Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Analysis Results (Jan 2020 - Oct 2020)

Portfolio Allocations

Vanguard Conservative
Ticker Name Allocation
VFIJX Vanguard GNMA Adm 7.00%
VFISX Vanguard Short-Term Treasury Inv 11.00%
VBILX Vanguard Interm-Term Bond Index Adm 12.00%
VWIAX Vanguard Wellesley Income Admiral 15.00%
VWELX Vanguard Wellington Inv 10.00%
VGSTX Vanguard STAR Inv 3.00%
VGWAX Vanguard Global Wellington Admiral 5.00%
IAU iShares Gold Trust 5.00%
VTABX Vanguard Total Intl Bd Idx Admiral 5.00%
PRSNX T. Rowe Price Global Multi-Sector Bd Inv 5.00%
VEMBX Vanguard Emerging Markets Bond Investor 4.00%
VMNVX Vanguard Global Minimum Volatility Admr 5.00%
VEMAX Vanguard Emerging Mkts Stock Idx Adm 4.00%
VPGDX Vanguard Managed Allocation Investor 9.00%
Save portfolio »
Fidelity Conservative
Ticker Name Allocation
IAU iShares Gold Trust 5.00%
FUMBX Fidelity Shrt-Term Trs Bd Index 5.00%
CASHX Cash 5.00%
FIKFX Fidelity Freedom Index Income Investor 15.00%
FMSDX Fidelity Multi-Asset Income 10.00%
FIGFX Fidelity International Growth 5.00%
FIREX Fidelity Intl Real Estate 5.00%
FRIFX Fidelity Real Estate Income 5.00%
FTHRX Fidelity Intermediate Bond 5.00%
FXNAX Fidelity US Bond Index 5.00%
FGOVX Fidelity Government Income 10.00%
FWRLX Fidelity Select Wireless 5.00%
FDEGX Fidelity Growth Strategies 5.00%
FGBFX Fidelity Global Credit 5.00%
FEMSX Fidelity Series Emerging Markets Opps 5.00%
FIPDX Fidelity Inflation-Prot Bd Index 5.00%
Save portfolio »
Fidelity Moderate
Ticker Name Allocation
IAU iShares Gold Trust 6.00%
FUMBX Fidelity Shrt-Term Trs Bd Index 10.00%
CASHX Cash 8.00%
DODIX Dodge&Cox Income 20.00%
FIKFX Fidelity Freedom Index Income Investor 6.00%
FMSDX Fidelity Multi-Asset Income 4.00%
FSDIX Fidelity Strategic Dividend&Income 4.00%
FDGRX Fidelity Growth Company 5.00%
BGAFX Baron Global Advantage Retail 7.00%
FPHAX Fidelity Select Pharmaceuticals Port 6.00%
FEMKX Fidelity Emerging Markets 5.00%
FIGFX Fidelity International Growth 5.00%
FIREX Fidelity Intl Real Estate 4.00%
FRIFX Fidelity Real Estate Income 6.00%
ICLN iShares Global Clean Energy ETF 4.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceReturnStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Vanguard Conservative$1,000,000$1,028,868 2.89% 10.07%2.89%2.89%-7.64% 0.330.470.95
Fidelity Conservative$1,000,000$1,050,433 5.04% 10.23%5.04%5.04%-7.02% 0.570.870.95
Fidelity Moderate$1,000,000$1,118,587 11.86% 13.37%11.86%11.86%-8.50% 1.031.680.97
Vanguard Wellesley Income Admiral$1,000,000$1,014,521 1.45% 11.21%1.45%1.45%-8.58% 0.160.230.94
