VOO(80)+TLT(20)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VOO(80)+TLT(20), 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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Dec 4, 2024, the VOO(80)+TLT(20) returned 21.83% Year-To-Date and 10.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| VOO(80)+TLT(20) | 21.83% | 5.20% | 12.52% | 27.94% | 12.01% | 10.96% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 28.35% | 5.75% | 15.05% | 34.12% | 16.01% | 13.33% |
TLT iShares 20+ Year Treasury Bond ETF | -2.40% | 2.80% | 2.43% | 4.54% | -5.40% | -0.13% |
Monthly Returns
The table below presents the monthly returns of VOO(80)+TLT(20), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.84% | 3.77% | 2.82% | -4.50% | 4.61% | 3.22% | 1.65% | 2.34% | 2.14% | -1.84% | 5.14% | 21.83% | |
| 2023 | 6.56% | -2.97% | 3.93% | 1.34% | -0.21% | 5.30% | 2.12% | -1.92% | -5.34% | -2.83% | 9.32% | 5.39% | 21.45% |
| 2022 | -4.97% | -2.71% | 1.92% | -8.91% | -0.25% | -6.89% | 7.83% | -4.21% | -9.01% | 5.30% | 5.80% | -5.18% | -20.87% |
| 2021 | -1.54% | 1.11% | 2.76% | 4.73% | 0.54% | 2.68% | 2.70% | 2.28% | -4.31% | 6.11% | -0.05% | 3.25% | 21.74% |
| 2020 | 1.49% | -5.01% | -8.05% | 10.46% | 3.54% | 1.53% | 5.60% | 4.63% | -2.98% | -2.71% | 9.13% | 2.83% | 20.47% |
| 2019 | 6.42% | 2.38% | 2.58% | 2.84% | -3.85% | 5.72% | 1.22% | 0.86% | 0.97% | 1.52% | 2.84% | 1.79% | 27.98% |
| 2018 | 3.81% | -3.60% | -1.47% | -0.14% | 2.34% | 0.73% | 2.57% | 2.85% | -0.08% | -6.06% | 1.86% | -5.80% | -3.54% |
| 2017 | 1.59% | 3.42% | -0.02% | 1.15% | 1.50% | 0.66% | 1.52% | 0.90% | 1.17% | 1.85% | 2.60% | 1.39% | 19.20% |
| 2016 | -2.79% | 0.52% | 5.29% | 0.13% | 1.57% | 1.64% | 3.37% | -0.10% | -0.28% | -2.30% | 1.42% | 1.64% | 10.30% |
| 2015 | -0.31% | 2.97% | -1.04% | 0.11% | 0.55% | -2.36% | 2.65% | -5.04% | -1.48% | 6.71% | 0.19% | -1.45% | 1.03% |
| 2014 | -1.58% | 3.70% | 0.86% | 1.00% | 2.43% | 1.62% | -0.97% | 4.13% | -1.53% | 2.49% | 2.80% | 0.40% | 16.23% |
| 2013 | 3.54% | 1.31% | 2.86% | 2.61% | 0.48% | -1.82% | 3.78% | -2.75% | 2.87% | 3.86% | 1.88% | 1.77% | 22.11% |
Expense Ratio
VOO(80)+TLT(20) has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VOO(80)+TLT(20) is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.74 | 3.65 | 1.51 | 3.96 | 17.95 |
TLT iShares 20+ Year Treasury Bond ETF | 0.28 | 0.50 | 1.06 | 0.09 | 0.64 |
Dividends
Dividend yield
VOO(80)+TLT(20) provided a 1.77% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.77% | 1.84% | 1.89% | 1.30% | 1.53% | 1.96% | 2.18% | 1.91% | 2.13% | 2.20% | 2.02% | 2.12% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.22% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
TLT iShares 20+ Year Treasury Bond ETF | 3.99% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the VOO(80)+TLT(20). 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(80)+TLT(20) was 25.93%, occurring on Oct 14, 2022. Recovery took 344 trading sessions.
The current VOO(80)+TLT(20) drawdown is 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | 344 | Feb 29, 2024 | 546 |
| -24.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -14.72% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -11.26% | Jul 8, 2011 | 22 | Aug 8, 2011 | 57 | Oct 27, 2011 | 79 |
| -9.34% | Apr 27, 2015 | 85 | Aug 25, 2015 | 68 | Dec 1, 2015 | 153 |
Volatility
Volatility Chart
The current VOO(80)+TLT(20) volatility is 2.64%, 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.
Diversification
Asset Correlations Table
| TLT | VOO | |
|---|---|---|
| TLT | 1.00 | -0.26 |
| VOO | -0.26 | 1.00 |