PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Stocks/Bonds 40/60 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


BND 60%VTI 40%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

60%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

40%

S&P 500

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.


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 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


140.00%160.00%180.00%200.00%220.00%240.00%260.00%OctoberNovemberDecember2024FebruaryMarch
167.07%
255.53%
Stocks/Bonds 40/60 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 40/60 Portfolio returned 1.98% Year-To-Date and 5.87% 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 40/60 Portfolio1.98%1.18%8.38%12.76%5.94%5.87%
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
20240.35%1.32%
2023-1.18%-3.42%-1.97%6.47%4.27%

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 40/60 Portfolio
1.82
BND
Vanguard Total Bond Market ETF
0.22
VTI
Vanguard Total Stock Market ETF
2.54

Sharpe Ratio

The current Stocks/Bonds 40/60 Portfolio Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.82

The Sharpe ratio of Stocks/Bonds 40/60 Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.82
2.54
Stocks/Bonds 40/60 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stocks/Bonds 40/60 Portfolio granted a 2.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Stocks/Bonds 40/60 Portfolio2.49%2.43%2.23%1.67%1.90%2.34%2.50%2.21%2.28%2.34%2.38%2.37%
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
-2.73%
-0.50%
Stocks/Bonds 40/60 Portfolio
Benchmark (^GSPC)
Portfolio components

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.

The current Stocks/Bonds 40/60 Portfolio drawdown is 2.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.14%May 20, 2008202Mar 9, 2009209Jan 5, 2010411
-19.79%Nov 8, 2021236Oct 14, 2022
-15.64%Feb 21, 202021Mar 20, 202053Jun 5, 202074
-7.45%Aug 30, 201880Dec 24, 201836Feb 15, 2019116
-6.12%Jul 25, 201111Aug 8, 201165Nov 8, 201176

Volatility

Volatility Chart

The current Stocks/Bonds 40/60 Portfolio volatility is 1.56%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
1.56%
3.37%
Stocks/Bonds 40/60 Portfolio
Benchmark (^GSPC)
Portfolio components
0 comments