Sensible Financial 50/50
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sensible Financial 50/50, 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 Nov 9, 2017, corresponding to the inception date of VTC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.30% | -7.04% | -9.70% | 4.44% | 12.96% | 9.77% |
| Sensible Financial 50/50 | -1.24% | -3.15% | -2.94% | 6.92% | 6.59% | N/A |
| Portfolio components: | ||||||
MGC Vanguard Mega Cap ETF | -10.59% | -7.05% | -8.93% | 6.20% | 15.01% | 12.30% |
VO Vanguard Mid-Cap ETF | -6.35% | -5.27% | -7.92% | 6.43% | 12.71% | 8.41% |
VB Vanguard Small-Cap ETF | -14.26% | -9.14% | -14.69% | -2.10% | 12.11% | 6.94% |
SPDW SPDR Portfolio World ex-US ETF | 5.24% | -4.70% | -0.85% | 8.34% | 10.55% | 5.04% |
VWO Vanguard FTSE Emerging Markets ETF | -2.35% | -7.93% | -7.08% | 8.60% | 7.08% | 2.85% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 2.27% | -0.35% | -0.05% | 6.12% | 1.52% | 1.92% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.85% | 0.85% | 2.89% | 7.01% | 3.99% | 2.75% |
VTC Vanguard Total Corporate Bond ETF | 1.08% | -0.68% | -1.39% | 6.77% | 0.09% | N/A |
VMBS Vanguard Mortgage-Backed Securities ETF | 2.35% | 0.03% | 0.60% | 8.26% | -0.74% | 0.95% |
BNDX Vanguard Total International Bond ETF | 0.91% | 1.56% | 1.03% | 5.70% | 0.13% | 1.77% |
Monthly Returns
The table below presents the monthly returns of Sensible Financial 50/50, 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 | 2.01% | 0.83% | -1.54% | -2.48% | -1.24% | ||||||||
| 2024 | -0.15% | 1.59% | 2.10% | -2.65% | 2.96% | 1.06% | 2.14% | 1.63% | 1.89% | -2.15% | 2.40% | -2.19% | 8.74% |
| 2023 | 5.35% | -2.65% | 2.62% | 0.86% | -1.13% | 2.88% | 1.91% | -1.86% | -3.18% | -2.07% | 6.44% | 4.31% | 13.67% |
| 2022 | -3.28% | -1.61% | -0.28% | -5.61% | 0.34% | -5.21% | 5.19% | -3.62% | -7.25% | 3.11% | 5.99% | -2.87% | -14.97% |
| 2021 | -0.18% | 0.70% | 1.20% | 2.44% | 1.03% | 0.93% | 1.01% | 1.04% | -2.39% | 2.64% | -1.11% | 1.78% | 9.35% |
| 2020 | 0.06% | -3.27% | -8.08% | 6.37% | 3.07% | 2.06% | 3.28% | 2.96% | -1.42% | -1.14% | 6.77% | 2.84% | 13.28% |
| 2019 | 4.90% | 1.35% | 1.50% | 1.79% | -2.40% | 3.85% | 0.21% | -0.02% | 0.78% | 1.37% | 1.39% | 1.85% | 17.68% |
| 2018 | 2.31% | -2.60% | -0.29% | 0.00% | 0.52% | -0.18% | 1.56% | 0.62% | -0.13% | -4.39% | 1.11% | -2.93% | -4.53% |
| 2017 | 0.77% | 1.08% | 1.86% |
Expense Ratio
Sensible Financial 50/50 has an expense ratio of 0.06%, 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 Sensible Financial 50/50 is 74, 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 | |
|---|---|---|---|---|---|
MGC Vanguard Mega Cap ETF | 0.31 | 0.57 | 1.08 | 0.31 | 1.39 |
VO Vanguard Mid-Cap ETF | 0.34 | 0.59 | 1.08 | 0.31 | 1.30 |
VB Vanguard Small-Cap ETF | -0.12 | -0.01 | 1.00 | -0.10 | -0.38 |
SPDW SPDR Portfolio World ex-US ETF | 0.42 | 0.72 | 1.10 | 0.54 | 1.65 |
VWO Vanguard FTSE Emerging Markets ETF | 0.39 | 0.69 | 1.09 | 0.36 | 1.29 |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 1.25 | 1.75 | 1.22 | 0.53 | 3.64 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.72 | 6.04 | 1.85 | 7.07 | 24.82 |
VTC Vanguard Total Corporate Bond ETF | 1.06 | 1.51 | 1.19 | 0.50 | 3.31 |
