New Vanguard 70/30

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	37%
BNDX Vanguard Total International Bond ETF	Global Bonds	21%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	2%
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds	2%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	8%
VEF.TO Vanguard FTSE Developed All Cap Ex US	Global Equities	8%
VTV Vanguard Value ETF	Large Cap Value Equities	11%
VTWO Vanguard Russell 2000 ETF	Small Cap Blend Equities	4%
VUG Vanguard Growth ETF	Large Cap Growth Equities	5%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	2%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in New Vanguard 70/30, 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 Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 2, 2026, the New Vanguard 70/30 returned 0.53% Year-To-Date and 4.74% of annualized return in the last 10 years.

	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 New Vanguard 70/30	0.09%	-1.84%	0.53%	1.72%	8.62%	6.80%	2.57%	4.74%
Portfolio components:
BND Vanguard Total Bond Market ETF	0.22%	-0.98%	0.31%	0.85%	4.27%	3.53%	0.30%	1.70%
SHY iShares 1-3 Year Treasury Bond ETF	0.05%	-0.23%	0.31%	1.24%	3.70%	3.85%	1.71%	1.65%
TLT iShares 20+ Year Treasury Bond ETF	0.61%	-2.56%	0.69%	-0.91%	-0.77%	-2.76%	-5.75%	-1.34%
IEF iShares 7-10 Year Treasury Bond ETF	0.23%	-1.48%	0.01%	0.50%	3.83%	2.14%	-0.73%	0.79%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.55%	-0.08%	0.10%	2.63%	3.79%	0.18%	1.74%
VUG Vanguard Growth ETF	0.11%	-3.66%	-9.29%	-8.34%	17.67%	21.67%	11.69%	16.20%
VTWO Vanguard Russell 2000 ETF	0.72%	-2.87%	2.28%	3.62%	25.50%	13.64%	3.78%	10.14%
VEF.TO Vanguard FTSE Developed All Cap Ex US	-0.71%	-3.18%	3.81%	11.62%	30.07%	15.15%	9.07%	9.93%
VTV Vanguard Value ETF	0.16%	-3.03%	3.71%	6.74%	16.12%	14.94%	10.95%	11.89%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-2.55%	0.11%	0.38%	21.72%	13.41%	3.75%	7.73%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2013, New Vanguard 70/30's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, your investment would double in approximately 14.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +5.7%, while the worst month was Sep 2022 at -5.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, New Vanguard 70/30 closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +3.4%, while the worst single day was Mar 12, 2020 at -5.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.36%	2.16%	-3.29%	0.38%									0.53%
2025	1.28%	1.35%	-1.35%	0.36%	0.95%	2.14%	0.07%	1.55%	1.66%	1.08%	0.55%	-0.10%	9.93%
2024	-0.36%	0.37%	1.85%	-2.92%	2.17%	0.93%	2.60%	1.44%	1.39%	-2.21%	2.43%	-2.76%	4.81%
2023	4.53%	-2.58%	2.35%	0.67%	-1.11%	1.83%	0.83%	-1.46%	-3.06%	-2.15%	5.74%	4.54%	10.06%
2022	-2.66%	-1.42%	-1.23%	-5.02%	0.35%	-3.42%	3.89%	-3.30%	-5.84%	1.67%	4.50%	-2.68%	-14.66%
2021	-0.63%	-0.28%	0.54%	1.60%	0.71%	0.93%	1.09%	0.40%	-1.96%	1.74%	-0.51%	0.91%	4.58%

Benchmark Metrics

New Vanguard 70/30 has an annualized alpha of 1.32%, beta of 0.27, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.

This portfolio participated in 41.93% of S&P 500 Index downside but only 34.37% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.27 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: 1.32%

Beta: 0.27

R²: 0.58

Upside Capture: 34.37%

Downside Capture: 41.93%

Expense Ratio

New Vanguard 70/30 has an expense ratio of 0.07%, 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.

