comparison
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 35% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 20% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 10% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in comparison, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| comparison | 1.93% | 0.29% | 1.62% | 5.73% | N/A | N/A |
| Portfolio components: | ||||||
VGSH Vanguard Short-Term Treasury ETF | 1.95% | 0.75% | 2.33% | 6.15% | 1.17% | 1.48% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.20% | 0.86% | 1.77% | 7.25% | -0.96% | 1.18% |
VGLT Vanguard Long-Term Treasury ETF | 1.56% | -2.71% | -3.69% | 3.39% | -8.90% | -0.92% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.27% | 0.38% | 2.25% | 4.96% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of comparison, 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 | 0.44% | 1.27% | 0.28% | -0.06% | 1.93% | ||||||||
| 2024 | 0.16% | -0.53% | 0.45% | -0.97% | 0.98% | 0.70% | 1.40% | 0.91% | 0.86% | -1.06% | 0.57% | -0.53% | 2.92% |
| 2023 | 1.56% | -1.12% | 1.82% | 0.40% | -0.48% | -0.24% | 0.00% | 0.03% | -0.92% | -0.39% | 2.02% | 1.93% | 4.62% |
| 2022 | -0.94% | -0.39% | -1.58% | -1.58% | 0.16% | -0.42% | 0.80% | -1.22% | -1.78% | -0.64% | 1.48% | -0.19% | -6.17% |
| 2021 | -0.43% | -0.82% | -0.72% | 0.39% | 0.08% | 0.38% | 0.67% | -0.09% | -0.53% | -0.06% | 0.34% | -0.34% | -1.14% |
| 2020 | 0.11% | 0.06% | 0.55% | -0.59% | 0.12% | -0.46% | 0.20% | -0.09% | -0.11% |
Expense Ratio
comparison has an expense ratio of 0.04%, 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
With an overall rank of 94, comparison is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 3.80 | 6.53 | 1.88 | 6.41 | 18.76 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.69 | 2.59 | 1.31 | 0.62 | 4.02 |
VGLT Vanguard Long-Term Treasury ETF | 0.35 | 0.57 | 1.07 | 0.11 | 0.69 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.61 | 490.28 | 491.28 | 502.33 | 7,974.31 |
Dividends
Dividend yield
comparison provided a 4.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.31% | 4.42% | 3.74% | 1.54% | 0.76% | 1.29% | 1.49% | 1.31% | 0.97% | 0.90% | 0.91% | 0.74% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.71% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
VGLT Vanguard Long-Term Treasury ETF | 4.39% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.79% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the comparison. 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 comparison was 9.75%, occurring on Oct 24, 2022. Recovery took 470 trading sessions.
The current comparison drawdown is 0.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.75% | Aug 5, 2020 | 560 | Oct 24, 2022 | 470 | Sep 9, 2024 | 1030 |
| -1.82% | Sep 17, 2024 | 81 | Jan 13, 2025 | 30 | Feb 26, 2025 | 111 |
| -1.17% | Apr 7, 2025 | 5 | Apr 11, 2025 | — | — | — |
| -0.66% | Jun 1, 2020 | 5 | Jun 5, 2020 | 15 | Jun 26, 2020 | 20 |
| -0.35% | Mar 4, 2025 | 4 | Mar 7, 2025 | 15 | Mar 28, 2025 | 19 |
Volatility
Volatility Chart
The current comparison volatility is 0.96%, 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
| SGOV | VGLT | VGSH | VGIT | |
|---|---|---|---|---|
| SGOV | 1.00 | 0.03 | 0.11 | 0.04 |
| VGLT | 0.03 | 1.00 | 0.60 | 0.86 |
| VGSH | 0.11 | 0.60 | 1.00 | 0.86 |
| VGIT | 0.04 | 0.86 | 0.86 | 1.00 |