Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Benz-modified retirement, 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 Jul 15, 2015, corresponding to the inception date of IVLU
Returns By Period
As of Apr 4, 2026, the Benz-modified retirement returned 0.77% Year-To-Date and 10.89% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Benz-modified retirement | -0.00% | -2.39% | 0.77% | 3.84% | 23.50% | 15.86% | 9.88% | 10.89% |
| Portfolio components: | ||||||||
VGSH Vanguard Short-Term Treasury ETF | 0.09% | -0.13% | 0.34% | 1.33% | 3.41% | 3.98% | 1.80% | 1.74% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 0.00% | -0.77% | -0.23% | 0.87% | 3.25% | 4.09% | 1.60% | 1.90% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 0.16% | 0.24% | 1.01% | 1.35% | 3.49% | 4.61% | 3.48% | 3.05% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.10% | -1.32% | -0.18% | 0.60% | 3.34% | 3.41% | 0.21% | 1.63% |
VWENX Vanguard Wellington Fund Admiral Shares | 0.19% | -2.95% | -2.61% | 0.26% | 17.93% | 12.78% | 7.82% | 9.49% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 0.12% | -4.07% | -3.54% | -1.40% | 23.48% | 18.87% | 12.10% | 14.26% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 0.17% | -3.99% | -3.13% | -1.29% | 24.12% | 18.09% | 10.68% | 13.75% |
IVLU iShares MSCI Intl Value Factor ETF | -0.55% | -2.17% | 5.44% | 13.55% | 41.46% | 22.22% | 14.03% | 10.70% |
SMH VanEck Semiconductor ETF | 0.09% | -1.70% | 8.94% | 16.89% | 101.23% | 44.85% | 26.17% | 31.69% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.29% | 12.35% | 13.59% | 18.75% | 11.70% | 8.35% | 12.30% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 16, 2015, Benz-modified retirement's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +9.5%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Benz-modified retirement closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.1%, while the worst single day was Mar 16, 2020 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.92% | 1.45% | -4.15% | 0.69% | 0.77% | ||||||||
| 2025 | 2.22% | 0.56% | -2.18% | 0.06% | 4.26% | 3.83% | 1.14% | 2.57% | 2.48% | 1.76% | 0.95% | 0.97% | 20.11% |
| 2024 | 0.77% | 3.25% | 2.97% | -2.77% | 3.91% | 1.36% | 1.86% | 1.77% | 1.42% | -1.56% | 2.87% | -1.58% | 14.95% |
| 2023 | 5.57% | -1.89% | 2.45% | 0.89% | -0.27% | 4.38% | 2.70% | -1.51% | -3.06% | -2.15% | 6.80% | 4.30% | 19.10% |
| 2022 | -2.76% | -2.05% | 0.93% | -5.99% | 1.51% | -6.68% | 5.61% | -3.55% | -7.32% | 5.08% | 6.50% | -3.24% | -12.48% |
| 2021 | -0.26% | 2.77% | 3.09% | 2.62% | 1.48% | 0.84% | 1.09% | 1.67% | -2.68% | 3.60% | -0.93% | 3.34% | 17.72% |
Benchmark Metrics
Benz-modified retirement has an annualized alpha of 2.20%, beta of 0.65, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since July 16, 2015.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.20%) than losses (69.30%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.20% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.65 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
- 2.20%
- Beta
- 0.65
- R²
- 0.95
- Upside Capture
- 70.20%
- Downside Capture
- 69.30%
Expense Ratio
Benz-modified retirement has an expense ratio of 0.11%, 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
Benz-modified retirement ranks 74 for risk / return — better than 74% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.88 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.37 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.39 | +0.91 |
Martin ratioReturn relative to average drawdown | 10.69 | 6.43 | +4.26 |
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 | |
