60/40 - 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 60/40 - 2024, 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 Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.25% | -4.30% | -7.20% | 6.61% | 14.07% | 10.02% |
| 60/40 - 2024 | -5.54% | -4.59% | -6.70% | 3.83% | 9.66% | N/A |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | -8.00% | -4.91% | -7.08% | 8.19% | 15.22% | 11.95% |
AVUV Avantis U.S. Small Cap Value ETF | -17.29% | -9.20% | -18.74% | -7.82% | 20.93% | N/A |
COWZ Pacer US Cash Cows 100 ETF | -10.75% | -9.32% | -13.50% | -7.32% | 18.35% | N/A |
IDEV iShares Core MSCI International Developed Markets ETF | 5.69% | -4.16% | -0.02% | 9.67% | 11.14% | N/A |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 0.51% | -3.62% | -4.72% | 6.00% | 9.50% | 3.93% |
SPTL SPDR Portfolio Long Term Treasury ETF | 1.77% | -2.36% | -4.82% | 4.72% | -8.86% | -1.00% |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.17% | 0.64% | 2.14% | 6.11% | 1.13% | 1.44% |
SCHP Schwab U.S. TIPS ETF | 2.29% | -0.31% | 0.13% | 6.25% | 1.57% | 2.12% |
BND Vanguard Total Bond Market ETF | 1.94% | -0.28% | -0.22% | 6.81% | -0.99% | 1.29% |
BNDX Vanguard Total International Bond ETF | 0.60% | 1.25% | 0.73% | 5.38% | 0.07% | 1.74% |
SPHY SPDR Portfolio High Yield Bond ETF | -0.78% | -2.02% | -0.53% | 8.14% | 5.90% | 4.24% |
SPEM SPDR Portfolio Emerging Markets ETF | -1.51% | -6.99% | -6.20% | 10.06% | 7.68% | 3.56% |
Monthly Returns
The table below presents the monthly returns of 60/40 - 2024, 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 | 2.14% | -0.73% | -3.20% | -3.76% | -5.54% | ||||||||
| 2024 | -0.13% | 2.67% | 3.49% | -3.55% | 3.59% | 0.57% | 3.35% | 0.99% | 1.57% | -1.68% | 4.63% | -3.42% | 12.28% |
| 2023 | 6.00% | -2.52% | 1.08% | 0.64% | -1.66% | 4.88% | 3.43% | -1.64% | -3.27% | -2.41% | 6.67% | 5.01% | 16.61% |
| 2022 | -3.05% | -1.16% | 1.15% | -5.76% | 1.36% | -7.63% | 6.39% | -3.27% | -7.60% | 6.32% | 5.48% | -3.99% | -12.42% |
| 2021 | 0.31% | 2.34% | 3.42% | 2.81% | 1.55% | 0.66% | 0.99% | 1.76% | -2.50% | 3.45% | -1.07% | 3.06% | 17.94% |
| 2020 | -1.09% | -4.48% | -10.13% | 7.71% | 2.96% | 1.74% | 3.41% | 3.47% | -1.89% | -1.07% | 8.19% | 3.23% | 11.12% |
| 2019 | -0.08% | 1.54% | 1.80% | 1.91% | 5.26% |
Expense Ratio
60/40 - 2024 has an expense ratio of 0.11%, 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
The current rank of 60/40 - 2024 is 31, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 0.36 | 0.63 | 1.09 | 0.36 | 1.66 |
AVUV Avantis U.S. Small Cap Value ETF | -0.36 | -0.36 | 0.95 | -0.31 | -1.03 |
COWZ Pacer US Cash Cows 100 ETF | -0.47 | -0.55 | 0.93 | -0.40 | -1.59 |
IDEV iShares Core MSCI International Developed Markets ETF | 0.48 | 0.79 | 1.11 | 0.61 | 1.95 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 0.24 | 0.45 | 1.06 | 0.22 | 0.83 |
SPTL SPDR Portfolio Long Term Treasury ETF | 0.20 | 0.37 | 1.04 | 0.06 | 0.40 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.39 | 5.66 | 1.77 | 6.11 | 18.16 |
SCHP Schwab U.S. TIPS ETF | 1.20 | 1.69 | 1.21 | 0.51 | 3.65 |
BND Vanguard Total Bond Market ETF | 1.10 | 1.60 | 1.19 | 0.43 | 2.87 |
BNDX Vanguard Total International Bond ETF | 1.25 | 1.80 | 1.22 | 0.53 | 5.63 |
SPHY SPDR Portfolio High Yield Bond ETF | 1.29 | 1.86 | 1.27 | 1.46 | 8.64 |
