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FOG intermediate eft comparison
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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.


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The earliest data available for this chart is Feb 23, 2017, corresponding to the inception date of SWAGX

Returns By Period


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.23%1.43%-2.06%0.04%-0.39%
20250.59%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%
20233.83%-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
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.


FOG intermediate eft comparison Risk / Return Rank: 3535
Overall Rank
FOG intermediate eft comparison Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FOG intermediate eft comparison Sortino Ratio Rank: 3737
Sortino Ratio Rank
FOG intermediate eft comparison Omega Ratio Rank: 2525
Omega Ratio Rank
FOG intermediate eft comparison Calmar Ratio Rank: 4343
Calmar Ratio Rank
FOG intermediate eft comparison Martin Ratio Rank: 2828
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.88

+0.28

Sortino ratio

Return per unit of downside risk

1.63

1.37

+0.26

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.76

1.39

+0.37

Martin ratio

Return relative to average drawdown

5.85

6.43

-0.59


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
651.271.771.242.107.27
VICBX
Vanguard Intermediate-Term Corporate Bond Index Fund Institutional Shares
571.251.771.231.856.70
SWAGX
Schwab U.S. Aggregate Bond Index Fund
290.841.201.151.383.85

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.

FOG intermediate eft comparison Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.16
  • 5-Year: 0.16
  • All Time: 0.50

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 0.98 to 1.66, 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 FOG intermediate eft comparison 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

FOG intermediate eft comparison provided a 4.28% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio4.28%4.42%4.37%3.55%2.66%2.42%2.68%3.75%3.35%2.81%2.20%2.24%
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.


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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, 2021309Oct 20, 2022720Sep 5, 20251029
-11.72%Mar 9, 202010Mar 20, 202056Jun 10, 202066
-4.23%Jan 4, 202153Mar 19, 202193Aug 2, 2021146
-4.11%Sep 8, 2017174May 17, 2018177Jan 31, 2019351
-2.92%Mar 2, 202620Mar 27, 2026

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 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

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

BenchmarkSWAGXVICBXVCITPortfolio
Benchmark1.000.000.060.190.09
SWAGX0.001.000.890.850.94
VICBX0.060.891.000.910.97
VCIT0.190.850.911.000.96
Portfolio0.090.940.970.961.00
The correlation results are calculated based on daily price changes starting from Feb 24, 2017