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard GNMA Adm (VFIJX)Vanguard Short-Term Treasury Inv (VFISX)Vanguard Interm-Term Bond Index Adm (VBILX)Vanguard Wellesley Income Admiral (VWIAX)Vanguard Wellington Inv (VWELX)Vanguard STAR Inv (VGSTX)Vanguard Global Wellington Admiral (VGWAX)iShares Gold Trust (IAU)Vanguard Total Intl Bd Idx Admiral (VTABX)T. Rowe Price Global Multi-Sector Bd Inv (PRSNX)Vanguard Emerging Markets Bond Investor (VEMBX)Vanguard Global Minimum Volatility Admr (VMNVX)Vanguard Emerging Mkts Stock Idx Adm (VEMAX)Vanguard Managed Allocation Investor (VPGDX)Fidelity Shrt-Term Trs Bd Index (FUMBX)Cash (CASHX)Fidelity Freedom Index Income Investor (FIKFX)Fidelity Multi-Asset Income (FMSDX)Fidelity International Growth (FIGFX)Fidelity Intl Real Estate (FIREX)Fidelity Real Estate Income (FRIFX)Fidelity Intermediate Bond (FTHRX)Fidelity US Bond Index (FXNAX)Fidelity Government Income (FGOVX)Fidelity Select Wireless (FWRLX)Fidelity Growth Strategies (FDEGX)Fidelity Global Credit (FGBFX)Fidelity Series Emerging Markets Opps (FEMSX)Fidelity Inflation-Prot Bd Index (FIPDX)Dodge&Cox Income (DODIX)Fidelity Strategic Dividend&Income (FSDIX)Fidelity Growth Company (FDGRX)Baron Global Advantage Retail (BGAFX)Fidelity Select Pharmaceuticals Port (FPHAX)Fidelity Emerging Markets (FEMKX)iShares Global Clean Energy ETF (ICLN)
Vanguard ConservativeFidelity ConservativeFidelity ModerateVanguard Wellesley Income AdmiralVanguard ConservativeFidelity ConservativeFidelity ModerateVanguard Wellesley Income Admiral
20201.29%2.89%5.04%11.86%1.45%$1,028,868$1,050,433$1,118,587$1,014,5213.29%3.76%8.33%1.45%0.71%6.80%-4.56%23.38%3.91%4.51%8.22%-12.07%0.51%-3.97%4.19%0.43%4.32%3.74%1.69%-8.26%-9.99%6.02%6.44%6.57%13.99%11.73%5.04%4.22%8.39%6.73%-2.65%41.71%51.64%0.89%15.16%67.19%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard GNMA Adm (VFIJX)Vanguard Short-Term Treasury Inv (VFISX)Vanguard Interm-Term Bond Index Adm (VBILX)Vanguard Wellesley Income Admiral (VWIAX)Vanguard Wellington Inv (VWELX)Vanguard STAR Inv (VGSTX)Vanguard Global Wellington Admiral (VGWAX)iShares Gold Trust (IAU)Vanguard Total Intl Bd Idx Admiral (VTABX)T. Rowe Price Global Multi-Sector Bd Inv (PRSNX)Vanguard Emerging Markets Bond Investor (VEMBX)Vanguard Global Minimum Volatility Admr (VMNVX)Vanguard Emerging Mkts Stock Idx Adm (VEMAX)Vanguard Managed Allocation Investor (VPGDX)Fidelity Shrt-Term Trs Bd Index (FUMBX)Cash (CASHX)Fidelity Freedom Index Income Investor (FIKFX)Fidelity Multi-Asset Income (FMSDX)Fidelity International Growth (FIGFX)Fidelity Intl Real Estate (FIREX)Fidelity Real Estate Income (FRIFX)Fidelity Intermediate Bond (FTHRX)Fidelity US Bond Index (FXNAX)Fidelity Government Income (FGOVX)Fidelity Select Wireless (FWRLX)Fidelity Growth Strategies (FDEGX)Fidelity Global Credit (FGBFX)Fidelity Series Emerging Markets Opps (FEMSX)Fidelity Inflation-Prot Bd Index (FIPDX)Dodge&Cox Income (DODIX)Fidelity Strategic Dividend&Income (FSDIX)Fidelity Growth Company (FDGRX)Baron Global Advantage Retail (BGAFX)Fidelity Select Pharmaceuticals Port (FPHAX)Fidelity Emerging Markets (FEMKX)iShares Global Clean Energy ETF (ICLN)
