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Stocks/Bonds 20/80 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Stocks/Bonds 20/80 Portfolio

Last updated Apr 23, 2024

The 20/80 Portfolio is a simple, balanced portfolio with a 20% equity and 80% fixed income allocation.

Asset Allocation

BND 80%VTI 20%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF		Total Bond Market

80%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

20%

S&P 500

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 Quarterly

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
8.06%
18.82%
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND

Returns By Period

As of Apr 23, 2024, the Stocks/Bonds 20/80 Portfolio returned -1.31% Year-To-Date and 3.46% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		5.05%-4.27%18.82%21.22%11.38%10.42%
Stocks/Bonds 20/80 Portfolio-1.31%-2.51%8.06%4.03%2.57%3.46%
Portfolio components:
BND
Vanguard Total Bond Market ETF		-2.87%-2.09%5.12%-0.38%-0.11%1.20%
VTI
Vanguard Total Stock Market ETF		4.76%-4.20%20.05%22.66%12.42%11.86%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20240.09%-0.02%1.36%
2023-2.96%-1.74%5.51%3.91%

Expense Ratio

The Stocks/Bonds 20/80 Portfolio has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Stocks/Bonds 20/80 Portfolio
Sharpe ratio
The chart of Sharpe ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.005.000.60
Sortino ratio
The chart of Sortino ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Omega ratio
The chart of Omega ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 1.11, compared to the broader market0.801.001.201.401.601.801.11
Calmar ratio
The chart of Calmar ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 0.25, compared to the broader market0.002.004.006.008.000.25
Martin ratio
The chart of Martin ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 1.77, compared to the broader market0.0010.0020.0030.0040.001.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF		-0.08-0.070.99-0.03-0.19
VTI
Vanguard Total Stock Market ETF		1.882.701.321.457.28

Sharpe Ratio

The current Stocks/Bonds 20/80 Portfolio Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.60

The Sharpe ratio of Stocks/Bonds 20/80 Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.60
1.81
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stocks/Bonds 20/80 Portfolio granted a 2.97% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Stocks/Bonds 20/80 Portfolio2.97%2.76%2.41%1.82%2.06%2.53%2.66%2.38%2.39%2.46%2.58%2.58%
Portfolio components:
BND
Vanguard Total Bond Market ETF		3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VTI
Vanguard Total Stock Market ETF		1.43%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.05%
-4.64%
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

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 18.52%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Stocks/Bonds 20/80 Portfolio drawdown is 8.05%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.52%Nov 10, 2021238Oct 20, 2022———
-14.44%May 20, 2008101Oct 10, 2008211Aug 13, 2009312
-10.51%Feb 21, 202019Mar 18, 202044May 20, 202063
-4.11%May 22, 201323Jun 24, 201382Oct 18, 2013105
-3.42%Aug 28, 201882Dec 24, 201824Jan 30, 2019106

Volatility

Volatility Chart

The current Stocks/Bonds 20/80 Portfolio volatility is 1.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.73%
3.30%
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

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
BND1.00-0.18
VTI-0.181.00