Balanced portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced portfolio, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 18, 2025, the Balanced portfolio returned -4.16% Year-To-Date and 10.05% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Balanced portfolio | -4.16% | -4.07% | -4.80% | 10.57% | 13.59% | 10.05% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 26.50% | 9.36% | 23.19% | 39.61% | 14.30% | 10.50% |
XLU Utilities Select Sector SPDR Fund | 3.48% | -0.42% | -3.08% | 25.07% | 8.51% | 9.21% |
IJR iShares Core S&P Small-Cap ETF | -16.17% | -8.41% | -17.74% | -3.77% | 11.94% | 6.56% |
VT Vanguard Total World Stock ETF | -5.05% | -5.30% | -6.34% | 7.35% | 12.60% | 8.17% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.13% | -10.14% | 4.46% | 12.75% | 10.25% |
VUG Vanguard Growth ETF | -14.09% | -5.56% | -9.40% | 6.62% | 15.57% | 13.51% |
Monthly Returns
The table below presents the monthly returns of Balanced portfolio, 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 | 3.07% | -0.54% | -2.80% | -3.81% | -4.16% | ||||||||
| 2024 | -0.04% | 4.12% | 3.64% | -2.96% | 4.62% | 1.73% | 2.69% | 2.21% | 2.56% | -0.88% | 4.31% | -2.98% | 20.30% |
| 2023 | 7.06% | -3.07% | 3.67% | 0.88% | -0.48% | 5.13% | 3.57% | -2.42% | -4.75% | -1.68% | 8.33% | 4.90% | 22.12% |
| 2022 | -5.13% | -1.86% | 2.63% | -7.84% | 0.12% | -7.35% | 7.00% | -3.81% | -9.00% | 5.67% | 7.14% | -4.30% | -17.12% |
| 2021 | -0.46% | 1.60% | 3.36% | 4.34% | 1.55% | 0.87% | 1.36% | 2.36% | -4.25% | 5.23% | -1.64% | 3.96% | 19.41% |
| 2020 | 0.27% | -6.85% | -12.04% | 10.98% | 5.11% | 2.72% | 6.39% | 5.54% | -3.29% | -1.26% | 9.98% | 4.74% | 21.59% |
| 2019 | 7.43% | 2.94% | 1.14% | 3.17% | -5.35% | 6.59% | 0.69% | -0.51% | 1.60% | 2.37% | 2.10% | 3.23% | 27.88% |
| 2018 | 4.86% | -3.95% | -1.05% | 0.22% | 1.49% | -0.12% | 2.40% | 1.71% | 0.03% | -6.52% | 1.61% | -6.27% | -6.11% |
| 2017 | 2.72% | 3.22% | 0.98% | 1.54% | 1.80% | 0.01% | 2.41% | 0.89% | 1.44% | 2.15% | 2.20% | 1.05% | 22.40% |
| 2016 | -3.88% | 0.86% | 6.58% | 0.77% | 0.47% | 1.35% | 3.74% | -0.43% | 0.64% | -2.13% | 0.68% | 1.63% | 10.37% |
| 2015 | -0.64% | 4.03% | -1.81% | 1.76% | 0.67% | -2.17% | 0.57% | -5.23% | -2.67% | 6.91% | -0.58% | -1.88% | -1.58% |
| 2014 | -2.98% | 5.16% | -0.02% | 0.68% | 1.53% | 2.77% | -2.34% | 3.08% | -3.01% | 1.72% | 1.55% | -0.80% | 7.21% |
Expense Ratio
Balanced portfolio 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 Balanced portfolio is 68, 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
XLU Utilities Select Sector SPDR Fund | 1.62 | 2.17 | 1.29 | 2.09 | 6.87 |
IJR iShares Core S&P Small-Cap ETF | -0.20 | -0.12 | 0.98 | -0.16 | -0.55 |
VT Vanguard Total World Stock ETF | 0.40 | 0.68 | 1.10 | 0.42 | 2.02 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
VUG Vanguard Growth ETF | 0.23 | 0.49 | 1.07 | 0.25 | 0.93 |
Dividends
Dividend yield
Balanced portfolio provided a 1.80% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.80% | 1.68% | 1.74% | 1.80% | 1.50% | 1.49% | 1.87% | 2.08% | 1.77% | 1.99% | 2.04% | 1.94% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.93% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
IJR iShares Core S&P Small-Cap ETF | 2.45% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% |
VT Vanguard Total World Stock ETF | 2.03% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VUG Vanguard Growth ETF | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
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 Balanced portfolio. 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 Balanced portfolio was 30.80%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.
The current Balanced portfolio drawdown is 9.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 89 | Jul 29, 2020 | 112 |
| -24.2% | Jan 4, 2022 | 197 | Oct 14, 2022 | 296 | Dec 19, 2023 | 493 |
| -16.05% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
| -15.45% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -14.1% | May 19, 2015 | 170 | Jan 20, 2016 | 118 | Jul 8, 2016 | 288 |
Volatility
Volatility Chart
The current Balanced portfolio volatility is 11.63%, 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.
Diversification
Asset Correlations Table
| IAU | XLU | VUG | IJR | SCHD | VT | |
|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.14 | 0.05 | 0.03 | 0.03 | 0.12 |
| XLU | 0.14 | 1.00 | 0.33 | 0.33 | 0.49 | 0.39 |
| VUG | 0.05 | 0.33 | 1.00 | 0.72 | 0.70 | 0.89 |
| IJR | 0.03 | 0.33 | 0.72 | 1.00 | 0.80 | 0.82 |
| SCHD | 0.03 | 0.49 | 0.70 | 0.80 | 1.00 | 0.83 |
| VT | 0.12 | 0.39 | 0.89 | 0.82 | 0.83 | 1.00 |