Indexing Globally Vanguard + 6%EM+5%Bonds
low cost diversification with 6% EM, + 5% bonds. This is pure indexing with adding EM. If JWAC can beat this, it's amazing. 48% USA in VTI, 41% in DM International VXUS. as of 05/05/25 this is beating the 10 yr PM UBH CRR by 1.50%. This is an incredible Portfolio to benchmark JWAC to as it is indexing and holding at the most pure level.
Asset Allocation
Performance
Performance Chart
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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 May 21, 2025, the Indexing Globally Vanguard + 6%EM+5%Bonds returned 6.63% Year-To-Date and 8.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Indexing Globally Vanguard + 6%EM+5%Bonds | 6.63% | 10.44% | 5.60% | 11.50% | 13.33% | 8.53% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.06% | 12.79% | 0.34% | 12.64% | 16.14% | 12.12% |
VXUS Vanguard Total International Stock ETF | 13.95% | 9.18% | 12.30% | 11.14% | 11.24% | 5.35% |
VGLT Vanguard Long-Term Treasury ETF | -0.35% | -1.88% | -2.82% | -0.92% | -8.93% | -0.41% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.20% | 10.19% | 1.85% | 4.36% | 12.88% | 5.01% |
DFEVX DFA Emerging Markets Value Portfolio | 8.54% | 9.39% | 6.43% | 4.54% | 12.79% | 4.87% |
VMFXX Vanguard Federal Money Market Fund | 0.69% | 0.00% | 1.46% | 4.14% | 2.52% | 1.72% |
VGIT Vanguard Intermediate-Term Treasury ETF | 2.84% | -0.35% | 2.72% | 5.67% | -1.06% | 1.27% |
VGSH Vanguard Short-Term Treasury ETF | 1.93% | -0.02% | 2.49% | 5.48% | 1.14% | 1.48% |
BNDX Vanguard Total International Bond ETF | 0.84% | -0.22% | 1.28% | 5.12% | -0.07% | 2.00% |
TIP iShares TIPS Bond ETF | 3.20% | 0.21% | 2.26% | 5.08% | 1.31% | 2.30% |
Monthly Returns
The table below presents the monthly returns of Indexing Globally Vanguard + 6%EM+5%Bonds, 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 | 2.81% | -0.07% | -2.55% | 0.81% | 5.64% | 6.63% | |||||||
| 2024 | -0.35% | 3.93% | 2.97% | -2.97% | 4.07% | 1.27% | 2.08% | 2.09% | 2.41% | -2.40% | 3.18% | -2.77% | 13.96% |
| 2023 | 7.33% | -3.19% | 2.62% | 1.37% | -1.27% | 5.31% | 3.72% | -2.93% | -3.80% | -2.88% | 8.42% | 4.95% | 20.28% |
| 2022 | -4.14% | -2.47% | 1.35% | -7.42% | 0.52% | -7.62% | 6.09% | -3.67% | -9.12% | 5.24% | 8.57% | -3.79% | -16.84% |
| 2021 | -0.11% | 2.79% | 2.65% | 3.84% | 1.61% | 1.18% | 0.22% | 2.10% | -3.75% | 4.40% | -2.57% | 3.51% | 16.67% |
| 2020 | -1.77% | -6.83% | -14.45% | 10.08% | 4.82% | 3.26% | 4.85% | 5.40% | -2.60% | -1.91% | 11.60% | 5.06% | 15.51% |
| 2019 | 7.73% | 2.35% | 1.10% | 3.08% | -5.57% | 6.07% | -0.27% | -2.07% | 2.04% | 2.61% | 2.18% | 3.51% | 24.50% |
| 2018 | 5.26% | -4.25% | -1.10% | 0.33% | 0.49% | -0.78% | 2.83% | 0.51% | 0.04% | -7.55% | 1.94% | -6.53% | -9.20% |
| 2017 | 2.95% | 2.58% | 1.44% | 1.44% | 1.76% | 0.76% | 2.55% | 0.49% | 1.85% | 2.06% | 1.74% | 1.64% | 23.43% |
| 2016 | -5.30% | -0.94% | 7.52% | 1.30% | 0.13% | 0.09% | 4.12% | 0.39% | 0.91% | -1.80% | 1.04% | 1.75% | 9.02% |
| 2015 | -1.20% | 5.30% | -1.28% | 2.74% | 0.10% | -2.20% | 0.14% | -6.56% | -3.05% | 6.73% | -0.40% | -2.02% | -2.40% |
| 2014 | -4.10% | 4.85% | 0.66% | 0.57% | 2.05% | 2.22% | -1.65% | 2.64% | -3.49% | 1.26% | 0.93% | -1.76% | 3.87% |
Expense Ratio
Indexing Globally Vanguard + 6%EM+5%Bonds has an expense ratio of 0.08%, 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 Indexing Globally Vanguard + 6%EM+5%Bonds is 50, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.63 | 1.04 | 1.15 | 0.67 | 2.53 |
VXUS Vanguard Total International Stock ETF | 0.66 | 1.08 | 1.14 | 0.86 | 2.71 |
VGLT Vanguard Long-Term Treasury ETF | -0.07 | -0.10 | 0.99 | -0.04 | -0.25 |
