Asset Allocation
Find the right asset allocation for 2026-01-21 401(k) Portfolio
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 2026-01-21 401(k) Portfolio, 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
As of Jun 13, 2026, the 2026-01-21 401(k) Portfolio returned 10.11% Year-To-Date and 12.13% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2026-01-21 401(k) Portfolio | 2.13% | 1.32% | 10.11% | 10.82% | 25.15% | 18.63% | 9.62% | 12.13% |
| Portfolio components: | ||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.52% | 1.18% | 0.42% | 0.97% | 4.90% | 4.05% | 0.05% | 1.54% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.25% | 0.80% | 9.86% | 11.36% | 25.51% | 16.48% | 4.76% | 8.79% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -0.05% | 3.96% | 11.48% | 11.28% | 12.91% | 10.04% | 2.35% | 5.51% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.42% | 1.34% | 0.56% | 0.91% | 2.05% | 4.15% | 0.30% | 1.77% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.45% | 2.89% | 13.89% | 15.93% | 30.55% | 19.10% | 9.34% | 10.45% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.88% | 0.55% | 9.11% | 9.18% | 25.67% | 20.72% | 12.09% | 14.93% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 4, 2013, 2026-01-21 401(k) Portfolio's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.6%, while the worst month was Mar 2020 at -14.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2026-01-21 401(k) Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.04% | 1.97% | -6.25% | 9.00% | 4.09% | -1.48% | 10.11% | ||||||
| 2025 | 2.91% | -0.13% | -3.10% | 0.58% | 5.08% | 4.30% | 0.95% | 2.90% | 3.31% | 1.63% | 0.35% | 0.79% | 21.09% |
| 2024 | -0.63% | 4.12% | 2.92% | -3.56% | 4.20% | 1.63% | 2.43% | 2.33% | 2.41% | -2.33% | 3.77% | -3.00% | 14.78% |
| 2023 | 7.40% | -3.24% | 2.38% | 1.14% | -1.21% | 5.55% | 3.50% | -2.90% | -4.21% | -2.93% | 8.84% | 5.55% | 20.47% |
| 2022 | -4.65% | -2.74% | 1.65% | -7.48% | 0.13% | -7.78% | 6.77% | -3.79% | -9.43% | 5.49% | 8.12% | -4.21% | -18.15% |
| 2021 | -0.15% | 2.61% | 2.58% | 4.19% | 1.36% | 1.43% | 0.58% | 2.29% | -3.97% | 4.84% | -2.40% | 3.89% | 18.23% |
Benchmark Metrics
2026-01-21 401(k) Portfolio has an annualized alpha of 0.10%, beta of 0.86, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.
- This portfolio participated in 92.01% of S&P 500 Index downside but only 87.08% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.86 and R2 of 0.95, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.10%
- Beta
- 0.86
- R²
- 0.95
- Upside Capture
- 87.08%
- Downside Capture
- 92.01%
Expense Ratio
2026-01-21 401(k) Portfolio has an expense ratio of 0.06%, 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
2026-01-21 401(k) Portfolio ranks 52 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026-01-21 401(k) Portfolio 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 | 2.00 | 1.86 | +0.14 |
| Sortino ratioReturn per unit of downside risk | 2.74 | 2.53 | +0.21 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.53 | +0.12 |
| Martin ratioReturn relative to average drawdown | 11.55 | 11.37 | +0.17 |
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 |
|---|---|---|---|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 25 | 1.25 | 1.89 | 1.22 | 1.70 | 4.93 |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 40 | 1.59 | 2.22 | 1.29 | 2.15 | 7.83 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 17 | 0.92 | 1.34 | 1.17 | 1.49 | 4.70 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 9 | 0.64 | 0.92 | 1.11 | 0.67 | 1.84 |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 55 | 1.88 | 2.56 | 1.34 | 2.57 | 9.82 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 63 | 1.94 | 2.65 | 1.35 | 2.77 | 12.46 |
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Dividends
Dividend yield
2026-01-21 401(k) Portfolio provided a 1.86% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.86% | 2.10% | 2.25% | 2.31% | 2.39% | 1.96% | 1.78% | 2.39% | 2.61% | 2.20% | 2.44% | 2.49% |
| Portfolio components: | ||||||||||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.98% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.42% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.57% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.46% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.63% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.02% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
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 2026-01-21 401(k) Portfolio. 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 2026-01-21 401(k) Portfolio was 32.87%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current 2026-01-21 401(k) Portfolio drawdown is 2.10%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.87%Mar 2020 | 1mo 9d | 5mo 5d | 6mo 14dFeb 2020 - Aug 2020 |
Bear market2022 | -25.99%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -17.72%Dec 2018 | 10mo 29d | 4mo 10d | 1y 3moJan 2018 - May 2019 |
2016 correction2016 | -17.59%Feb 2016 | 8mo 25d | 6mo 2d | 1y 2moMay 2015 - Aug 2016 |
2025 selloff2025 | -15.12%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
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 6 assets, with an effective number of assets of 2.74, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.10 | 1.11 | 1.10 | 1.08 | 1.09 |
The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2026-01-21 401(k) Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTSAX has the highest benchmark correlation at 0.99, while VBTLX has the lowest at -0.07.
Asset Correlations Table
Find what 2026-01-21 401(k) Portfolio is missing
See which holdings overlap, where 2026-01-21 401(k) Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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