All Bonds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | Total Bond Market | 50% |
BLV Vanguard Long-Term Bond ETF | Total Bond Market | 20% |
MBB iShares MBS Bond ETF | Mortgage Backed Securities | 15% |
SPHY SPDR Portfolio High Yield Bond ETF | High Yield Bonds | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Bonds, 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 Quarterly
The earliest data available for this chart is Jun 19, 2012, corresponding to the inception date of SPHY
Returns By Period
As of Jul 25, 2024, the All Bonds returned 0.30% Year-To-Date and 2.07% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| All Bonds | 0.56% | 0.93% | 1.97% | 5.14% | 0.42% | 2.09% |
| Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | 0.84% | 1.12% | 1.92% | 5.04% | 0.35% | 1.85% |
BLV Vanguard Long-Term Bond ETF | -2.92% | -0.06% | 0.51% | 1.36% | -2.01% | 1.60% |
MBB iShares MBS Bond ETF | 0.48% | 1.05% | 1.96% | 4.10% | -0.59% | 0.93% |
SPHY SPDR Portfolio High Yield Bond ETF | 4.43% | 1.53% | 4.07% | 11.29% | 4.28% | 4.23% |
Monthly Returns
The table below presents the monthly returns of All 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.25% | -1.51% | 1.04% | -2.92% | 2.05% | 0.93% | 0.56% | ||||||
| 2023 | 4.21% | -3.16% | 3.21% | 0.64% | -1.49% | 0.06% | -0.07% | -0.82% | -3.21% | -2.12% | 5.76% | 4.50% | 7.23% |
| 2022 | -2.49% | -1.25% | -3.06% | -4.96% | 0.83% | -2.69% | 3.85% | -3.86% | -5.08% | -0.82% | 4.65% | -1.27% | -15.47% |
| 2021 | -0.92% | -1.82% | -1.40% | 1.07% | 0.33% | 1.36% | 1.45% | -0.13% | -1.20% | 0.04% | 0.16% | 0.02% | -1.11% |
| 2020 | 2.38% | 1.64% | -2.80% | 2.80% | 1.43% | 0.99% | 2.44% | -0.96% | -0.11% | -0.59% | 1.96% | 0.36% | 9.82% |
| 2019 | 1.81% | -0.12% | 2.59% | 0.09% | 1.81% | 1.80% | 0.28% | 3.39% | -0.64% | 0.16% | 0.03% | 0.11% | 11.84% |
| 2018 | -1.50% | -1.46% | 0.55% | -1.04% | 0.77% | -0.17% | 0.28% | 0.67% | -0.69% | -1.21% | 0.43% | 2.14% | -1.31% |
| 2017 | 0.50% | 0.91% | -0.17% | 1.19% | 1.03% | 0.05% | 0.53% | 1.19% | -0.59% | 0.01% | -0.01% | 0.67% | 5.42% |
| 2016 | 1.56% | 1.35% | 1.83% | 0.66% | -0.06% | 2.73% | 1.20% | -0.16% | 0.09% | -1.25% | -3.66% | 0.34% | 4.57% |
| 2015 | 3.26% | -1.43% | 0.39% | -0.65% | -0.76% | -1.71% | 1.16% | -0.36% | 0.61% | 0.53% | -0.56% | -1.03% | -0.63% |
| 2014 | 2.76% | 0.81% | 0.00% | 1.26% | 1.56% | 0.11% | -0.39% | 2.05% | -1.31% | 1.32% | 0.79% | 0.65% | 9.97% |
| 2013 | -1.15% | 0.88% | 0.04% | 1.86% | -3.01% | -2.77% | 0.30% | -1.28% | 1.35% | 1.56% | -0.87% | -0.91% | -4.09% |
Expense Ratio
All Bonds has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of All Bonds is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | 0.67 | 1.02 | 1.12 | 0.25 | 2.01 |
BLV Vanguard Long-Term Bond ETF | -0.01 | 0.08 | 1.01 | -0.00 | -0.03 |
MBB iShares MBS Bond ETF | 0.45 | 0.70 | 1.08 | 0.20 | 1.29 |
SPHY SPDR Portfolio High Yield Bond ETF | 2.02 | 3.11 | 1.38 | 1.40 | 10.18 |
Dividends
Dividend yield
All Bonds granted a 4.35% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All Bonds | 4.35% | 3.96% | 3.36% | 3.31% | 3.80% | 3.36% | 3.26% | 3.07% | 3.05% | 3.43% | 3.62% | 3.93% |
| Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 3.49% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
BLV Vanguard Long-Term Bond ETF | 4.46% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
MBB iShares MBS Bond ETF | 3.69% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% | 1.72% | 1.27% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.76% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% | 4.41% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the All 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 All Bonds was 20.81%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current All Bonds drawdown is 10.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.81% | Aug 4, 2021 | 307 | Oct 20, 2022 | — | — | — |
| -11.69% | Mar 9, 2020 | 9 | Mar 19, 2020 | 57 | Jun 10, 2020 | 66 |
| -8.32% | May 3, 2013 | 87 | Sep 5, 2013 | 182 | May 28, 2014 | 269 |
| -5.72% | Jul 11, 2016 | 112 | Dec 15, 2016 | 175 | Aug 28, 2017 | 287 |
| -4.7% | Feb 2, 2015 | 102 | Jun 26, 2015 | 187 | Mar 24, 2016 | 289 |
Volatility
Volatility Chart
The current All Bonds volatility is 1.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SPHY | MBB | BLV | BIV | |
|---|---|---|---|---|
| SPHY | 1.00 | 0.21 | 0.21 | 0.22 |
| MBB | 0.21 | 1.00 | 0.77 | 0.85 |
| BLV | 0.21 | 0.77 | 1.00 | 0.88 |
| BIV | 0.22 | 0.85 | 0.88 | 1.00 |