2025-D-RO

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	36.70%
BND Vanguard Total Bond Market ETF	Total Bond Market	31.02%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	21.60%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	Large Cap Blend Equities	3.57%
SPAB SPDR Portfolio Aggregate Bond ETF	Total Bond Market	3.40%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	2.61%
SCHB Schwab U.S. Broad Market ETF	Large Cap Blend Equities	1.10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025-D-RO, 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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Returns By Period

As of Jun 13, 2026, the 2025-D-RO returned 7.90% Year-To-Date and 9.63% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2025-D-RO	0.31%	1.70%	7.90%	8.44%	19.99%	14.57%	7.52%	9.63%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.12%	1.03%	0.52%	0.91%	4.77%	4.17%	0.03%	1.58%
SCHB Schwab U.S. Broad Market ETF	0.49%	0.95%	9.68%	9.76%	26.16%	20.63%	12.26%	15.01%
SPAB SPDR Portfolio Aggregate Bond ETF	-0.08%	1.06%	0.53%	0.89%	4.87%	4.18%	0.04%	1.54%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	0.51%	0.76%	9.59%	9.78%	26.07%	20.50%	12.96%	15.22%
VBR Vanguard Small-Cap Value ETF	0.87%	6.17%	14.60%	12.92%	29.93%	16.09%	8.36%	10.99%
VEA Vanguard FTSE Developed Markets ETF	0.34%	3.58%	14.73%	16.65%	31.41%	19.03%	9.51%	10.72%
VTI Vanguard Total Stock Market ETF	0.57%	1.00%	9.62%	9.69%	26.27%	20.60%	12.20%	15.02%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 3, 2009, 2025-D-RO's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +8.8%, while the worst month was Mar 2020 at -9.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2025-D-RO closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -8.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.16%	1.78%	-4.72%	6.18%	3.31%	-0.72%							7.90%
2025	2.50%	0.36%	-2.47%	0.59%	3.59%	3.52%	0.60%	2.46%	2.36%	1.48%	0.59%	0.60%	17.25%
2024	0.11%	2.43%	2.61%	-3.51%	3.66%	1.17%	2.46%	2.01%	1.57%	-2.30%	3.50%	-2.80%	11.08%
2023	6.17%	-2.72%	2.46%	1.20%	-1.12%	3.92%	2.29%	-1.98%	-3.80%	-2.47%	7.56%	4.88%	16.80%
2022	-4.14%	-1.94%	0.54%	-6.74%	0.61%	-6.17%	6.08%	-3.86%	-7.67%	4.57%	6.32%	-3.37%	-15.82%
2021	-0.55%	1.54%	1.90%	3.15%	1.09%	1.09%	1.20%	1.46%	-3.01%	3.59%	-1.61%	2.57%	12.92%

Benchmark Metrics

2025-D-RO has an annualized alpha of 0.93%, beta of 0.64, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since November 03, 2009.

This portfolio participated in 71.28% of S&P 500 Index downside but only 65.73% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.93%

Beta: 0.64

R²: 0.93

Upside Capture: 65.73%

Downside Capture: 71.28%

See how alpha, beta & R² have trended over time →

Expense Ratio

2025-D-RO has an expense ratio of 0.03%, 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.

VBR

Vanguard Small-Cap Value ETF

BND

Vanguard Total Bond Market ETF

SCHB

Schwab U.S. Broad Market ETF

SPAB

SPDR Portfolio Aggregate Bond ETF

SPTM

SPDR Portfolio S&P 1500 Composite Stock Market ETF

VEA

Vanguard FTSE Developed Markets ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

2025-D-RO ranks 55 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for 2025-D-RO and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.01	1.86	+0.15
Sortino ratioReturn per unit of downside risk	2.84	2.53	+0.31
Omega ratioGain probability vs. loss probability	1.37	1.34	+0.04
Calmar ratioReturn relative to maximum drawdown	2.75	2.53	+0.22
Martin ratioReturn relative to average drawdown	11.93	11.37	+0.56

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BND Vanguard Total Bond Market ETF	36	1.18	1.77	1.21	1.65	4.81
SCHB Schwab U.S. Broad Market ETF	67	1.96	2.66	1.35	2.78	12.44
SPAB SPDR Portfolio Aggregate Bond ETF	36	1.21	1.83	1.21	1.65	4.71
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	69	2.00	2.72	1.36	2.84	12.92
VBR Vanguard Small-Cap Value ETF	64	1.83	2.67	1.31	3.17	11.22
VEA Vanguard FTSE Developed Markets ETF	60	1.81	2.50	1.33	2.58	9.92
VTI Vanguard Total Stock Market ETF	67	1.97	2.67	1.35	2.79	12.52

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. Learn how to interpret the Sharpe ratio.

The current 2025-D-RO Sharpe ratio is 2.01 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 2025-D-RO 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

2025-D-RO provided a 2.40% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.40%	2.54%	2.57%	2.40%	2.27%	1.96%	1.90%	2.39%	2.60%	2.23%	2.37%	2.39%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.96%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
SCHB Schwab U.S. Broad Market ETF	1.03%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%
SPAB SPDR Portfolio Aggregate Bond ETF	4.04%	3.97%	3.86%	3.34%	2.59%	2.11%	2.43%	2.92%	2.96%	2.67%	2.63%	2.59%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	1.05%	1.13%	1.28%	1.44%	1.69%	1.25%	1.56%	1.72%	1.90%	1.66%	1.91%	1.92%
VBR Vanguard Small-Cap Value ETF	1.71%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%
VEA Vanguard FTSE Developed Markets ETF	2.62%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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 2025-D-RO. 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 2025-D-RO was 23.60%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current 2025-D-RO drawdown is 1.10%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-23.60%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020
Bear market2022	-22.59%Oct 2022	11mo 9d	1y 4mo	2y 3moNov 2021 - Feb 2024
2011 correction2011	-13.42%Oct 2011	5mo 4d	4mo 9d	9mo 13dMay 2011 - Feb 2012
Rate-hike selloffLate 2018	-12.33%Dec 2018	10mo 29d	3mo 8d	1y 2moJan 2018 - Apr 2019
2016 correction2016	-10.86%Feb 2016	8mo 25d	5mo 2d	1y 1moMay 2015 - Jul 2016

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 7 assets, with an effective number of assets of 3.56, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.12	1.17	1.17	1.16	1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2025-D-RO correlation to the S&P 500 Index

2025-D-RO has a 0.94 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.10.

-0.10

-0.09

0.82

0.84

0.95

0.99

0.99

Portfolio Correlations

Correlation vs. 2025-D-RO. VTI has the highest portfolio correlation at 0.96, while SPAB has the lowest at 0.04.

0.04

0.05

0.86

0.92

0.92

0.96

0.96

Asset Correlations Table

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

	SPAB	BND	VEA	VBR	SPTM	SCHB	VTI
SPAB	1.00	0.91	-0.05	-0.11	-0.09	-0.09	-0.09
BND	0.91	1.00	-0.04	-0.12	-0.10	-0.09	-0.09
VEA	-0.05	-0.04	1.00	0.75	0.79	0.82	0.82
VBR	-0.11	-0.12	0.75	1.00	0.83	0.87	0.87
SPTM	-0.09	-0.10	0.79	0.83	1.00	0.95	0.95
SCHB	-0.09	-0.09	0.82	0.87	0.95	1.00	1.00
VTI	-0.09	-0.09	0.82	0.87	0.95	1.00	1.00

The correlation results are calculated based on daily price changes starting from Nov 3, 2009

Diversification Analysis

Find what 2025-D-RO is missing

See which holdings overlap, where 2025-D-RO is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification