Asset Allocation
Find the right asset allocation for Bucket 1: 2026-2028
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bucket 1: 2026-2028, 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
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio Bucket 1: 2026-2028 | -0.11% | -0.25% | 0.50% | 1.08% | 6.41% | 7.62% | 4.07% | — | 3.99% |
| Portfolio components: | |||||||||
IAU iShares Gold Trust | -0.20% | -5.02% | -12.66% | -7.17% | 19.36% | 26.56% | 17.02% | 11.43% | 10.67% |
JMSIX JPMorgan Income Fund | 0.00% | 0.37% | 1.84% | 1.48% | 5.17% | 6.96% | 2.85% | 3.80% | 2.94% |
PIMIX PIMCO Income Fund Institutional Class | -0.09% | -0.20% | 0.70% | 0.79% | 6.81% | 7.30% | 3.43% | 4.52% | 6.63% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.01% | 0.29% | 1.80% | 1.99% | 3.87% | 4.64% | 3.63% | — | 2.96% |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 0.00% | 0.29% | 1.74% | 1.74% | 3.80% | 4.27% | 3.06% | — | 2.97% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | -0.28% | -0.53% | -0.12% | -0.09% | 4.18% | 5.73% | 0.85% | 2.70% | 4.28% |
VCSH Vanguard Short-Term Corporate Bond ETF | -0.10% | 0.10% | 0.78% | 0.82% | 3.73% | 5.46% | 2.34% | 2.64% | 2.90% |
VYMI Vanguard International High Dividend Yield ETF | -0.65% | 0.98% | 10.39% | 13.64% | 30.07% | 20.68% | 13.43% | 10.70% | 11.03% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, Bucket 1: 2026-2028's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +3.0%, while the worst month was Sep 2022 at -2.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Bucket 1: 2026-2028 closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +1.4%, while the worst single day was Jun 13, 2022 at -1.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.37% | 1.55% | -1.84% | 0.51% | 0.23% | -0.61% | -0.10% | 1.08% | |||||
| 2025 | 1.16% | 1.15% | 1.02% | 0.86% | 0.48% | 1.02% | 0.14% | 1.40% | 1.39% | 0.63% | 1.04% | 0.53% | 11.39% |
| 2024 | 0.20% | -0.20% | 1.46% | -0.43% | 1.31% | 0.41% | 1.75% | 1.16% | 1.34% | -0.53% | 0.47% | -0.44% | 6.67% |
| 2023 | 2.59% | -1.67% | 1.81% | 0.62% | -0.62% | 0.21% | 0.83% | -0.22% | -1.09% | -0.05% | 2.85% | 2.10% | 7.48% |
| 2022 | -0.93% | -0.30% | -0.89% | -2.08% | 0.28% | -1.90% | 1.54% | -1.64% | -2.47% | 0.05% | 2.97% | 0.03% | -5.33% |
| 2021 | 0.20% | -0.27% | 0.51% | 0.00% | -0.59% | 0.02% | -0.50% | 0.71% | 0.08% |
Benchmark Metrics
Bucket 1: 2026-2028 has an annualized alpha of 2.90%, beta of 0.09, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (18.68%) than losses (16.88%) - typical of diversified or defensive assets.
