Stocks/Bonds 40/60 Portfolio
The 40/60 Portfolio is a simple, balanced portfolio with a 40% equity and 60% fixed income allocation.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 60% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 40% |
Performance
The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds 40/60 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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns
As of Dec 2, 2023, the Stocks/Bonds 40/60 Portfolio returned 9.79% Year-To-Date and 5.61% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Stocks/Bonds 40/60 Portfolio | 9.79% | 5.11% | 3.53% | 5.82% | 5.56% | 5.63% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 2.86% | 4.38% | 0.50% | 1.19% | 0.87% | 1.43% |
VTI Vanguard Total Stock Market ETF | 20.72% | 9.25% | 8.07% | 13.58% | 11.92% | 11.34% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.52% | 2.59% | 1.40% | -1.18% | -3.43% | -1.97% | 6.47% |
Dividend yield
Stocks/Bonds 40/60 Portfolio granted a 2.45% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 Portfolio | 2.45% | 2.23% | 1.67% | 1.90% | 2.34% | 2.50% | 2.21% | 2.28% | 2.34% | 2.38% | 2.37% | 2.80% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.11% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% | 3.24% |
VTI Vanguard Total Stock Market ETF | 1.46% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
Expense Ratio
The Stocks/Bonds 40/60 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.
Risk-Adjusted Performance
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 0.27 | ||||
VTI Vanguard Total Stock Market ETF | 0.96 |
Asset Correlations Table
| BND | VTI | |
|---|---|---|
| BND | 1.00 | -0.19 |
| VTI | -0.19 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Stocks/Bonds 40/60 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 40/60 Portfolio was 23.14%, occurring on Mar 9, 2009. Recovery took 209 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.14% | May 20, 2008 | 202 | Mar 9, 2009 | 209 | Jan 5, 2010 | 411 |
| -19.79% | Nov 8, 2021 | 236 | Oct 14, 2022 | — | — | — |
| -15.64% | Feb 21, 2020 | 21 | Mar 20, 2020 | 53 | Jun 5, 2020 | 74 |
| -7.45% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
| -6.12% | Jul 25, 2011 | 11 | Aug 8, 2011 | 65 | Nov 8, 2011 | 76 |
Volatility Chart
The current Stocks/Bonds 40/60 Portfolio volatility is 2.30%, 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.