50% VFV, 25% VDY and 25% XIU

The chart shows the growth of an initial investment of $10,000 in 50% VFV, 25% VDY and 25% XIU, 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 year.

As of Apr 10, 2026, the 50% VFV, 25% VDY and 25% XIU returned 3.68% Year-To-Date and 13.61% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 9, 2012, 50% VFV, 25% VDY and 25% XIU's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 50% VFV, 25% VDY and 25% XIU closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -11.6%.

50% VFV, 25% VDY and 25% XIU has an annualized alpha of 0.56%, beta of 0.91, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since November 09, 2012.

• This portfolio participated in 92.59% of S&P 500 Index downside but only 91.45% of its upside — more exposed to losses than it benefited from rallies.
• With beta of 0.91 and R² of 0.86, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

50% VFV, 25% VDY and 25% XIU has an expense ratio of 0.15%, 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.

50% VFV, 25% VDY and 25% XIU ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

50% VFV, 25% VDY and 25% XIU Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 3.34
• 5-Year: 0.85
• 10-Year: 0.78
• All Time: 0.72

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 1.86 to 2.86, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 50% VFV, 25% VDY and 25% XIU compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

50% VFV, 25% VDY and 25% XIU provided a 1.83% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 50% VFV, 25% VDY and 25% XIU. 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 50% VFV, 25% VDY and 25% XIU was 38.40%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current 50% VFV, 25% VDY and 25% XIU drawdown is 1.09%.

The chart below shows the rolling one-month volatility.