Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SWAGX Schwab U.S. Aggregate Bond Index Fund | Total Bond Market | 33.33% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | Corporate Bonds | 33.33% |
VICBX Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares | Corporate Bonds | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FOG intermediate eft comparison, 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.
Loading graphics...
The earliest data available for this chart is Feb 23, 2017, corresponding to the inception date of SWAGX
Returns By Period
| 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 FOG intermediate eft comparison | 0.09% | -1.58% | -0.39% | 0.29% | 5.10% | 4.75% | 0.97% | — |
| Portfolio components: | ||||||||
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 0.27% | -1.21% | -0.05% | 0.65% | 6.13% | 5.48% | 1.50% | 3.09% |
VICBX Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares | -0.29% | -1.89% | -0.80% | -0.05% | 5.47% | 5.65% | 1.46% | 3.29% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 0.00% | -1.65% | -0.33% | 0.26% | 3.70% | 3.43% | -0.05% | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 24, 2017, FOG intermediate eft comparison's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, your investment would double in approximately 25.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +5.4%, while the worst month was Mar 2020 at -5.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FOG intermediate eft comparison closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +2.3%, while the worst single day was Mar 18, 2020 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.23% | 1.43% | -2.06% | 0.04% | -0.39% | ||||||||
| 2025 | 0.59% | 2.04% | 0.02% | 0.43% | -0.08% | 1.79% | -0.01% | 1.29% | 1.16% | 0.43% | 0.84% | -0.19% | 8.60% |
| 2024 | -0.06% | -1.43% | 1.09% | -2.31% | 1.91% | 0.80% | 2.52% | 1.52% | 1.56% | -2.35% | 1.23% | -1.58% | 2.75% |
| 2023 | 3.83% | -2.98% | 2.94% | 0.70% | -1.23% | -0.12% | 0.27% | -0.67% | -2.56% | -1.65% | 5.42% | 3.98% | 7.76% |
| 2022 | -2.39% | -1.35% | -2.98% | -4.52% | 0.99% | -2.39% | 3.24% | -3.25% | -4.76% | -0.74% | 4.44% | -0.68% | -13.88% |
| 2021 | -0.83% | -1.61% | -1.51% | 1.02% | 0.55% | 0.94% | 1.22% | -0.29% | -0.95% | -0.38% | -0.04% | 0.06% | -1.85% |
Benchmark Metrics
FOG intermediate eft comparison has an annualized alpha of 2.25%, beta of 0.05, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since February 24, 2017.
- This portfolio participated in 25.99% of S&P 500 Index downside but only 19.11% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.05 may look defensive, but with R² of 0.03 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 0.03 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.
- Alpha
- 2.25%
- Beta
- 0.05
- R²
- 0.03
- Upside Capture
- 19.11%
- Downside Capture
- 25.99%
Expense Ratio
FOG intermediate eft comparison 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
FOG intermediate eft comparison ranks 35 for risk / return — below 35% 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 | 1.16 | 0.88 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.37 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.39 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.85 | 6.43 | -0.59 |
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 | |
|---|---|---|---|---|---|---|
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 65 | 1.27 | 1.77 | 1.24 | 2.10 | 7.27 |
VICBX Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares | 57 | 1.25 | 1.77 | 1.23 | 1.85 | 6.70 |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 29 | 0.84 | 1.20 | 1.15 | 1.38 | 3.85 |
Loading graphics...
Dividends
Dividend yield
FOG intermediate eft comparison provided a 4.28% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.28% | 4.42% | 4.37% | 3.55% | 2.66% | 2.42% | 2.68% | 3.75% | 3.35% | 2.81% | 2.20% | 2.24% |
| Portfolio components: | ||||||||||||
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.75% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
VICBX Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares | 4.34% | 4.61% | 4.79% | 3.72% | 3.02% | 2.82% | 2.79% | 5.01% | 3.64% | 3.23% | 3.32% | 3.39% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the FOG intermediate eft comparison. 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 FOG intermediate eft comparison was 19.92%, occurring on Oct 20, 2022. Recovery took 720 trading sessions.
The current FOG intermediate eft comparison drawdown is 2.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.92% | Aug 3, 2021 | 309 | Oct 20, 2022 | 720 | Sep 5, 2025 | 1029 |
| -11.72% | Mar 9, 2020 | 10 | Mar 20, 2020 | 56 | Jun 10, 2020 | 66 |
| -4.23% | Jan 4, 2021 | 53 | Mar 19, 2021 | 93 | Aug 2, 2021 | 146 |
| -4.11% | Sep 8, 2017 | 174 | May 17, 2018 | 177 | Jan 31, 2019 | 351 |
| -2.92% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, 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 | SWAGX | VICBX | VCIT | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.06 | 0.19 | 0.09 |
| SWAGX | 0.00 | 1.00 | 0.89 | 0.85 | 0.94 |
| VICBX | 0.06 | 0.89 | 1.00 | 0.91 | 0.97 |
| VCIT | 0.19 | 0.85 | 0.91 | 1.00 | 0.96 |
| Portfolio | 0.09 | 0.94 | 0.97 | 0.96 | 1.00 |