PortfoliosLab logo

Stocks/Bonds 20/80 Portfolio

Last updated Nov 30, 2022

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

Expense Ratio

Rank 11 of 54

0.03%
0.00%0.94%
Dividend Yield

Rank 22 of 54

2.32%
0.00%4.60%
10Y Annualized Return

Rank 51 of 54

4.65%
3.45%54.48%
Sharpe Ratio

Rank 50 of 54

-1.10
-1.210.45
Maximum Drawdown

Rank 3 of 54

-20.42%
-91.88%-19.55%

Stocks/Bonds 20/80 PortfolioAsset Allocation


BND 80%VTI 20%BondBondEquityEquity

Stocks/Bonds 20/80 PortfolioPerformance

The chart shows the growth of $10,000 invested in Stocks/Bonds 20/80 Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,192 for a total return of roughly 71.92%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-4.21%
-5.25%
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 20/80 PortfolioReturns

As of Nov 30, 2022, the Stocks/Bonds 20/80 Portfolio returned -14.94% Year-To-Date and 4.65% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Stocks/Bonds 20/80 Portfolio2.31%-4.83%-13.72%-13.43%2.22%3.41%
BND
Vanguard Total Bond Market ETF
2.55%-5.20%-13.08%-13.33%-0.01%0.95%
VTI
Vanguard Total Stock Market ETF
1.37%-4.07%-17.07%-14.85%9.77%12.57%

Stocks/Bonds 20/80 PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Stocks/Bonds 20/80 Portfolio Sharpe ratio is -1.10. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovember
-1.53
-0.63
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 20/80 PortfolioDividends

Stocks/Bonds 20/80 Portfolio granted a 2.32% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.32%1.85%2.14%2.68%2.90%2.66%2.74%2.88%3.11%3.19%3.83%4.25%4.75%

Stocks/Bonds 20/80 PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-14.38%
-17.49%
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components

Stocks/Bonds 20/80 PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Stocks/Bonds 20/80 Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Stocks/Bonds 20/80 Portfolio is 18.52%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.52%Nov 10, 2021238Oct 20, 2022
-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
-3.23%Apr 16, 201592Aug 25, 2015141Mar 17, 2016233
-3.03%Sep 8, 201660Dec 1, 201689Apr 11, 2017149
-2.99%Jan 29, 201861Apr 25, 201880Aug 17, 2018141
-2.73%Feb 11, 202117Mar 8, 202143May 7, 202160
-2.56%Sep 3, 202041Oct 30, 202012Nov 17, 202053
-2.4%Nov 5, 201028Dec 15, 201044Feb 17, 201172

Stocks/Bonds 20/80 PortfolioVolatility Chart

Current Stocks/Bonds 20/80 Portfolio volatility is 6.33%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovember
6.52%
13.39%
Stocks/Bonds 20/80 Portfolio
Benchmark (^GSPC)
Portfolio components