Safe Bonds

The chart shows the growth of an initial investment of $10,000 in Safe Bonds, 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 never rebalanced.

As of Apr 3, 2026, the Safe Bonds returned 0.91% Year-To-Date and 2.53% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 5, 2014, Safe Bonds's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, your investment would double in approximately 34.0 years.

Historically, 87% of months were positive and 13% were negative. The best month was Apr 2020 with a return of +0.7%, while the worst month was Mar 2020 at -0.7%. The longest winning streak lasted 49 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Safe Bonds closed higher 66% of trading days. The best single day was Dec 22, 2014 with a return of +2.3%, while the worst single day was Dec 19, 2014 at -2.2%.

Safe Bonds has an annualized alpha of 2.01%, beta of 0.01, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 05, 2014.

• This portfolio captured 4.97% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.92%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.01 may look defensive, but with R² of 0.02 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.02 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Safe Bonds has an expense ratio of 0.13%, 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.

Safe Bonds ranks 100 for risk / return — in the top 100% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Safe Bonds Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 13.15
• 5-Year: 10.43
• 10-Year: 3.51
• All Time: 1.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Safe Bonds compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Safe Bonds provided a 4.24% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Safe Bonds. 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 Safe Bonds was 2.59%, occurring on Mar 19, 2020. Recovery took 38 trading sessions.

The chart below shows the rolling one-month volatility.