Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SEEGX JPMorgan Large Cap Growth Fund | Large Cap Growth Equities | 49.40% |
WOBDX JPMorgan Core Bond Fund | Intermediate Core Bond | 19.80% |
MDIJX MFS International Diversification Fund | Foreign Large Cap Equities | 14.20% |
VOT Vanguard Mid-Cap Growth ETF | Mid Cap Growth Equities | 5.60% |
FLMVX JPMorgan Mid Cap Value Fund | Mid Cap Value Equities | 5.50% |
VB Vanguard Small-Cap ETF | Small Cap Blend Equities | 5.50% |
Find the right asset allocation for 2025 Aruna
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 Aruna, 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 13, 2026, the 2025 Aruna returned 4.77% Year-To-Date and 13.66% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 Aruna | 0.08% | 0.32% | 4.77% | 4.77% | 15.26% | 16.37% | 8.63% | 13.66% |
| Portfolio components: | ||||||||
FLMVX JPMorgan Mid Cap Value Fund | 1.35% | 3.72% | 8.24% | 7.45% | 16.21% | 17.23% | 9.29% | 10.45% |
MDIJX MFS International Diversification Fund | 2.42% | 2.35% | 8.32% | 9.86% | 19.85% | 15.32% | 6.69% | 10.04% |
SEEGX JPMorgan Large Cap Growth Fund | 2.59% | -1.73% | 3.07% | 2.90% | 16.03% | 21.32% | 12.20% | 19.51% |
VB Vanguard Small-Cap ETF | 0.70% | 3.26% | 15.33% | 13.69% | 30.83% | 16.14% | 6.98% | 11.61% |
VOT Vanguard Mid-Cap Growth ETF | 0.76% | 2.67% | 6.67% | 5.40% | 10.69% | 14.66% | 6.13% | 12.19% |
WOBDX JPMorgan Core Bond Fund | 0.59% | 1.13% | 0.55% | 0.89% | 4.92% | 4.28% | 0.41% | 1.88% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 25, 2006, 2025 Aruna's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Oct 2008 at -14.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, 2025 Aruna closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.59% | 0.20% | -5.12% | 7.49% | 3.82% | -1.84% | 4.77% | ||||||
| 2025 | 3.04% | -1.52% | -4.52% | 1.00% | 5.00% | 4.58% | 1.41% | 1.26% | 3.68% | 1.34% | -1.18% | -0.49% | 14.02% |
| 2024 | 1.67% | 5.45% | 2.43% | -4.07% | 4.10% | 3.18% | 0.46% | 2.42% | 2.02% | -1.41% | 4.80% | -0.87% | 21.65% |
| 2023 | 6.40% | -2.55% | 3.19% | 0.34% | 1.66% | 5.31% | 2.74% | -1.71% | -4.85% | -2.81% | 9.28% | 4.77% | 22.89% |
| 2022 | -7.08% | -2.45% | 0.98% | -8.17% | -0.25% | -6.68% | 7.83% | -3.34% | -7.36% | 4.58% | 5.59% | -4.54% | -20.36% |
| 2021 | 0.00% | 1.44% | -0.07% | 4.31% | -0.06% | 2.23% | 1.69% | 2.32% | -4.21% | 4.79% | -0.72% | 1.32% | 13.51% |
Benchmark Metrics
2025 Aruna has an annualized alpha of 3.13%, beta of 0.77, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since August 25, 2006.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.33%) than losses (78.91%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.13% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.13%
- Beta
- 0.77
- R²
- 0.92
- Upside Capture
- 86.33%
- Downside Capture
- 78.91%
Expense Ratio
2025 Aruna has an expense ratio of 0.60%, placing it in the medium range. 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
2025 Aruna ranks 18 for risk / return — in the bottom 18% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 Aruna 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 | 1.20 | 1.86 | -0.66 |
| Sortino ratioReturn per unit of downside risk | 1.71 | 2.53 | -0.83 |
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.53 | -1.01 |
| Martin ratioReturn relative to average drawdown | 5.51 | 11.37 | -5.86 |
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 |
|---|---|---|---|---|---|---|
FLMVX JPMorgan Mid Cap Value Fund | 30 | 1.23 | 1.89 | 1.22 | 2.09 | 7.04 |
MDIJX MFS International Diversification Fund | 31 | 1.44 | 2.04 | 1.27 | 1.66 | 6.21 |
SEEGX JPMorgan Large Cap Growth Fund | 13 | 0.91 | 1.30 | 1.17 | 0.88 | 2.50 |
VB Vanguard Small-Cap ETF | 62 | 1.73 | 2.47 | 1.30 | 3.21 | 11.80 |
VOT Vanguard Mid-Cap Growth ETF | 18 | 0.57 | 0.89 | 1.11 | 0.59 | 1.77 |
WOBDX JPMorgan Core Bond Fund | 26 | 1.29 | 1.94 | 1.23 | 1.65 | 4.73 |
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Dividends
Dividend yield
2025 Aruna provided a 8.14% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 8.14% | 8.44% | 3.66% | 1.80% | 3.37% | 9.22% | 4.15% | 7.75% | 9.51% | 8.37% | 6.27% | 3.46% |
| Portfolio components: | ||||||||||||
FLMVX JPMorgan Mid Cap Value Fund | 19.55% | 21.16% | 23.25% | 6.10% | 11.73% | 14.98% | 7.73% | 5.20% | 8.30% | 2.71% | 7.04% | 6.69% |
MDIJX MFS International Diversification Fund | 4.77% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
SEEGX JPMorgan Large Cap Growth Fund | 11.10% | 11.44% | 2.00% | 0.12% | 3.42% | 14.92% | 5.27% | 12.85% | 15.97% | 14.79% | 9.88% | 4.49% |
VB Vanguard Small-Cap ETF | 1.18% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VOT Vanguard Mid-Cap Growth ETF | 0.62% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% |
WOBDX JPMorgan Core Bond Fund | 4.06% | 3.97% | 3.95% | 3.51% | 2.68% | 2.82% | 4.00% | 3.23% | 2.91% | 2.88% | 2.84% | 2.54% |
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 2025 Aruna. 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 2025 Aruna was 43.76%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current 2025 Aruna drawdown is 2.61%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -43.76%Mar 2009 | 1y 4mo | 1y 8mo | 3y 4dNov 2007 - Nov 2010 |
COVID crash2020 | -27.31%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
Bear market2022 | -26.40%Oct 2022 | 10mo 29d | 1y 3mo | 2y 2moNov 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -17.91%Dec 2018 | 3mo 26d | 3mo 8d | 7mo 4dAug 2018 - Apr 2019 |
2011 correction2011 | -15.08%Oct 2011 | 2mo 27d | 4mo 3d | 7moJul 2011 - Feb 2012 |
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 6 assets, with an effective number of assets of 3.20, 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 | 1.13 | 1.15 | 1.14 | 1.12 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 Aruna correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2006 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SEEGX has the highest benchmark correlation at 0.91, while WOBDX has the lowest at -0.19.
Asset Correlations Table
Find what 2025 Aruna is missing
See which holdings overlap, where 2025 Aruna is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification