Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 80% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 20% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds 20/80 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 when any position deviates by more than 10.0% from its target allocation.
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Returns By Period
As of Jun 3, 2026, the Stocks/Bonds 20/80 Portfolio returned 2.72% Year-To-Date and 4.45% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.13% | 5.25% | 11.16% | 11.43% | 28.20% | 21.12% | 12.66% | 13.75% |
Portfolio Stocks/Bonds 20/80 Portfolio | 0.07% | 1.15% | 2.72% | 2.80% | 9.86% | 7.65% | 2.89% | 4.45% |
| Portfolio components: | ||||||||
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% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 11, 2007, Stocks/Bonds 20/80 Portfolio's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +5.5%, while the worst month was Oct 2008 at -5.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Stocks/Bonds 20/80 Portfolio closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +5.9%, while the worst single day was Mar 12, 2020 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.49% | 1.19% | -2.39% | 2.13% | 1.24% | 0.08% | 2.72% | ||||||
| 2025 | 1.09% | 1.35% | -1.16% | 0.33% | 0.70% | 2.24% | 0.24% | 1.40% | 1.57% | 0.94% | 0.54% | -0.24% | 9.33% |
| 2024 | 0.10% | -0.06% | 1.33% | -2.79% | 2.29% | 1.32% | 2.27% | 1.62% | 1.47% | -2.11% | 2.19% | -1.94% | 5.66% |
| 2023 | 4.04% | -2.60% | 2.73% | 0.70% | -0.83% | 1.14% | 0.63% | -0.91% | -2.94% | -1.73% | 5.51% | 3.91% | 9.61% |
| 2022 | -2.85% | -1.38% | -1.53% | -4.99% | 0.69% | -2.96% | 3.76% | -2.96% | -5.19% | 0.67% | 4.00% | -1.82% | -14.06% |
| 2021 | -0.74% | -0.61% | -0.29% | 1.70% | 0.23% | 1.22% | 1.29% | 0.42% | -1.70% | 1.37% | -0.12% | 0.52% | 3.29% |
Benchmark Metrics
Stocks/Bonds 20/80 Portfolio has an annualized alpha of 2.96%, beta of 0.20, and R2 of 0.45 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 (28.24%) than losses (24.79%) - typical of diversified or defensive assets.
- Beta of 0.20 may look defensive, but with R2 of 0.45 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.45 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.96%
- Beta
- 0.20
- R²
- 0.45
- Upside Capture
- 28.24%
- Downside Capture
- 24.79%
Expense Ratio
Stocks/Bonds 20/80 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
Stocks/Bonds 20/80 Portfolio ranks 44 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 Stocks/Bonds 20/80 Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.28 | 2.39 | -0.11 |
Sortino ratioReturn per unit of downside risk | 3.33 | 3.25 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 3.11 | -0.22 |
Martin ratioReturn relative to average drawdown | 12.51 | 14.38 | -1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | 38 | 1.38 | 2.07 | 1.24 | 1.85 | 5.66 |
VTI Vanguard Total Stock Market ETF | 74 | 2.48 | 3.37 | 1.45 | 3.44 | 15.88 |
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Dividends
Dividend yield
Stocks/Bonds 20/80 Portfolio provided a 3.37% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.37% | 3.31% | 3.19% | 2.76% | 2.41% | 1.94% | 2.19% | 2.53% | 2.66% | 2.38% | 2.39% | 2.46% |
| Portfolio components: | ||||||||||||
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 Stocks/Bonds 20/80 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 Stocks/Bonds 20/80 Portfolio was 18.23%, occurring on Oct 20, 2022. Recovery took 473 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.23%Oct 2022 | 11mo 14d | 1y 10mo | 2y 10moNov 2021 - Sep 2024 |
Financial crisis2007–2009 | -14.37%Oct 2008 | 4mo 23d | 9mo 24d | 1y 2moMay 2008 - Jul 2009 |
COVID crash2020 | -10.68%Mar 2020 | 13d | 2mo 3d | 2mo 16dMar 2020 - May 2020 |
2025 selloff2025 | -4.26%Apr 2025 | 4mo | 1mo 27d | 5mo 27dDec 2024 - Jun 2025 |
2013 pullback2013 | -4.08%Jun 2013 | 1mo 3d | 3mo 26d | 4mo 29dMay 2013 - Oct 2013 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
Thesis
The portfolio is making a very plain bet: mostly U.S. bonds through Vanguard Total Bond Market ETF (BND), with a smaller sleeve of U.S. equities through Vanguard Total Stock Market ETF (VTI). It is, in some sense, the classic argument that the market can be divided into “things that pay coupons” and “things that hope to grow.”
The numbers
- The diversification ratio is 1.25 over 1Y and 1.42 since inception, which is respectable but not dramatic; the portfolio sits in the 40th to 69th percentile versus the platform, depending on window.
- Effective asset count is 1.47 out of 2, so the weights are split, but the bond sleeve still dominates the portfolio’s behavior.
- BND and VTI have -0.13 correlation, which helps, though not enough to make the portfolio look like two independent engines.
What works
- BND and VTI are in separate clusters, so the portfolio does have two distinct return drivers rather than one theme wearing two tickers.
- The negative correlation between bonds and equities gives the portfolio genuine ballast when equity risk rises.
What does not
- The 80/20 weight mix means the portfolio’s diversification is structurally limited by design; most of the risk budget still lives in one broad macro relationship.
- The 1Y diversification ratio of 1.25 is lower than the longer windows, which suggests the bond-equity hedge has been less helpful recently than the longer history implies.
Stress Scenario
- A period of rising inflation expectations or rate volatility can pressure both BND and VTI at once, which is the familiar little joke of 60/40 portfolios: the two sleeves are not always as separate as they look on paper.
Worth knowing
- Portfolios with this profile usually get their behavior less from stock selection than from the bond duration mix inside BND and the equity beta inside VTI.
- The portfolio is diversified across asset classes, but not across many distinct economic regimes; that is a real difference.
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.47, 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 | 1.25 | 1.28 | 1.28 | 1.31 | 1.42 |
The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Stocks/Bonds 20/80 Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2007 | 0.61 |
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.
Asset Correlations Table
Find what Stocks/Bonds 20/80 Portfolio is missing
See which holdings overlap, where Stocks/Bonds 20/80 Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification