Stocks/Bonds 80/20 Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	80%
BND Vanguard Total Bond Market ETF	Total Bond Market	20%

Benchmark: S&P 500 Index · Rebalance: On 10% deviation

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds 80/20 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 when any position deviates by more than 10.0% from its target allocation.

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Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 3, 2026, the Stocks/Bonds 80/20 Portfolio returned 8.27% Year-To-Date and 12.15% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	20.07%	17.84%	11.25%	13.26%	8.09%
Portfolio Stocks/Bonds 80/20 Portfolio	0.37%	-0.35%	6.87%	8.27%	17.66%	15.97%	9.45%	12.15%	9.56%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.26%	-1.20%	-0.75%	-0.54%	1.75%	3.92%	-0.42%	1.36%	2.99%
VTI Vanguard Total Stock Market ETF	0.53%	-0.15%	8.77%	10.49%	21.84%	18.92%	11.74%	14.63%	9.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 10, 2007, Stocks/Bonds 80/20 Portfolio's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +11.1%, while the worst month was Oct 2008 at -14.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Stocks/Bonds 80/20 Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -8.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.31%	-0.09%	-4.35%	8.28%	4.19%	-0.24%	-0.64%						8.27%
2025	2.55%	-1.08%	-4.68%	-0.35%	4.85%	4.43%	1.78%	2.12%	2.96%	1.90%	0.35%	-0.08%	15.36%
2024	0.87%	3.94%	2.78%	-3.95%	4.14%	2.64%	1.99%	2.02%	1.90%	-1.08%	5.57%	-2.76%	19.12%
2023	6.21%	-2.45%	2.75%	0.99%	0.12%	5.31%	2.90%	-1.67%	-4.33%	-2.41%	8.43%	4.95%	21.86%
2022	-5.25%	-2.19%	2.08%	-8.09%	0.04%	-6.91%	7.94%	-3.52%	-8.21%	6.23%	4.90%	-4.85%	-17.92%
2021	-0.42%	2.20%	2.67%	4.20%	0.41%	2.17%	1.64%	2.25%	-3.77%	5.34%	-1.12%	2.98%	19.81%

Benchmark Metrics

Stocks/Bonds 80/20 Portfolio has an annualized alpha of 2.07%, beta of 0.80, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since April 10, 2007.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.96%) than losses (82.40%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.07% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 2.07%

Beta: 0.80

R²: 0.98

Upside Capture: 85.96%

Downside Capture: 82.40%

See how alpha, beta & R² have trended over time →

Expense Ratio

Stocks/Bonds 80/20 Portfolio has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VTI

Vanguard Total Stock Market ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

Stocks/Bonds 80/20 Portfolio ranks 46 for risk / return — above 46% of Portfolios peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Stocks/Bonds 80/20 Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.52	1.42	+0.11
Sortino ratioReturn per unit of downside risk	2.15	1.98	+0.17
Omega ratioGain probability vs. loss probability	1.27	1.25	+0.02
Calmar ratioReturn relative to maximum drawdown	2.25	2.00	+0.25
Martin ratioReturn relative to average drawdown	9.76	8.49	+1.27

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BND Vanguard Total Bond Market ETF	29	0.72	1.06	1.12	0.99	2.48
VTI Vanguard Total Stock Market ETF	65	1.52	2.12	1.27	2.23	9.62

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Stocks/Bonds 80/20 Portfolio Sharpe ratio is 1.52 as of Aug 3, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.19 to 2.01, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Stocks/Bonds 80/20 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Stocks/Bonds 80/20 Portfolio provided a 1.59% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.59%	1.67%	1.75%	1.77%	1.85%	1.40%	1.61%	1.96%	2.20%	1.87%	2.04%	2.10%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.69%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
VTI Vanguard Total Stock Market ETF	1.06%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Stocks/Bonds 80/20 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 80/20 Portfolio was 45.96%, occurring on Mar 9, 2009. Recovery took 470 trading sessions.

The current Stocks/Bonds 80/20 Portfolio drawdown is 1.31%.

Drawdown	Fall	Recovery	Underwater	Related event
-45.96%Mar 2009	1y 5mo	1y 10mo	3y 3moOct 2007 - Jan 2011	Financial crisis2007–2009
-29.03%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020	COVID crash2020
-23.23%Oct 2022	9mo 20d	1y 3mo	2y 22dDec 2021 - Jan 2024	Bear market2022
-16.08%Dec 2018	3mo 4d	3mo 11d	6mo 15dSep 2018 - Apr 2019	Rate-hike selloffLate 2018
-15.54%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025	2025 selloff2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

The gist

The portfolio is an 80/20 bet on U.S. equities with a bond sleeve attached: diversified across the two broad asset classes, but not enough to materially change the ride.

The numbers

Diversification ratio is 1.04 over one year and 1.06 over longer periods, ranking in only the 5.9th–16.6th percentiles on the platform.
Effective asset count is 1.47 of 2, reflecting meaningful weight separation without extreme concentration.
Vanguard Total Bond Market ETF (BND) has a -0.13 correlation with Vanguard Total Stock Market ETF (VTI), but its portfolio correlation is only -0.08.

The good

VTI supplies broad U.S. equity exposure rather than a narrow sector thesis.
BND moves differently enough to provide some ballast, especially when equity and bond markets are not having the same bad day.

The bad

The 20% bond allocation is too small, and the relationship too weak, to create much diversification benefit.
The nearly identical 1.04–1.06 ratios across horizons suggest this is a stable structural feature, not a recent accident.

The ugly

Inflation or rising-rate shocks can pressure both VTI and BND, leaving the portfolio with two assets and one dominant source of risk.

Next steps

Portfolios with this profile are typically complemented by exposures whose drivers sit outside both duration and U.S. equity beta.

AI-generated analysis. Not investment advice. Verify key facts independently.

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Diversification Metrics

Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.04	1.06	1.06	1.06	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.

Stocks/Bonds 80/20 Portfolio correlation to the S&P 500 Index

Stocks/Bonds 80/20 Portfolio has a 0.99 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.99
Correlation (3Y) Balances recent behavior with more history.	0.99
Correlation (5Y) Shows whether the relationship held over a longer period.	0.99
Correlation (10Y) Provides a long-term view across more market conditions.	0.99
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007	0.99

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.13.

BND

-0.13

VTI

0.99

Portfolio Correlations

Correlation vs. Stocks/Bonds 80/20 Portfolio. VTI has the highest portfolio correlation at 1.00, while BND has the lowest at -0.07.

BND

-0.07

VTI

1.00

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	BND	VTI
BND	1.00	-0.13
VTI	-0.13	1.00

Based on daily historical returns since Apr 10, 2007

Diversification Analysis

Find what Stocks/Bonds 80/20 Portfolio is missing

See which holdings overlap, where Stocks/Bonds 80/20 Portfolio is concentrated, and which low-correlation assets could fill the gaps.

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