Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 33% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 33% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 34% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 33/33/33 portfolio - 66/33 AA ETF version, 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 Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Apr 7, 2026, the 33/33/33 portfolio - 66/33 AA ETF version returned 0.28% Year-To-Date and 8.39% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio 33/33/33 portfolio - 66/33 AA ETF version | 0.31% | -0.72% | 0.28% | 2.05% | 24.25% | 12.48% | 6.29% | 8.39% |
| Portfolio components: | ||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | -0.19% | -0.87% | -0.15% | 0.92% | 2.79% | 2.85% | 0.27% | 1.27% |
VXUS Vanguard Total International Stock ETF | 0.63% | 0.09% | 3.46% | 6.23% | 40.04% | 15.81% | 7.50% | 9.05% |
VTI Vanguard Total Stock Market ETF | 0.45% | -1.56% | -2.70% | -1.22% | 32.43% | 18.56% | 10.52% | 13.90% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 2011, 33/33/33 portfolio - 66/33 AA ETF version's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +8.2%, while the worst month was Mar 2020 at -8.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 33/33/33 portfolio - 66/33 AA ETF version closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Mar 16, 2020 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.41% | 2.21% | -4.95% | 0.80% | 0.28% | ||||||||
| 2025 | 2.34% | 0.63% | -1.56% | 1.14% | 3.42% | 3.49% | 0.31% | 2.72% | 2.39% | 1.46% | 0.49% | 0.77% | 18.93% |
| 2024 | -0.13% | 2.24% | 2.37% | -2.89% | 3.40% | 1.07% | 2.29% | 1.92% | 1.93% | -2.55% | 2.42% | -2.36% | 9.85% |
| 2023 | 6.01% | -3.06% | 2.87% | 1.24% | -1.40% | 3.34% | 2.51% | -2.22% | -3.31% | -2.30% | 6.90% | 4.37% | 15.21% |
| 2022 | -3.48% | -1.93% | -0.15% | -6.02% | 0.66% | -5.55% | 4.94% | -3.69% | -7.52% | 3.58% | 7.01% | -2.94% | -15.09% |
| 2021 | -0.17% | 1.37% | 1.48% | 2.83% | 1.30% | 0.78% | 0.58% | 1.34% | -2.98% | 2.93% | -1.80% | 2.35% | 10.29% |
Benchmark Metrics
33/33/33 portfolio - 66/33 AA ETF version has an annualized alpha of 0.33%, beta of 0.60, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.
- This portfolio participated in 68.99% of S&P 500 Index downside but only 60.70% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.60 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
- 0.33%
- Beta
- 0.60
- R²
- 0.89
- Upside Capture
- 60.70%
- Downside Capture
- 68.99%
Expense Ratio
33/33/33 portfolio - 66/33 AA ETF version has an expense ratio of 0.04%, 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
33/33/33 portfolio - 66/33 AA ETF version ranks 70 for risk / return — better than 70% 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 | 2.31 | 1.84 | +0.46 |
Sortino ratioReturn per unit of downside risk | 3.58 | 2.97 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.40 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.82 | +0.52 |
Martin ratioReturn relative to average drawdown | 9.86 | 7.76 | +2.10 |
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 | |
|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 38 | 0.76 | 1.12 | 1.13 | 1.61 | 4.85 |
VXUS Vanguard Total International Stock ETF | 87 | 2.53 | 3.60 | 1.49 | 2.56 | 9.93 |
VTI Vanguard Total Stock Market ETF | 81 | 1.89 | 3.04 | 1.42 | 2.06 | 8.60 |
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Dividends
Dividend yield
33/33/33 portfolio - 66/33 AA ETF version provided a 2.64% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.70% | 2.78% | 2.48% | 2.17% | 2.01% | 1.93% | 2.36% | 2.43% | 2.04% | 2.19% | 2.17% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.83% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
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% |
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 33/33/33 portfolio - 66/33 AA ETF version. 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 33/33/33 portfolio - 66/33 AA ETF version was 22.30%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current 33/33/33 portfolio - 66/33 AA ETF version drawdown is 4.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.3% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -21.4% | Feb 13, 2020 | 27 | Mar 23, 2020 | 82 | Jul 20, 2020 | 109 |
| -13.97% | May 2, 2011 | 108 | Oct 3, 2011 | 99 | Feb 24, 2012 | 207 |
| -12.91% | Jan 29, 2018 | 229 | Dec 24, 2018 | 89 | May 3, 2019 | 318 |
| -12.14% | May 22, 2015 | 183 | Feb 11, 2016 | 126 | Aug 11, 2016 | 309 |
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 3 assets, with an effective number of assets of 3.00, 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 | VGIT | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.21 | 0.81 | 0.99 | 0.92 |
| VGIT | -0.21 | 1.00 | -0.15 | -0.21 | -0.06 |
| VXUS | 0.81 | -0.15 | 1.00 | 0.82 | 0.95 |
| VTI | 0.99 | -0.21 | 0.82 | 1.00 | 0.93 |
| Portfolio | 0.92 | -0.06 | 0.95 | 0.93 | 1.00 |