My Betterment ActiveBeta
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 7, 2017, corresponding to the inception date of GHYB
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
| My Betterment ActiveBeta | 4.83% | 5.46% | 1.91% | 11.78% | 12.16% | N/A |
| Portfolio components: | ||||||
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 0.69% | 6.59% | -2.25% | 12.20% | 14.78% | N/A |
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | -4.88% | 6.33% | -12.55% | 3.62% | 12.29% | N/A |
GSIE Goldman Sachs ActiveBeta International Equity ETF | 17.25% | 4.70% | 14.96% | 15.33% | 11.32% | N/A |
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF | 9.74% | 5.75% | 8.52% | 9.58% | 6.55% | N/A |
MUB iShares National AMT-Free Muni Bond ETF | -1.46% | -0.07% | -2.56% | 1.27% | 0.34% | 1.93% |
GHYB Goldman Sachs Access High Yield Corporate Bond ETF | 3.09% | 1.53% | 2.41% | 9.61% | 4.58% | N/A |
GIGB Goldman Sachs Access Investment Grade Corporate Bond ETF | 1.66% | -0.63% | 0.01% | 5.07% | -0.37% | N/A |
EMBUX VanEck Emerging Markets Bond Fund | 6.54% | 1.82% | 5.21% | 9.08% | 5.73% | 2.98% |
Monthly Returns
The table below presents the monthly returns of My Betterment ActiveBeta, 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 | 2.89% | -0.16% | -3.26% | 0.48% | 4.98% | 4.83% | |||||||
| 2024 | 0.48% | 4.01% | 2.95% | -3.75% | 4.19% | 1.47% | 2.36% | 2.19% | 1.94% | -2.14% | 4.61% | -3.35% | 15.52% |
| 2023 | 6.62% | -2.65% | 2.61% | 1.33% | -1.44% | 5.57% | 3.15% | -2.43% | -3.97% | -2.65% | 8.23% | 5.04% | 20.10% |
| 2022 | -5.23% | -2.63% | 1.49% | -7.25% | 0.55% | -7.57% | 6.97% | -4.13% | -8.77% | 6.57% | 7.48% | -4.09% | -17.03% |
| 2021 | -0.05% | 1.55% | 3.01% | 3.91% | 1.41% | 1.75% | 1.20% | 2.19% | -4.17% | 4.80% | -1.59% | 3.93% | 19.07% |
| 2020 | -0.73% | -7.01% | -12.48% | 9.10% | 5.26% | 1.94% | 4.96% | 4.95% | -2.42% | -2.08% | 10.55% | 4.18% | 14.65% |
| 2019 | 7.63% | 2.56% | 1.13% | 3.20% | -5.37% | 5.98% | 0.57% | -1.51% | 1.78% | 2.31% | 2.51% | 2.75% | 25.50% |
| 2018 | 4.87% | -3.57% | -0.83% | 0.24% | 1.37% | -0.26% | 2.76% | 1.54% | 0.21% | -7.15% | 1.40% | -6.92% | -6.86% |
| 2017 | 1.73% | 1.95% | 2.25% | 1.42% | 7.55% |
Expense Ratio
My Betterment ActiveBeta has an expense ratio of 0.17%, 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 My Betterment ActiveBeta is 54, 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 | |
|---|---|---|---|---|---|
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 0.63 | 1.05 | 1.15 | 0.69 | 2.63 |
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | 0.15 | 0.44 | 1.05 | 0.17 | 0.47 |
GSIE Goldman Sachs ActiveBeta International Equity ETF | 0.87 | 1.44 | 1.20 | 1.25 | 4.07 |
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF | 0.51 | 0.88 | 1.11 | 0.45 | 1.71 |
MUB iShares National AMT-Free Muni Bond ETF | 0.27 | 0.35 | 1.05 | 0.25 | 0.74 |
GHYB Goldman Sachs Access High Yield Corporate Bond ETF | 1.66 | 2.46 | 1.36 | 2.06 | 11.17 |
GIGB Goldman Sachs Access Investment Grade Corporate Bond ETF | 0.81 | 1.09 | 1.14 | 0.40 | 2.20 |
EMBUX VanEck Emerging Markets Bond Fund | 1.75 | 2.57 | 1.32 | 1.60 | 4.05 |