VMBS Vanguard Mortgage-Backed Securities ETF | 1.32 | 1.96 | 1.23 | 0.65 | 4.03 |
BNDX Vanguard Total International Bond ETF | 1.45 | 2.10 | 1.25 | 0.61 | 6.54 |
Dividends
Dividend yield
Sensible Financial 50/50 provided a 3.16% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.16% | 3.11% | 3.02% | 3.48% | 2.67% | 1.66% | 2.59% | 2.77% | 1.83% | 1.96% | 1.69% | 1.94% |
| Portfolio components: | ||||||||||||
MGC Vanguard Mega Cap ETF | 1.30% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.82% | 2.14% | 2.11% | 1.81% |
VO Vanguard Mid-Cap ETF | 1.68% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% |
VB Vanguard Small-Cap ETF | 1.64% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
SPDW SPDR Portfolio World ex-US ETF | 3.03% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% |
VWO Vanguard FTSE Emerging Markets ETF | 3.30% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.21% | 4.17% | 4.31% | 8.45% | 5.13% | 1.38% | 2.30% | 3.12% | 2.41% | 2.12% | 0.87% | 2.25% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.77% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
VTC Vanguard Total Corporate Bond ETF | 4.56% | 4.50% | 3.80% | 3.13% | 2.36% | 2.69% | 3.34% | 3.53% | 0.55% | 0.00% | 0.00% | 0.00% |
VMBS Vanguard Mortgage-Backed Securities ETF | 4.00% | 3.94% | 3.31% | 2.35% | 1.02% | 1.81% | 2.77% | 2.72% | 2.16% | 2.10% | 2.12% | 1.90% |
BNDX Vanguard Total International Bond ETF | 4.25% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
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 Sensible Financial 50/50. 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 Sensible Financial 50/50 was 20.96%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.
The current Sensible Financial 50/50 drawdown is 4.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.96% | Nov 10, 2021 | 234 | Oct 14, 2022 | 397 | May 15, 2024 | 631 |
| -19.44% | Feb 20, 2020 | 20 | Mar 18, 2020 | 84 | Jul 17, 2020 | 104 |
| -9.86% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -7.94% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -4.04% | Sep 3, 2020 | 15 | Sep 24, 2020 | 30 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The current Sensible Financial 50/50 volatility is 6.19%, 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
| BNDX | VTIP | VMBS | VAIPX | VWO | VB | MGC | VTC | SPDW | VO | |
|---|---|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.43 | 0.68 | 0.63 | 0.03 | 0.04 | 0.05 | 0.73 | 0.06 | 0.06 |
| VTIP | 0.43 | 1.00 | 0.54 | 0.78 | 0.11 | 0.12 | 0.12 | 0.51 | 0.17 | 0.14 |
| VMBS | 0.68 | 0.54 | 1.00 | 0.70 | 0.07 | 0.08 | 0.07 | 0.76 | 0.11 | 0.09 |
| VAIPX | 0.63 | 0.78 | 0.70 | 1.00 | 0.04 | 0.04 | 0.05 | 0.72 | 0.08 | 0.06 |
| VWO | 0.03 | 0.11 | 0.07 | 0.04 | 1.00 | 0.64 | 0.67 | 0.16 | 0.79 | 0.66 |
| VB | 0.04 | 0.12 | 0.08 | 0.04 | 0.64 | 1.00 | 0.83 | 0.18 | 0.79 | 0.96 |
| MGC | 0.05 | 0.12 | 0.07 | 0.05 | 0.67 | 0.83 | 1.00 | 0.20 | 0.80 | 0.89 |
| VTC | 0.73 | 0.51 | 0.76 | 0.72 | 0.16 | 0.18 | 0.20 | 1.00 | 0.21 | 0.22 |
| SPDW | 0.06 | 0.17 | 0.11 | 0.08 | 0.79 | 0.79 | 0.80 | 0.21 | 1.00 | 0.81 |
| VO | 0.06 | 0.14 | 0.09 | 0.06 | 0.66 | 0.96 | 0.89 | 0.22 | 0.81 | 1.00 |