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

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

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.


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 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


180.00%200.00%220.00%240.00%260.00%280.00%300.00%OctoberNovemberDecember2024FebruaryMarch
305.25%
253.30%
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 Mar 16, 2024, the Stocks/Bonds 80/20 Portfolio returned 5.25% Year-To-Date and 9.98% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.28%2.23%14.98%30.65%12.59%10.61%
Stocks/Bonds 80/20 Portfolio5.25%1.76%13.18%25.30%11.23%10.04%
VTI
Vanguard Total Stock Market ETF
6.95%2.11%15.69%32.05%13.74%12.01%
BND
Vanguard Total Bond Market ETF
-1.52%0.31%3.39%0.92%0.31%1.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.86%3.98%
2023-1.69%-4.35%-2.42%8.43%4.96%

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
2.64
Stocks/Bonds 80/20 Portfolio
2.53
VTI
Vanguard Total Stock Market ETF
2.65
BND
Vanguard Total Bond Market ETF
0.17

Sharpe Ratio

The current Stocks/Bonds 80/20 Portfolio Sharpe ratio is 2.53. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.53

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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.53
2.64
Stocks/Bonds 80/20 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stocks/Bonds 80/20 Portfolio granted a 1.73% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Stocks/Bonds 80/20 Portfolio1.73%1.77%1.85%1.36%1.58%1.96%2.20%1.87%2.04%2.10%1.97%1.95%
VTI
Vanguard Total Stock Market ETF
1.35%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
3.25%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%OctoberNovemberDecember2024FebruaryMarch
-1.04%
-1.12%
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 1.04%.


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 2.69%, 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
2.69%
3.36%
Stocks/Bonds 80/20 Portfolio
Benchmark (^GSPC)
Portfolio components
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