Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 28.50% |
PONAX PIMCO Income Fund Class A | Multisector Bonds | 18% |
PTIAX Performance Trust Strategic Bond Fund | Intermediate Core-Plus Bond | 18% |
BNDX Vanguard Total International Bond ETF | Global Bonds | 9.50% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 9.50% |
PFIIX PIMCO Low Duration Income Fund | Short-Term Bond | 9% |
SGOV iShares 0-3 Month Treasury Bond ETF | Ultrashort Bond | 5.50% |
AVEM Avantis Emerging Markets Equity ETF | Emerging Markets Equities | 2% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Moderately Conservative Portfolio - Morningstar Allocations, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio Moderately Conservative Portfolio - Morningstar Allocations | 1.03% | 0.44% | 4.84% | 4.96% | 13.79% | 11.86% | 6.29% | — |
| Portfolio components: | ||||||||
AVEM Avantis Emerging Markets Equity ETF | 4.59% | 2.95% | 24.56% | 25.81% | 45.40% | 24.22% | 9.57% | — |
BNDX Vanguard Total International Bond ETF | 0.58% | 1.01% | 0.85% | 0.99% | 1.99% | 4.13% | 0.29% | 1.69% |
PFIIX PIMCO Low Duration Income Fund | 0.00% | 0.28% | 1.10% | 1.56% | 6.73% | 7.37% | 3.98% | 4.78% |
PONAX PIMCO Income Fund Class A | 0.00% | 0.23% | 0.18% | 0.83% | 6.76% | 7.14% | 2.94% | 4.22% |
PTIAX Performance Trust Strategic Bond Fund | -0.10% | 0.22% | 0.50% | 0.58% | 5.33% | 5.16% | 0.82% | 2.83% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.01% | 0.29% | 1.59% | 1.80% | 3.94% | 4.70% | 3.55% | — |
VEA Vanguard FTSE Developed Markets ETF | 3.63% | 1.92% | 14.35% | 15.67% | 30.39% | 19.28% | 9.43% | 10.53% |
VOO Vanguard S&P 500 ETF | 1.68% | -0.06% | 8.49% | 7.67% | 24.15% | 20.99% | 13.30% | 15.41% |
Monthly Returns
Based on dividend-adjusted daily data since May 28, 2020, Moderately Conservative Portfolio - Morningstar Allocations's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +5.6%, while the worst month was Sep 2022 at -5.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Moderately Conservative Portfolio - Morningstar Allocations closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.1%, while the worst single day was Jun 11, 2020 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.41% | 1.32% | -3.60% | 4.33% | 2.54% | -1.05% | 4.84% | ||||||
| 2025 | 1.65% | 0.80% | -1.65% | 0.37% | 2.37% | 2.82% | 0.59% | 1.67% | 1.92% | 1.49% | 0.45% | 0.36% | 13.56% |
| 2024 | 0.51% | 1.60% | 2.00% | -2.31% | 2.65% | 1.34% | 1.71% | 1.51% | 1.53% | -1.59% | 2.51% | -1.64% | 10.14% |
| 2023 | 4.44% | -1.97% | 2.06% | 1.03% | -0.44% | 2.73% | 1.70% | -1.05% | -2.60% | -1.54% | 5.62% | 3.70% | 14.14% |
| 2022 | -2.57% | -2.03% | 0.04% | -4.69% | 0.27% | -4.67% | 4.46% | -2.73% | -5.83% | 2.78% | 4.70% | -2.24% | -12.43% |
| 2021 | -0.18% | 0.63% | 1.49% | 2.28% | 0.79% | 0.87% | 1.03% | 0.99% | -1.97% | 2.13% | -0.65% | 1.87% | 9.60% |
Benchmark Metrics
Moderately Conservative Portfolio - Morningstar Allocations has an annualized alpha of 1.87%, beta of 0.41, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.
