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

Asset Allocation


S&P 500 Index

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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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Returns By Period


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.22%2.48%-3.66%3.33%1.78%0.05%6.19%
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%
20210.34%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
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.


2025 FW-D-I Risk / Return Rank: 5454
Overall Rank
2025 FW-D-I Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
2025 FW-D-I Sortino Ratio Rank: 6161
Sortino Ratio Rank
2025 FW-D-I Omega Ratio Rank: 6565
Omega Ratio Rank
2025 FW-D-I Calmar Ratio Rank: 4545
Calmar Ratio Rank
2025 FW-D-I Martin Ratio Rank: 4747
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

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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
36
1.181.771.211.654.81
BNDX
Vanguard Total International Bond ETF
18
0.560.821.100.661.84
SPAXX
Fidelity Government Money Market Fund
3.65
VTI
Vanguard Total Stock Market ETF
67
1.972.671.352.7912.52
VTV
Vanguard Value ETF
87
2.613.711.474.2516.04
VXUS
Vanguard Total International Stock ETF
58
1.772.441.332.539.72

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. Learn how to interpret the Sharpe ratio.

The current 2025 FW-D-I Sharpe ratio is 2.03 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 3.23% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.23%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
3.96%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 8d1y 7mo
2y 6moNov 2021 - May 2024
2025 selloff2025
-5.63%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2026 pullback2026
-5.08%Mar 2026
25d1mo 10d
2mo 5dMar 2026 - May 2026
2025 pullback2025
-3.81%Jan 2025
3mo 15d1mo 6d
4mo 21dSep 2024 - Feb 2025
2021 pullback2021
-2.49%Oct 2021
27d1mo 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

2025 FW-D-I has a 0.82 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

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.

SPAXX
0.02
BNDX
0.17
BND
0.18
VXUS
0.77
VTV
0.80
VTI
0.99

Portfolio Correlations

Correlation vs. 2025 FW-D-I. VXUS has the highest portfolio correlation at 0.93, while SPAXX has the lowest at 0.03.

SPAXX
0.03
BNDX
0.44
BND
0.49
VTV
0.78
VTI
0.82
VXUS
0.93

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from May 25, 2021
Diversification Analysis

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