Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 Index | 75% | |
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPY 75/Bnd 25, 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
As of Jun 6, 2026, the SPY 75/Bnd 25 returned 6.11% Year-To-Date and 10.55% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.85% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio SPY 75/Bnd 25 | -2.16% | -0.30% | 6.11% | 6.18% | 18.62% | 15.90% | 8.93% | 10.55% |
| Portfolio components: | ||||||||
^GSPC S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
BND Vanguard Total Bond Market ETF | -0.45% | -0.64% | -0.05% | 0.11% | 4.90% | 3.80% | 0.02% | 1.56% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 11, 2007, SPY 75/Bnd 25's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +10.2%, while the worst month was Oct 2008 at -13.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SPY 75/Bnd 25 closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +9.6%, while the worst single day was Mar 12, 2020 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.08% | -0.25% | -4.20% | 7.91% | 4.04% | -2.14% | 6.11% | ||||||
| 2025 | 2.17% | -0.54% | -4.29% | -0.47% | 4.44% | 4.13% | 1.56% | 1.72% | 2.94% | 1.85% | 0.24% | -0.11% | 14.18% |
| 2024 | 1.15% | 3.56% | 2.57% | -3.72% | 4.01% | 2.83% | 1.44% | 2.07% | 1.84% | -1.35% | 4.58% | -2.30% | 17.59% |
| 2023 | 5.46% | -2.62% | 3.30% | 1.25% | -0.10% | 4.82% | 2.31% | -1.50% | -4.29% | -2.03% | 7.82% | 4.21% | 19.41% |
| 2022 | -4.46% | -2.62% | 1.94% | -7.57% | 0.22% | -6.64% | 7.41% | -3.90% | -8.09% | 5.68% | 4.97% | -4.71% | -17.75% |
| 2021 | -1.05% | 1.57% | 2.90% | 4.15% | 0.45% | 1.90% | 2.00% | 2.13% | -3.85% | 5.19% | -0.58% | 3.24% | 19.23% |
Benchmark Metrics
SPY 75/Bnd 25 has an annualized alpha of 0.78%, beta of 0.74, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since April 11, 2007.
- This portfolio participated in 79.13% of S&P 500 Index downside but only 75.46% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.78%
- Beta
- 0.74
- R²
- 0.99
- Upside Capture
- 75.46%
- Downside Capture
- 79.13%
Expense Ratio
SPY 75/Bnd 25 has an expense ratio of 0.01%, 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
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for SPY 75/Bnd 25 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.05 | 2.01 | +0.05 |
| Sortino ratioReturn per unit of downside risk | 2.83 | 2.71 | +0.12 |
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.69 | +0.12 |
| Martin ratioReturn relative to average drawdown | 12.92 | 12.34 | +0.58 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 75 | 2.01 | 2.71 | 1.36 | 2.69 | 12.34 |
BND Vanguard Total Bond Market ETF | 35 | 1.16 | 1.71 | 1.20 | 1.62 | 4.86 |
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Dividends
Dividend yield
SPY 75/Bnd 25 provided a 0.99% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.99% | 0.96% | 0.92% | 0.77% | 0.65% | 0.53% | 0.59% | 0.68% | 0.70% | 0.64% | 0.63% | 0.64% |
| Portfolio components: | ||||||||||||
^GSPC S&P 500 Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.98% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
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 SPY 75/Bnd 25. 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 SPY 75/Bnd 25 was 44.77%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
The current SPY 75/Bnd 25 drawdown is 2.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -44.77%Mar 2009 | 1y 5mo | 3y 5d | 4y 5moOct 2007 - Mar 2012 |
COVID crash2020 | -25.99%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -22.85%Oct 2022 | 9mo 20d | 1y 3mo | 2y 1moDec 2021 - Jan 2024 |
Rate-hike selloffLate 2018 | -14.54%Dec 2018 | 3mo 4d | 3mo 11d | 6mo 15dSep 2018 - Apr 2019 |
2025 selloff2025 | -14.23%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 |
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 2 assets, with an effective number of assets of 1.60, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.06 | 1.09 | 1.09 | 1.08 | 1.09 |
The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
SPY 75/Bnd 25 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2007 | 0.99 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ^GSPC has the highest benchmark correlation at 1.00, while BND has the lowest at -0.14.
Asset Correlations Table
Find what SPY 75/Bnd 25 is missing
See which holdings overlap, where SPY 75/Bnd 25 is concentrated, and which low-correlation assets could fill the gaps.
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