EWX SPDR S&P Emerging Markets Small Cap ETF | 0.24 | 0.53 | 1.07 | 0.26 | 0.77 |
DFEVX DFA Emerging Markets Value Portfolio | 0.31 | 0.56 | 1.08 | 0.32 | 0.89 |
VMFXX Vanguard Federal Money Market Fund | 3.28 | — | — | — | — |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.24 | 1.76 | 1.21 | 0.46 | 2.76 |
VGSH Vanguard Short-Term Treasury ETF | 3.26 | 5.27 | 1.70 | 5.58 | 15.47 |
BNDX Vanguard Total International Bond ETF | 1.39 | 1.84 | 1.22 | 0.54 | 5.75 |
TIP iShares TIPS Bond ETF | 1.08 | 1.44 | 1.18 | 0.49 | 3.10 |
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Dividends
Dividend yield
Indexing Globally Vanguard + 6%EM+5%Bonds provided a 2.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.24% | 2.44% | 2.42% | 2.37% | 2.11% | 1.76% | 2.38% | 2.55% | 2.14% | 2.30% | 2.32% | 2.44% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
VGLT Vanguard Long-Term Treasury ETF | 4.50% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.84% | 2.90% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% |
DFEVX DFA Emerging Markets Value Portfolio | 4.37% | 4.68% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% |
VMFXX Vanguard Federal Money Market Fund | 4.76% | 5.11% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.75% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
VGSH Vanguard Short-Term Treasury ETF | 4.18% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
BNDX Vanguard Total International Bond ETF | 4.30% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
TIP iShares TIPS Bond ETF | 2.92% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
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 Indexing Globally Vanguard + 6%EM+5%Bonds. 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 Indexing Globally Vanguard + 6%EM+5%Bonds was 32.76%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Indexing Globally Vanguard + 6%EM+5%Bonds drawdown is 0.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.76% | Jan 21, 2020 | 44 | Mar 23, 2020 | 108 | Aug 25, 2020 | 152 |
| -25.44% | Nov 9, 2021 | 235 | Oct 14, 2022 | 334 | Feb 6, 2024 | 569 |
| -19.07% | May 22, 2015 | 183 | Feb 11, 2016 | 212 | Dec 13, 2016 | 395 |
| -18.88% | Jan 29, 2018 | 229 | Dec 24, 2018 | 214 | Oct 30, 2019 | 443 |
| -14.84% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
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 2.49, 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
| ^GSPC | VMFXX | BNDX | TIP | VGSH | VGLT | VGIT | EWX | DFEVX | VTI | VXUS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | -0.01 | -0.01 | -0.13 | -0.18 | -0.16 | 0.66 | 0.64 | 0.99 | 0.80 | 0.94 |
| VMFXX | -0.01 | 1.00 | 0.03 | 0.02 | 0.04 | 0.03 | 0.03 | 0.02 | -0.01 | -0.01 | -0.03 | -0.02 |
| BNDX | -0.01 | 0.03 | 1.00 | 0.58 | 0.53 | 0.70 | 0.69 | 0.01 | -0.04 | -0.01 | 0.01 | 0.00 |
| TIP | -0.01 | 0.02 | 0.58 | 1.00 | 0.59 | 0.76 | 0.77 | 0.05 | 0.02 | -0.01 | 0.05 | 0.03 |
| VGSH | -0.13 | 0.04 | 0.53 | 0.59 | 1.00 | 0.59 | 0.81 | -0.04 | -0.09 | -0.13 | -0.06 | -0.09 |
| VGLT | -0.18 | 0.03 | 0.70 | 0.76 | 0.59 | 1.00 | 0.86 | -0.12 | -0.16 | -0.17 | -0.14 | -0.16 |
| VGIT | -0.16 | 0.03 | 0.69 | 0.77 | 0.81 | 0.86 | 1.00 | -0.08 | -0.13 | -0.16 | -0.10 | -0.13 |
| EWX | 0.66 | 0.02 | 0.01 | 0.05 | -0.04 | -0.12 | -0.08 | 1.00 | 0.83 | 0.67 | 0.83 | 0.80 |
| DFEVX | 0.64 | -0.01 | -0.04 | 0.02 | -0.09 | -0.16 | -0.13 | 0.83 | 1.00 | 0.64 | 0.82 | 0.78 |
| VTI | 0.99 | -0.01 | -0.01 | -0.01 | -0.13 | -0.17 | -0.16 | 0.67 | 0.64 | 1.00 | 0.81 | 0.95 |
| VXUS | 0.80 | -0.03 | 0.01 | 0.05 | -0.06 | -0.14 | -0.10 | 0.83 | 0.82 | 0.81 | 1.00 | 0.95 |
| Portfolio | 0.94 | -0.02 | 0.00 | 0.03 | -0.09 | -0.16 | -0.13 | 0.80 | 0.78 | 0.95 | 0.95 | 1.00 |