60/40
Balanced
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 60/40, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| 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% |
| 60/40 | 7.75% | 0.36% | 6.65% | 13.33% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.04% |
VB Vanguard Small-Cap ETF | 7.69% | 5.45% | 9.28% | 13.29% | 8.99% | 8.90% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 14.13% | -2.70% | 10.95% | 21.97% | 13.85% | 12.79% |
VIGI Vanguard International Dividend Appreciation ETF | 5.17% | 2.14% | 5.41% | 10.54% | 7.14% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 4.97% | 2.67% | 5.38% | 9.20% | 13.47% | 12.79% |
FNDF Schwab Fundamental International Large Company Index ETF | 5.76% | 1.46% | 7.25% | 9.66% | 8.43% | 4.79% |
AVUS Avantis U.S. Equity ETF | 11.83% | 0.51% | 10.24% | 18.74% | N/A | N/A |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.04% | 0.43% | 2.63% | 5.40% | N/A | N/A |
STIP iShares 0-5 Year TIPS Bond ETF | 2.72% | 0.61% | 2.56% | 5.56% | 3.29% | 2.10% |
IYW iShares U.S. Technology ETF | 16.59% | -5.24% | 10.60% | 29.18% | 22.69% | 20.00% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 2.54% | 1.17% | 1.44% | 9.84% | 4.49% | 5.71% |
Monthly Returns
The table below presents the monthly returns of 60/40, 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 | 0.49% | 2.89% | 2.25% | -2.82% | 3.07% | 1.40% | 7.75% | ||||||
| 2023 | 5.40% | -1.63% | 2.41% | 0.72% | 0.08% | 4.16% | 2.51% | -1.31% | -2.97% | -1.69% | 6.33% | 4.11% | 19.11% |
| 2022 | -3.75% | -1.42% | 1.24% | -5.61% | 0.35% | -5.80% | 5.95% | -2.95% | -6.48% | 4.82% | 4.71% | -3.39% | -12.60% |
| 2021 | -0.07% | 2.25% | 2.17% | 2.87% | 0.80% | 1.55% | 1.08% | 1.70% | -2.67% | 3.64% | -1.33% | 2.61% | 15.40% |
| 2020 | 0.27% | 1.87% | 3.62% | 4.22% | -2.29% | -1.03% | 8.29% | 3.36% | 19.40% |
Expense Ratio
60/40 has an expense ratio of 0.14%, 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 60/40 is 66, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
VB Vanguard Small-Cap ETF | 0.73 | 1.16 | 1.13 | 0.51 | 2.14 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.74 | 2.48 | 1.31 | 2.03 | 8.34 |
VIGI Vanguard International Dividend Appreciation ETF | 0.95 | 1.43 | 1.17 | 0.56 | 3.11 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.67 | 1.02 | 1.12 | 0.57 | 1.64 |
FNDF Schwab Fundamental International Large Company Index ETF | 0.80 | 1.19 | 1.14 | 0.97 | 2.80 |
AVUS Avantis U.S. Equity ETF | 1.53 | 2.19 | 1.26 | 1.58 | 5.48 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.95 | — | — | — | — |
STIP iShares 0-5 Year TIPS Bond ETF | 2.43 | 4.12 | 1.50 | 1.99 | 21.08 |
IYW iShares U.S. Technology ETF | 1.47 | 1.99 | 1.26 | 2.22 | 7.53 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 1.63 | 2.52 | 1.30 | 0.71 | 7.40 |
Dividends
Dividend yield
60/40 granted a 2.78% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 60/40 | 2.78% | 2.68% | 2.37% | 1.89% | 1.43% | 1.69% | 1.94% | 1.56% | 1.60% | 1.50% | 1.55% | 1.29% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VB Vanguard Small-Cap ETF | 1.46% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.06% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
VIGI Vanguard International Dividend Appreciation ETF | 1.85% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.82% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.08% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% | 0.48% |
AVUS Avantis U.S. Equity ETF | 1.29% | 1.41% | 1.59% | 1.08% | 1.19% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.20% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.10% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% | 0.31% |
IYW iShares U.S. Technology ETF | 0.33% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.91% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.76% | 5.81% | 6.80% | 6.10% |
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 60/40. 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 was 17.99%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.
The current 60/40 drawdown is 2.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.99% | Nov 9, 2021 | 235 | Oct 14, 2022 | 284 | Dec 1, 2023 | 519 |
| -5.73% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -5.01% | Jun 9, 2020 | 3 | Jun 11, 2020 | 26 | Jul 20, 2020 | 29 |
| -3.65% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -3.23% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
Volatility
Volatility Chart
The current 60/40 volatility is 2.25%, 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
| SGOV | STIP | ANGL | IYW | FNDF | VIGI | VB | MOAT | QUAL | AVUS | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.00 | -0.01 | 0.01 | -0.02 | -0.00 | -0.02 | -0.01 | 0.01 | -0.02 | -0.02 |
| STIP | 0.00 | 1.00 | 0.44 | 0.19 | 0.26 | 0.27 | 0.22 | 0.23 | 0.22 | 0.22 | 0.22 |
| ANGL | -0.01 | 0.44 | 1.00 | 0.61 | 0.59 | 0.65 | 0.66 | 0.68 | 0.68 | 0.67 | 0.70 |
| IYW | 0.01 | 0.19 | 0.61 | 1.00 | 0.56 | 0.68 | 0.68 | 0.75 | 0.88 | 0.79 | 0.88 |
| FNDF | -0.02 | 0.26 | 0.59 | 0.56 | 1.00 | 0.87 | 0.77 | 0.75 | 0.71 | 0.80 | 0.76 |
| VIGI | -0.00 | 0.27 | 0.65 | 0.68 | 0.87 | 1.00 | 0.74 | 0.76 | 0.77 | 0.78 | 0.80 |
| VB | -0.02 | 0.22 | 0.66 | 0.68 | 0.77 | 0.74 | 1.00 | 0.89 | 0.82 | 0.94 | 0.90 |
| MOAT | -0.01 | 0.23 | 0.68 | 0.75 | 0.75 | 0.76 | 0.89 | 1.00 | 0.88 | 0.92 | 0.92 |
| QUAL | 0.01 | 0.22 | 0.68 | 0.88 | 0.71 | 0.77 | 0.82 | 0.88 | 1.00 | 0.92 | 0.97 |
| AVUS | -0.02 | 0.22 | 0.67 | 0.79 | 0.80 | 0.78 | 0.94 | 0.92 | 0.92 | 1.00 | 0.97 |
| VTI | -0.02 | 0.22 | 0.70 | 0.88 | 0.76 | 0.80 | 0.90 | 0.92 | 0.97 | 0.97 | 1.00 |