Vanguard ConservativeFidelity ConservativeFidelity ModerateVanguard Wellesley Income AdmiralVanguard ConservativeFidelity ConservativeFidelity ModerateVanguard Wellesley Income Admiral
202010.79%0.87%1.24%1.28%$1,007,888$1,008,716$1,012,385$1,012,8440.49%0.60%2.59%1.28%0.35%0.18%-0.96%4.62%1.98%0.92%1.49%1.03%-5.03%-1.04%0.91%0.13%1.01%-1.13%-0.88%0.46%1.44%1.65%2.08%2.18%0.09%1.68%2.60%-4.70%2.22%1.57%-0.45%2.76%6.10%-0.60%-3.35%3.15%
20202-1.74%-1.34%-1.45%-2.45%$990,384$995,181$997,720$988,0630.96%1.04%1.94%-2.45%-5.33%-3.80%-4.61%-0.66%0.68%-0.60%0.19%-7.49%-3.68%-4.29%1.18%0.13%-0.33%-3.42%-6.02%-6.12%-2.76%1.25%1.76%2.10%-4.72%-5.74%0.91%-3.97%1.00%0.91%-6.12%-4.42%-0.36%-6.30%-3.08%3.63%
20203-6.01%-5.75%-7.15%-6.29%$930,893$937,929$926,333$925,9141.52%1.01%-1.42%-6.29%-9.25%-9.75%-10.62%0.00%-2.46%-9.25%-11.79%-15.38%-17.52%-11.34%1.82%0.10%-2.74%-6.73%-11.52%-15.00%-24.52%-2.54%-0.20%2.41%-8.79%-13.34%-9.55%-17.53%-1.31%-3.11%-11.30%-10.25%-12.66%-3.36%-13.71%-23.96%
202044.40%4.61%6.28%5.71%$971,854$981,135$984,518$978,7840.56%0.22%2.18%5.71%7.98%8.75%6.61%6.90%1.54%4.26%3.50%7.61%9.27%5.77%0.03%0.01%3.04%6.83%7.84%5.75%8.82%2.27%1.66%0.63%10.71%13.35%5.67%9.12%2.47%2.97%9.18%18.37%14.16%12.05%9.38%12.67%
202052.14%2.30%3.97%2.13%$992,655$1,003,681$1,023,606$999,6570.08%0.38%1.26%2.13%2.82%4.18%2.92%2.61%0.17%3.54%7.92%3.44%2.37%2.59%0.20%0.01%1.22%3.44%5.37%2.99%2.87%1.16%0.43%-0.19%7.02%8.77%1.80%4.18%0.60%1.62%3.31%10.18%17.33%3.02%4.30%10.78%
202061.30%1.75%2.84%0.47%$1,005,574$1,021,241$1,052,655$1,004,331-0.12%0.09%1.15%0.47%0.86%3.01%1.25%2.78%0.47%2.16%3.97%0.04%7.19%1.84%0.01%0.01%0.97%0.57%3.89%1.06%4.38%1.15%0.65%0.07%4.99%2.05%2.08%8.31%1.06%1.28%0.56%7.78%9.22%0.68%8.56%5.49%
202073.02%3.48%4.42%2.81%$1,035,895$1,056,756$1,099,156$1,032,566-0.15%0.18%1.46%2.81%4.60%4.39%2.82%11.01%1.03%2.61%3.86%2.66%8.37%3.48%0.19%0.01%1.86%5.23%4.65%3.66%2.88%1.14%1.42%0.89%6.86%6.87%2.61%7.82%2.27%2.06%4.99%8.12%7.28%1.56%9.46%15.02%
202081.06%1.43%3.15%0.21%$1,046,868$1,071,878$1,133,728$1,034,7140.03%0.19%-0.53%0.21%3.29%3.72%3.30%-0.48%-0.74%1.15%1.36%2.32%2.28%2.99%-0.09%0.01%0.73%3.56%5.06%4.03%2.16%-0.00%-0.89%-0.99%6.42%2.43%-0.50%2.95%0.93%-0.27%3.38%12.61%5.65%1.87%4.33%19.03%
20209-1.04%-1.07%-0.59%-0.68%$1,035,966$1,060,365$1,127,048$1,027,654-0.06%0.06%0.09%-0.68%-1.97%-1.88%-1.96%-4.16%0.81%-0.32%-1.57%-2.12%-1.67%-1.76%-0.01%0.01%-0.59%-2.22%-0.70%-0.47%-0.75%-0.01%-0.08%0.15%-4.64%-1.57%0.00%-1.41%-0.35%-0.30%-2.82%-3.32%-0.27%-0.65%-1.30%7.88%
202010-0.69%-0.94%-0.75%-1.28%$1,028,868$1,050,433$1,118,587$1,014,521-0.05%-0.06%-0.62%-1.28%-1.49%-0.96%-2.31%-0.56%0.42%0.63%0.27%-2.89%1.95%-1.17%-0.10%0.01%-0.82%-1.64%-4.26%-3.13%-0.81%-0.13%-0.52%-0.81%-2.84%-0.76%0.05%2.48%-0.71%-0.07%-1.84%-2.86%-0.69%-6.17%2.05%5.79%

