Bond Funds
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
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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 May 30, 2025, the Bond Funds returned 2.97% Year-To-Date and 2.28% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Bond Funds | 2.97% | -0.70% | 2.08% | 6.35% | 1.47% | 2.28% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 2.30% | -0.94% | 0.97% | 6.14% | -0.97% | 1.50% |
SCHP Schwab U.S. TIPS ETF | 3.23% | -0.82% | 1.93% | 6.05% | 1.50% | 2.45% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | -0.36% | 3.34% | 6.83% | 3.86% | 2.84% |
Monthly Returns
The table below presents the monthly returns of Bond Funds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.90% | 1.85% | 0.54% | 0.47% | -0.79% | 2.97% | |||||||
| 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% | 2.59% | 4.92% |
| 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% |
| 2020 | 1.50% | 0.98% | -1.29% | 1.95% | 0.67% | 0.82% | 1.45% | 0.40% | -0.20% | -0.47% | 0.96% | 0.77% | 7.76% |
| 2019 | 1.06% | -0.10% | 1.63% | 0.18% | 1.37% | 0.86% | 0.19% | 1.84% | -0.62% | 0.14% | 0.08% | 0.45% | 7.27% |
| 2018 | -0.79% | -0.66% | 0.70% | -0.33% | 0.41% | 0.32% | -0.24% | 0.57% | -0.60% | -0.85% | 0.41% | 0.92% | -0.17% |
| 2017 | 0.52% | 0.35% | 0.03% | 0.43% | 0.25% | -0.47% | 0.37% | 0.76% | -0.47% | 0.18% | -0.05% | 0.54% | 2.46% |
| 2016 | 1.03% | 0.70% | 1.29% | 0.10% | -0.28% | 1.72% | 0.40% | -0.35% | 0.55% | -0.47% | -1.71% | 0.19% | 3.18% |
| 2015 | 2.06% | -0.81% | -0.15% | 0.34% | -0.53% | -0.70% | 0.37% | -0.58% | 0.12% | 0.16% | -0.23% | -0.36% | -0.35% |
| 2014 | 1.35% | 0.36% | -0.37% | 0.91% | 1.28% | 0.21% | -0.22% | 0.57% | -1.43% | 0.69% | 0.23% | -0.71% | 2.87% |
Expense Ratio
Bond Funds 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 82, Bond Funds is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 1.15 | 1.41 | 1.17 | 0.43 | 2.44 |
SCHP Schwab U.S. TIPS ETF | 1.27 | 1.59 | 1.20 | 0.56 | 3.45 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38 | 5.00 | 1.74 | 6.88 | 20.50 |
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Dividends
Dividend yield
Bond Funds provided a 3.29% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.29% | 3.14% | 3.17% | 5.47% | 3.62% | 1.48% | 2.22% | 2.68% | 1.91% | 1.51% | 0.91% | 1.51% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.82% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
SCHP Schwab U.S. TIPS ETF | 3.28% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
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 591 trading sessions.
The current Bond Funds drawdown is 0.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.8% | Nov 10, 2021 | 238 | Oct 20, 2022 | 591 | Mar 3, 2025 | 829 |
| -8.85% | Mar 9, 2020 | 8 | Mar 18, 2020 | 50 | May 29, 2020 | 58 |
| -6.1% | Apr 8, 2013 | 106 | Sep 5, 2013 | 353 | Jan 30, 2015 | 459 |
| -3.27% | Jul 7, 2016 | 114 | Dec 15, 2016 | 178 | Aug 31, 2017 | 292 |
| -2.81% | Feb 2, 2015 | 222 | Dec 16, 2015 | 69 | Mar 29, 2016 | 291 |
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
| ^GSPC | VTIP | AGG | SCHP | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | -0.02 | -0.03 | -0.01 |
| VTIP | 0.07 | 1.00 | 0.55 | 0.76 | 0.79 |
| AGG | -0.02 | 0.55 | 1.00 | 0.79 | 0.90 |
| SCHP | -0.03 | 0.76 | 0.79 | 1.00 | 0.97 |
| Portfolio | -0.01 | 0.79 | 0.90 | 0.97 | 1.00 |