Asset Allocation
Find the right asset allocation for Moderately Aggressive Mix
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 Moderately Aggressive Mix, 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
As of Jun 27, 2026, the Moderately Aggressive Mix returned 11.87% Year-To-Date and 11.25% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.18% | -1.84% | 8.69% | 7.74% | 20.53% | 18.69% | 11.60% | 13.47% |
Portfolio Moderately Aggressive Mix | 0.65% | 0.18% | 11.87% | 11.10% | 21.66% | 16.00% | 8.50% | 11.25% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | -0.50% | -0.97% | 18.32% | 17.51% | 25.44% | 13.78% | 8.65% | 12.43% |
VB Vanguard Small-Cap ETF | 0.60% | 2.96% | 17.60% | 16.02% | 29.08% | 16.52% | 7.58% | 11.65% |
VNQ Vanguard Real Estate ETF | -0.53% | 3.46% | 13.09% | 12.39% | 15.21% | 9.77% | 3.16% | 5.10% |
VO Vanguard Mid-Cap ETF | 0.60% | 2.24% | 11.68% | 10.42% | 17.47% | 15.29% | 7.92% | 11.74% |
VTEB Vanguard Tax-Exempt Bond ETF | 0.16% | 0.83% | 2.13% | 2.21% | 6.96% | 3.54% | 0.99% | 2.01% |
VTI Vanguard Total Stock Market ETF | 1.35% | -1.17% | 10.16% | 9.14% | 22.82% | 20.13% | 12.06% | 14.92% |
VWO Vanguard FTSE Emerging Markets ETF | 1.02% | -1.05% | 10.21% | 10.52% | 22.95% | 16.79% | 4.95% | 8.30% |
VXUS Vanguard Total International Stock ETF | 0.53% | -0.87% | 13.20% | 12.95% | 26.83% | 18.41% | 8.62% | 9.85% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 25, 2015, Moderately Aggressive Mix's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Moderately Aggressive Mix closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.28% | 2.47% | -5.10% | 7.92% | 3.03% | 0.18% | 11.87% | ||||||
| 2025 | 2.65% | -0.40% | -3.42% | -1.30% | 4.26% | 3.78% | 1.11% | 3.00% | 2.28% | 0.69% | 0.79% | 0.20% | 14.21% |
| 2024 | -0.82% | 3.78% | 3.14% | -4.09% | 3.48% | 1.14% | 3.53% | 2.04% | 2.30% | -1.41% | 5.11% | -4.39% | 14.12% |
| 2023 | 7.00% | -3.22% | 0.90% | 0.30% | -1.66% | 5.90% | 3.48% | -2.77% | -4.51% | -3.33% | 8.72% | 6.03% | 16.85% |
| 2022 | -5.22% | -1.92% | 1.80% | -6.89% | 0.27% | -7.42% | 7.01% | -3.44% | -8.94% | 6.22% | 6.77% | -4.32% | -16.49% |
| 2021 | 0.17% | 3.33% | 3.27% | 4.00% | 1.11% | 1.38% | 0.63% | 2.13% | -3.78% | 4.90% | -2.15% | 4.09% | 20.40% |
Benchmark Metrics
Moderately Aggressive Mix has an annualized alpha of 0.00%, beta of 0.85, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since August 25, 2015.