- This portfolio participated in 53.93% of S&P 500 Index downside but only 46.11% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.41 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.87%
- Beta
- 0.41
- R²
- 0.88
- Upside Capture
- 46.11%
- Downside Capture
- 53.93%
Expense Ratio
Moderately Conservative Portfolio - Morningstar Allocations has an expense ratio of 0.39%, 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
Moderately Conservative Portfolio - Morningstar Allocations ranks 55 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Moderately Conservative Portfolio - Morningstar Allocations 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 | 2.15 | 1.85 | +0.30 |
| Sortino ratioReturn per unit of downside risk | 3.07 | 2.52 | +0.55 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.52 | +0.17 |
| Martin ratioReturn relative to average drawdown | 12.11 | 11.31 | +0.79 |
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 |
|---|---|---|---|---|---|---|
AVEM Avantis Emerging Markets Equity ETF | 80 | 2.15 | 2.79 | 1.40 | 3.47 | 13.23 |
BNDX Vanguard Total International Bond ETF | 20 | 0.58 | 0.84 | 1.10 | 0.68 | 1.90 |
PFIIX PIMCO Low Duration Income Fund | 87 | 2.55 | 4.17 | 1.61 | 3.27 | 13.92 |
PONAX PIMCO Income Fund Class A | 44 | 1.74 | 2.57 | 1.33 | 1.93 | 6.45 |
PTIAX Performance Trust Strategic Bond Fund | 33 | 1.45 | 2.18 | 1.26 | 1.92 | 5.34 |
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.22 | 274.98 | 195.05 | 397.15 | 4,450.29 |
VEA Vanguard FTSE Developed Markets ETF | 67 | 1.84 | 2.54 | 1.34 | 2.63 | 10.08 |
VOO Vanguard S&P 500 ETF | 73 | 1.98 | 2.68 | 1.36 | 2.73 | 12.33 |
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Dividends
Dividend yield
Moderately Conservative Portfolio - Morningstar Allocations provided a 3.56% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.56% | 3.67% | 3.75% | 3.69% | 3.07% | 2.53% | 2.58% | 3.30% | 3.23% | 3.15% | 3.29% | 3.73% |
| Portfolio components: | ||||||||||||
AVEM Avantis Emerging Markets Equity ETF | 2.60% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDX Vanguard Total International Bond ETF | 4.48% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
PFIIX PIMCO Low Duration Income Fund | 5.29% | 5.49% | 5.37% | 4.97% | 5.35% | 3.06% | 3.44% | 4.74% | 3.22% | 3.13% | 3.75% | 5.36% |
PONAX PIMCO Income Fund Class A | 5.46% | 5.61% | 5.86% | 5.86% | 4.66% | 3.62% | 4.48% | 5.42% | 5.24% | 4.97% | 5.13% | 7.45% |
PTIAX Performance Trust Strategic Bond Fund | 4.78% | 4.68% | 4.44% | 4.03% | 3.96% | 3.01% | 3.86% | 4.11% | 4.47% | 5.51% | 5.49% | 4.87% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.63% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 Moderately Conservative Portfolio - Morningstar Allocations. 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 Moderately Conservative Portfolio - Morningstar Allocations was 17.27%, occurring on Oct 14, 2022. Recovery took 320 trading sessions.
The current Moderately Conservative Portfolio - Morningstar Allocations drawdown is 2.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.27%Oct 2022 | 9mo 20d | 1y 3mo | 2y 28dDec 2021 - Jan 2024 |
2025 selloff2025 | -6.80%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 |
2026 pullback2026 | -5.16%Mar 2026 | 29d | 21d | 1mo 20dFeb 2026 - Apr 2026 |
2020 pullback2020 | -3.58%Sep 2020 | 20d | 1mo 17d | 2mo 7dSep 2020 - Nov 2020 |
2025 pullback2025 | -3.03%Jan 2025 | 1mo 5d | 24d | 1mo 29dDec 2024 - Feb 2025 |
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 8 assets, with an effective number of assets of 5.69, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.19 | 1.26 | 1.23 | 1.23 |
The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Moderately Conservative Portfolio - Morningstar Allocations correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SGOV has the lowest at -0.02.
Asset Correlations Table
| SGOV | BNDX | PTIAX | AVEM | PFIIX | PONAX | VOO | VEA | |
|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.00 | 0.00 | -0.00 | 0.01 | 0.01 | -0.02 | -0.03 |
| BNDX | 0.00 | 1.00 | 0.79 | 0.14 | 0.43 | 0.59 | 0.16 | 0.20 |
| PTIAX | 0.00 | 0.79 | 1.00 | 0.11 | 0.53 | 0.72 | 0.11 | 0.18 |
| AVEM | -0.00 | 0.14 | 0.11 | 1.00 | 0.40 | 0.37 | 0.67 | 0.81 |
| PFIIX | 0.01 | 0.43 | 0.53 | 0.40 | 1.00 | 0.86 | 0.41 | 0.47 |
| PONAX | 0.01 | 0.59 | 0.72 | 0.37 | 0.86 | 1.00 | 0.35 | 0.45 |
| VOO | -0.02 | 0.16 | 0.11 | 0.67 | 0.41 | 0.35 | 1.00 | 0.78 |
| VEA | -0.03 | 0.20 | 0.18 | 0.81 | 0.47 | 0.45 | 0.78 | 1.00 |
Find what Moderately Conservative Portfolio - Morningstar Allocations is missing
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