Holdings Based Style Analysis for Vanguard Conservative

Holdings Based Style Analysis for Vanguard Conservative
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VFIJXVanguard GNMA AdmIntermediate Government7.00%0.11%2.11$2,304-0.83%
VFISXVanguard Short-Term Treasury InvShort Government11.00%0.20%2.21$4,138-0.84%
VBILXVanguard Interm-Term Bond Index AdmIntermediate Core Bond12.00%0.07%6.52$9,9913.45%
VWIAXVanguard Wellesley Income Admiral30% to 50% Equity15.00%0.16%17.938.18$2,17815.89%
VWELXVanguard Wellington Inv50% to 70% Equity10.00%0.25%25.358.17$71216.23%
VGSTXVanguard STAR Inv50% to 70% Equity3.00%0.31%23.606.62$2,0405.13%
VGWAXVanguard Global Wellington AdmiralWorld Allocation5.00%0.36%20.68-$2,2827.96%
IAUiShares Gold TrustCommodities Focused5.00%0.25%$11,6904.76%
VTABXVanguard Total Intl Bd Idx AdmiralWorld Bond-USD Hedged5.00%0.11%8.41$1,9541.46%
PRSNXT. Rowe Price Global Multi-Sector Bd InvWorld Bond-USD Hedged5.00%0.67%5.26$2,2565.99%
VEMBXVanguard Emerging Markets Bond InvestorEmerging Markets Bond4.00%0.60%7.52$3,2896.16%
VMNVXVanguard Global Minimum Volatility AdmrWorld Small/Mid Stock5.00%0.14%21.45-$6,03710.55%
VEMAXVanguard Emerging Mkts Stock Idx AdmDiversified Emerging Mkts4.00%0.14%16.48$2059.69%
VPGDXVanguard Managed Allocation Investor50% to 70% Equity9.00%0.30%19.557.19-$3,57014.39%
100.00%0.23%20.516.23$28,868100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Fidelity Conservative

Holdings Based Style Analysis for Fidelity Conservative
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
IAUiShares Gold TrustCommodities Focused5.00%0.25%$11,6904.81%
FUMBXFidelity Shrt-Term Trs Bd IndexShort Government5.00%0.03%2.69$2,095-0.75%
CASHXCashCash5.00%0.00$213-0.05%
FIKFXFidelity Freedom Index Income InvestorTarget-Date Retirement15.00%0.12%22.064.84$6,4877.77%
FMSDXFidelity Multi-Asset Income30% to 50% Equity10.00%0.85%17.897.84$3,73713.21%
FIGFXFidelity International GrowthForeign Large Growth5.00%0.99%31.63$8479.53%
FIREXFidelity Intl Real EstateGlobal Real Estate5.00%1.00%14.67-$4,1299.56%
FRIFXFidelity Real Estate IncomeReal Estate5.00%0.73%24.88-$4,99313.45%
FTHRXFidelity Intermediate BondIntermediate Core Bond5.00%0.45%4.06$3,0081.87%
FXNAXFidelity US Bond IndexIntermediate Core Bond5.00%0.03%5.72$3,2210.69%
FGOVXFidelity Government IncomeIntermediate Government10.00%0.45%5.46$6,575-1.64%
FWRLXFidelity Select WirelessCommunications5.00%0.81%24.27$6,99510.06%
FDEGXFidelity Growth StrategiesMid-Cap Growth5.00%0.56%33.70$5,86511.89%
FGBFXFidelity Global CreditWorld Bond-USD Hedged5.00%0.75%7.55$2,5205.84%
FEMSXFidelity Series Emerging Markets OppsDiversified Emerging Mkts5.00%0.01%17.27$2,10911.98%
FIPDXFidelity Inflation-Prot Bd IndexInflation-Protected Bond5.00%0.05%5.70$4,1941.76%
100.00%0.45%22.585.14$50,433100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Fidelity Moderate

