60/40
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 40% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 60% |
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 Apr 10, 2007, corresponding to the inception date of BSV
Returns By Period
As of Jul 25, 2024, the 60/40 returned 9.43% Year-To-Date and 8.35% of annualized return in the last 10 years.
| 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 | 9.13% | -0.37% | 7.54% | 14.55% | 9.20% | 8.35% |
| Portfolio components: | ||||||
BSV Vanguard Short-Term Bond ETF | 1.89% | 1.02% | 2.00% | 5.47% | 1.20% | 1.49% |
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.60% |
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 | 1.07% | 2.88% | 2.17% | -2.70% | 3.37% | 2.39% | 9.13% | ||||||
| 2023 | 4.27% | -2.00% | 2.99% | 1.11% | 0.09% | 3.70% | 2.11% | -0.91% | -3.04% | -1.29% | 6.15% | 3.43% | 17.41% |
| 2022 | -3.57% | -1.96% | 1.39% | -5.63% | 0.45% | -5.15% | 5.91% | -3.05% | -6.35% | 4.76% | 3.97% | -3.59% | -12.99% |
| 2021 | -0.64% | 1.51% | 2.67% | 3.28% | 0.48% | 1.30% | 1.62% | 1.77% | -2.96% | 3.98% | -0.52% | 2.78% | 16.16% |
| 2020 | 0.33% | -4.35% | -7.09% | 7.88% | 3.18% | 1.19% | 3.70% | 4.29% | -2.38% | -1.55% | 6.58% | 2.37% | 13.87% |
| 2019 | 5.07% | 2.04% | 1.48% | 2.52% | -3.54% | 4.41% | 0.92% | -0.56% | 1.06% | 1.49% | 2.16% | 1.85% | 20.30% |
| 2018 | 3.18% | -2.34% | -1.56% | 0.22% | 1.61% | 0.37% | 2.25% | 2.09% | 0.31% | -4.12% | 1.23% | -4.72% | -1.83% |
| 2017 | 1.19% | 2.44% | 0.12% | 0.76% | 0.95% | 0.35% | 1.37% | 0.31% | 1.09% | 1.41% | 1.75% | 0.74% | 13.19% |
| 2016 | -2.66% | 0.08% | 4.10% | 0.27% | 0.94% | 0.61% | 2.27% | -0.03% | 0.07% | -1.15% | 1.80% | 1.26% | 7.67% |
| 2015 | -1.39% | 3.11% | -0.77% | 0.57% | 0.82% | -1.27% | 1.41% | -3.72% | -1.26% | 5.11% | 0.12% | -1.11% | 1.33% |
| 2014 | -1.91% | 2.76% | 0.38% | 0.52% | 1.56% | 1.24% | -0.90% | 2.50% | -0.89% | 1.57% | 1.77% | -0.21% | 8.58% |
| 2013 | 3.08% | 0.87% | 2.35% | 1.27% | 1.22% | -1.02% | 3.26% | -1.93% | 2.12% | 2.89% | 1.89% | 1.41% | 18.71% |
Expense Ratio
60/40 has an expense ratio of 0.07%, 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 risk-adjusted rank of 60/40 is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond ETF | 2.01 | 3.17 | 1.38 | 0.93 | 10.53 |
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
Dividends
Dividend yield
60/40 granted a 1.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 60/40 | 1.96% | 1.82% | 1.59% | 1.30% | 1.63% | 1.96% | 2.02% | 1.74% | 1.81% | 1.80% | 1.70% | 1.68% |
| Portfolio components: | ||||||||||||
BSV Vanguard Short-Term Bond ETF | 2.99% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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 34.77%, occurring on Mar 9, 2009. Recovery took 453 trading sessions.
The current 60/40 drawdown is 2.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.77% | Oct 10, 2007 | 355 | Mar 9, 2009 | 453 | Dec 22, 2010 | 808 |
| -20.6% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -17.51% | Dec 30, 2021 | 198 | Oct 12, 2022 | 294 | Dec 13, 2023 | 492 |
| -11.14% | Sep 21, 2018 | 65 | Dec 24, 2018 | 56 | Mar 18, 2019 | 121 |
| -10.93% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
Volatility
Volatility Chart
The current 60/40 volatility is 2.30%, 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
| BSV | SPY | |
|---|---|---|
| BSV | 1.00 | -0.16 |
| SPY | -0.16 | 1.00 |