50/50
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 50/50, 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 Quarterly
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Oct 30, 2024, the 50/50 returned 11.92% Year-To-Date and 7.28% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 50/50 | 11.92% | -0.48% | 10.65% | 25.03% | 7.51% | 7.28% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 22.25% | 1.38% | 16.53% | 40.84% | 14.84% | 12.66% |
BND Vanguard Total Bond Market ETF | 2.14% | -2.35% | 5.00% | 10.57% | -0.25% | 1.47% |
Monthly Returns
The table below presents the monthly returns of 50/50, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.48% | 1.99% | 2.10% | -3.38% | 3.21% | 1.99% | 2.12% | 1.79% | 1.67% | 11.92% | |||
| 2023 | 5.12% | -2.53% | 2.68% | 0.83% | -0.36% | 3.29% | 1.78% | -1.31% | -3.66% | -2.08% | 6.96% | 4.44% | 15.57% |
| 2022 | -4.06% | -1.80% | 0.17% | -6.53% | 0.31% | -4.85% | 5.84% | -3.28% | -6.76% | 3.45% | 4.45% | -3.45% | -16.16% |
| 2021 | -0.60% | 0.81% | 1.24% | 2.96% | 0.31% | 1.71% | 1.45% | 1.34% | -2.77% | 3.36% | -0.65% | 1.71% | 11.26% |
| 2020 | 0.96% | -3.13% | -7.32% | 7.93% | 3.14% | 1.49% | 3.61% | 3.19% | -1.95% | -1.26% | 6.49% | 2.43% | 15.64% |
| 2019 | 4.84% | 1.81% | 1.64% | 1.96% | -2.41% | 4.10% | 0.78% | 0.32% | 0.59% | 1.21% | 1.89% | 1.40% | 19.51% |
| 2018 | 1.99% | -2.44% | -0.66% | -0.20% | 1.71% | 0.34% | 1.64% | 2.07% | -0.16% | -4.14% | 1.30% | -3.47% | -2.24% |
| 2017 | 1.02% | 2.16% | 0.01% | 0.93% | 0.86% | 0.50% | 1.14% | 0.50% | 0.99% | 1.07% | 1.48% | 0.87% | 12.15% |
| 2016 | -2.24% | 0.44% | 3.85% | 0.53% | 0.86% | 1.14% | 2.30% | -0.05% | 0.15% | -1.57% | 0.95% | 1.20% | 7.69% |
| 2015 | -0.15% | 2.11% | -0.31% | 0.14% | 0.40% | -1.40% | 1.29% | -3.19% | -0.97% | 4.00% | 0.13% | -1.17% | 0.70% |
| 2014 | -0.81% | 2.62% | 0.17% | 0.43% | 1.58% | 1.36% | -1.14% | 2.63% | -1.34% | 1.73% | 1.66% | 0.02% | 9.18% |
| 2013 | 2.39% | 0.92% | 2.09% | 1.31% | 0.27% | -1.53% | 3.06% | -1.97% | 2.53% | 2.56% | 1.23% | 1.09% | 14.71% |
Expense Ratio
50/50 has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 50/50 is 72, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 3.32 | 22.61 |
BND Vanguard Total Bond Market ETF | 1.75 | 2.60 | 1.31 | 0.59 | 6.74 |
Dividends
Dividend yield
50/50 provided a 2.41% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 50/50 | 2.41% | 2.26% | 2.13% | 1.59% | 1.82% | 2.25% | 2.43% | 2.13% | 2.22% | 2.28% | 2.27% | 2.26% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.51% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 50/50. 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 50/50 was 29.22%, occurring on Mar 9, 2009. Recovery took 271 trading sessions.
The current 50/50 drawdown is 0.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.22% | Oct 10, 2007 | 355 | Mar 9, 2009 | 271 | Apr 6, 2010 | 626 |
| -20.62% | Nov 8, 2021 | 236 | Oct 14, 2022 | 349 | Mar 7, 2024 | 585 |
| -18.59% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -9.48% | Aug 30, 2018 | 80 | Dec 24, 2018 | 41 | Feb 25, 2019 | 121 |
| -8.4% | Jul 25, 2011 | 50 | Oct 3, 2011 | 68 | Jan 10, 2012 | 118 |
Volatility
Volatility Chart
The current 50/50 volatility is 1.49%, 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
| BND | VTI | |
|---|---|---|
| BND | 1.00 | -0.17 |
| VTI | -0.17 | 1.00 |