Holdings Based Style Analysis for Fidelity Moderate
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
IAUiShares Gold TrustCommodities Focused6.00%0.25%$14,0284.07%
FUMBXFidelity Shrt-Term Trs Bd IndexShort Government10.00%0.03%2.69$4,189-1.25%
CASHXCashCash8.00%0.00$341-0.06%
DODIXDodge&Cox IncomeIntermediate Core-Plus Bond20.00%0.42%4.80$13,4507.71%
FIKFXFidelity Freedom Index Income InvestorTarget-Date Retirement6.00%0.12%22.064.84$2,5952.41%
FMSDXFidelity Multi-Asset Income30% to 50% Equity4.00%0.85%17.897.84$1,4954.18%
FSDIXFidelity Strategic Dividend&Income70% to 85% Equity4.00%0.71%20.281.46-$1,0585.87%
FDGRXFidelity Growth CompanyLarge Growth5.00%0.83%39.25$20,85710.87%
BGAFXBaron Global Advantage RetailWorld Large Stock7.00%1.15%$36,14714.41%
FPHAXFidelity Select Pharmaceuticals PortHealth6.00%0.78%21.85$5366.09%
FEMKXFidelity Emerging MarketsDiversified Emerging Mkts5.00%0.94%26.19$7,5808.63%
FIGFXFidelity International GrowthForeign Large Growth5.00%0.99%31.63$8477.67%
FIREXFidelity Intl Real EstateGlobal Real Estate4.00%1.00%14.67-$3,3036.13%
FRIFXFidelity Real Estate IncomeReal Estate6.00%0.73%24.88-$5,99212.79%
ICLNiShares Global Clean Energy ETFMiscellaneous Sector4.00%0.46%25.69$26,87510.47%
100.00%0.59%24.743.64$118,587100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 11/25/2020. (c) 2020 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricVanguard ConservativeFidelity ConservativeFidelity ModerateVanguard Wellesley Income Admiral
Arithmetic Mean (monthly)0.32%0.53%1.19%0.19%
Arithmetic Mean (annualized)3.95%6.59%15.32%2.32%
Geometric Mean (monthly)0.28%0.49%1.13%0.14%
Geometric Mean (annualized)3.47%6.08%14.39%1.75%
Volatility (monthly)2.91%2.95%3.86%3.24%
Volatility (annualized)10.07%10.23%13.37%11.21%
Downside Deviation (monthly)2.02%1.92%2.33%2.18%
Max. Drawdown-7.64%-7.02%-8.50%-8.58%
US Market Correlation0.950.950.970.94
Beta(*)0.880.891.151.00
Alpha (annualized)1.86%4.35%11.70%0.00%
R296.09%94.39%92.16%100.00%
Sharpe Ratio0.330.571.030.16
Sortino Ratio0.470.871.680.23
Treynor Ratio (%)3.836.6312.071.79
Active Return1.73%4.34%12.65%N/A
Tracking Error2.40%2.74%4.08%N/A
Information Ratio0.721.593.10N/A
Skewness-0.97-0.87-1.00-0.41
Excess Kurtosis1.681.241.351.25
Historical Value-at-Risk (5%)-6.01%-5.75%-7.15%-6.29%
Analytical Value-at-Risk (5%)-4.33%-4.21%-4.93%-5.13%
Conditional Value-at-Risk (5%)N/AN/AN/AN/A
Upside Capture Ratio (%)101.22116.08183.04100.00
Downside Capture Ratio (%)89.1285.7793.84100.00
Safe Withdrawal RateN/AN/AN/AN/A
Perpetual Withdrawal RateN/AN/AN/AN/A
Positive Periods6 out of 10 (60.00%)6 out of 10 (60.00%)6 out of 10 (60.00%)6 out of 10 (60.00%)
Gain/Loss Ratio0.891.061.470.79
* Vanguard Wellesley Income Admiral is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Vanguard Conservative

