Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MDY SPDR S&P MidCap 400 ETF | Small Cap Growth Equities | 9% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | Small Cap Blend Equities | 5% |
SPYM State Street SPDR Portfolio S&P 500 ETF | S&P 500 | 86% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VTI MIMIC #1, 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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The earliest data available for this chart is Jul 9, 2013, corresponding to the inception date of SPSM
Returns By Period
As of Apr 2, 2026, the VTI MIMIC #1 returned -2.51% Year-To-Date and 13.75% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio VTI MIMIC #1 | 0.10% | -3.33% | -2.51% | -0.52% | 17.57% | 17.53% | 11.11% | 13.75% |
| Portfolio components: | ||||||||
SPYM State Street SPDR Portfolio S&P 500 ETF | 0.09% | -3.33% | -3.54% | -1.41% | 17.61% | 18.45% | 11.96% | 14.24% |
MDY SPDR S&P MidCap 400 ETF | 0.10% | -3.57% | 3.42% | 4.58% | 15.61% | 12.13% | 6.54% | 10.46% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 0.33% | -2.76% | 4.51% | 5.61% | 19.58% | 10.87% | 4.36% | 10.19% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 10, 2013, VTI MIMIC #1's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VTI MIMIC #1 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.90% | -0.19% | -4.97% | 0.86% | -2.51% | ||||||||
| 2025 | 2.80% | -1.77% | -5.62% | -1.15% | 6.19% | 4.97% | 2.14% | 2.46% | 3.12% | 2.00% | 0.47% | 0.07% | 16.21% |
| 2024 | 1.06% | 5.15% | 3.51% | -4.27% | 4.96% | 2.82% | 2.04% | 1.95% | 2.02% | -1.00% | 6.50% | -3.15% | 23.15% |
| 2023 | 6.70% | -2.39% | 2.64% | 1.13% | 0.06% | 6.77% | 3.45% | -1.82% | -4.86% | -2.59% | 9.02% | 5.30% | 24.80% |
| 2022 | -5.52% | -2.39% | 3.40% | -8.60% | 0.40% | -8.45% | 9.42% | -3.98% | -9.27% | 8.58% | 5.45% | -5.71% | -17.56% |
| 2021 | -0.37% | 3.36% | 4.55% | 4.96% | 0.71% | 1.89% | 2.01% | 2.84% | -4.50% | 6.72% | -0.97% | 4.57% | 28.37% |
Benchmark Metrics
VTI MIMIC #1 has an annualized alpha of 1.58%, beta of 0.98, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since July 10, 2013.
- This portfolio captured 104.28% of S&P 500 Index gains but only 97.79% of its losses — a favorable profile for investors.
- With beta of 0.98 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.58%
- Beta
- 0.98
- R²
- 0.95
- Upside Capture
- 104.28%
- Downside Capture
- 97.79%
Expense Ratio
VTI MIMIC #1 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.
Return for Risk
Risk / Return Rank
VTI MIMIC #1 ranks 32 for risk / return — below 32% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.88 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.37 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.39 | +0.10 |
Martin ratioReturn relative to average drawdown | 7.10 | 6.43 | +0.67 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPYM State Street SPDR Portfolio S&P 500 ETF | 54 | 0.97 | 1.48 | 1.23 | 1.52 | 7.13 |
MDY SPDR S&P MidCap 400 ETF | 39 | 0.74 | 1.19 | 1.16 | 1.24 | 5.28 |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 46 | 0.87 | 1.36 | 1.18 | 1.44 | 5.78 |
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Dividends
Dividend yield
VTI MIMIC #1 provided a 1.17% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.17% | 1.16% | 1.30% | 1.43% | 1.65% | 1.23% | 1.49% | 1.74% | 2.13% | 1.69% | 1.89% | 1.94% |
| Portfolio components: | ||||||||||||
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.15% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
MDY SPDR S&P MidCap 400 ETF | 1.14% | 1.15% | 1.18% | 1.21% | 1.37% | 0.96% | 1.12% | 1.34% | 1.39% | 1.18% | 1.31% | 1.35% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 1.57% | 1.62% | 1.85% | 1.61% | 1.38% | 1.40% | 1.34% | 1.58% | 1.82% | 1.51% | 1.49% | 2.37% |
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 VTI MIMIC #1. 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 VTI MIMIC #1 was 34.94%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current VTI MIMIC #1 drawdown is 5.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.94% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -24.16% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -20.38% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -19.02% | Feb 20, 2025 | 34 | Apr 8, 2025 | 55 | Jun 27, 2025 | 89 |
| -14.88% | Jun 23, 2015 | 159 | Feb 8, 2016 | 82 | Jun 6, 2016 | 241 |
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 3 assets, with an effective number of assets of 1.33, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SPSM | MDY | SPYM | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.78 | 0.86 | 0.95 | 0.95 |
| SPSM | 0.78 | 1.00 | 0.93 | 0.77 | 0.83 |
| MDY | 0.86 | 0.93 | 1.00 | 0.83 | 0.88 |
| SPYM | 0.95 | 0.77 | 0.83 | 1.00 | 0.99 |
| Portfolio | 0.95 | 0.83 | 0.88 | 0.99 | 1.00 |