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

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

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.


0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

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

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


100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
109.09%
255.53%
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 Mar 19, 2024, the Stocks/Bonds 20/80 Portfolio returned 0.17% Year-To-Date and 3.67% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.96%2.87%15.63%31.48%12.80%10.71%
Stocks/Bonds 20/80 Portfolio0.17%0.68%5.81%6.65%3.14%3.67%
BND
Vanguard Total Bond Market ETF
-1.64%0.18%3.26%0.80%0.29%1.41%
VTI
Vanguard Total Stock Market ETF
7.50%2.63%16.28%32.72%13.85%12.06%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.09%-0.02%
2023-0.92%-2.96%-1.74%5.51%3.91%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.54
Stocks/Bonds 20/80 Portfolio
1.09
BND
Vanguard Total Bond Market ETF
0.22
VTI
Vanguard Total Stock Market ETF
2.54

Sharpe Ratio

The current Stocks/Bonds 20/80 Portfolio Sharpe ratio is 1.09. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.09

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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.09
2.54
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stocks/Bonds 20/80 Portfolio granted a 2.87% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Stocks/Bonds 20/80 Portfolio2.87%2.76%2.41%1.82%2.06%2.53%2.66%2.38%2.39%2.46%2.58%2.58%
BND
Vanguard Total Bond Market ETF
3.26%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
1.34%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%OctoberNovemberDecember2024FebruaryMarch
-6.68%
-0.50%
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 6.68%.


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 1.24%, 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%OctoberNovemberDecember2024FebruaryMarch
1.24%
3.37%
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components
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