Bond mix from JWAC 80/20 by grok

Asset Allocation

Position	Category/Sector	Target Weight
BNDX Vanguard Total International Bond ETF	Global Bonds	25%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	25%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	20%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	13.75%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	11.25%
USFR WisdomTree Floating Rate Treasury Fund	Government Bonds, Ultrashort Bond	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bond mix from JWAC 80/20 by grok, 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 9, 2026, the Bond mix from JWAC 80/20 by grok returned 0.52% Year-To-Date and 2.21% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Bond mix from JWAC 80/20 by grok	-0.05%	-0.36%	0.52%	0.75%	3.81%	4.56%	1.38%	2.21%
Portfolio components:
BNDX Vanguard Total International Bond ETF	-0.12%	-0.16%	0.37%	0.55%	1.86%	4.01%	0.25%	1.65%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	-0.10%	-0.67%	-0.06%	-0.06%	5.73%	4.95%	-0.28%	2.41%
USFR WisdomTree Floating Rate Treasury Fund	0.00%	0.29%	1.66%	1.98%	4.03%	4.74%	3.67%	2.41%
VCSH Vanguard Short-Term Corporate Bond ETF	0.03%	-0.26%	0.44%	0.92%	4.56%	5.56%	2.26%	2.66%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.05%	-0.87%	-0.78%	-0.42%	3.55%	3.40%	-0.07%	1.16%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	0.00%	-0.18%	1.76%	1.89%	4.64%	5.17%	3.37%	3.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 5, 2014, Bond mix from JWAC 80/20 by grok's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +2.9%, while the worst month was Sep 2022 at -3.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Bond mix from JWAC 80/20 by grok closed higher 54% of trading days. The best single day was Mar 23, 2020 with a return of +1.5%, while the worst single day was Mar 18, 2020 at -2.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.37%	1.06%	-1.18%	0.35%	0.38%	-0.45%							0.52%
2025	0.58%	1.30%	0.06%	0.97%	-0.18%	0.82%	-0.02%	0.97%	0.44%	0.47%	0.37%	-0.19%	5.73%
2024	0.05%	-0.75%	0.80%	-1.21%	1.02%	0.65%	1.76%	0.90%	1.17%	-1.23%	0.98%	-0.73%	3.41%
2023	2.10%	-1.61%	2.40%	0.39%	-0.57%	-0.20%	0.19%	-0.04%	-1.28%	-0.36%	2.92%	2.43%	6.40%
2022	-1.39%	-0.47%	-1.94%	-2.22%	0.43%	-1.53%	2.37%	-2.57%	-3.08%	0.18%	2.31%	-1.09%	-8.80%
2021	-0.36%	-0.94%	-0.32%	0.48%	0.36%	0.38%	1.14%	-0.22%	-0.68%	-0.09%	0.33%	-0.15%	-0.07%

Benchmark Metrics

Bond mix from JWAC 80/20 by grok has an annualized alpha of 2.10%, beta of 0.02, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 05, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (10.70%) than losses (8.45%) - typical of diversified or defensive assets.
Beta of 0.02 may look defensive, but with R2 of 0.02 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.02 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 2.10%

Beta: 0.02

R²: 0.02

Upside Capture: 10.70%

Downside Capture: 8.45%

Expense Ratio

Bond mix from JWAC 80/20 by grok 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.

LQD

iShares iBoxx $ Investment Grade Corporate Bond ETF

USFR

WisdomTree Floating Rate Treasury Fund

BNDX

Vanguard Total International Bond ETF

VCSH

Vanguard Short-Term Corporate Bond ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

