Rick Ferri Core Four Portfolio

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%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

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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Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 3, 2026, the Rick Ferri Core Four Portfolio returned 9.49% Year-To-Date and 10.33% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	20.07%	17.84%	11.25%	13.26%	8.09%
Portfolio Rick Ferri Core Four Portfolio	0.00%	-0.30%	6.88%	9.49%	19.13%	15.13%	8.28%	10.33%	7.89%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.26%	-1.20%	-0.75%	-0.54%	1.75%	3.92%	-0.42%	1.36%	2.99%
VEA Vanguard FTSE Developed Markets ETF	-0.66%	-0.27%	7.42%	13.84%	29.71%	18.08%	9.76%	10.05%	5.13%
VNQ Vanguard Real Estate ETF	-0.54%	0.95%	11.11%	14.01%	15.59%	9.39%	2.44%	4.90%	7.72%
VTI Vanguard Total Stock Market ETF	0.53%	-0.15%	8.77%	10.49%	21.84%	18.92%	11.74%	14.63%	9.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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%	-0.09%	-0.50%						9.49%
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 0.75%, 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 84.44% of S&P 500 Index downside but only 81.31% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.75%

Beta: 0.78

R²: 0.95

Upside Capture: 81.31%

Downside Capture: 84.44%

See how alpha, beta & R² have trended over time →

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.

VNQ

Vanguard Real Estate ETF

VTI

Vanguard Total Stock Market ETF

VEA

Vanguard FTSE Developed Markets ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

Rick Ferri Core Four Portfolio ranks 57 for risk / return — above 57% of Portfolios peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return 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	1.70	1.42	+0.28
Sortino ratioReturn per unit of downside risk	2.40	1.98	+0.42
Omega ratioGain probability vs. loss probability	1.31	1.25	+0.05
Calmar ratioReturn relative to maximum drawdown	2.34	2.00	+0.33
Martin ratioReturn relative to average drawdown	10.16	8.49	+1.67

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	29	0.72	1.06	1.12	0.99	2.48
VEA Vanguard FTSE Developed Markets ETF	73	1.71	2.37	1.31	2.53	9.44
VNQ Vanguard Real Estate ETF	46	1.11	1.62	1.20	1.84	5.97
VTI Vanguard Total Stock Market ETF	65	1.52	2.12	1.27	2.23	9.62

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 Rick Ferri Core Four Portfolio Sharpe ratio is 1.70 as of Aug 3, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Rick Ferri Core Four Portfolio 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

Rick Ferri Core Four Portfolio provided a 2.14% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.14%	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	3.69%	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	2.57%	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	3.51%	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	1.06%	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 0.99%.

Drawdown	Fall	Recovery	Underwater	Related event
-48.48%Mar 2009	1y 5mo	1y 11mo	3y 4moOct 2007 - Feb 2011	Financial crisis2007–2009
-28.73%Mar 2020	1mo 4d	5mo 4d	6mo 8dFeb 2020 - Aug 2020	COVID crash2020
-24.52%Oct 2022	9mo 20d	1y 4mo	2y 1moDec 2021 - Feb 2024	Bear market2022
-16.89%Oct 2011	5mo 4d	4mo 28d	10mo 2dMay 2011 - Feb 2012	—
-14.37%Dec 2018	3mo 26d	3mo 8d	7mo 4dAug 2018 - Apr 2019	Rate-hike selloffLate 2018

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is a conventional global-equity portfolio with a bond sleeve and a small real-estate accent; its diversification comes mainly from 20% in bonds, while the three growth assets largely behave as one cluster.

The numbers

Diversification ratio: 1.12–1.15, only the 24th–32nd percentile versus platform portfolios. The benefit is modest.
Effective asset count is 2.99 of 4, reflecting meaningful overlap rather than severe concentration.
Vanguard Total Stock Market ETF (VTI) and Vanguard FTSE Developed Markets ETF (VEA) correlate at 0.83; VTI’s portfolio correlation is 0.97.

The good

Vanguard Total Bond Market ETF (BND) is genuinely separate: correlations range from -0.13 to 0.04, giving the portfolio its main ballast.
The equity allocation is geographically broader than a purely domestic portfolio, and the weights are not dominated by a single security.

The bad

Vanguard Real Estate ETF (VNQ) looks like a fourth sleeve but correlates 0.67 with VTI and 0.58 with VEA. It is still equity risk wearing a property badge.
The ratio is stable across horizons, suggesting structurally modest diversification rather than a recent accident.

The ugly

A broad equity drawdown, especially one led by developed markets, can pull VTI, VEA, and VNQ down together while leaving BND as the only distinct cluster.

Next steps

Portfolios with this profile are typically complemented by exposures whose drivers sit outside both equity and duration risk, such as commodities or managed futures.

AI-generated analysis. Not investment advice. Verify key facts independently.

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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	1.15	1.13	1.12	1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.

Rick Ferri Core Four Portfolio correlation to the S&P 500 Index

Rick Ferri Core Four Portfolio has a 0.94 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) Focuses on recent behavior, but can change the most.	0.94
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (5Y) Shows whether the relationship held over a longer period.	0.95
Correlation (10Y) Provides a long-term view across more market conditions.	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 -0.13.

-0.13

0.66

0.83

0.99

Portfolio Correlations

Correlation vs. Rick Ferri Core Four Portfolio. VTI has the highest portfolio correlation at 0.97, while BND has the lowest at -0.04.

-0.04

0.73

0.91

0.97

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	BND	VNQ	VEA	VTI
BND	1.00	0.04	-0.07	-0.13
VNQ	0.04	1.00	0.58	0.67
VEA	-0.07	0.58	1.00	0.83
VTI	-0.13	0.67	0.83	1.00

Based on daily historical returns since Jul 26, 2007

Diversification Analysis

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.

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