Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 33.33% |
SCHP Schwab U.S. TIPS ETF | Inflation-Protected Bonds | 33.33% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | Inflation-Protected Bonds | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bond Funds, 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 Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of Apr 3, 2026, the Bond Funds returned 0.75% Year-To-Date and 2.47% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Bond Funds | 0.30% | -0.31% | 0.75% | 1.08% | 3.40% | 3.82% | 1.77% | 2.47% |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.23% | -0.96% | 0.32% | 1.01% | 3.86% | 3.55% | 0.29% | 1.68% |
SCHP Schwab U.S. TIPS ETF | 0.45% | -0.35% | 0.82% | 0.75% | 2.80% | 3.21% | 1.46% | 2.60% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.23% | 0.38% | 1.11% | 1.47% | 3.52% | 4.67% | 3.51% | 3.08% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 17, 2012, Bond Funds'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, 63% of months were positive and 37% were negative. The best month was Jul 2022 with a return of +2.9%, while the worst month was Sep 2022 at -4.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Bond Funds closed higher 53% of trading days. The best single day was Mar 20, 2020 with a return of +2.0%, while the worst single day was Mar 18, 2020 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.45% | 1.03% | -0.99% | 0.26% | 0.75% | ||||||||
| 2025 | 0.90% | 1.85% | 0.54% | 0.47% | -0.57% | 1.00% | 0.05% | 1.38% | 0.49% | 0.36% | 0.33% | -0.27% | 6.68% |
| 2024 | 0.21% | -0.92% | 0.73% | -1.42% | 1.48% | 0.72% | 1.71% | 0.94% | 1.30% | -1.61% | 0.68% | -1.10% | 2.67% |
| 2023 | 2.03% | -1.47% | 2.49% | 0.24% | -1.01% | -0.27% | 0.17% | -0.43% | -1.57% | -0.61% | 2.79% | 2.42% | 4.75% |
| 2022 | -1.55% | 0.24% | -1.81% | -2.03% | 0.13% | -2.09% | 2.93% | -2.42% | -4.63% | 0.41% | 2.05% | -0.80% | -9.38% |
| 2021 | 0.01% | -0.99% | -0.29% | 1.00% | 0.68% | 0.50% | 1.72% | -0.10% | -0.58% | 0.60% | 0.39% | 0.17% | 3.12% |
Benchmark Metrics
Bond Funds has an annualized alpha of 1.80%, beta of 0.02, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since October 17, 2012.
- This portfolio participated in 11.32% of S&P 500 Index downside but only 10.89% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.02 may look defensive, but with R² of 0.01 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 0.01 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.
- Alpha
- 1.80%
- Beta
- 0.02
- R²
- 0.01
- Upside Capture
- 10.89%
- Downside Capture
- 11.32%
Expense Ratio
Bond Funds 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
Bond Funds ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.88 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.37 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.39 | +0.52 |
Martin ratioReturn relative to average drawdown | 6.01 | 6.43 | -0.42 |
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 | |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 47 | 1.02 | 1.44 | 1.18 | 1.70 | 4.71 |
SCHP Schwab U.S. TIPS ETF | 36 | 0.84 | 1.17 | 1.15 | 1.19 | 3.52 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 92 | 2.18 | 3.31 | 1.47 | 4.13 | 13.26 |
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Dividends
Dividend yield
Bond Funds provided a 3.75% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.75% | 3.92% | 3.14% | 3.00% | 5.47% | 3.61% | 1.48% | 2.22% | 2.48% | 1.91% | 1.51% | 0.91% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.94% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
SCHP Schwab U.S. TIPS ETF | 3.70% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.62% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 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 Bond Funds. 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 Bond Funds was 11.80%, occurring on Oct 20, 2022. Recovery took 610 trading sessions.
The current Bond Funds drawdown is 0.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.8% | Nov 10, 2021 | 238 | Oct 20, 2022 | 610 | Mar 28, 2025 | 848 |
| -8.85% | Mar 9, 2020 | 8 | Mar 18, 2020 | 50 | May 29, 2020 | 58 |
| -6.1% | Apr 8, 2013 | 106 | Sep 5, 2013 | 644 | Mar 29, 2016 | 750 |
| -3.27% | Jul 7, 2016 | 114 | Dec 15, 2016 | 178 | Aug 31, 2017 | 292 |
| -2.04% | Apr 4, 2025 | 6 | Apr 11, 2025 | 51 | Jun 26, 2025 | 57 |
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 | VTIP | AGG | SCHP | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.07 | -0.00 | -0.02 | -0.00 |
| VTIP | 0.07 | 1.00 | 0.55 | 0.76 | 0.79 |
| AGG | -0.00 | 0.55 | 1.00 | 0.80 | 0.90 |
| SCHP | -0.02 | 0.76 | 0.80 | 1.00 | 0.97 |
| Portfolio | -0.00 | 0.79 | 0.90 | 0.97 | 1.00 |