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

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


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
110.04%
266.34%
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 May 29, 2024, the Stocks/Bonds 20/80 Portfolio returned 0.62% Year-To-Date and 3.50% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.24%4.04%16.49%26.17%13.76%10.70%
Stocks/Bonds 20/80 Portfolio0.62%1.40%4.38%6.28%2.90%3.50%
BND
Vanguard Total Bond Market ETF
-1.87%0.86%1.29%1.33%-0.29%1.18%
VTI
Vanguard Total Stock Market ETF
10.78%3.60%17.12%27.57%15.11%12.14%

Monthly Returns

The table below presents the monthly returns of Stocks/Bonds 20/80 Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.09%-0.02%1.36%-2.79%0.62%
20234.04%-2.61%2.68%0.69%-0.84%1.19%0.64%-0.92%-2.96%-1.74%5.51%3.91%9.55%
2022-2.86%-1.40%-1.60%-4.99%0.63%-2.92%3.76%-2.99%-5.23%0.68%3.99%-1.89%-14.29%
2021-0.76%-0.60%-0.25%1.70%0.22%1.23%1.28%0.42%-1.72%1.38%-0.14%0.42%3.16%
20201.57%-0.24%-3.71%4.83%1.68%1.00%2.32%0.74%-0.88%-0.84%3.32%0.99%11.05%
20192.61%0.69%1.81%0.77%0.11%2.38%0.40%1.78%-0.11%0.67%0.74%0.52%13.05%
20180.05%-1.61%0.15%-0.59%1.10%0.11%0.63%1.24%-0.39%-2.17%0.90%-0.22%-0.86%
20170.52%1.24%-0.02%0.85%0.77%0.23%0.70%0.71%0.12%0.41%0.53%0.68%6.95%
2016-0.17%0.69%2.04%0.45%0.34%1.67%1.28%-0.21%0.13%-1.19%-1.17%0.69%4.59%
20151.38%0.03%0.20%-0.14%-0.14%-1.23%1.04%-1.43%0.12%1.63%-0.18%-0.58%0.68%
20140.60%1.32%-0.03%0.65%1.26%0.60%-0.62%1.73%-0.88%1.13%1.16%0.05%7.16%
20130.55%0.69%0.90%1.13%-1.05%-1.60%1.45%-1.31%1.69%1.54%0.32%0.06%4.40%

Expense Ratio

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.


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%
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 Rank

The current rank of Stocks/Bonds 20/80 Portfolio is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Stocks/Bonds 20/80 Portfolio is 1111
Stocks/Bonds 20/80 Portfolio
The Sharpe Ratio Rank of Stocks/Bonds 20/80 Portfolio is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of Stocks/Bonds 20/80 Portfolio is 1212Sortino Ratio Rank
The Omega Ratio Rank of Stocks/Bonds 20/80 Portfolio is 1212Omega Ratio Rank
The Calmar Ratio Rank of Stocks/Bonds 20/80 Portfolio is 88Calmar Ratio Rank
The Martin Ratio Rank of Stocks/Bonds 20/80 Portfolio is 1313Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.12, compared to the broader market0.002.004.006.001.12
Sortino ratio
The chart of Sortino ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 1.67, compared to the broader market-2.000.002.004.006.001.67
Omega ratio
The chart of Omega ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.000.47
Martin ratio
The chart of Martin ratio for Stocks/Bonds 20/80 Portfolio, currently valued at 3.22, compared to the broader market0.0010.0020.0030.0040.0050.003.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market0.002.004.006.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market0.0010.0020.0030.0040.0050.009.23

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
0.330.511.060.120.91
VTI
Vanguard Total Stock Market ETF
2.483.481.432.089.19

Sharpe Ratio

The current Stocks/Bonds 20/80 Portfolio Sharpe ratio is 1.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.72 to 2.55, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Stocks/Bonds 20/80 Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.12
2.43
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%
BND
Vanguard Total Bond Market ETF
3.38%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
1.35%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-6.25%
-0.29%
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 6.25%.


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 1.65%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
1.65%
3.00%
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
BND1.00-0.17
VTI-0.171.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007