Stocks/Bonds 60/40 Portfolio
The 60/40 Portfolio is a simple, balanced portfolio with a 60% equity and 40% fixed income allocation.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds 60/40 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 By Period
As of Nov 16, 2024, the Stocks/Bonds 60/40 Portfolio returned 14.47% Year-To-Date and 8.32% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.08% | 0.48% | 10.70% | 30.22% | 13.50% | 11.11% |
| Stocks/Bonds 60/40 Portfolio | 14.47% | -0.04% | 7.94% | 21.30% | 8.90% | 8.35% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.55% | -1.48% | 2.79% | 6.33% | -0.30% | 1.42% |
VTI Vanguard Total Stock Market ETF | 23.63% | 0.89% | 11.41% | 32.01% | 14.66% | 12.63% |
Monthly Returns
The table below presents the monthly returns of Stocks/Bonds 60/40 Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.60% | 2.65% | 2.34% | -3.57% | 3.51% | 2.20% | 2.08% | 1.86% | 1.74% | -1.43% | 14.47% | ||
| 2023 | 5.48% | -2.51% | 2.69% | 0.88% | -0.20% | 3.98% | 2.16% | -1.44% | -3.89% | -2.19% | 7.45% | 4.61% | 17.62% |
| 2022 | -4.46% | -1.93% | 0.78% | -7.05% | 0.20% | -5.51% | 6.54% | -3.37% | -7.26% | 4.38% | 4.60% | -3.95% | -16.81% |
| 2021 | -0.54% | 1.27% | 1.73% | 3.38% | 0.34% | 1.87% | 1.51% | 1.64% | -3.11% | 4.02% | -0.82% | 2.13% | 14.05% |
| 2020 | 0.75% | -4.09% | -8.58% | 8.97% | 3.61% | 1.65% | 4.04% | 3.99% | -2.29% | -1.40% | 7.55% | 2.90% | 16.96% |
| 2019 | 5.58% | 2.17% | 1.59% | 2.35% | -3.23% | 4.69% | 0.91% | -0.16% | 0.82% | 1.39% | 2.28% | 1.69% | 21.71% |
| 2018 | 2.64% | -2.71% | -0.92% | -0.07% | 1.92% | 0.41% | 1.98% | 2.35% | -0.09% | -4.79% | 1.44% | -4.58% | -2.77% |
| 2017 | 1.19% | 2.47% | 0.02% | 0.96% | 0.89% | 0.59% | 1.29% | 0.43% | 1.28% | 1.29% | 1.79% | 0.93% | 13.93% |
| 2016 | -2.93% | 0.35% | 4.48% | 0.56% | 1.04% | 0.97% | 2.63% | 0.00% | 0.16% | -1.69% | 1.66% | 1.36% | 8.72% |
| 2015 | -0.67% | 2.82% | -0.48% | 0.24% | 0.58% | -1.45% | 1.37% | -3.77% | -1.35% | 4.79% | 0.23% | -1.37% | 0.67% |
| 2014 | -1.29% | 3.06% | 0.24% | 0.36% | 1.68% | 1.61% | -1.31% | 2.93% | -1.49% | 1.93% | 1.83% | 0.01% | 9.85% |
| 2013 | 3.00% | 1.00% | 2.47% | 1.37% | 0.71% | -1.51% | 3.59% | -2.19% | 2.81% | 2.90% | 1.53% | 1.42% | 18.30% |
Expense Ratio
Stocks/Bonds 60/40 Portfolio has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Stocks/Bonds 60/40 Portfolio is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.25 | 1.83 | 1.22 | 0.48 | 4.20 |
VTI Vanguard Total Stock Market ETF | 2.58 | 3.45 | 1.48 | 3.76 | 16.56 |
Dividends
Dividend yield
Stocks/Bonds 60/40 Portfolio provided a 2.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.20% | 2.10% | 2.04% | 1.52% | 1.74% | 2.15% | 2.35% | 2.04% | 2.16% | 2.22% | 2.17% | 2.16% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.58% | 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 | 1.29% | 1.44% | 1.67% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Stocks/Bonds 60/40 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 60/40 Portfolio was 35.22%, occurring on Mar 9, 2009. Recovery took 407 trading sessions.
The current Stocks/Bonds 60/40 Portfolio drawdown is 1.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.22% | Oct 10, 2007 | 355 | Mar 9, 2009 | 407 | Oct 18, 2010 | 762 |
| -21.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -21.5% | Dec 28, 2021 | 202 | Oct 14, 2022 | 339 | Feb 22, 2024 | 541 |
| -11.55% | Sep 21, 2018 | 65 | Dec 24, 2018 | 55 | Mar 15, 2019 | 120 |
| -10.8% | Jul 8, 2011 | 61 | Oct 3, 2011 | 73 | Jan 18, 2012 | 134 |
Volatility
Volatility Chart
The current Stocks/Bonds 60/40 Portfolio volatility is 2.62%, 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.
Diversification
Asset Correlations Table
| BND | VTI | |
|---|---|---|
| BND | 1.00 | -0.16 |
| VTI | -0.16 | 1.00 |