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Stocks/Bonds 60/40 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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

40%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

60%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.74%
17.14%
Stocks/Bonds 60/40 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 Apr 13, 2024, the Stocks/Bonds 60/40 Portfolio returned 3.29% Year-To-Date and 8.04% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Stocks/Bonds 60/40 Portfolio3.29%-0.26%12.74%14.69%8.20%7.98%
BND
Vanguard Total Bond Market ETF
-2.35%-0.84%4.86%-0.12%0.09%1.28%
VTI
Vanguard Total Stock Market ETF
7.03%0.07%18.04%25.26%13.16%12.09%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.60%2.65%2.34%
2023-3.89%-2.19%7.45%4.61%

Expense Ratio

The Stocks/Bonds 60/40 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%

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.


Stocks/Bonds 60/40 Portfolio
Sharpe ratio
The chart of Sharpe ratio for Stocks/Bonds 60/40 Portfolio, currently valued at 1.81, compared to the broader market0.002.004.001.81
Sortino ratio
The chart of Sortino ratio for Stocks/Bonds 60/40 Portfolio, currently valued at 2.70, compared to the broader market-2.000.002.004.006.002.70
Omega ratio
The chart of Omega ratio for Stocks/Bonds 60/40 Portfolio, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Stocks/Bonds 60/40 Portfolio, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.001.07
Martin ratio
The chart of Martin ratio for Stocks/Bonds 60/40 Portfolio, currently valued at 6.13, compared to the broader market0.0010.0020.0030.0040.0050.006.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
-0.09-0.080.99-0.03-0.22
VTI
Vanguard Total Stock Market ETF
2.203.141.381.698.71

Sharpe Ratio

The current Stocks/Bonds 60/40 Portfolio Sharpe ratio is 1.81. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.81

The Sharpe ratio of Stocks/Bonds 60/40 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.81
2.15
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stocks/Bonds 60/40 Portfolio granted a 2.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Stocks/Bonds 60/40 Portfolio2.17%2.10%2.04%1.52%1.74%2.15%2.35%2.04%2.16%2.22%2.17%2.16%
BND
Vanguard Total Bond Market ETF
3.34%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
1.40%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%NovemberDecember2024FebruaryMarchApril
-2.27%
-2.49%
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components

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 2.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.22%Oct 10, 2007355Mar 9, 2009407Oct 18, 2010762
-21.85%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-21.5%Dec 28, 2021202Oct 14, 2022339Feb 22, 2024541
-11.55%Sep 21, 201865Dec 24, 201855Mar 15, 2019120
-10.8%Jul 8, 201161Oct 3, 201173Jan 18, 2012134

Volatility

Volatility Chart

The current Stocks/Bonds 60/40 Portfolio volatility is 2.26%, 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%NovemberDecember2024FebruaryMarchApril
2.26%
3.24%
Stocks/Bonds 60/40 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
BND1.00-0.18
VTI-0.181.00