Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | Government Bonds, Short-Term Bond | 3% |
VMFXX Vanguard Federal Money Market Fund | Money Market | 10% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Growth Equities | 20% |
VOO Vanguard S&P 500 ETF | S&P 500 | 50% |
VWOB Vanguard Emerging Markets Government Bond ETF | Emerging Markets Bonds | 17% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 50/20/20/10/17 VOO VONG VGSH VMFXX VWOB, 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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The earliest data available for this chart is May 25, 2021, corresponding to the inception date of VMFXX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 50/20/20/10/17 VOO VONG VGSH VMFXX VWOB | 0.09% | -2.74% | -3.61% | -1.95% | 14.56% | 15.47% | — | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
VMFXX Vanguard Federal Money Market Fund | 0.00% | 0.00% | 0.59% | 1.58% | 3.75% | 3.32% | — | — |
VONG Vanguard Russell 1000 Growth ETF | -0.01% | -4.03% | -8.98% | -8.58% | 17.79% | 21.43% | 12.55% | 16.78% |
VGSH Vanguard Short-Term Treasury ETF | 0.09% | -0.23% | 0.34% | 1.33% | 3.82% | 3.98% | 1.80% | 1.74% |
VWOB Vanguard Emerging Markets Government Bond ETF | 0.18% | -2.07% | -1.09% | 1.20% | 8.85% | 8.12% | 2.14% | 3.52% |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2021, 50/20/20/10/17 VOO VONG VGSH VMFXX VWOB's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +7.9%, while the worst month was Apr 2022 at -7.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 50/20/20/10/17 VOO VONG VGSH VMFXX VWOB closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Apr 4, 2025 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.54% | -0.78% | -4.07% | 0.73% | -3.61% | ||||||||
| 2025 | 2.06% | -0.95% | -4.55% | -0.06% | 5.17% | 4.38% | 2.07% | 1.62% | 3.13% | 2.33% | -0.15% | -0.01% | 15.70% |
| 2024 | 1.09% | 4.04% | 2.35% | -3.21% | 4.17% | 3.11% | 0.69% | 2.04% | 2.05% | -0.96% | 4.62% | -1.32% | 20.00% |
| 2023 | 5.55% | -1.97% | 3.68% | 1.08% | 1.00% | 5.05% | 2.65% | -1.22% | -4.03% | -1.56% | 7.88% | 4.08% | 23.75% |
| 2022 | -4.93% | -3.16% | 2.37% | -7.91% | -0.10% | -6.68% | 7.71% | -3.54% | -7.65% | 5.16% | 5.25% | -4.64% | -18.07% |
| 2021 | 0.26% | 2.48% | 1.99% | 2.38% | -3.90% | 5.23% | -0.49% | 3.08% | 11.29% |
Benchmark Metrics
50/20/20/10/17 VOO VONG VGSH VMFXX VWOB has an annualized alpha of 0.92%, beta of 0.79, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participated in 83.92% of S&P 500 Index downside but only 81.20% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.92%
- Beta
- 0.79
- R²
- 0.98
- Upside Capture
- 81.20%
- Downside Capture
- 83.92%
Expense Ratio
50/20/20/10/17 VOO VONG VGSH VMFXX VWOB 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
50/20/20/10/17 VOO VONG VGSH VMFXX VWOB ranks 37 for risk / return — below 37% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.88 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.37 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.39 | +0.25 |
Martin ratioReturn relative to average drawdown | 7.27 | 6.43 | +0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VMFXX Vanguard Federal Money Market Fund | — | 3.51 | — | — | — | — |
VONG Vanguard Russell 1000 Growth ETF | 39 | 0.80 | 1.30 | 1.18 | 1.15 | 3.86 |
VGSH Vanguard Short-Term Treasury ETF | 96 | 2.67 | 4.30 | 1.58 | 4.26 | 16.01 |
VWOB Vanguard Emerging Markets Government Bond ETF | 70 | 1.36 | 1.88 | 1.29 | 1.97 | 7.94 |
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Dividends
Dividend yield
50/20/20/10/17 VOO VONG VGSH VMFXX VWOB provided a 2.19% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.19% | 2.20% | 2.05% | 2.36% | 1.98% | 1.44% | 1.69% | 1.99% | 2.09% | 1.95% | 2.13% | 2.20% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VMFXX Vanguard Federal Money Market Fund | 3.68% | 4.14% | 1.63% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.50% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
VGSH Vanguard Short-Term Treasury ETF | 3.92% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.95% | 5.92% | 6.08% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% |
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 50/20/20/10/17 VOO VONG VGSH VMFXX VWOB. 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 50/20/20/10/17 VOO VONG VGSH VMFXX VWOB was 23.18%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.
The current 50/20/20/10/17 VOO VONG VGSH VMFXX VWOB drawdown is 4.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.18% | Dec 28, 2021 | 202 | Oct 14, 2022 | 295 | Dec 18, 2023 | 497 |
| -14.58% | Feb 20, 2025 | 34 | Apr 8, 2025 | 45 | Jun 12, 2025 | 79 |
| -7.54% | Jan 13, 2026 | 53 | Mar 30, 2026 | — | — | — |
| -6.63% | Jul 17, 2024 | 14 | Aug 5, 2024 | 29 | Sep 16, 2024 | 43 |
| -4.54% | Sep 3, 2021 | 21 | Oct 4, 2021 | 15 | Oct 25, 2021 | 36 |
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 5 assets, with an effective number of assets of 3.03, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VMFXX | VGSH | VWOB | VONG | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.03 | 0.04 | 0.49 | 0.95 | 1.00 | 0.99 |
| VMFXX | 0.03 | 1.00 | 0.09 | 0.02 | 0.01 | 0.03 | 0.03 |
| VGSH | 0.04 | 0.09 | 1.00 | 0.50 | 0.03 | 0.04 | 0.10 |
| VWOB | 0.49 | 0.02 | 0.50 | 1.00 | 0.46 | 0.50 | 0.57 |
| VONG | 0.95 | 0.01 | 0.03 | 0.46 | 1.00 | 0.95 | 0.97 |
| VOO | 1.00 | 0.03 | 0.04 | 0.50 | 0.95 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.03 | 0.10 | 0.57 | 0.97 | 0.99 | 1.00 |