VEF.TO

Vanguard FTSE Developed All Cap Ex US

SHY

iShares 1-3 Year Treasury Bond ETF

TLT

iShares 20+ Year Treasury Bond ETF

IEF

iShares 7-10 Year Treasury Bond ETF

VTWO

Vanguard Russell 2000 ETF

VWO

Vanguard FTSE Emerging Markets ETF

BNDX

Vanguard Total International Bond ETF

VTV

Vanguard Value ETF

BND

Vanguard Total Bond Market ETF

VUG

Vanguard Growth ETF

Return for Risk

Risk / Return Rank

New Vanguard 70/30 ranks 67 for risk / return — better than 67% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.36	0.88	+0.48
Sortino ratio Return per unit of downside risk	1.93	1.37	+0.56
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	2.98	1.39	+1.59
Martin ratio Return relative to average drawdown	13.39	6.43	+6.95
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
BND Vanguard Total Bond Market ETF	48	1.00	1.42	1.18	1.71	4.64
SHY iShares 1-3 Year Treasury Bond ETF	95	2.57	4.23	1.54	4.08	15.52
TLT iShares 20+ Year Treasury Bond ETF	10	-0.07	-0.01	1.00	-0.09	-0.19
IEF iShares 7-10 Year Treasury Bond ETF	32	0.72	1.06	1.12	1.16	2.87
BNDX Vanguard Total International Bond ETF	34	0.82	1.15	1.15	0.89	3.55
VUG Vanguard Growth ETF	38	0.78	1.27	1.18	1.13	3.90
VTWO Vanguard Russell 2000 ETF	60	1.10	1.65	1.21	1.98	7.32
VEF.TO Vanguard FTSE Developed All Cap Ex US	83	1.71	2.41	1.35	2.73	11.17
VTV Vanguard Value ETF	56	1.09	1.57	1.23	1.48	6.62
VWO Vanguard FTSE Emerging Markets ETF	62	1.22	1.74	1.25	1.78	6.68

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.

New Vanguard 70/30 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.36
5-Year: 0.37
10-Year: 0.72
All Time: 0.75

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 1.01 to 1.70, 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 New Vanguard 70/30 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

New Vanguard 70/30 provided a 3.43% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.43%	3.42%	3.32%	3.09%	2.19%	2.27%	1.80%	2.62%	2.65%	2.24%	2.21%	2.21%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
SHY iShares 1-3 Year Treasury Bond ETF	3.72%	3.81%	3.92%	2.99%	1.30%	0.26%	0.94%	2.12%	1.72%	0.98%	0.71%	0.54%
TLT iShares 20+ Year Treasury Bond ETF	4.51%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
IEF iShares 7-10 Year Treasury Bond ETF	3.84%	3.77%	3.62%	2.91%	1.96%	0.83%	1.08%	2.08%	2.24%	1.82%	1.81%	1.90%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
VTWO Vanguard Russell 2000 ETF	1.24%	1.25%	1.21%	1.45%	1.48%	1.13%	0.92%	1.36%	1.41%	1.18%	1.27%	1.23%
VEF.TO Vanguard FTSE Developed All Cap Ex US	2.26%	2.61%	2.55%	2.50%	2.21%	2.55%	1.73%	2.41%	2.64%	2.21%	2.31%	2.39%
VTV Vanguard Value ETF	2.02%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the New Vanguard 70/30. 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 New Vanguard 70/30 was 19.12%, occurring on Oct 20, 2022. Recovery took 493 trading sessions.

The current New Vanguard 70/30 drawdown is 3.01%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.12%	Nov 10, 2021	244	Oct 20, 2022	493	Sep 24, 2024	737
-12.91%	Feb 21, 2020	19	Mar 18, 2020	54	Jun 3, 2020	73
-6.29%	Apr 16, 2015	197	Jan 20, 2016	62	Apr 19, 2016	259
-5.47%	Dec 9, 2024	84	Apr 8, 2025	44	Jun 10, 2025	128
-5.05%	Jan 29, 2018	233	Dec 24, 2018	29	Feb 5, 2019	262

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 10 assets, with an effective number of assets of 4.73, 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.

	Benchmark	BNDX	SHY	BND	VWO	TLT	IEF	VUG	VEF.TO	VTWO	VTV	Portfolio
Benchmark	1.00	0.01	-0.09	-0.02	0.68	-0.15	-0.15	0.94	0.77	0.82	0.87	0.72
BNDX	0.01	1.00	0.55	0.72	0.01	0.69	0.72	0.03	-0.01	-0.01	-0.03	0.48
SHY	-0.09	0.55	1.00	0.75	-0.04	0.61	0.78	-0.06	-0.07	-0.08	-0.10	0.34
BND	-0.02	0.72	0.75	1.00	0.02	0.90	0.94	0.02	-0.03	-0.03	-0.06	0.54
VWO	0.68	0.01	-0.04	0.02	1.00	-0.10	-0.09	0.64	0.73	0.60	0.61	0.62
TLT	-0.15	0.69	0.61	0.90	-0.10	1.00	0.92	-0.11	-0.16	-0.15	-0.19	0.40
IEF	-0.15	0.72	0.78	0.94	-0.09	0.92	1.00	-0.10	-0.15	-0.14	-0.18	0.41
VUG	0.94	0.03	-0.06	0.02	0.64	-0.11	-0.10	1.00	0.68	0.74	0.69	0.68
VEF.TO	0.77	-0.01	-0.07	-0.03	0.73	-0.16	-0.15	0.68	1.00	0.69	0.75	0.68
VTWO	0.82	-0.01	-0.08	-0.03	0.60	-0.15	-0.14	0.74	0.69	1.00	0.81	0.67
VTV	0.87	-0.03	-0.10	-0.06	0.61	-0.19	-0.18	0.69	0.75	0.81	1.00	0.67
Portfolio	0.72	0.48	0.34	0.54	0.62	0.40	0.41	0.68	0.68	0.67	0.67	1.00

The correlation results are calculated based on daily price changes starting from Jun 5, 2013

New Vanguard 70/30

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table