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Dividends
Dividend yield
My Betterment ActiveBeta provided a 1.92% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.92% | 2.01% | 2.06% | 2.20% | 1.66% | 1.29% | 2.13% | 2.22% | 1.93% | 1.74% | 0.51% | 0.28% |
| Portfolio components: | ||||||||||||
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 1.13% | 1.11% | 1.38% | 1.61% | 1.06% | 1.02% | 1.54% | 1.89% | 1.69% | 1.69% | 0.36% | 0.00% |
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | 1.46% | 1.42% | 1.33% | 1.31% | 1.01% | 0.78% | 1.24% | 1.21% | 0.73% | 0.00% | 0.00% | 0.00% |
GSIE Goldman Sachs ActiveBeta International Equity ETF | 2.65% | 3.11% | 2.87% | 3.01% | 2.40% | 1.24% | 2.80% | 2.68% | 2.31% | 2.15% | 0.13% | 0.00% |
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF | 2.35% | 2.58% | 2.97% | 2.96% | 3.00% | 1.47% | 3.13% | 2.08% | 1.81% | 1.98% | 0.25% | 0.00% |
MUB iShares National AMT-Free Muni Bond ETF | 3.15% | 3.01% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% | 2.73% |
GHYB Goldman Sachs Access High Yield Corporate Bond ETF | 6.91% | 6.65% | 6.20% | 5.67% | 4.46% | 4.75% | 5.57% | 5.68% | 1.45% | 0.00% | 0.00% | 0.00% |
GIGB Goldman Sachs Access Investment Grade Corporate Bond ETF | 4.66% | 4.45% | 3.67% | 3.12% | 2.25% | 2.62% | 3.22% | 3.31% | 1.55% | 0.00% | 0.00% | 0.00% |
EMBUX VanEck Emerging Markets Bond Fund | 8.33% | 8.22% | 6.89% | 8.21% | 5.51% | 6.57% | 7.89% | 7.25% | 7.66% | 3.94% | 6.84% | 6.61% |
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 My Betterment ActiveBeta. 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 My Betterment ActiveBeta was 32.05%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current My Betterment ActiveBeta drawdown is 0.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.05% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -24.72% | Jan 5, 2022 | 186 | Sep 30, 2022 | 330 | Jan 25, 2024 | 516 |
| -16.72% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -14.99% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
| -8.72% | Jan 29, 2018 | 9 | Feb 8, 2018 | 140 | Aug 29, 2018 | 149 |
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 8 assets, with an effective number of assets of 2.77, 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
| ^GSPC | MUB | GIGB | EMBUX | GEM | GSSC | GHYB | GSIE | GSLC | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.21 | 0.32 | 0.67 | 0.78 | 0.69 | 0.79 | 0.99 | 0.97 |
| MUB | 0.07 | 1.00 | 0.67 | 0.29 | 0.06 | 0.04 | 0.27 | 0.10 | 0.08 | 0.10 |
| GIGB | 0.21 | 0.67 | 1.00 | 0.33 | 0.16 | 0.17 | 0.45 | 0.23 | 0.23 | 0.25 |
| EMBUX | 0.32 | 0.29 | 0.33 | 1.00 | 0.44 | 0.29 | 0.42 | 0.45 | 0.32 | 0.40 |
| GEM | 0.67 | 0.06 | 0.16 | 0.44 | 1.00 | 0.57 | 0.54 | 0.76 | 0.66 | 0.76 |
| GSSC | 0.78 | 0.04 | 0.17 | 0.29 | 0.57 | 1.00 | 0.62 | 0.71 | 0.79 | 0.83 |
| GHYB | 0.69 | 0.27 | 0.45 | 0.42 | 0.54 | 0.62 | 1.00 | 0.65 | 0.69 | 0.72 |
| GSIE | 0.79 | 0.10 | 0.23 | 0.45 | 0.76 | 0.71 | 0.65 | 1.00 | 0.79 | 0.90 |
| GSLC | 0.99 | 0.08 | 0.23 | 0.32 | 0.66 | 0.79 | 0.69 | 0.79 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.10 | 0.25 | 0.40 | 0.76 | 0.83 | 0.72 | 0.90 | 0.97 | 1.00 |