- This portfolio participated in 89.39% of S&P 500 Index downside but only 83.91% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.00%
- Beta
- 0.85
- R²
- 0.94
- Upside Capture
- 83.91%
- Downside Capture
- 89.39%
Expense Ratio
Moderately Aggressive Mix has an expense ratio of 0.05%, 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
Moderately Aggressive Mix ranks 64 for risk / return — better than 64% 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
The table below presents risk-adjusted performance metrics for Moderately Aggressive Mix 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 | 2.01 | 1.65 | +0.36 |
| Sortino ratioReturn per unit of downside risk | 2.80 | 2.27 | +0.53 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.27 | +0.64 |
| Martin ratioReturn relative to average drawdown | 12.34 | 9.90 | +2.44 |
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 |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.32 | 3.54 | 1.41 | 5.54 | 13.29 |
VB Vanguard Small-Cap ETF | 67 | 1.77 | 2.52 | 1.31 | 3.25 | 11.93 |
VNQ Vanguard Real Estate ETF | 36 | 1.12 | 1.61 | 1.20 | 1.83 | 5.78 |
VO Vanguard Mid-Cap ETF | 47 | 1.38 | 1.98 | 1.24 | 2.15 | 8.09 |
VTEB Vanguard Tax-Exempt Bond ETF | 79 | 2.61 | 3.86 | 1.57 | 2.58 | 9.10 |
VTI Vanguard Total Stock Market ETF | 64 | 1.79 | 2.46 | 1.32 | 2.57 | 11.29 |
VWO Vanguard FTSE Emerging Markets ETF | 46 | 1.37 | 1.93 | 1.26 | 2.06 | 7.18 |
VXUS Vanguard Total International Stock ETF | 57 | 1.65 | 2.27 | 1.31 | 2.39 | 9.12 |
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Dividends
Dividend yield
Moderately Aggressive Mix provided a 2.14% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.14% | 2.22% | 2.27% | 2.32% | 2.34% | 1.81% | 1.94% | 2.24% | 2.50% | 2.11% | 2.28% | 2.16% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.28% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VB Vanguard Small-Cap ETF | 1.46% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VNQ Vanguard Real Estate ETF | 3.54% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VO Vanguard Mid-Cap ETF | 1.66% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.33% | 3.29% | 3.14% | 2.79% | 2.09% | 1.64% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% |
VTI Vanguard Total Stock Market ETF | 1.31% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VWO Vanguard FTSE Emerging Markets ETF | 2.34% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VXUS Vanguard Total International Stock ETF | 2.58% | 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 Moderately Aggressive Mix. 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 Moderately Aggressive Mix was 33.58%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Moderately Aggressive Mix drawdown is 1.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.58%Mar 2020 | 1mo 2d | 5mo 8d | 6mo 10dFeb 2020 - Aug 2020 |
Bear market2022 | -23.50%Oct 2022 | 9mo 12d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -16.32%Dec 2018 | 3mo 26d | 3mo 8d | 7mo 4dAug 2018 - Apr 2019 |
2025 selloff2025 | -15.80%Apr 2025 | 4mo 4d | 2mo 19d | 6mo 23dDec 2024 - Jun 2025 |
2016 correction2016 | -12.60%Feb 2016 | 3mo 9d | 2mo 2d | 5mo 11dNov 2015 - Apr 2016 |
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 8 assets, with an effective number of assets of 5.38, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.17 | 1.13 | 1.11 | 1.09 | 1.09 |
The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Moderately Aggressive Mix correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2015 | 0.95 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VTEB has the lowest at 0.03.
Asset Correlations Table
| VTEB | VNQ | VWO | SCHD | VXUS | VB | VTI | VO | |
|---|---|---|---|---|---|---|---|---|
| VTEB | 1.00 | 0.20 | 0.05 | -0.01 | 0.06 | 0.03 | 0.03 | 0.05 |
| VNQ | 0.20 | 1.00 | 0.41 | 0.63 | 0.52 | 0.64 | 0.60 | 0.67 |
| VWO | 0.05 | 0.41 | 1.00 | 0.55 | 0.88 | 0.64 | 0.69 | 0.66 |
| SCHD | -0.01 | 0.63 | 0.55 | 1.00 | 0.69 | 0.79 | 0.78 | 0.82 |
| VXUS | 0.06 | 0.52 | 0.88 | 0.69 | 1.00 | 0.76 | 0.80 | 0.79 |
| VB | 0.03 | 0.64 | 0.64 | 0.79 | 0.76 | 1.00 | 0.90 | 0.95 |
| VTI | 0.03 | 0.60 | 0.69 | 0.78 | 0.80 | 0.90 | 1.00 | 0.94 |
| VO | 0.05 | 0.67 | 0.66 | 0.82 | 0.79 | 0.95 | 0.94 | 1.00 |
Find what Moderately Aggressive Mix is missing
See which holdings overlap, where Moderately Aggressive Mix is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification