VOO 70/10/10/10

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	70%
BSV Vanguard Short-Term Bond Index Fund ETF Shares	Short-Term Bond	10%
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds, Short-Term Bond	10%
GLD SPDR Gold Shares	Gold, Precious Metals	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VOO 70/10/10/10, 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.

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Returns By Period

As of Jun 9, 2026, the VOO 70/10/10/10 returned 6.53% Year-To-Date and 12.66% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio VOO 70/10/10/10	0.21%	-0.66%	6.53%	6.97%	21.46%	18.99%	11.76%	12.66%
Portfolio components:
BSV Vanguard Short-Term Bond Index Fund ETF Shares	-0.01%	-0.38%	0.10%	0.53%	3.66%	4.42%	1.57%	1.91%
GLD SPDR Gold Shares	0.26%	-8.41%	0.24%	3.07%	30.18%	29.71%	17.55%	12.56%
SHY iShares 1-3 Year Treasury Bond ETF	0.05%	-0.19%	0.34%	0.74%	3.33%	4.04%	1.70%	1.63%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2010, VOO 70/10/10/10's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +9.8%, while the worst month was Mar 2020 at -8.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VOO 70/10/10/10 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -7.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.28%	0.52%	-4.84%	7.30%	3.70%	-2.14%							6.53%
2025	2.65%	-0.52%	-2.79%	0.16%	4.30%	3.82%	1.52%	2.15%	3.74%	2.11%	0.80%	0.34%	19.60%
2024	1.04%	3.60%	3.24%	-2.61%	3.80%	2.59%	1.62%	2.08%	2.22%	-0.41%	3.86%	-1.77%	20.76%
2023	5.18%	-2.50%	3.75%	1.26%	0.12%	4.27%	2.60%	-1.22%	-3.86%	-0.75%	6.89%	3.63%	20.47%
2022	-4.00%	-1.52%	2.36%	-6.48%	-0.02%	-5.98%	6.31%	-3.44%	-7.11%	5.44%	4.94%	-3.82%	-13.69%
2021	-1.04%	1.28%	3.14%	4.09%	1.27%	0.79%	2.02%	2.06%	-3.65%	4.96%	-0.60%	3.53%	19.02%

Benchmark Metrics

VOO 70/10/10/10 has an annualized alpha of 2.49%, beta of 0.69, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (73.90%) than losses (69.42%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.49% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.69 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.49%

Beta: 0.69

R²: 0.97

Upside Capture: 73.90%

Downside Capture: 69.42%

Expense Ratio

VOO 70/10/10/10 has an expense ratio of 0.08%, 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.

GLD

SPDR Gold Shares

SHY

iShares 1-3 Year Treasury Bond ETF

BSV

Vanguard Short-Term Bond Index Fund ETF Shares

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

VOO 70/10/10/10 ranks 56 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for VOO 70/10/10/10 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.24	1.94	+0.30
Sortino ratioReturn per unit of downside risk	3.07	2.63	+0.45
Omega ratioGain probability vs. loss probability	1.42	1.35	+0.06
Calmar ratioReturn relative to maximum drawdown	2.68	2.59	+0.10
Martin ratioReturn relative to average drawdown	12.21	11.84	+0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
BSV Vanguard Short-Term Bond Index Fund ETF Shares	70	2.06	3.30	1.39	2.85	9.83
GLD SPDR Gold Shares	33	1.13	1.51	1.23	1.51	3.78
SHY iShares 1-3 Year Treasury Bond ETF	86	2.51	4.11	1.51	3.76	15.12
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

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.

VOO 70/10/10/10 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.24
5-Year: 0.97
10-Year: 1.00
All Time: 0.98

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 1.60 to 2.47, 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 VOO 70/10/10/10 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

VOO 70/10/10/10 provided a 1.50% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.50%	1.55%	1.60%	1.56%	1.46%	1.04%	1.35%	1.76%	1.81%	1.51%	1.63%	1.67%
Portfolio components:
BSV Vanguard Short-Term Bond Index Fund ETF Shares	4.00%	3.83%	3.38%	2.46%	1.50%	1.45%	1.79%	2.29%	1.99%	1.65%	1.48%	1.40%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SHY iShares 1-3 Year Treasury Bond ETF	3.69%	3.81%	3.92%	2.99%	1.30%	0.26%	0.94%	2.12%	1.72%	0.98%	0.71%	0.54%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 VOO 70/10/10/10. 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 VOO 70/10/10/10 was 24.16%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current VOO 70/10/10/10 drawdown is 2.31%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-24.16%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020
Bear market2022	-19.24%Oct 2022	9mo 12d	1y 1mo	1y 10moJan 2022 - Nov 2023
Rate-hike selloffLate 2018	-12.87%Dec 2018	3mo 4d	2mo 24d	5mo 28dSep 2018 - Mar 2019
2025 selloff2025	-12.84%Apr 2025	1mo 17d	1mo 26d	3mo 13dFeb 2025 - Jun 2025
2011 correction2011	-12.59%Oct 2011	5mo 4d	3mo 22d	8mo 26dMay 2011 - Jan 2012

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.20	1.17	1.15	1.13	1.15

The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

VOO 70/10/10/10 correlation to the S&P 500 Index

VOO 70/10/10/10 has a 0.96 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) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SHY has the lowest at -0.10.

-0.10

-0.08

0.05

1.00

Portfolio Correlations

Correlation vs. VOO 70/10/10/10. VOO has the highest portfolio correlation at 0.98, while SHY has the lowest at -0.03.

-0.03

-0.01

0.20

0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	GLD	BSV	SHY	VOO
GLD	1.00	0.35	0.33	0.05
BSV	0.35	1.00	0.85	-0.08
SHY	0.33	0.85	1.00	-0.10
VOO	0.05	-0.08	-0.10	1.00

The correlation results are calculated based on daily price changes starting from Sep 9, 2010

Diversification Analysis

Find what VOO 70/10/10/10 is missing

See which holdings overlap, where VOO 70/10/10/10 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification