0.55

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 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2025 FW-D-I 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

2025 FW-D-I provided a 3.29% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.29%3.41%2.99%2.62%2.09%2.11%1.72%2.31%2.36%2.03%2.06%2.05%
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, 2021234Oct 14, 2022397May 15, 2024631
-5.63%Mar 20, 202514Apr 8, 202517May 2, 202531
-5.08%Mar 2, 202620Mar 27, 2026
-3.81%Sep 30, 202472Jan 13, 202524Feb 18, 202596
-2.49%Sep 7, 202120Oct 4, 202124Nov 5, 202144

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

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

BenchmarkSPAXXBNDXBNDVTVVXUSVTIPortfolio
Benchmark1.000.000.150.170.810.760.990.81
SPAXX0.001.000.050.010.03-0.04-0.000.01
BNDX0.150.051.000.820.130.180.150.42
BND0.170.010.821.000.150.220.170.48
VTV0.810.030.130.151.000.720.820.78
VXUS0.76-0.040.180.220.721.000.780.93
VTI0.99-0.000.150.170.820.781.000.82
Portfolio0.810.010.420.480.780.930.821.00
The correlation results are calculated based on daily price changes starting from May 26, 2021