Bond mix from JWAC 80/20 by grok ranks 26 for risk / return — below 26% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Bond mix from JWAC 80/20 by grok and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.61	1.94	-0.32
Sortino ratioReturn per unit of downside risk	2.40	2.63	-0.23
Omega ratioGain probability vs. loss probability	1.29	1.35	-0.06
Calmar ratioReturn relative to maximum drawdown	2.13	2.59	-0.45
Martin ratioReturn relative to average drawdown	7.18	11.84	-4.67
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BNDX Vanguard Total International Bond ETF	18	0.54	0.79	1.10	0.64	1.79
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	34	1.08	1.58	1.19	1.72	4.88
USFR WisdomTree Floating Rate Treasury Fund	100	14.95	50.64	13.43	203.42	787.83
VCSH Vanguard Short-Term Corporate Bond ETF	82	2.45	3.82	1.48	3.27	13.41
VGIT Vanguard Intermediate-Term Treasury ETF	31	1.08	1.64	1.19	1.26	3.66
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	95	3.12	5.31	1.66	6.66	26.11

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Bond mix from JWAC 80/20 by grok Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.61
5-Year: 0.36
10-Year: 0.66
All Time: 0.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.49, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Bond mix from JWAC 80/20 by grok compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Bond mix from JWAC 80/20 by grok provided a 4.12% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.12%	4.12%	3.76%	3.50%	3.17%	2.95%	1.65%	2.65%	2.63%	1.98%	1.68%	1.42%
Portfolio components:
BNDX Vanguard Total International Bond ETF	4.50%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	4.59%	4.48%	4.45%	3.99%	3.30%	2.30%	2.66%	3.29%	3.67%	3.10%	3.34%	3.47%
USFR WisdomTree Floating Rate Treasury Fund	3.91%	4.15%	5.17%	5.12%	1.78%	0.01%	0.40%	2.08%	1.67%	1.03%	0.29%	0.00%
VCSH Vanguard Short-Term Corporate Bond ETF	4.46%	4.35%	3.96%	3.09%	2.01%	1.81%	2.27%	2.87%	2.65%	2.26%	2.10%	2.08%
VGIT Vanguard Intermediate-Term Treasury ETF	3.88%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.59%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Bond mix from JWAC 80/20 by grok. 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 Bond mix from JWAC 80/20 by grok was 11.86%, occurring on Oct 20, 2022. Recovery took 472 trading sessions.

The current Bond mix from JWAC 80/20 by grok drawdown is 0.90%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-11.86%Oct 2022	1y 2mo	1y 10mo	3y 1moAug 2021 - Sep 2024
COVID crash2020	-6.96%Mar 2020	10d	2mo 23d	3mo 3dMar 2020 - Jun 2020
2016 pullback2016	-2.79%Dec 2016	5mo 7d	7mo 29d	1y 1moJul 2016 - Aug 2017
2015 pullback2015	-2.29%Jun 2015	1mo 21d	8mo 6d	9mo 27dApr 2015 - Feb 2016
2025 pullback2025	-1.94%Jan 2025	3mo 13d	1mo 13d	4mo 26dOct 2024 - Feb 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 5.02, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.16	1.11	1.13	1.21	1.22

The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Bond mix from JWAC 80/20 by grok correlation to the S&P 500 Index

Bond mix from JWAC 80/20 by grok has a 0.33 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014	0.03

Benchmark Correlations

Correlation vs. S&P 500 Index. LQD has the highest benchmark correlation at 0.16, while VGIT has the lowest at -0.14.

-0.14

0.01

0.02

0.06

0.12

0.16

Portfolio Correlations

Correlation vs. Bond mix from JWAC 80/20 by grok. VGIT has the highest portfolio correlation at 0.91, while USFR has the lowest at 0.03.

0.03

0.66

0.84

0.84

0.89

0.91

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	USFR	VTIP	BNDX	VCSH	LQD	VGIT
USFR	1.00	0.01	0.01	0.02	-0.01	0.01
VTIP	0.01	1.00	0.39	0.57	0.49	0.58
BNDX	0.01	0.39	1.00	0.61	0.68	0.70
VCSH	0.02	0.57	0.61	1.00	0.78	0.78
LQD	-0.01	0.49	0.68	0.78	1.00	0.78
VGIT	0.01	0.58	0.70	0.78	0.78	1.00

The correlation results are calculated based on daily price changes starting from Feb 5, 2014

Diversification Analysis

Find what Bond mix from JWAC 80/20 by grok is missing

See which holdings overlap, where Bond mix from JWAC 80/20 by grok is concentrated, and which low-correlation assets could fill the gaps.

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