|---|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 95 | 2.67 | 4.30 | 1.58 | 4.26 | 16.01 |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 78 | 1.58 | 2.58 | 1.32 | 2.36 | 8.36 |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 95 | 2.27 | 3.39 | 1.49 | 4.26 | 13.39 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 31 | 0.90 | 1.30 | 1.16 | 1.38 | 3.83 |
VWENX Vanguard Wellington Fund Admiral Shares | 62 | 1.24 | 1.82 | 1.27 | 1.88 | 8.30 |
VINIX Vanguard Institutional Index Fund Institutional Shares | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.12 |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 46 | 0.96 | 1.47 | 1.22 | 1.51 | 7.13 |
IVLU iShares MSCI Intl Value Factor ETF | 89 | 2.11 | 2.80 | 1.42 | 3.19 | 12.14 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
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Dividends
Dividend yield
Benz-modified retirement provided a 3.45% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.45% | 3.38% | 3.74% | 3.08% | 3.19% | 3.16% | 2.49% | 2.73% | 2.86% | 2.26% | 2.16% | 2.07% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 3.92% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 3.60% | 3.83% | 3.37% | 2.41% | 1.46% | 1.22% | 1.77% | 2.24% | 2.03% | 1.66% | 1.50% | 1.41% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 3.55% | 3.78% | 2.68% | 2.84% | 6.82% | 4.67% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.60% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VWENX Vanguard Wellington Fund Admiral Shares | 11.92% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 2.77% | 2.10% | 3.64% | 2.65% | 3.38% | 4.77% | 3.06% | 2.85% | 2.43% | 1.82% | 2.36% | 2.45% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.16% | 1.12% | 1.27% | 1.43% | 1.66% | 1.21% | 1.42% | 1.77% | 2.04% | 1.71% | 1.93% | 1.99% |
IVLU iShares MSCI Intl Value Factor ETF | 3.52% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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 Benz-modified retirement. 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 Benz-modified retirement was 24.16%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Benz-modified retirement drawdown is 4.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.16% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -19.95% | Jan 5, 2022 | 194 | Oct 12, 2022 | 292 | Dec 11, 2023 | 486 |
| -12.97% | Jan 29, 2018 | 229 | Dec 24, 2018 | 68 | Apr 3, 2019 | 297 |
| -11.39% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
| -10.66% | Jul 17, 2015 | 145 | Feb 11, 2016 | 81 | Jun 8, 2016 | 226 |
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 7.52, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | VTAPX | VBTLX | VBIRX | VGSH | IVLU | SMH | SCHD | VWENX | VITSX | VINIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.08 | -0.06 | -0.08 | -0.12 | 0.67 | 0.77 | 0.79 | 0.95 | 0.99 | 1.00 | 0.96 |
| VTAPX | 0.08 | 1.00 | 0.55 | 0.59 | 0.59 | 0.11 | 0.03 | 0.09 | 0.16 | 0.08 | 0.08 | 0.14 |
| VBTLX | -0.06 | 0.55 | 1.00 | 0.82 | 0.73 | -0.05 | -0.07 | -0.07 | 0.07 | -0.06 | -0.06 | -0.01 |
| VBIRX | -0.08 | 0.59 | 0.82 | 1.00 | 0.80 | -0.04 | -0.10 | -0.06 | 0.03 | -0.08 | -0.08 | -0.02 |
| VGSH | -0.12 | 0.59 | 0.73 | 0.80 | 1.00 | -0.06 | -0.13 | -0.10 | -0.01 | -0.11 | -0.12 | -0.05 |
| IVLU | 0.67 | 0.11 | -0.05 | -0.04 | -0.06 | 1.00 | 0.52 | 0.66 | 0.68 | 0.68 | 0.67 | 0.81 |
| SMH | 0.77 | 0.03 | -0.07 | -0.10 | -0.13 | 0.52 | 1.00 | 0.55 | 0.72 | 0.78 | 0.77 | 0.80 |
| SCHD | 0.79 | 0.09 | -0.07 | -0.06 | -0.10 | 0.66 | 0.55 | 1.00 | 0.77 | 0.79 | 0.79 | 0.81 |
| VWENX | 0.95 | 0.16 | 0.07 | 0.03 | -0.01 | 0.68 | 0.72 | 0.77 | 1.00 | 0.95 | 0.95 | 0.94 |
| VITSX | 0.99 | 0.08 | -0.06 | -0.08 | -0.11 | 0.68 | 0.78 | 0.79 | 0.95 | 1.00 | 0.99 | 0.96 |
| VINIX | 1.00 | 0.08 | -0.06 | -0.08 | -0.12 | 0.67 | 0.77 | 0.79 | 0.95 | 0.99 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.14 | -0.01 | -0.02 | -0.05 | 0.81 | 0.80 | 0.81 | 0.94 | 0.96 | 0.96 | 1.00 |