60/40 Benchmark
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of May 18, 2025, the 60/40 Benchmark returned 1.77% Year-To-Date and 8.15% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| 60/40 Benchmark | 1.77% | 7.73% | 1.80% | 9.88% | 9.37% | 8.15% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.31% | 13.07% | 1.46% | 13.04% | 16.29% | 12.19% |
BND Vanguard Total Bond Market ETF | 2.08% | 0.09% | 1.92% | 4.77% | -0.92% | 1.50% |
Monthly Returns
The table below presents the monthly returns of 60/40 Benchmark, 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 | 2.06% | -0.29% | -3.48% | -0.28% | 3.90% | 1.77% | |||||||
| 2024 | 0.60% | 2.65% | 2.34% | -3.57% | 3.51% | 2.20% | 2.08% | 1.86% | 1.74% | -1.43% | 4.48% | -2.52% | 14.50% |
| 2023 | 5.48% | -2.51% | 2.69% | 0.88% | -0.20% | 3.98% | 2.16% | -1.44% | -3.89% | -2.19% | 7.45% | 4.61% | 17.62% |
| 2022 | -4.46% | -1.93% | 0.78% | -7.05% | 0.20% | -5.51% | 6.54% | -3.37% | -7.26% | 4.38% | 4.60% | -3.95% | -16.81% |
| 2021 | -0.54% | 1.27% | 1.73% | 3.38% | 0.34% | 1.87% | 1.51% | 1.64% | -3.11% | 4.02% | -0.82% | 2.13% | 14.05% |
| 2020 | 0.75% | -4.09% | -8.58% | 8.97% | 3.61% | 1.65% | 4.04% | 3.99% | -2.29% | -1.40% | 7.55% | 2.90% | 16.96% |
| 2019 | 5.58% | 2.17% | 1.59% | 2.35% | -3.23% | 4.69% | 0.91% | -0.16% | 0.82% | 1.39% | 2.28% | 1.69% | 21.71% |
| 2018 | 2.64% | -2.71% | -0.92% | -0.07% | 1.92% | 0.41% | 1.98% | 2.35% | -0.09% | -4.79% | 1.44% | -4.58% | -2.77% |
| 2017 | 1.19% | 2.47% | 0.02% | 0.96% | 0.89% | 0.59% | 1.29% | 0.43% | 1.28% | 1.29% | 1.79% | 0.93% | 13.93% |
| 2016 | -2.93% | 0.35% | 4.48% | 0.56% | 1.04% | 0.97% | 2.63% | 0.00% | 0.16% | -1.69% | 1.66% | 1.36% | 8.72% |
| 2015 | -0.67% | 2.82% | -0.48% | 0.24% | 0.58% | -1.45% | 1.37% | -3.77% | -1.35% | 4.79% | 0.23% | -1.37% | 0.67% |
| 2014 | -1.29% | 3.06% | 0.24% | 0.36% | 1.68% | 1.61% | -1.31% | 2.93% | -1.49% | 1.93% | 1.83% | 0.01% | 9.85% |
Expense Ratio
60/40 Benchmark has an expense ratio of 0.03%, 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 60/40 Benchmark is 57, 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 | 0.66 | 1.12 | 1.17 | 0.74 | 2.80 |
BND Vanguard Total Bond Market ETF | 0.86 | 1.37 | 1.16 | 0.40 | 2.40 |
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Dividends
Dividend yield
60/40 Benchmark provided a 2.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.27% | 2.23% | 2.10% | 2.04% | 1.52% | 1.74% | 2.15% | 2.35% | 2.04% | 2.16% | 2.22% | 2.17% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 60/40 Benchmark. 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 60/40 Benchmark was 35.22%, occurring on Mar 9, 2009. Recovery took 407 trading sessions.
The current 60/40 Benchmark drawdown is 1.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.22% | Oct 10, 2007 | 355 | Mar 9, 2009 | 407 | Oct 18, 2010 | 762 |
| -21.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -21.5% | Dec 28, 2021 | 202 | Oct 14, 2022 | 339 | Feb 22, 2024 | 541 |
| -11.75% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -11.55% | Sep 21, 2018 | 65 | Dec 24, 2018 | 55 | Mar 15, 2019 | 120 |
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 1.92, 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 | BND | VTI | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.16 | 0.99 | 0.97 |
| BND | -0.16 | 1.00 | -0.16 | 0.01 |
| VTI | 0.99 | -0.16 | 1.00 | 0.98 |
| Portfolio | 0.97 | 0.01 | 0.98 | 1.00 |