- Beta of 0.09 may look defensive, but with R2 of 0.19 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.19 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.90%
- Beta
- 0.09
- R²
- 0.19
- Upside Capture
- 18.68%
- Downside Capture
- 16.88%
Expense Ratio
Bucket 1: 2026-2028 has an expense ratio of 0.16%, 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
Risk / Return Rank
Bucket 1: 2026-2028 ranks 60 for risk / return — better than 60% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Bucket 1: 2026-2028 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.94 | 1.45 | +0.49 |
| Sortino ratioReturn per unit of downside risk | 2.69 | 2.03 | +0.67 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.01 | +0.21 |
| Martin ratioReturn relative to average drawdown | 6.44 | 8.68 | -2.24 |
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 |
|---|---|---|---|---|---|---|
IAU iShares Gold Trust | 25 | 0.70 | 1.04 | 1.15 | 0.74 | 1.72 |
JMSIX JPMorgan Income Fund | 88 | 2.12 | 4.03 | 1.56 | 3.27 | 13.54 |
PIMIX PIMCO Income Fund Institutional Class | 56 | 1.72 | 2.51 | 1.33 | 1.91 | 6.39 |
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.84 | 382.82 | 383.06 | 390.94 | 6,193.70 |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | — | 3.71 | — | — | — | — |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 37 | 1.02 | 1.50 | 1.18 | 1.42 | 4.27 |
VCSH Vanguard Short-Term Corporate Bond ETF | 80 | 1.94 | 2.93 | 1.37 | 2.67 | 10.74 |
VYMI Vanguard International High Dividend Yield ETF | 85 | 2.28 | 3.14 | 1.41 | 2.98 | 11.59 |
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Dividends
Dividend yield
Bucket 1: 2026-2028 provided a 4.26% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.26% | 4.30% | 4.59% | 3.99% | 2.46% | 1.82% | 1.99% | 2.28% | 2.36% | 2.17% | 1.39% | 1.33% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMSIX JPMorgan Income Fund | 6.03% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
PIMIX PIMCO Income Fund Institutional Class | 5.80% | 6.01% | 6.27% | 6.21% | 4.98% | 4.02% | 4.88% | 5.83% | 5.66% | 5.37% | 5.52% | 7.88% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 3.73% | 4.06% | 5.02% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.85% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.46% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
VYMI Vanguard International High Dividend Yield ETF | 3.60% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
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 Bucket 1: 2026-2028. 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 Bucket 1: 2026-2028 was 9.45%, occurring on Oct 20, 2022. Recovery took 288 trading sessions.
The current Bucket 1: 2026-2028 drawdown is 1.81%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-9.45%Oct 2022 | 1y 1mo | 1y 1mo | 2y 3moSep 2021 - Dec 2023 | Bear market2022 |
-2.90%Mar 2026 | 24d | — | 4mo 21dMar 2026 - now | — |
-1.59%Apr 2025 | 4d | 16d | 20dApr 2025 - Apr 2025 | 2025 selloff2025 |
-1.28%Nov 2024 | 1mo 13d | 26d | 2mo 9dOct 2024 - Dec 2024 | — |
-1.14%Feb 2024 | 11d | 21d | 1mo 2dFeb 2024 - Mar 2024 | — |
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 8 assets, with an effective number of assets of 5.39, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.35 | 1.39 | 1.34 | 1.35 |
The portfolio has a diversification ratio of 1.35, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Bucket 1: 2026-2028 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.38 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VYMI has the highest benchmark correlation at 0.68, while SGOV has the lowest at -0.00.
Asset Correlations Table
| SGOV | SWVXX | IAU | VYMI | JMSIX | VCIT | VCSH | PIMIX | |
|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.04 | 0.02 | -0.01 | 0.02 | 0.02 | 0.07 | 0.02 |
| SWVXX | 0.04 | 1.00 | 0.03 | -0.02 | 0.11 | -0.02 | 0.00 | 0.10 |
| IAU | 0.02 | 0.03 | 1.00 | 0.36 | 0.31 | 0.35 | 0.37 | 0.35 |
| VYMI | -0.01 | -0.02 | 0.36 | 1.00 | 0.33 | 0.32 | 0.33 | 0.43 |
| JMSIX | 0.02 | 0.11 | 0.31 | 0.33 | 1.00 | 0.69 | 0.72 | 0.83 |
| VCIT | 0.02 | -0.02 | 0.35 | 0.32 | 0.69 | 1.00 | 0.92 | 0.79 |
| VCSH | 0.07 | 0.00 | 0.37 | 0.33 | 0.72 | 0.92 | 1.00 | 0.79 |
| PIMIX | 0.02 | 0.10 | 0.35 | 0.43 | 0.83 | 0.79 | 0.79 | 1.00 |
Find what Bucket 1: 2026-2028 is missing
See which holdings overlap, where Bucket 1: 2026-2028 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification