VTI/FLDR/AOR-NEW

Asset Allocation

Position	Category/Sector	Target Weight
FLDR Fidelity Low Duration Bond Factor ETF	Corporate Bonds	60%
AOR iShares Core 60/40 Balanced Allocation ETF	Diversified Portfolio	25%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	15%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VTI/FLDR/AOR-NEW, 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	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio VTI/FLDR/AOR-NEW	0.20%	0.25%	4.27%	4.61%	11.37%	9.74%	5.90%	—
Portfolio components:
AOR iShares Core 60/40 Balanced Allocation ETF	0.26%	0.22%	6.83%	7.42%	18.25%	13.55%	6.78%	8.52%
FLDR Fidelity Low Duration Bond Factor ETF	0.06%	0.43%	1.58%	1.88%	4.76%	5.36%	3.70%	—
VTI Vanguard Total Stock Market ETF	0.57%	-0.28%	9.62%	9.69%	26.27%	20.60%	12.20%	15.02%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 14, 2018, VTI/FLDR/AOR-NEW's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +5.2%, while the worst month was Mar 2020 at -6.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VTI/FLDR/AOR-NEW closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +6.5%, while the worst single day was Mar 12, 2020 at -8.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.92%	0.61%	-1.93%	3.23%	1.82%	-0.36%							4.27%
2025	1.24%	0.31%	-1.22%	0.06%	2.05%	1.99%	0.73%	1.26%	1.44%	1.01%	0.40%	0.29%	9.94%
2024	0.51%	1.59%	1.44%	-1.38%	2.00%	1.09%	1.27%	1.20%	1.10%	-0.68%	2.02%	-0.90%	9.57%
2023	3.22%	-1.01%	1.27%	0.86%	0.02%	2.17%	1.34%	-0.58%	-1.55%	-0.87%	3.67%	2.59%	11.55%
2022	-1.83%	-0.94%	0.01%	-3.12%	0.11%	-2.81%	2.97%	-1.53%	-3.41%	1.93%	3.12%	-1.58%	-7.11%
2021	-0.17%	0.62%	0.86%	1.48%	0.50%	0.62%	0.65%	0.83%	-1.47%	1.61%	-0.53%	1.14%	6.29%

Benchmark Metrics

VTI/FLDR/AOR-NEW has an annualized alpha of 1.72%, beta of 0.32, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 14, 2018.

This portfolio participated in 35.73% of S&P 500 Index downside but only 32.45% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.32 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: 1.72%

Beta: 0.32

R²: 0.77

Upside Capture: 32.45%

Downside Capture: 35.73%

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

Expense Ratio

VTI/FLDR/AOR-NEW has an expense ratio of 0.13%, 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.

FLDR

Fidelity Low Duration Bond Factor ETF

AOR

iShares Core 60/40 Balanced Allocation ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

VTI/FLDR/AOR-NEW ranks 83 for risk / return — in the top 83% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for VTI/FLDR/AOR-NEW 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	2.54	1.86	+0.68
Sortino ratioReturn per unit of downside risk	3.73	2.53	+1.19
Omega ratioGain probability vs. loss probability	1.50	1.34	+0.17
Calmar ratioReturn relative to maximum drawdown	3.54	2.53	+1.01
Martin ratioReturn relative to average drawdown	16.18	11.37	+4.81

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
AOR iShares Core 60/40 Balanced Allocation ETF	65	1.94	2.75	1.36	2.58	11.10
FLDR Fidelity Low Duration Bond Factor ETF	98	5.90	9.99	2.73	10.19	69.63
VTI Vanguard Total Stock Market ETF	67	1.97	2.67	1.35	2.79	12.52

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.

The current VTI/FLDR/AOR-NEW Sharpe ratio is 2.54 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of VTI/FLDR/AOR-NEW 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

VTI/FLDR/AOR-NEW provided a 3.43% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.43%	3.60%	4.15%	4.01%	2.04%	0.90%	1.42%	2.52%	1.76%	1.38%	0.83%	0.83%
Portfolio components:
AOR iShares Core 60/40 Balanced Allocation ETF	2.48%	2.55%	2.66%	2.50%	2.12%	1.64%	1.89%	2.56%	2.49%	4.51%	2.16%	2.12%
FLDR Fidelity Low Duration Bond Factor ETF	4.42%	4.66%	5.50%	5.28%	2.09%	0.51%	1.22%	2.69%	1.38%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.03%	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 VTI/FLDR/AOR-NEW. 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 VTI/FLDR/AOR-NEW was 17.82%, occurring on Mar 20, 2020. Recovery took 83 trading sessions.

The current VTI/FLDR/AOR-NEW drawdown is 0.57%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-17.82%Mar 2020	29d	4mo 2d	5mo 1dFeb 2020 - Jul 2020
Bear market2022	-10.65%Oct 2022	11mo 9d	9mo 8d	1y 8moNov 2021 - Jul 2023
Rate-hike selloffLate 2018	-5.56%Dec 2018	3mo 26d	2mo	5mo 26dAug 2018 - Feb 2019
2025 selloff2025	-5.25%Apr 2025	1mo 17d	1mo 7d	2mo 24dFeb 2025 - May 2025
2023 pullback2023	-3.35%Oct 2023	2mo 27d	24d	3mo 21dAug 2023 - Nov 2023

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 3 assets, with an effective number of assets of 2.25, 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	1.08	1.10	1.12	1.24

The portfolio has a diversification ratio of 1.24, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

VTI/FLDR/AOR-NEW correlation to the S&P 500 Index

VTI/FLDR/AOR-NEW has a 0.96 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) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jun 14, 2018	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while FLDR has the lowest at 0.03.

FLDR

0.03

AOR

0.92

VTI

0.99

Portfolio Correlations

Correlation vs. VTI/FLDR/AOR-NEW. AOR has the highest portfolio correlation at 0.97, while FLDR has the lowest at 0.22.

FLDR

0.22

VTI

0.95

AOR

0.97

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	FLDR	VTI	AOR
FLDR	1.00	0.04	0.14
VTI	0.04	1.00	0.92
AOR	0.14	0.92	1.00

The correlation results are calculated based on daily price changes starting from Jun 14, 2018

Diversification Analysis

Find what VTI/FLDR/AOR-NEW is missing

See which holdings overlap, where VTI/FLDR/AOR-NEW is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification