All Bonds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | Total Bond Market | 25% |
BLV Vanguard Long-Term Bond ETF | Total Bond Market | 20% |
MBB iShares MBS Bond ETF | Mortgage Backed Securities | 15% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | Corporate Bonds | 25% |
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 every 3 months.
The earliest data available for this chart is Nov 13, 2014, corresponding to the inception date of SKOR
Returns By Period
As of Apr 7, 2025, the All Bonds returned 3.02% Year-To-Date and 2.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| All Bonds | 2.78% | 0.56% | 1.03% | 6.80% | 0.75% | 2.19% |
| Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | 4.22% | 1.86% | 2.13% | 7.63% | 0.20% | 1.87% |
BLV Vanguard Long-Term Bond ETF | 5.31% | 2.13% | -0.27% | 6.08% | -3.75% | 1.17% |
MBB iShares MBS Bond ETF | 3.83% | 1.49% | 1.96% | 7.54% | -0.55% | 1.07% |
SPHY SPDR Portfolio High Yield Bond ETF | -1.56% | -3.37% | -0.74% | 5.72% | 6.77% | 4.23% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 2.29% | 0.60% | 1.72% | 6.91% | 2.25% | 2.65% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.74% | 2.17% | -0.35% | 0.21% | 2.78% | ||||||||
| 2024 | -0.18% | -1.25% | 1.08% | -2.56% | 1.93% | 0.79% | 2.54% | 1.66% | 1.53% | -2.58% | 1.46% | -1.87% | 2.41% |
| 2023 | 4.11% | -2.93% | 2.85% | 0.62% | -1.39% | 0.25% | 0.20% | -0.73% | -2.87% | -1.88% | 5.44% | 4.24% | 7.71% |
| 2022 | -2.51% | -1.36% | -2.85% | -4.86% | 0.84% | -2.90% | 3.80% | -3.61% | -4.83% | -0.68% | 4.54% | -1.11% | -14.92% |
| 2021 | -0.94% | -1.74% | -1.24% | 1.05% | 0.31% | 1.35% | 1.31% | -0.11% | -1.08% | 0.10% | 0.00% | 0.09% | -0.95% |
| 2020 | 2.24% | 1.46% | -3.60% | 3.18% | 1.57% | 1.15% | 2.57% | -1.03% | -0.16% | -0.49% | 2.09% | 0.39% | 9.58% |
| 2019 | 1.98% | -0.03% | 2.47% | 0.16% | 1.52% | 1.97% | 0.31% | 3.18% | -0.61% | 0.12% | 0.26% | 0.18% | 12.04% |
| 2018 | -1.50% | -1.50% | 0.46% | -0.91% | 0.68% | -0.29% | 0.44% | 0.60% | -0.59% | -1.20% | 0.25% | 1.96% | -1.64% |
| 2017 | 0.55% | 0.93% | -0.20% | 1.09% | 1.09% | 0.17% | 0.48% | 1.01% | -0.40% | 0.10% | -0.02% | 0.73% | 5.67% |
| 2016 | 1.29% | 1.11% | 1.97% | 0.80% | -0.07% | 2.41% | 1.16% | 0.04% | 0.00% | -1.16% | -3.49% | 0.54% | 4.56% |
| 2015 | 3.05% | -1.22% | 0.35% | -0.58% | -0.68% | -1.66% | 1.00% | -0.25% | 0.58% | 0.37% | -0.40% | -0.95% | -0.46% |
| 2014 | 0.78% | 0.57% | 1.36% |
Expense Ratio
All Bonds has an expense ratio of 0.10%, 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
With an overall rank of 89, All Bonds is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | 1.37 | 2.03 | 1.24 | 0.56 | 3.34 |
BLV Vanguard Long-Term Bond ETF | 0.50 | 0.77 | 1.09 | 0.17 | 1.06 |
MBB iShares MBS Bond ETF | 1.19 | 1.74 | 1.21 | 0.57 | 3.17 |
SPHY SPDR Portfolio High Yield Bond ETF | 1.21 | 1.61 | 1.23 | 1.49 | 9.06 |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 1.96 | 2.94 | 1.37 | 1.14 | 7.70 |
Dividends
Dividend yield
All Bonds provided a 4.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.85% | 4.87% | 4.17% | 3.40% | 3.10% | 3.91% | 3.56% | 3.25% | 3.01% | 3.14% | 3.24% | 2.70% |
| Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 3.77% | 3.79% | 3.10% | 2.41% | 3.42% | 2.96% | 2.75% | 2.87% | 2.69% | 2.38% | 3.02% | 3.96% |
BLV Vanguard Long-Term Bond ETF | 4.48% | 4.68% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% |
MBB iShares MBS Bond ETF | 3.96% | 3.94% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% | 1.72% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.98% | 7.80% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.86% | 4.90% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% | 0.31% |
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.
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 20.19%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current All Bonds drawdown is 4.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.19% | Sep 15, 2021 | 278 | Oct 20, 2022 | — | — | — |
| -13.64% | Mar 9, 2020 | 9 | Mar 19, 2020 | 57 | Jun 10, 2020 | 66 |
| -5.36% | Sep 8, 2016 | 71 | Dec 16, 2016 | 157 | Aug 3, 2017 | 228 |
| -4.54% | Dec 31, 2020 | 53 | Mar 18, 2021 | 91 | Jul 28, 2021 | 144 |
| -4.35% | Dec 18, 2017 | 104 | May 17, 2018 | 177 | Jan 31, 2019 | 281 |
Volatility
Volatility Chart
The current All Bonds volatility is 1.15%, 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 | SKOR | MBB | BLV | BIV | |
|---|---|---|---|---|---|
| SPHY | 1.00 | 0.33 | 0.25 | 0.25 | 0.26 |
| SKOR | 0.33 | 1.00 | 0.69 | 0.68 | 0.75 |
| MBB | 0.25 | 0.69 | 1.00 | 0.79 | 0.87 |
| BLV | 0.25 | 0.68 | 0.79 | 1.00 | 0.89 |
| BIV | 0.26 | 0.75 | 0.87 | 0.89 | 1.00 |