Long-Term Inv Grd Bond 2

The chart shows the growth of an initial investment of $10,000 in Long-Term Inv Grd Bond 2, 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 Every 3 months.

As of Jun 9, 2026, the Long-Term Inv Grd Bond 2 returned 0.19% Year-To-Date and 2.14% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 23, 2009, Long-Term Inv Grd Bond 2's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 years.

Historically, 59% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +11.2%, while the worst month was Apr 2022 at -10.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Long-Term Inv Grd Bond 2 closed higher 53% of trading days. The best single day was Mar 23, 2020 with a return of +9.8%, while the worst single day was Mar 18, 2020 at -8.8%.

Long-Term Inv Grd Bond 2 has an annualized alpha of 4.15%, beta of 0.08, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 23, 2009.

• This portfolio participated in 33.78% of S&P 500 Index downside but only 29.01% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.08 may look defensive, but with R2 of 0.01 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.01 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Long-Term Inv Grd Bond 2 has an expense ratio of 0.04%, 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.

Long-Term Inv Grd Bond 2 ranks 11 for risk / return — in the bottom 11% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below presents risk-adjusted performance metrics for Long-Term Inv Grd Bond 2 and compares them with S&P 500 Index.

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.

Long-Term Inv Grd Bond 2 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 0.86
• 5-Year: -0.17
• 10-Year: 0.17
• All Time: 0.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Long-Term Inv Grd Bond 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Long-Term Inv Grd Bond 2 provided a 5.59% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the Long-Term Inv Grd Bond 2. 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 Long-Term Inv Grd Bond 2 was 34.31%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Long-Term Inv Grd Bond 2 drawdown is 15.03%.

The chart below shows the rolling one-month volatility.