Traditional portfolio 60/40
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 40% |
VOO Vanguard 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 Traditional portfolio 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 every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 20, 2025, the Traditional portfolio 60/40 returned -4.68% Year-To-Date and 7.57% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Traditional portfolio 60/40 | -8.44% | -5.89% | -8.24% | 7.67% | 11.67% | 9.42% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -9.88% | -6.64% | -9.35% | 7.75% | 15.13% | 11.61% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.37% | -0.12% | 0.55% | 7.05% | -2.89% | 0.75% |
Monthly Returns
The table below presents the monthly returns of Traditional portfolio 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.47% | -0.83% | -4.95% | -5.20% | -8.44% | ||||||||
| 2024 | 1.40% | 4.25% | 2.97% | -3.90% | 4.63% | 3.29% | 1.36% | 2.27% | 2.08% | -1.23% | 5.34% | -2.33% | 21.56% |
| 2023 | 5.86% | -2.62% | 3.71% | 1.47% | 0.19% | 5.35% | 2.74% | -1.51% | -4.52% | -2.14% | 8.53% | 4.47% | 22.75% |
| 2022 | -4.76% | -2.56% | 2.53% | -8.10% | 0.32% | -7.10% | 8.15% | -4.08% | -8.48% | 6.52% | 5.21% | -5.09% | -17.71% |
| 2021 | -1.04% | 1.77% | 3.28% | 4.54% | 0.63% | 2.05% | 2.37% | 2.39% | -4.16% | 5.79% | -0.45% | 3.75% | 22.56% |
| 2020 | 0.68% | -5.76% | -8.71% | 9.50% | 3.68% | 1.42% | 4.73% | 5.22% | -2.91% | -2.30% | 8.65% | 2.95% | 16.61% |
| 2019 | 6.18% | 2.39% | 2.09% | 3.02% | -4.34% | 5.66% | 1.15% | -0.42% | 1.25% | 1.74% | 2.68% | 2.15% | 25.78% |
| 2018 | 3.81% | -3.12% | -1.67% | -0.02% | 2.10% | 0.63% | 2.66% | 2.75% | 0.20% | -5.48% | 1.76% | -6.30% | -3.24% |
| 2017 | 1.37% | 3.06% | 0.12% | 1.06% | 1.26% | 0.34% | 1.64% | 0.58% | 1.18% | 1.72% | 2.27% | 1.03% | 16.75% |
| 2016 | -2.59% | 0.30% | 4.77% | 0.20% | 1.22% | 1.11% | 2.69% | -0.20% | 0.09% | -1.71% | 1.49% | 1.49% | 9.02% |
| 2015 | -0.85% | 3.20% | -0.89% | 0.54% | 0.78% | -1.86% | 1.99% | -4.41% | -1.29% | 5.73% | 0.19% | -1.38% | 1.38% |
| 2014 | -1.62% | 3.29% | 0.46% | 0.73% | 2.16% | 1.42% | -1.05% | 3.37% | -1.29% | 2.16% | 2.34% | -0.18% | 12.26% |
Expense Ratio
Traditional portfolio 60/40 has an expense ratio of 0.08%, 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 Traditional portfolio 60/40 is 66, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.14 | 1.71 | 1.20 | 0.36 | 2.42 |
Dividends
Dividend yield
Traditional portfolio 60/40 provided a 2.33% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.33% | 2.19% | 2.04% | 1.80% | 1.08% | 1.36% | 1.96% | 2.13% | 1.80% | 1.93% | 2.02% | 1.93% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.66% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
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 Traditional portfolio 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 Traditional portfolio 60/40 was 25.82%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Traditional portfolio 60/40 drawdown is 7.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -23.22% | Dec 28, 2021 | 200 | Oct 12, 2022 | 298 | Dec 19, 2023 | 498 |
| -16.43% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -14.76% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -9.03% | Jul 25, 2011 | 11 | Aug 8, 2011 | 102 | Jan 3, 2012 | 113 |
Volatility
Volatility Chart
The current Traditional portfolio 60/40 volatility is 11.59%, 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
| IEF | VOO | |
|---|---|---|
| IEF | 1.00 | -0.24 |
| VOO | -0.24 | 1.00 |