Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | High Yield Bonds | 25% |
VYM Vanguard High Dividend Yield ETF | Dividend | 25% |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | Emerging Markets Bonds | 20% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bonvillain Portfolio, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.08% | 2.00% | 9.57% | 10.71% | 25.41% | 19.37% | 12.48% | 13.67% |
Portfolio Bonvillain Portfolio | 0.10% | 1.80% | 4.09% | 4.49% | 12.08% | 9.79% | 5.12% | — |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.27% | 1.57% | 0.65% | 0.54% | 4.73% | 4.05% | 0.04% | 1.60% |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | -0.28% | 2.47% | 3.36% | 3.61% | 13.11% | 11.49% | 4.41% | — |
VTEB Vanguard Tax-Exempt Bond ETF | 0.32% | 1.83% | 1.74% | 2.01% | 6.93% | 3.45% | 0.91% | 2.05% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | -0.18% | 1.09% | 1.01% | 1.90% | 6.73% | 8.14% | 4.12% | 5.28% |
VYM Vanguard High Dividend Yield ETF | 0.07% | 2.10% | 11.57% | 12.08% | 25.29% | 17.42% | 12.42% | 11.78% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 1, 2017, Bonvillain Portfolio's average daily return is +0.02%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +5.3%, while the worst month was Mar 2020 at -8.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Bonvillain Portfolio closed higher 58% of trading days. The best single day was Mar 13, 2020 with a return of +3.3%, while the worst single day was Mar 12, 2020 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.36% | 1.73% | -2.54% | 2.61% | 0.77% | 0.16% | 4.09% | ||||||
| 2025 | 1.69% | 1.45% | -1.28% | -0.76% | 1.25% | 2.32% | 0.33% | 1.91% | 1.44% | 0.70% | 1.29% | 0.09% | 10.88% |
| 2024 | -0.03% | 0.59% | 2.18% | -2.19% | 1.75% | 0.59% | 2.63% | 1.72% | 1.41% | -1.11% | 2.28% | -2.08% | 7.86% |
| 2023 | 3.17% | -2.50% | 1.21% | 0.67% | -1.87% | 2.19% | 1.73% | -1.06% | -2.33% | -1.51% | 5.29% | 4.14% | 9.10% |
| 2022 | -1.92% | -1.99% | -0.37% | -4.06% | 1.62% | -5.46% | 4.22% | -2.24% | -5.27% | 3.61% | 5.14% | -1.21% | -8.31% |
| 2021 | -0.53% | 0.24% | 1.31% | 1.71% | 1.07% | 0.30% | 0.61% | 0.76% | -1.48% | 1.08% | -1.10% | 2.42% | 6.48% |
Benchmark Metrics
Bonvillain Portfolio has an annualized alpha of 2.23%, beta of 0.28, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since February 01, 2017.
- This portfolio participated in 45.98% of S&P 500 Index downside but only 38.26% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.28 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
- 2.23%
- Beta
- 0.28
- R²
- 0.67
- Upside Capture
- 38.26%
- Downside Capture
- 45.98%
Expense Ratio
Bonvillain Portfolio has an expense ratio of 0.13%, 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
Bonvillain Portfolio ranks 84 for risk / return — in the top 84% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Bonvillain Portfolio 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 | 2.87 | 2.05 | +0.82 |
| Sortino ratioReturn per unit of downside risk | 4.30 | 2.77 | +1.53 |
| Omega ratioGain probability vs. loss probability | 1.58 | 1.37 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 2.81 | +0.65 |
| Martin ratioReturn relative to average drawdown | 14.99 | 12.55 | +2.44 |
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 | 37 | 1.27 | 1.91 | 1.22 | 1.77 | 5.10 |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 90 | 3.01 | 4.86 | 1.62 | 3.47 | 15.17 |
VTEB Vanguard Tax-Exempt Bond ETF | 76 | 2.60 | 3.84 | 1.57 | 2.57 | 9.06 |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 72 | 2.06 | 3.56 | 1.50 | 2.68 | 13.57 |
VYM Vanguard High Dividend Yield ETF | 81 | 2.44 | 3.48 | 1.44 | 3.79 | 14.13 |
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Dividends
Dividend yield
Bonvillain Portfolio provided a 4.65% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.65% | 4.54% | 4.69% | 4.56% | 3.91% | 3.18% | 3.57% | 4.15% | 4.16% | 2.83% | 2.77% | 3.01% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.95% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 6.12% | 6.34% | 7.02% | 7.20% | 5.61% | 5.14% | 4.62% | 6.42% | 5.00% | 0.39% | 0.00% | 0.00% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.35% | 3.29% | 3.14% | 2.79% | 2.09% | 1.64% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 6.37% | 6.25% | 6.20% | 5.79% | 5.21% | 3.49% | 4.71% | 5.33% | 6.07% | 5.39% | 5.51% | 6.53% |
VYM Vanguard High Dividend Yield ETF | 2.84% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
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 Bonvillain Portfolio. 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 Bonvillain Portfolio was 18.69%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Bonvillain Portfolio drawdown is 0.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -18.69%Mar 2020 | 1mo 1d | 4mo 14d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -14.96%Sep 2022 | 8mo 28d | 1y 4mo | 2y 27dJan 2022 - Feb 2024 |
2025 selloff2025 | -5.47%Apr 2025 | 1mo 6d | 2mo 4d | 3mo 10dMar 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -5.06%Dec 2018 | 10mo 29d | 1mo 8d | 1y 2dJan 2018 - Jan 2019 |
2026 pullback2026 | -3.51%Mar 2026 | 25d | 21d | 1mo 16dMar 2026 - Apr 2026 |
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 5 assets, with an effective number of assets of 4.65, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.26 | 1.30 | 1.31 | 1.31 |
The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Bonvillain Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.77 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VYM has the highest benchmark correlation at 0.82, while BND has the lowest at 0.06.
Asset Correlations Table
Find what Bonvillain Portfolio is missing
See which holdings overlap, where Bonvillain Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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