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70-30 Vanguard

Last updated Sep 23, 2023

Asset Allocation


BND 30%VTI 70%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market30%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities70%

Performance

The chart shows the growth of an initial investment of $10,000 in 70-30 Vanguard, 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 Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.55%
8.61%
70-30 Vanguard
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the 70-30 Vanguard returned 9.11% Year-To-Date and 8.42% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
70-30 Vanguard-1.03%5.41%9.11%12.59%6.91%8.43%
VTI
Vanguard Total Stock Market ETF
-1.24%9.30%13.03%17.85%9.17%11.25%
BND
Vanguard Total Bond Market ETF
-0.60%-3.51%0.08%0.78%0.32%1.18%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BNDVTI
BND1.00-0.20
VTI-0.201.00

Sharpe Ratio

The current 70-30 Vanguard Sharpe ratio is 0.74. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.74

The Sharpe ratio of 70-30 Vanguard lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.74
0.81
70-30 Vanguard
Benchmark (^GSPC)
Portfolio components

Dividend yield

70-30 Vanguard granted a 2.00% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
70-30 Vanguard2.00%1.97%1.49%1.75%2.21%2.49%2.20%2.40%2.52%2.48%2.52%3.09%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
BND
Vanguard Total Bond Market ETF
3.01%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%

Expense Ratio

The 70-30 Vanguard has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTI
Vanguard Total Stock Market ETF
0.82
BND
Vanguard Total Bond Market ETF
-0.07

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.39%
-9.93%
70-30 Vanguard
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 70-30 Vanguard. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 70-30 Vanguard is 40.83%, recorded on Mar 9, 2009. It took 452 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.83%Oct 10, 2007355Mar 9, 2009452Dec 21, 2010807
-25.17%Feb 20, 202023Mar 23, 202083Jul 21, 2020106
-22.45%Dec 28, 2021202Oct 14, 2022
-13.68%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-13.19%Jul 8, 201161Oct 3, 201178Jan 25, 2012139

Volatility Chart

The current 70-30 Vanguard volatility is 2.63%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.63%
3.41%
70-30 Vanguard
Benchmark (^GSPC)
Portfolio components