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Baseline
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 Baseline, 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 year.


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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
Baseline
0.98%2.86%11.03%10.40%22.27%14.63%7.75%
DODFX
Dodge & Cox International Stock Fund
2.97%3.44%11.48%13.39%28.75%19.81%10.83%11.25%
EMXC
iShares MSCI Emerging Markets ex China ETF
0.55%6.57%37.25%42.23%67.80%26.47%12.14%
FCPGX
Fidelity Small Cap Growth Fund
4.26%3.64%18.99%16.17%39.09%20.10%7.60%14.97%
FISMX
Fidelity International Small Cap Fund
2.56%0.18%8.75%10.42%16.51%13.58%5.98%9.03%
FTBFX
Fidelity Total Bond Fund
0.53%1.21%0.57%1.02%5.30%4.80%0.60%2.43%
FTKFX
Fidelity Total Bond K6 Fund
0.57%1.30%0.69%1.27%5.52%4.74%0.63%
JANEX
Janus Henderson Enterprise Fund
1.81%3.56%6.64%5.45%14.58%12.53%6.91%12.78%
MGRVX
MFS International Growth Fund Class R4
2.57%1.84%1.47%2.18%7.87%11.31%5.59%10.04%
O
Realty Income Corporation
1.31%3.07%13.70%11.57%14.88%6.59%3.49%4.89%
PIMIX
PIMCO Income Fund Institutional Class
0.56%1.76%0.91%1.78%7.88%7.70%3.44%4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 25, 2021, Baseline's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2026 with a return of +11.3%, while the worst month was Sep 2022 at -8.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Baseline closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.2%, while the worst single day was Jun 5, 2026 at -4.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.44%0.47%-5.52%11.31%10.40%-4.40%11.03%
20254.66%-2.15%-2.14%-0.09%2.25%4.48%-1.24%3.55%2.59%2.67%-1.11%0.97%15.05%
20240.15%3.49%3.31%-2.69%7.54%-0.45%-0.28%0.63%0.75%-2.50%1.91%-2.90%8.80%
20239.07%-3.28%1.88%-1.52%-1.44%4.13%4.24%-4.58%-3.26%-2.84%9.19%6.68%18.29%
2022-3.75%-1.91%-1.96%-5.98%0.67%-6.40%6.21%-3.61%-7.95%3.77%5.83%-4.32%-18.80%
20210.84%2.05%1.26%0.78%-4.55%2.93%5.18%2.10%10.80%

Benchmark Metrics

Baseline has an annualized alpha of -0.89%, beta of 0.77, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

  • This portfolio participated in 83.09% of S&P 500 Index downside but only 70.88% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.89%
Beta
0.77
0.75
Upside Capture
70.88%
Downside Capture
83.09%

Expense Ratio

Baseline has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Top 10 holdings

Return for Risk

Risk / Return Rank

Baseline ranks 24 for risk / return — below 24% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Baseline Risk / Return Rank: 2424
Overall Rank
Baseline Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
Baseline Sortino Ratio Rank: 2222
Sortino Ratio Rank
Baseline Omega Ratio Rank: 2525
Omega Ratio Rank
Baseline Calmar Ratio Rank: 2929
Calmar Ratio Rank
Baseline Martin Ratio Rank: 2424
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 Baseline 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

1.37

1.86

-0.49

Sortino ratioReturn per unit of downside risk

1.95

2.53

-0.58

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.14

2.53

-0.39

Martin ratioReturn relative to average drawdown

6.55

11.37

-4.82


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
DODFX
Dodge & Cox International Stock Fund
59
1.992.711.372.499.40
EMXC
iShares MSCI Emerging Markets ex China ETF
88
2.743.351.504.5517.51
FCPGX
Fidelity Small Cap Growth Fund
52
1.662.291.282.8011.15
FISMX
Fidelity International Small Cap Fund
24
1.241.821.231.485.19
FTBFX
Fidelity Total Bond Fund
29
1.362.051.241.805.30
FTKFX
Fidelity Total Bond K6 Fund
31
1.402.101.251.985.65
JANEX
Janus Henderson Enterprise Fund
15
0.931.411.171.153.99
MGRVX
MFS International Growth Fund Class R4
8
0.480.751.090.531.75
O
Realty Income Corporation
66
0.881.261.151.293.12
PIMIX
PIMCO Income Fund Institutional Class
52
1.882.831.362.127.21