SPEM SPDR Portfolio Emerging Markets ETF | 0.43 | 0.73 | 1.10 | 0.43 | 1.40 |
Dividends
Dividend yield
60/40 - 2024 provided a 2.96% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.96% | 2.86% | 2.76% | 2.44% | 2.04% | 1.78% | 2.32% | 2.24% | 1.76% | 1.43% | 1.34% | 1.32% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.42% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
AVUV Avantis U.S. Small Cap Value ETF | 2.00% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 2.02% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.12% | 3.30% | 3.06% | 2.69% | 3.05% | 2.00% | 3.19% | 3.16% | 1.54% | 0.00% | 0.00% | 0.00% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.43% | 3.44% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% |
SPTL SPDR Portfolio Long Term Treasury ETF | 4.04% | 4.03% | 3.24% | 2.75% | 1.68% | 1.71% | 2.45% | 2.69% | 2.53% | 2.56% | 2.60% | 2.64% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.22% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
SCHP Schwab U.S. TIPS ETF | 3.23% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% |
BND Vanguard Total Bond Market ETF | 3.72% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.27% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.91% | 7.80% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.82% | 2.78% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% |
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 60/40 - 2024. 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 - 2024 was 22.96%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current 60/40 - 2024 drawdown is 6.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.96% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -19.17% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -13.91% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -5.44% | Jul 17, 2024 | 16 | Aug 7, 2024 | 12 | Aug 23, 2024 | 28 |
| -5.03% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current 60/40 - 2024 volatility is 9.23%, 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
| SCHO | BNDX | SPTL | SCHP | BND | SPEM | AVUV | COWZ | SPLG | IDEV | VSS | SPHY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHO | 1.00 | 0.62 | 0.60 | 0.60 | 0.74 | -0.01 | -0.07 | -0.06 | -0.02 | 0.03 | 0.05 | 0.23 |
| BNDX | 0.62 | 1.00 | 0.76 | 0.64 | 0.81 | 0.06 | -0.00 | 0.01 | 0.10 | 0.12 | 0.13 | 0.31 |
| SPTL | 0.60 | 0.76 | 1.00 | 0.72 | 0.90 | -0.06 | -0.16 | -0.14 | -0.06 | -0.04 | -0.03 | 0.20 |
| SCHP | 0.60 | 0.64 | 0.72 | 1.00 | 0.78 | 0.09 | 0.05 | 0.06 | 0.12 | 0.15 | 0.17 | 0.32 |
| BND | 0.74 | 0.81 | 0.90 | 0.78 | 1.00 | 0.07 | -0.01 | 0.01 | 0.11 | 0.13 | 0.15 | 0.39 |
| SPEM | -0.01 | 0.06 | -0.06 | 0.09 | 0.07 | 1.00 | 0.57 | 0.58 | 0.66 | 0.78 | 0.84 | 0.56 |
| AVUV | -0.07 | -0.00 | -0.16 | 0.05 | -0.01 | 0.57 | 1.00 | 0.90 | 0.73 | 0.73 | 0.72 | 0.58 |
| COWZ | -0.06 | 0.01 | -0.14 | 0.06 | 0.01 | 0.58 | 0.90 | 1.00 | 0.77 | 0.74 | 0.73 | 0.59 |
| SPLG | -0.02 | 0.10 | -0.06 | 0.12 | 0.11 | 0.66 | 0.73 | 0.77 | 1.00 | 0.80 | 0.79 | 0.71 |
| IDEV | 0.03 | 0.12 | -0.04 | 0.15 | 0.13 | 0.78 | 0.73 | 0.74 | 0.80 | 1.00 | 0.95 | 0.68 |
| VSS | 0.05 | 0.13 | -0.03 | 0.17 | 0.15 | 0.84 | 0.72 | 0.73 | 0.79 | 0.95 | 1.00 | 0.69 |
| SPHY | 0.23 | 0.31 | 0.20 | 0.32 | 0.39 | 0.56 | 0.58 | 0.59 | 0.71 | 0.68 | 0.69 | 1.00 |