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Stocks/Bonds 80/20 Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Stocks/Bonds 80/20 Portfolio

Last updated Apr 25, 2024

The 80/20 Portfolio is a simple, balanced portfolio with an 80% equity and 20% fixed income allocation.

Asset Allocation

BND 20%VTI 80%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF		Total Bond Market

20%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

80%

S&P 500

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 Quarterly

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.77%
22.59%
Stocks/Bonds 80/20 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 25, 2024, the Stocks/Bonds 80/20 Portfolio returned 4.25% Year-To-Date and 9.97% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		6.33%-2.81%21.13%24.56%11.55%10.55%
Stocks/Bonds 80/20 Portfolio4.25%-2.52%19.77%20.82%10.24%9.97%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		6.03%-2.65%23.69%26.78%12.61%11.97%
BND
Vanguard Total Bond Market ETF		-2.94%-2.05%4.79%-1.14%-0.16%1.20%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20240.86%3.98%2.80%
2023-4.35%-2.42%8.43%4.96%

Expense Ratio

The Stocks/Bonds 80/20 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.

VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.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 80/20 Portfolio
Sharpe ratio
The chart of Sharpe ratio for Stocks/Bonds 80/20 Portfolio, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.005.001.85
Sortino ratio
The chart of Sortino ratio for Stocks/Bonds 80/20 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 80/20 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 80/20 Portfolio, currently valued at 1.31, compared to the broader market0.002.004.006.008.001.31
Martin ratio
The chart of Martin ratio for Stocks/Bonds 80/20 Portfolio, currently valued at 6.62, compared to the broader market0.0010.0020.0030.0040.0050.006.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.005.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.007.61
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF		1.982.841.341.547.67
BND
Vanguard Total Bond Market ETF		-0.12-0.130.99-0.05-0.29

Sharpe Ratio

The current Stocks/Bonds 80/20 Portfolio Sharpe ratio is 1.85. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.85

The Sharpe ratio of Stocks/Bonds 80/20 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
1.85
1.91
Stocks/Bonds 80/20 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stocks/Bonds 80/20 Portfolio granted a 1.80% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Stocks/Bonds 80/20 Portfolio1.80%1.77%1.85%1.36%1.58%1.96%2.20%1.87%2.04%2.10%1.97%1.95%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BND
Vanguard Total Bond Market ETF		3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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
-3.30%
-3.48%
Stocks/Bonds 80/20 Portfolio
Benchmark (^GSPC)
Portfolio components

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 46.06%, occurring on Mar 9, 2009. Recovery took 483 trading sessions.

The current Stocks/Bonds 80/20 Portfolio drawdown is 3.30%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.06%Oct 10, 2007355Mar 9, 2009483Feb 4, 2011838
-28.47%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-23.4%Dec 28, 2021202Oct 14, 2022317Jan 22, 2024519
-15.81%Sep 21, 201865Dec 24, 201868Apr 3, 2019133
-15.55%Jul 8, 201161Oct 3, 201183Feb 1, 2012144

Volatility

Volatility Chart

The current Stocks/Bonds 80/20 Portfolio volatility is 3.01%, 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
3.01%
3.59%
Stocks/Bonds 80/20 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