Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 48% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 24% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VNQ Vanguard Real Estate ETF | REIT | 8% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick Ferri Core Four Portfolio, 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 24, 2026, the Rick Ferri Core Four Portfolio returned 8.56% Year-To-Date and 10.82% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Rick Ferri Core Four Portfolio | -1.33% | -0.19% | 8.56% | 8.04% | 20.65% | 16.42% | 8.43% | 10.82% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.11% | 0.64% | 0.49% | 0.57% | 4.23% | 3.96% | 0.05% | 1.56% |
VEA Vanguard FTSE Developed Markets ETF | -3.07% | 0.11% | 13.11% | 12.98% | 30.28% | 19.47% | 9.50% | 10.72% |
VNQ Vanguard Real Estate ETF | 1.31% | 1.13% | 11.77% | 12.16% | 11.59% | 11.30% | 2.83% | 5.44% |
VTI Vanguard Total Stock Market ETF | -1.39% | -0.84% | 8.82% | 7.71% | 24.22% | 20.62% | 11.90% | 15.14% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 26, 2007, Rick Ferri Core Four Portfolio's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +10.8%, while the worst month was Oct 2008 at -16.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Rick Ferri Core Four Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 12, 2020 at -9.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.44% | 2.01% | -5.39% | 7.52% | 3.61% | -1.44% | 8.56% | ||||||
| 2025 | 2.77% | 0.36% | -2.94% | 0.48% | 4.19% | 3.69% | 0.72% | 2.69% | 2.49% | 1.41% | 0.67% | 0.52% | 18.22% |
| 2024 | -0.16% | 3.11% | 2.80% | -4.02% | 4.10% | 1.41% | 2.74% | 2.45% | 1.76% | -2.35% | 3.92% | -3.30% | 12.70% |
| 2023 | 6.98% | -3.00% | 2.30% | 1.29% | -1.24% | 4.72% | 2.66% | -2.29% | -4.29% | -2.68% | 8.49% | 5.37% | 18.79% |
| 2022 | -4.92% | -2.32% | 1.61% | -7.12% | 0.07% | -7.04% | 6.91% | -4.23% | -8.66% | 5.38% | 6.75% | -3.92% | -17.58% |
| 2021 | -0.50% | 2.06% | 2.61% | 3.95% | 1.17% | 1.37% | 1.54% | 1.83% | -3.63% | 4.56% | -1.95% | 3.59% | 17.55% |
Benchmark Metrics
Rick Ferri Core Four Portfolio has an annualized alpha of 0.78%, beta of 0.78, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since July 26, 2007.
- This portfolio participated in 84.37% of S&P 500 Index downside but only 81.31% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.78%
- Beta
- 0.78
- R²
- 0.95
- Upside Capture
- 81.31%
- Downside Capture
- 84.37%
Expense Ratio
Rick Ferri Core Four Portfolio 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
Rick Ferri Core Four Portfolio ranks 38 for risk / return — below 38% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Rick Ferri Core Four Portfolio 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 | 1.95 | 1.78 | +0.17 |
| Sortino ratioReturn per unit of downside risk | 2.72 | 2.44 | +0.29 |
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.46 | +0.19 |
| Martin ratioReturn relative to average drawdown | 11.66 | 10.92 | +0.74 |
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 |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 32 | 1.14 | 1.70 | 1.20 | 1.59 | 4.52 |
VEA Vanguard FTSE Developed Markets ETF | 55 | 1.81 | 2.48 | 1.33 | 2.62 | 10.06 |
VNQ Vanguard Real Estate ETF | 26 | 0.85 | 1.23 | 1.15 | 1.40 | 4.37 |
VTI Vanguard Total Stock Market ETF | 59 | 1.90 | 2.59 | 1.34 | 2.73 | 12.14 |
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Dividends
Dividend yield
Rick Ferri Core Four Portfolio provided a 2.19% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.19% | 2.40% | 2.46% | 2.38% | 2.33% | 1.97% | 1.96% | 2.40% | 2.73% | 2.33% | 2.54% | 2.48% |
| Portfolio components: | ||||||||||||
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.58% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VNQ Vanguard Real Estate ETF | 3.56% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 Rick Ferri Core Four Portfolio. 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 Rick Ferri Core Four Portfolio was 48.48%, occurring on Mar 9, 2009. Recovery took 493 trading sessions.
The current Rick Ferri Core Four Portfolio drawdown is 1.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -48.48%Mar 2009 | 1y 5mo | 1y 11mo | 3y 4moOct 2007 - Feb 2011 |
COVID crash2020 | -28.73%Mar 2020 | 1mo 4d | 5mo 4d | 6mo 8dFeb 2020 - Aug 2020 |
Bear market2022 | -24.52%Oct 2022 | 9mo 20d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 |
2011 correction2011 | -16.89%Oct 2011 | 5mo 4d | 4mo 28d | 10mo 2dMay 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -14.37%Dec 2018 | 3mo 26d | 3mo 8d | 7mo 4dAug 2018 - Apr 2019 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is mostly a global equity portfolio with a bond sleeve and a REIT sleeve, so the real bet is on public markets broadly, with only a modest stabilizer from BND.
The numbers
- Diversification ratio is 1.12-1.14, around the 24th-32nd percentile on the platform, which is mild diversification at best.
- Effective number of assets is 2.99 of 4, so the weights are spread, but the correlations make the portfolio behave like fewer distinct bets.
- The main cluster is VTI + VEA + VNQ; that is the part that explains why the portfolio’s own correlations are doing so much of the work.
The good
- BND has near-zero to slightly negative correlation with the equity sleeves, so it is doing the classic boring thing properly.
- The foreign equity sleeve in Vanguard FTSE Developed Markets ETF (VEA) does add geographic breadth, even if it is still highly linked to Vanguard Total Stock Market ETF (VTI).
The bad
- VTI and VEA correlate at 0.83, which is what happens when “global diversification” turns out to mean “more stocks, in different countries.”
- VNQ is also tied to equities, with 0.67 correlation to VTI and 0.58 to VEA, so the REIT sleeve is not behaving like a separate asset class in the way the label suggests.
- The portfolio’s diversification benefit is modest across every window, which means the structure has been pretty consistent, just not especially separated.
The ugly
- In an equity selloff driven by growth, rates, or liquidity, VTI, VEA, and VNQ are likely to move together while BND does most of the offsetting, which is a thin cushion for a three-sleeve equity complex.
- If rates rise in a way that pressures REIT valuations, VNQ can stop looking like a diversifier and start looking like just another equity exposure with a real-estate accent.
Next steps
- Portfolios with this correlation profile are typically complemented by exposures whose returns are driven by different macro forces than stocks and REITs.
- The data fits a portfolio that is diversified by label more than by correlation, which is not unusual and not necessarily a flaw.
- The bond sleeve is the only clearly separate cluster, so most of the diversification benefit comes from its size rather than from many independent moving parts.
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.99, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.14 | 1.14 | 1.13 | 1.12 | 1.12 |
The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Rick Ferri Core Four Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.14.
Asset Correlations Table
Find what Rick Ferri Core Four Portfolio is missing
See which holdings overlap, where Rick Ferri Core Four Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification