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Exploring for 2026
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 Exploring for 2026, 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.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Exploring for 2026
0.54%1.26%13.61%14.32%27.02%16.93%8.80%
BND
Vanguard Total Bond Market ETF
-0.12%0.45%0.52%0.91%4.77%4.17%0.03%1.58%
BOND
PIMCO Active Bond ETF
-0.04%0.57%0.79%1.33%6.34%5.25%0.44%2.17%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.23%1.80%47.68%48.56%76.02%33.82%14.12%
FDVV
Fidelity High Dividend ETF
0.57%2.54%9.30%9.44%23.92%19.75%13.53%
FNDE
Schwab Fundamental Emerging Markets Equity ETF
0.66%-0.36%13.70%15.79%31.37%19.78%9.29%11.35%
O
Realty Income Corporation
1.31%1.67%13.70%11.57%14.88%6.59%3.49%4.89%
VYMI
Vanguard International High Dividend Yield ETF
0.54%1.28%12.90%14.90%31.26%21.73%12.29%11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 29, 2020, Exploring for 2026's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +8.4%, while the worst month was Sep 2022 at -10.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Exploring for 2026 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -4.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.86%4.31%-5.52%6.58%1.98%0.18%13.61%
20251.64%3.16%-0.27%-0.40%2.66%3.92%0.75%3.14%3.04%1.10%0.51%0.85%21.93%
2024-1.23%1.04%3.03%-1.78%3.47%0.38%3.48%3.25%3.45%-2.88%0.78%-3.45%9.55%
20236.87%-4.25%1.24%1.23%-2.96%3.77%3.31%-3.76%-3.99%-2.88%8.33%4.84%11.18%
2022-0.85%-3.34%1.38%-4.29%1.40%-5.44%4.09%-3.63%-10.01%3.53%7.84%-1.82%-11.77%
2021-0.63%2.14%3.20%3.62%1.67%0.14%0.71%1.91%-3.56%3.43%-1.97%4.16%15.51%

Benchmark Metrics

Exploring for 2026 has an annualized alpha of 3.41%, beta of 0.57, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since October 29, 2020.

  • This portfolio participated in 69.80% of S&P 500 Index downside but only 67.68% of its upside - more exposed to losses than it benefited from rallies.
  • This portfolio generated an annualized alpha of 3.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.57 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
3.41%
Beta
0.57
0.67
Upside Capture
67.68%
Downside Capture
69.80%

Expense Ratio

Exploring for 2026 has an expense ratio of 0.26%, 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

Exploring for 2026 ranks 77 for risk / return — better than 77% 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.


Exploring for 2026 Risk / Return Rank: 7777
Overall Rank
Exploring for 2026 Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
Exploring for 2026 Sortino Ratio Rank: 8282
Sortino Ratio Rank
Exploring for 2026 Omega Ratio Rank: 8585
Omega Ratio Rank
Exploring for 2026 Calmar Ratio Rank: 6767
Calmar Ratio Rank
Exploring for 2026 Martin Ratio Rank: 6868
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 Exploring for 2026 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

2.53

1.86

+0.67

Sortino ratioReturn per unit of downside risk

3.42

2.53

+0.89

Omega ratioGain probability vs. loss probability

1.47

1.34

+0.14

Calmar ratioReturn relative to maximum drawdown

3.26

2.53

+0.73

Martin ratioReturn relative to average drawdown

13.15

11.37

+1.78


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
BND
Vanguard Total Bond Market ETF
36
1.181.771.211.654.81
BOND
PIMCO Active Bond ETF
46
1.502.201.271.966.03
DTCR
Global X Data Center & Digital Infrastructure ETF
91
3.163.831.505.6417.40
FDVV
Fidelity High Dividend ETF
71
2.243.141.412.4410.11
FNDE
Schwab Fundamental Emerging Markets Equity ETF
65
1.922.581.352.9310.67
O
Realty Income Corporation
66
0.881.261.151.293.12
VYMI
Vanguard International High Dividend Yield ETF
74
2.263.081.412.9611.60

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 Exploring for 2026 Sharpe ratio is 2.53 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 1.53 to 2.41, 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 Exploring for 2026 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

Exploring for 2026 provided a 3.69% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.69%4.02%4.22%4.02%4.01%3.18%2.84%3.26%3.27%2.85%2.19%1.95%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
BOND
PIMCO Active Bond ETF
5.17%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
DTCR
Global X Data Center & Digital Infrastructure ETF
0.74%1.10%1.72%1.18%2.57%1.27%0.30%0.00%0.00%0.00%0.00%0.00%
FDVV
Fidelity High Dividend ETF
2.70%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%
FNDE
Schwab Fundamental Emerging Markets Equity ETF
3.68%4.19%4.82%4.74%5.59%4.32%2.50%3.47%2.98%2.05%1.65%2.02%
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%
VYMI
Vanguard International High Dividend Yield ETF
3.39%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%

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 Exploring for 2026. 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 Exploring for 2026 was 21.71%, occurring on Oct 14, 2022. Recovery took 390 trading sessions.

The current Exploring for 2026 drawdown is 0.51%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-21.71%Oct 2022
9mo 4d1y 6mo
2y 3moJan 2022 - May 2024
2025 selloff2025
-11.31%Apr 2025
21d1mo 7d
1mo 28dMar 2025 - May 2025
2026 pullback2026
-7.94%Mar 2026
29d21d
1mo 20dFeb 2026 - Apr 2026
2025 pullback2025
-7.47%Jan 2025
3mo 12d1mo 8d
4mo 20dOct 2024 - Feb 2025
2021 pullback2021
-4.32%Sep 2021
23d25d
1mo 18dSep 2021 - Oct 2021

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 7 assets, with an effective number of assets of 6.76, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


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

1.33

1.32

1.30

1.31

The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Exploring for 2026 correlation to the S&P 500 Index

Exploring for 2026 has a 0.75 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

0.75

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

0.72

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.78


Benchmark Correlations

Correlation vs. S&P 500 Index. FDVV has the highest benchmark correlation at 0.88, while BND has the lowest at 0.18.

BND
0.18
BOND
0.20
O
0.32
FNDE
0.61
DTCR
0.67
VYMI
0.69
FDVV
0.88

Portfolio Correlations

Correlation vs. Exploring for 2026. VYMI has the highest portfolio correlation at 0.88, while BND has the lowest at 0.32.

BND
0.32
BOND
0.36
O
0.60
DTCR
0.76
FNDE
0.82
FDVV
0.86
VYMI
0.88

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 Oct 29, 2020
Diversification Analysis

Find what Exploring for 2026 is missing

See which holdings overlap, where Exploring for 2026 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification