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Simple Path to Wealth Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 25.00%VTI 75.00%BondBondEquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Simple Path to Wealth 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 3, 2026, the Simple Path to Wealth Portfolio returned 9.37% Year-To-Date and 11.91% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.13%5.25%11.16%11.43%28.20%21.12%12.66%13.75%
Portfolio
Simple Path to Wealth Portfolio
0.21%4.18%9.37%9.66%23.81%17.79%9.92%11.91%
BND
Vanguard Total Bond Market ETF
0.03%0.12%0.46%0.46%5.19%4.03%0.20%1.60%
VTI
Vanguard Total Stock Market ETF
0.26%5.37%12.01%12.40%30.01%22.37%13.05%15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2007, Simple Path to Wealth Portfolio's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +10.5%, while the worst month was Oct 2008 at -14.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Simple Path to Wealth Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.4%, while the worst single day was Mar 12, 2020 at -8.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.24%0.00%-4.14%7.89%4.07%0.38%9.37%
20252.42%-0.89%-4.36%-0.45%4.51%4.29%1.65%2.06%2.85%1.81%0.35%-0.09%14.72%
20240.80%3.65%2.69%-3.86%3.98%2.53%2.01%1.96%1.85%-1.18%5.32%-2.72%17.94%
20236.02%-2.47%2.69%0.96%0.03%5.02%2.72%-1.62%-4.23%-2.36%8.18%4.87%20.74%
2022-5.06%-2.14%1.70%-7.83%0.03%-6.52%7.59%-3.50%-8.01%5.78%4.82%-4.68%-17.80%
2021-0.47%1.98%2.46%4.00%0.38%2.10%1.59%2.10%-3.62%5.02%-1.06%2.80%18.37%

Benchmark Metrics

Simple Path to Wealth Portfolio has an annualized alpha of 2.18%, beta of 0.73, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since April 11, 2007.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.78%) than losses (78.52%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.18%
Beta
0.73
0.98
Upside Capture
80.78%
Downside Capture
78.52%

Expense Ratio

Simple Path to Wealth Portfolio has an expense ratio of 0.03%, 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

Simple Path to Wealth Portfolio ranks 59 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.


Simple Path to Wealth Portfolio Risk / Return Rank: 5959
Overall Rank
Simple Path to Wealth Portfolio Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
Simple Path to Wealth Portfolio Sortino Ratio Rank: 5757
Sortino Ratio Rank
Simple Path to Wealth Portfolio Omega Ratio Rank: 5555
Omega Ratio Rank
Simple Path to Wealth Portfolio Calmar Ratio Rank: 5959
Calmar Ratio Rank
Simple Path to Wealth Portfolio Martin Ratio Rank: 7171
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 Simple Path to Wealth Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.53

2.39

+0.15

Sortino ratio

Return per unit of downside risk

3.55

3.25

+0.30

Omega ratio

Gain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratio

Return relative to maximum drawdown

3.50

3.11

+0.39

Martin ratio

Return relative to average drawdown

16.20

14.38

+1.82


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
381.382.071.241.855.66
VTI
Vanguard Total Stock Market ETF
742.483.371.453.4415.88

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.

Simple Path to Wealth Portfolio Sharpe ratios as of Jun 3, 2026 (values are recalculated daily):

  • 1-Year: 2.53
  • 5-Year: 0.74
  • 10-Year: 0.86
  • All Time: 0.63

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 1.95 to 2.94, 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 Simple Path to Wealth 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

Simple Path to Wealth Portfolio provided a 1.75% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.75%1.80%1.87%1.85%1.90%1.44%1.66%2.01%2.23%1.92%2.07%2.13%
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%
VTI
Vanguard Total Stock Market ETF
1.01%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 Simple Path to Wealth 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 Simple Path to Wealth Portfolio was 43.49%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-43.49%Mar 2009
1y 5mo1y 10mo
3y 3moOct 2007 - Jan 2011
COVID crash2020
-26.82%Mar 2020
1mo 2d4mo 13d
5mo 15dFeb 2020 - Aug 2020
Bear market2022
-22.92%Oct 2022
9mo 20d1y 3mo
2y 28dDec 2021 - Jan 2024
Rate-hike selloffLate 2018
-14.75%Dec 2018
3mo 4d3mo 8d
6mo 12dSep 2018 - Apr 2019
2025 selloff2025
-14.54%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


Thesis

The portfolio is a classic U.S. balanced sleeve: mostly equities through Vanguard Total Stock Market ETF (VTI), with a quarter in bonds through Vanguard Total Bond Market ETF (BND), so the real bet is on equity-market participation with a modest interest-rate cushion.

The numbers

  • The diversification ratio is 1.08 across every window, which sits around the 9th to 22nd percentile on the platform: there is some diversification benefit, but not much.
  • The effective number of assets is 1.6 of 2, which says the weights are fairly spread, even if the risk is not.
  • VTI’s portfolio correlation is 0.99 while BND’s is -0.05; the bond sleeve is doing the usual bond thing, which is to be somewhat separate from the stock sleeve.

What works

  • The negative stock-bond correlation of -0.13 is the entire point here, and it is doing real work in the math.
  • The two sleeves sit in separate clusters, so the portfolio is not accidentally doubling up on one factor dressed in different clothes.

What does not

  • A 75/25 mix is structurally equity-led, so the diversification benefit remains modest rather than substantial.
  • The low DR percentile says the portfolio is not especially diversified relative to the platform, which is not a scandal, just arithmetic.

Stress Scenario

  • A regime where both stocks and nominal bonds sell off together, often via inflation surprise or rate shock, would weaken the stock-bond offset and make the portfolio behave more like a single risk bucket.

Worth knowing

  • Portfolios with this shape are often used as core holdings because they are simple and legible, which is a quality markets sometimes reward by not surprising anyone.
  • The bond sleeve mainly changes drawdown shape, not the basic equity character of the portfolio.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 1.60, 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

1.07

1.08

1.08

1.08

1.08

The portfolio has a diversification ratio of 1.08, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Simple Path to Wealth Portfolio correlation to the S&P 500 Index

Simple Path to Wealth Portfolio has a 0.99 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

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.99


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.

BND
-0.14
VTI
0.99

Portfolio Correlations

Correlation vs. Simple Path to Wealth Portfolio. VTI has the highest portfolio correlation at 0.99, while BND has the lowest at -0.05.

BND
-0.05
VTI
0.99

Asset Correlations Table

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

BNDVTI
BND1.00-0.13
VTI-0.131.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007
Diversification Analysis

Find what Simple Path to Wealth Portfolio is missing

See which holdings overlap, where Simple Path to Wealth Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification