Bond funds
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jul 11, 2023, corresponding to the inception date of CALY
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Bond funds | 2.29% | -0.78% | 0.58% | 5.40% | N/A | N/A |
| Portfolio components: | ||||||
EDV Vanguard Extended Duration Treasury ETF | -3.13% | -4.98% | -11.58% | -4.39% | -13.90% | -1.89% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 3.36% | 0.31% | 1.73% | 7.78% | 0.77% | 2.95% |
BSV Vanguard Short-Term Bond ETF | 2.66% | -0.23% | 2.61% | 6.51% | 1.06% | 1.79% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 1.75% | 0.42% | 2.20% | 4.76% | 2.86% | 1.99% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.75% | 0.35% | 2.15% | 4.82% | 2.74% | N/A |
IEF iShares 7-10 Year Treasury Bond ETF | 3.58% | -1.24% | 1.24% | 6.23% | -2.84% | 0.96% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.43% | -0.73% | 2.60% | 6.84% | -0.59% | 1.36% |
TUA Simplify Short Term Treasury Futures Strategy ETF | 4.07% | -2.88% | 3.06% | 8.54% | N/A | N/A |
BND Vanguard Total Bond Market ETF | 2.49% | -0.67% | 0.77% | 5.82% | -1.00% | 1.54% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.53% | -0.82% | 2.37% | 6.83% | -0.96% | 1.36% |
BNDX Vanguard Total International Bond ETF | 1.66% | 0.01% | 0.88% | 6.64% | 0.05% | 2.09% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.51% | -0.38% | 3.40% | 6.78% | 3.88% | 2.85% |
VGLT Vanguard Long-Term Treasury ETF | 0.73% | -2.95% | -4.83% | 1.50% | -8.62% | -0.25% |
SCHP Schwab U.S. TIPS ETF | 3.55% | -0.74% | 1.97% | 5.96% | 1.56% | 2.53% |
PCY Invesco Emerging Markets Sovereign Debt ETF | 2.69% | 0.71% | -1.51% | 5.22% | 0.72% | 1.98% |
IAGG iShares Core International Aggregate Bond ETF | 1.88% | 0.08% | 1.43% | 7.15% | 0.68% | N/A |
CALY Blackrock Short-Term California Muni Bond ETF | 1.19% | 0.40% | 1.11% | 3.41% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Bond funds, 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 | 0.64% | 2.12% | -0.14% | 0.46% | -0.78% | 2.29% | |||||||
| 2024 | -0.36% | -1.04% | 0.72% | -2.24% | 1.49% | 0.82% | 2.16% | 1.34% | 1.34% | -2.25% | 0.97% | -1.67% | 1.15% |
| 2023 | 0.77% | -0.66% | -2.46% | -1.25% | 4.09% | 3.63% | 4.02% |
Expense Ratio
Bond funds has an expense ratio of 0.11%, 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 Bond funds is 59, 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.
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Dividends
Dividend yield
Bond funds provided a 4.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.11% | 4.14% | 3.52% | 2.72% | 1.89% | 1.72% | 2.22% | 2.23% | 1.83% | 1.84% | 1.60% | 1.56% |
| Portfolio components: | ||||||||||||
EDV Vanguard Extended Duration Treasury ETF | 4.90% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.46% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% |
BSV Vanguard Short-Term Bond ETF | 3.55% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.68% | 5.17% | 5.12% | 1.78% | 0.02% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.69% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.71% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.23% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% |
TUA Simplify Short Term Treasury Futures Strategy ETF | 4.55% | 5.19% | 4.83% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.74% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.73% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
BNDX Vanguard Total International Bond ETF | 4.26% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
VGLT Vanguard Long-Term Treasury ETF | 4.45% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
SCHP Schwab U.S. TIPS ETF | 3.27% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% |
PCY Invesco Emerging Markets Sovereign Debt ETF | 6.66% | 6.65% | 6.48% | 6.81% | 4.80% | 4.45% | 4.78% | 4.93% | 4.80% | 5.19% | 5.46% | 4.58% |
IAGG iShares Core International Aggregate Bond ETF | 4.20% | 4.28% | 3.55% | 2.28% | 1.16% | 1.95% | 2.82% | 3.02% | 1.74% | 1.56% | 0.13% | 0.00% |
CALY Blackrock Short-Term California Muni Bond ETF | 2.97% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Bond funds. 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 funds was 5.64%, occurring on Oct 19, 2023. Recovery took 32 trading sessions.
The current Bond funds drawdown is 1.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.64% | Jul 20, 2023 | 65 | Oct 19, 2023 | 32 | Dec 5, 2023 | 97 |
| -4.55% | Sep 17, 2024 | 81 | Jan 13, 2025 | — | — | — |
| -3.5% | Dec 28, 2023 | 82 | Apr 25, 2024 | 52 | Jul 11, 2024 | 134 |
| -1.04% | Aug 5, 2024 | 4 | Aug 8, 2024 | 8 | Aug 20, 2024 | 12 |
| -0.81% | Jul 17, 2024 | 6 | Jul 24, 2024 | 4 | Jul 30, 2024 | 10 |
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 17 assets, with an effective number of assets of 17.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | USFR | SGOV | CALY | VTIP | PCY | TUA | IAGG | BNDX | EDV | BSV | SCHP | VGLT | IEI | VCIT | VGIT | IEF | BND | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.04 | 0.09 | 0.14 | 0.51 | 0.02 | 0.22 | 0.18 | 0.18 | 0.13 | 0.21 | 0.17 | 0.11 | 0.29 | 0.12 | 0.15 | 0.22 | 0.22 |
| USFR | 0.00 | 1.00 | 0.28 | 0.10 | 0.01 | -0.04 | -0.02 | -0.05 | -0.06 | -0.09 | -0.02 | -0.06 | -0.09 | -0.04 | -0.06 | -0.05 | -0.07 | -0.06 | -0.06 |
| SGOV | 0.04 | 0.28 | 1.00 | 0.09 | 0.05 | 0.05 | 0.06 | 0.08 | 0.07 | 0.02 | 0.12 | 0.02 | 0.03 | 0.07 | 0.07 | 0.07 | 0.04 | 0.06 | 0.06 |
| CALY | 0.09 | 0.10 | 0.09 | 1.00 | 0.25 | 0.25 | 0.32 | 0.34 | 0.32 | 0.32 | 0.36 | 0.31 | 0.35 | 0.37 | 0.37 | 0.38 | 0.37 | 0.38 | 0.38 |
| VTIP | 0.14 | 0.01 | 0.05 | 0.25 | 1.00 | 0.54 | 0.80 | 0.60 | 0.63 | 0.56 | 0.83 | 0.84 | 0.62 | 0.82 | 0.73 | 0.80 | 0.75 | 0.73 | 0.74 |
| PCY | 0.51 | -0.04 | 0.05 | 0.25 | 0.54 | 1.00 | 0.48 | 0.66 | 0.66 | 0.75 | 0.62 | 0.71 | 0.76 | 0.66 | 0.82 | 0.69 | 0.73 | 0.79 | 0.81 |
| TUA | 0.02 | -0.02 | 0.06 | 0.32 | 0.80 | 0.48 | 1.00 | 0.63 | 0.66 | 0.57 | 0.94 | 0.73 | 0.64 | 0.91 | 0.75 | 0.88 | 0.81 | 0.77 | 0.76 |
| IAGG | 0.22 | -0.05 | 0.08 | 0.34 | 0.60 | 0.66 | 0.63 | 1.00 | 0.93 | 0.78 | 0.73 | 0.76 | 0.81 | 0.79 | 0.79 | 0.81 | 0.82 | 0.82 | 0.85 |
| BNDX | 0.18 | -0.06 | 0.07 | 0.32 | 0.63 | 0.66 | 0.66 | 0.93 | 1.00 | 0.79 | 0.75 | 0.77 | 0.82 | 0.81 | 0.81 | 0.83 | 0.85 | 0.83 | 0.86 |
| EDV | 0.18 | -0.09 | 0.02 | 0.32 | 0.56 | 0.75 | 0.57 | 0.78 | 0.79 | 1.00 | 0.71 | 0.83 | 0.99 | 0.80 | 0.87 | 0.84 | 0.91 | 0.92 | 0.94 |
| BSV | 0.13 | -0.02 | 0.12 | 0.36 | 0.83 | 0.62 | 0.94 | 0.73 | 0.75 | 0.71 | 1.00 | 0.83 | 0.77 | 0.97 | 0.89 | 0.95 | 0.91 | 0.89 | 0.88 |
| SCHP | 0.21 | -0.06 | 0.02 | 0.31 | 0.84 | 0.71 | 0.73 | 0.76 | 0.77 | 0.83 | 0.83 | 1.00 | 0.87 | 0.88 | 0.88 | 0.89 | 0.90 | 0.90 | 0.92 |
| VGLT | 0.17 | -0.09 | 0.03 | 0.35 | 0.62 | 0.76 | 0.64 | 0.81 | 0.82 | 0.99 | 0.77 | 0.87 | 1.00 | 0.86 | 0.91 | 0.89 | 0.95 | 0.96 | 0.97 |
| IEI | 0.11 | -0.04 | 0.07 | 0.37 | 0.82 | 0.66 | 0.91 | 0.79 | 0.81 | 0.80 | 0.97 | 0.88 | 0.86 | 1.00 | 0.92 | 0.99 | 0.97 | 0.94 | 0.94 |
| VCIT | 0.29 | -0.06 | 0.07 | 0.37 | 0.73 | 0.82 | 0.75 | 0.79 | 0.81 | 0.87 | 0.89 | 0.88 | 0.91 | 0.92 | 1.00 | 0.93 | 0.95 | 0.97 | 0.96 |
| VGIT | 0.12 | -0.05 | 0.07 | 0.38 | 0.80 | 0.69 | 0.88 | 0.81 | 0.83 | 0.84 | 0.95 | 0.89 | 0.89 | 0.99 | 0.93 | 1.00 | 0.98 | 0.96 | 0.96 |
| IEF | 0.15 | -0.07 | 0.04 | 0.37 | 0.75 | 0.73 | 0.81 | 0.82 | 0.85 | 0.91 | 0.91 | 0.90 | 0.95 | 0.97 | 0.95 | 0.98 | 1.00 | 0.98 | 0.98 |
| BND | 0.22 | -0.06 | 0.06 | 0.38 | 0.73 | 0.79 | 0.77 | 0.82 | 0.83 | 0.92 | 0.89 | 0.90 | 0.96 | 0.94 | 0.97 | 0.96 | 0.98 | 1.00 | 0.99 |
| Portfolio | 0.22 | -0.06 | 0.06 | 0.38 | 0.74 | 0.81 | 0.76 | 0.85 | 0.86 | 0.94 | 0.88 | 0.92 | 0.97 | 0.94 | 0.96 | 0.96 | 0.98 | 0.99 | 1.00 |