Bond
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 74% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 1% |
EDV Vanguard Extended Duration Treasury ETF | Government Bonds | 20% |
JNK SPDR Barclays High Yield Bond ETF | High Yield Bonds | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bond, 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.
The earliest data available for this chart is Dec 13, 2007, corresponding to the inception date of EDV
Returns By Period
As of Apr 21, 2025, the Bond returned 0.76% Year-To-Date and 1.28% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Bond | 0.76% | -0.95% | -0.11% | 4.00% | -0.73% | 1.28% |
| Portfolio components: | ||||||
EDV Vanguard Extended Duration Treasury ETF | -0.98% | -5.40% | -8.89% | -0.93% | -14.75% | -2.69% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.25% | 0.32% | 2.18% | 4.83% | 2.52% | 1.75% |
BND Vanguard Total Bond Market ETF | 1.99% | -0.59% | 0.27% | 6.51% | -0.98% | 1.34% |
JNK SPDR Barclays High Yield Bond ETF | -0.19% | -1.58% | -0.23% | 7.71% | 5.36% | 3.49% |
Monthly Returns
The table below presents the monthly returns of Bond, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.31% | 1.85% | -0.35% | -1.04% | 0.76% | ||||||||
| 2024 | -0.47% | -0.17% | 0.59% | -1.60% | 1.17% | 0.80% | 1.26% | 1.01% | 0.93% | -1.21% | 0.85% | -1.43% | 1.69% |
| 2023 | 2.46% | -1.23% | 1.62% | 0.31% | -0.66% | 0.64% | -0.45% | -0.54% | -1.95% | -1.35% | 3.26% | 3.13% | 5.19% |
| 2022 | -1.11% | -0.55% | -1.26% | -2.79% | -0.62% | -0.56% | 0.87% | -1.16% | -2.12% | -1.53% | 2.30% | -0.44% | -8.71% |
| 2021 | -0.97% | -1.51% | -1.11% | 0.62% | -0.03% | 1.17% | 1.01% | -0.04% | -0.81% | 0.68% | 0.66% | -0.47% | -0.84% |
| 2020 | 2.13% | 1.79% | 1.48% | 0.73% | -0.47% | 0.08% | 1.54% | -1.40% | 0.14% | -0.86% | 0.65% | -0.23% | 5.64% |
| 2019 | 0.44% | -0.14% | 1.70% | -0.39% | 1.97% | 0.46% | 0.23% | 3.28% | -0.66% | -0.28% | 0.09% | -0.73% | 6.05% |
| 2018 | -0.77% | -0.82% | 0.85% | -0.47% | 0.57% | 0.39% | -0.25% | 0.48% | -0.69% | -0.90% | 0.53% | 1.61% | 0.49% |
| 2017 | 0.35% | 0.50% | -0.23% | 0.48% | 0.72% | 0.34% | -0.17% | 1.06% | -0.61% | 0.08% | 0.29% | 0.71% | 3.58% |
| 2016 | 1.61% | 0.94% | 0.10% | 0.00% | 0.22% | 2.04% | 0.79% | -0.21% | -0.40% | -1.26% | -2.21% | 0.07% | 1.61% |
| 2015 | 2.90% | -1.91% | 0.25% | -1.09% | -0.70% | -1.27% | 1.37% | -0.27% | 0.29% | 0.04% | -0.40% | -0.32% | -1.17% |
| 2014 | 1.97% | 0.21% | 0.40% | 0.62% | 0.89% | -0.02% | 0.16% | 1.57% | -0.75% | 0.87% | 0.83% | 1.04% | 8.03% |
Expense Ratio
Bond has an expense ratio of 0.14%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bond is 75, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 0.02 | 0.16 | 1.02 | 0.01 | 0.03 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.63 | 253.38 | 147.29 | 448.78 | 4,119.51 |
BND Vanguard Total Bond Market ETF | 1.31 | 1.90 | 1.23 | 0.51 | 3.37 |
JNK SPDR Barclays High Yield Bond ETF | 1.43 | 2.08 | 1.30 | 1.63 | 8.97 |
Dividends
Dividend yield
Bond provided a 4.86% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.86% | 5.02% | 4.70% | 1.98% | 0.62% | 1.61% | 2.51% | 2.13% | 1.40% | 1.44% | 1.20% | 0.95% |
| Portfolio components: | ||||||||||||
EDV Vanguard Extended Duration Treasury ETF | 4.79% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.72% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
JNK SPDR Barclays High Yield Bond ETF | 6.78% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% |
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 Bond. 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 Bond was 13.64%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Bond drawdown is 4.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.64% | Aug 5, 2020 | 560 | Oct 24, 2022 | — | — | — |
| -7.83% | Dec 31, 2008 | 111 | Jun 10, 2009 | 304 | Aug 24, 2010 | 415 |
| -6.39% | Jul 25, 2012 | 270 | Aug 21, 2013 | 288 | Oct 13, 2014 | 558 |
| -5.37% | Aug 27, 2010 | 116 | Feb 10, 2011 | 121 | Aug 4, 2011 | 237 |
| -5.27% | Mar 10, 2020 | 8 | Mar 19, 2020 | 92 | Jul 30, 2020 | 100 |
Volatility
Volatility Chart
The current Bond volatility is 1.80%, 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
| BIL | JNK | BND | EDV | |
|---|---|---|---|---|
| BIL | 1.00 | -0.00 | 0.01 | 0.01 |
| JNK | -0.00 | 1.00 | 0.08 | -0.09 |
| BND | 0.01 | 0.08 | 1.00 | 0.81 |
| EDV | 0.01 | -0.09 | 0.81 | 1.00 |