Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 29.43% |
VXUS Vanguard Total International Stock ETF | Global Equities | 27.30% |
SPAXX Fidelity Government Money Market Fund | Money Market | 18.50% |
VTV Vanguard Value ETF | Large Cap Value Equities | 9.92% |
BNDX Vanguard Total International Bond ETF | Global Bonds | 9.83% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 5.02% |
Find the right asset allocation for 2025 FW-D-I
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 FW-D-I | 0.23% | 1.96% | 6.19% | 6.84% | 14.29% | 9.93% | 4.51% | — |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.12% | 1.03% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
BNDX Vanguard Total International Bond ETF | 0.17% | 1.69% | 1.02% | 1.22% | 2.27% | 4.32% | 0.32% | 1.72% |
SPAXX Fidelity Government Money Market Fund | 0.00% | 0.28% | 1.37% | 1.67% | 3.66% | 2.42% | 1.45% | — |
VTI Vanguard Total Stock Market ETF | 0.57% | 1.00% | 9.62% | 9.69% | 26.27% | 20.60% | 12.20% | 15.02% |
VTV Vanguard Value ETF | 0.93% | 5.04% | 14.29% | 13.99% | 27.90% | 18.16% | 11.76% | 12.78% |
VXUS Vanguard Total International Stock ETF | 0.40% | 3.09% | 13.69% | 15.52% | 30.12% | 18.37% | 8.32% | 10.22% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, 2025 FW-D-I's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.
Historically, 65% of months were positive and 35% 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 54% 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% | -3.66% | 3.33% | 1.78% | 0.05% | 6.19% | ||||||
| 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 | 0.34% | 0.21% | 0.37% | 0.65% | -1.97% | 1.63% | -1.40% | 1.69% | 1.47% |
Benchmark Metrics
2025 FW-D-I has an annualized alpha of 0.32%, beta of 0.36, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participated in 50.37% of S&P 500 Index downside but only 37.69% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.36 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
- 0.32%
- Beta
- 0.36
- R²
- 0.71
- Upside Capture
- 37.69%
- Downside Capture
- 50.37%
Expense Ratio
2025 FW-D-I has an expense ratio of 0.11%, 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 54 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 FW-D-I and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.03 | 1.86 | +0.16 |
| Sortino ratioReturn per unit of downside risk | 2.90 | 2.53 | +0.37 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.53 | +0.14 |
| Martin ratioReturn relative to average drawdown | 10.97 | 11.37 | -0.40 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
BNDX Vanguard Total International Bond ETF | 18 | 0.56 | 0.82 | 1.10 | 0.66 | 1.84 |
SPAXX Fidelity Government Money Market Fund | — | 3.65 | — | — | — | — |
VTI Vanguard Total Stock Market ETF | 67 | 1.97 | 2.67 | 1.35 | 2.79 | 12.52 |
VTV Vanguard Value ETF | 87 | 2.61 | 3.71 | 1.47 | 4.25 | 16.04 |
VXUS Vanguard Total International Stock ETF | 58 | 1.77 | 2.44 | 1.33 | 2.53 | 9.72 |
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Dividends
Dividend yield
2025 FW-D-I provided a 3.23% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 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 | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
BNDX Vanguard Total International Bond ETF | 4.47% | 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 | 3.59% | 3.88% | 1.53% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.03% | 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 | 1.83% | 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 | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
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 0.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -16.75%Oct 2022 | 11mo 8d | 1y 7mo | 2y 6moNov 2021 - May 2024 |
2025 selloff2025 | -5.63%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
2026 pullback2026 | -5.08%Mar 2026 | 25d | 1mo 10d | 2mo 5dMar 2026 - May 2026 |
2025 pullback2025 | -3.81%Jan 2025 | 3mo 15d | 1mo 6d | 4mo 21dSep 2024 - Feb 2025 |
2021 pullback2021 | -2.49%Oct 2021 | 27d | 1mo 2d | 1mo 29dSep 2021 - Nov 2021 |
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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.17 | 1.24 | 1.26 | 1.26 |
The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025 FW-D-I correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.81 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SPAXX has the lowest at 0.02.
Asset Correlations Table
Find what 2025 FW-D-I is missing
See which holdings overlap, where 2025 FW-D-I is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification