work 403B

The chart shows the growth of an initial investment of $10,000 in work 403B, 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.

As of Apr 2, 2026, the work 403B returned -3.62% Year-To-Date and 12.68% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 1, 2008, work 403B's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Oct 2008 at -16.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, work 403B closed higher 55% of trading days. The best single day was Dec 13, 2024 with a return of +28.7%, while the worst single day was Dec 16, 2024 at -22.0%.

work 403B has an annualized alpha of 1.55%, beta of 0.96, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since July 01, 2008.

• With beta of 0.96 and R² of 0.80, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

work 403B has an expense ratio of 0.47%, 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.

work 403B ranks 29 for risk / return — below 29% 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.

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.

work 403B Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.97
• 5-Year: 0.45
• 10-Year: 0.59
• All Time: 0.49

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of work 403B compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

work 403B provided a 17.70% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the work 403B. 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 work 403B was 46.35%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.

The current work 403B drawdown is 15.40%.

The chart below shows the rolling one-month volatility.