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Jim Jan 2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VBTLX 100.00%BondBond

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jim Jan 2026, 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 Nov 12, 2001, corresponding to the inception date of VBTLX

Returns By Period

As of Apr 4, 2026, the Jim Jan 2026 returned -0.18% Year-To-Date and 1.63% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-2.33%-3.84%-2.34%29.73%16.86%10.37%12.29%
Portfolio
Jim Jan 2026
0.10%-0.92%-0.18%0.81%3.23%3.41%0.21%1.63%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.10%-0.92%-0.18%0.60%3.23%3.41%0.21%1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 13, 2001, Jim Jan 2026's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, your investment would double in approximately 19.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2022 at -4.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Jim Jan 2026 closed higher 45% of trading days. The best single day was Nov 10, 2022 with a return of +2.0%, while the worst single day was Mar 17, 2020 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.23%1.54%-2.02%0.10%-0.18%
20250.64%2.09%0.02%0.42%-0.70%1.58%-0.29%1.17%1.05%0.64%0.63%-0.28%7.17%
2024-0.22%-1.38%0.83%-2.43%1.71%0.94%2.32%1.34%1.32%-2.43%1.14%-1.75%1.26%
20233.20%-2.54%2.57%0.56%-1.08%-0.36%-0.05%-0.57%-2.48%-1.56%4.52%3.71%5.74%
2022-2.16%-1.12%-2.81%-3.84%0.59%-1.49%2.32%-2.76%-4.17%-1.37%3.70%-0.60%-13.16%
2021-0.95%-1.50%-1.37%0.96%0.25%0.78%1.22%-0.19%-0.90%-0.02%0.34%-0.40%-1.81%

Benchmark Metrics

Jim Jan 2026 has an annualized alpha of 3.94%, beta of -0.04, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 13, 2001.

  • This portfolio captured 10.25% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.78%) — a profile typical of hedging or uncorrelated assets.
  • Beta of -0.04 may look defensive, but with R² of 0.04 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.04 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.94%
Beta
-0.04
0.04
Upside Capture
10.25%
Downside Capture
-3.78%

Expense Ratio

Jim Jan 2026 has an expense ratio of 0.05%, 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

Jim Jan 2026 ranks 19 for risk / return — in the bottom 19% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


Jim Jan 2026 Risk / Return Rank: 1919
Overall Rank
Jim Jan 2026 Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
Jim Jan 2026 Sortino Ratio Rank: 1818
Sortino Ratio Rank
Jim Jan 2026 Omega Ratio Rank: 1414
Omega Ratio Rank
Jim Jan 2026 Calmar Ratio Rank: 2525
Calmar Ratio Rank
Jim Jan 2026 Martin Ratio Rank: 1717
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.88

+0.02

Sortino ratio

Return per unit of downside risk

1.30

1.37

-0.07

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.38

1.39

-0.01

Martin ratio

Return relative to average drawdown

3.83

6.43

-2.60


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
320.901.301.161.383.83

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.

Jim Jan 2026 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 0.90
  • 5-Year: 0.03
  • 10-Year: 0.33
  • All Time: 0.76

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 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Jim Jan 2026 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

Jim Jan 2026 provided a 3.60% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.60%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%
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%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.00$0.00$0.06
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.38
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35
2023$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.30
2022$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2021$0.00$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.22

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 Jim Jan 2026. 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 Jim Jan 2026 was 18.81%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Jim Jan 2026 drawdown is 2.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.81%Aug 7, 2020558Oct 24, 2022
-6.53%Mar 9, 20209Mar 19, 202057Jun 10, 202066
-5.42%Sep 10, 200837Oct 30, 200832Dec 16, 200869
-4.98%May 2, 201388Sep 5, 2013173May 14, 2014261
-4.74%Jun 16, 200343Aug 14, 2003104Jan 13, 2004147

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 1 assets, with an effective number of assets of 1.00, 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.

BenchmarkVBTLXPortfolio
Benchmark1.00-0.19-0.19
VBTLX-0.191.001.00
Portfolio-0.191.001.00
The correlation results are calculated based on daily price changes starting from Nov 13, 2001