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 Baseline Sharpe ratio is 1.37 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 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Baseline 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

Baseline provided a 3.58% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.58%3.99%3.03%2.60%2.51%3.88%2.75%2.69%3.72%2.62%2.24%2.70%
DODFX
Dodge & Cox International Stock Fund
4.53%5.05%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%
EMXC
iShares MSCI Emerging Markets ex China ETF
2.05%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%
FCPGX
Fidelity Small Cap Growth Fund
5.37%6.38%1.37%0.00%0.00%19.27%8.19%5.31%14.35%6.88%1.53%4.32%
FISMX
Fidelity International Small Cap Fund
3.29%3.58%2.64%1.87%0.70%7.28%0.83%2.32%6.14%2.46%2.70%2.80%
FTBFX
Fidelity Total Bond Fund
4.36%4.36%4.15%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%
FTKFX
Fidelity Total Bond K6 Fund
4.61%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%0.00%0.00%
JANEX
Janus Henderson Enterprise Fund
7.04%7.51%7.00%7.52%10.51%15.98%8.46%4.45%6.38%1.78%1.64%3.64%
MGRVX
MFS International Growth Fund Class R4
5.42%5.50%6.21%2.73%2.94%6.84%0.72%1.48%4.10%2.53%1.22%1.15%
O
Realty Income Corporation
5.16%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%
PIMIX
PIMCO Income Fund Institutional Class
5.83%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

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 Baseline. 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 Baseline was 24.18%, occurring on Oct 14, 2022. Recovery took 346 trading sessions.

The current Baseline drawdown is 4.40%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.18%Oct 2022
10mo 29d1y 4mo
2y 3moNov 2021 - Mar 2024
2025 selloff2025
-14.73%Apr 2025
8mo 25d2mo 23d
11mo 18dJul 2024 - Jun 2025
2026 pullback2026
-9.71%Mar 2026
2mo 22d1mo 1d
3mo 23dJan 2026 - Apr 2026
2026 pullback2026
-7.88%Jun 2026
9d
14d 21hJun 2026 - now
2025 pullback2025
-6.04%Nov 2025
23d1mo 16d
2mo 9dOct 2025 - Jan 2026

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 16 assets, with an effective number of assets of 10.26, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.24

1.23

1.20

1.20

The portfolio has a diversification ratio of 1.20, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Baseline correlation to the S&P 500 Index

Baseline has a 0.79 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.87


Benchmark Correlations

Correlation vs. S&P 500 Index. VFIAX has the highest benchmark correlation at 1.00, while VUSXX has the lowest at 0.02.

VUSXX
0.02
FTKFX
0.17
FTBFX
0.18
O
0.31
PIMIX
0.35
QCOM
0.69
FISMX
0.69
DODFX
0.70
EMXC
0.71
MGRVX
0.72
VTIAX
0.77
RERGX
0.78
FCPGX
0.84
VIEIX
0.86
JANEX
0.87
VFIAX
1.00

Portfolio Correlations

Correlation vs. Baseline. QCOM has the highest portfolio correlation at 0.91, while VUSXX has the lowest at 0.03.

VUSXX
0.03
FTKFX
0.23
FTBFX
0.24
O
0.30
PIMIX
0.42
DODFX
0.74
EMXC
0.75
FISMX
0.75
MGRVX
0.76
RERGX
0.81
VTIAX
0.81
FCPGX
0.83
VIEIX
0.84
JANEX
0.85
VFIAX
0.87
QCOM
0.91

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 Baseline is missing

See which holdings overlap, where Baseline is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification