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% |
Performance
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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The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Apr 11, 2026, the Stocks/Bonds 20/80 Portfolio returned 0.35% Year-To-Date and 4.67% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio Stocks/Bonds 20/80 Portfolio | -0.14% | 1.20% | 0.35% | 1.89% | 12.12% | 7.31% | 2.78% | 4.67% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.15% | 0.46% | 0.39% | 0.77% | 6.32% | 3.55% | 0.28% | 1.69% |
VTI Vanguard Total Stock Market ETF | -0.12% | 3.06% | 0.25% | 4.74% | 29.52% | 19.61% | 10.91% | 14.16% |
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 +0.44%. At this rate, an investment would double in approximately 13.2 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 Oct 2008 at -5.3%. 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 55% of trading days. The best single day was Oct 13, 2008 with a return of +5.4%, while the worst single day was Mar 12, 2020 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.61% | 0.98% | -2.68% | 1.49% | 0.35% | ||||||||
| 2025 | 1.26% | 1.04% | -1.56% | 0.11% | 1.09% | 2.49% | 0.43% | 1.49% | 1.76% | 1.06% | 0.50% | -0.22% | 9.80% |
| 2024 | 0.14% | 0.21% | 1.45% | -2.90% | 2.44% | 1.44% | 2.23% | 1.63% | 1.50% | -2.01% | 2.55% | -2.05% | 6.62% |
| 2023 | 4.05% | -2.61% | 2.68% | 0.69% | -0.83% | 1.26% | 0.73% | -0.95% | -3.01% | -1.77% | 5.63% | 3.96% | 9.80% |
| 2022 | -2.93% | -1.42% | -1.51% | -5.09% | 0.61% | -3.01% | 3.74% | -2.99% | -5.21% | 0.65% | 3.98% | -1.88% | -14.50% |
| 2021 | -0.72% | -0.28% | 0.11% | 2.16% | 0.21% | 1.21% | 1.28% | 0.43% | -1.73% | 1.40% | -0.15% | 0.55% | 4.52% |
Benchmark Metrics
Stocks/Bonds 20/80 Portfolio has an annualized alpha of 3.39%, 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 (31.36%) than losses (27.10%) — 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
- 3.39%
- Beta
- 0.20
- R²
- 0.45
- Upside Capture
- 31.36%
- Downside Capture
- 27.10%
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 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.46 | 2.23 | +0.22 |
Sortino ratioReturn per unit of downside risk | 3.59 | 3.12 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.42 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.50 | 4.05 | -0.54 |
Martin ratioReturn relative to average drawdown | 15.25 | 17.91 | -2.66 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 31 | 1.58 | 2.36 | 1.28 | 2.29 | 7.38 |
VTI Vanguard Total Stock Market ETF | 66 | 2.36 | 3.28 | 1.44 | 4.38 | 19.06 |
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Dividends
Dividend yield
Stocks/Bonds 20/80 Portfolio provided a 3.36% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.36% | 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 | 3.92% | 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 | 1.13% | 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 18.62%, occurring on Oct 20, 2022. Recovery took 473 trading sessions.
The current Stocks/Bonds 20/80 Portfolio drawdown is 1.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.62% | Nov 10, 2021 | 238 | Oct 20, 2022 | 473 | Sep 10, 2024 | 711 |
| -13.44% | May 20, 2008 | 101 | Oct 10, 2008 | 142 | May 6, 2009 | 243 |
| -11.7% | Feb 21, 2020 | 19 | Mar 18, 2020 | 51 | Jun 1, 2020 | 70 |
| -5.45% | Dec 9, 2024 | 82 | Apr 8, 2025 | 45 | Jun 12, 2025 | 127 |
| -4.31% | Aug 28, 2018 | 82 | Dec 24, 2018 | 25 | Jan 31, 2019 | 107 |
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 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | BND | VTI | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | -0.14 | 0.99 | 0.66 |
| BND | -0.14 | 1.00 | -0.14 | 0.55 |
| VTI | 0.99 | -0.14 | 1.00 | 0.66 |
| Portfolio | 0.66 | 0.55 | 0.66 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified with a clear emphasis on fixed income, as indicated by the 20/80 stocks to bonds allocation. The correlation matrix reveals that the bond position (BND) and the stock position (VTI) have a slightly negative correlation of -0.14, which is beneficial for diversification since these asset classes tend to move somewhat independently or in opposite directions. This low correlation between bonds and stocks helps reduce overall portfolio volatility.
The portfolio’s correlation with BND is 0.55 and with VTI is 0.66, showing that the portfolio’s returns are more closely aligned with the stock position than the bond position. This makes sense given that stocks typically have higher volatility and return potential, even at a 20% allocation. Neither position dominates the portfolio entirely, but the stock component has a somewhat stronger influence on the portfolio’s behavior.
There are no heavily correlated positions within the portfolio that would detract from diversification; the negative correlation between bonds and stocks is a classic diversification benefit. The moderate correlations of the portfolio with its individual components reflect the weighted influence of each asset class. Overall, the portfolio is balanced but leans towards conservative risk exposure due to the large bond allocation, achieving diversification primarily through the mix of asset classes rather than through multiple positions within a single asset class.