Drawdowns for Vanguard Conservative
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJul 20204 months6 months-7.64%
2Sep 2020Oct 20202 months-1.72%

Drawdowns for Fidelity Conservative

Drawdowns for Fidelity Conservative
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJun 20203 months5 months-7.02%
2Sep 2020Oct 20202 months-2.00%

Drawdowns for Fidelity Moderate

Drawdowns for Fidelity Moderate
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsMay 20202 months4 months-8.50%
2Sep 2020Oct 20202 months-1.34%

Drawdowns for Vanguard Wellesley Income Admiral

Drawdowns for Vanguard Wellesley Income Admiral
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 monthsJul 20204 months6 months-8.58%
2Sep 2020Oct 20202 months-1.95%

Portfolio Assets

Performance statistics for portfolio components
TickerNameReturnStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VFIJXVanguard GNMA Adm3.29%1.92%3.29%3.29%-0.35%1.9113.33-0.59
VFISXVanguard Short-Term Treasury Inv3.76%1.35%3.76%3.76%-0.06%3.3249.53-0.62
VBILXVanguard Interm-Term Bond Index Adm8.33%4.68%8.33%8.33%-1.42%1.994.860.44
VWIAXVanguard Wellesley Income Admiral1.45%11.21%1.45%1.45%-8.58%0.160.230.94
VWELXVanguard Wellington Inv0.71%17.29%0.71%0.71%-14.09%0.100.140.99
VGSTXVanguard STAR Inv6.80%18.03%6.80%6.80%-13.18%0.490.750.99
VGWAXVanguard Global Wellington Admiral-4.56%16.96%-4.56%-4.56%-15.56%-0.28-0.360.99
IAUiShares Gold Trust23.38%15.24%23.38%23.38%-5.14%1.705.510.57
VTABXVanguard Total Intl Bd Idx Admiral3.91%4.32%3.91%3.91%-2.46%0.971.430.51
PRSNXT. Rowe Price Global Multi-Sector Bd Inv4.51%13.07%4.51%4.51%-9.80%0.420.540.86
VEMBXVanguard Emerging Markets Bond Investor8.22%17.99%8.22%8.22%-11.79%0.580.800.78
VMNVXVanguard Global Minimum Volatility Admr-12.07%22.43%-12.07%-12.07%-21.72%-0.60-0.700.96
VEMAXVanguard Emerging Mkts Stock Idx Adm0.51%27.56%0.51%0.51%-24.55%0.130.180.86
VPGDXVanguard Managed Allocation Investor-3.97%16.98%-3.97%-3.97%-16.02%-0.23-0.290.97
FUMBXFidelity Shrt-Term Trs Bd Index4.19%2.28%4.19%4.19%-0.20%2.1027.23-0.75
CASHXCash0.43%0.19%0.43%0.43%0.00%N/AN/A-0.65
FIKFXFidelity Freedom Index Income Investor4.32%5.59%4.32%4.32%-3.06%0.831.410.93
FMSDXFidelity Multi-Asset Income3.74%14.73%3.74%3.74%-10.94%0.330.540.97
FIGFXFidelity International Growth1.69%21.28%1.69%1.69%-17.58%0.170.240.96
FIREXFidelity Intl Real Estate-8.26%21.32%-8.26%-8.26%-20.20%-0.40-0.470.94
FRIFXFidelity Real Estate Income-9.99%31.12%-9.99%-9.99%-26.60%-0.26-0.300.85
FTHRXFidelity Intermediate Bond6.02%4.67%6.02%6.02%-2.54%1.412.280.70
FXNAXFidelity US Bond Index6.44%3.64%6.44%6.44%-1.48%1.995.920.18
FGOVXFidelity Government Income6.57%4.28%6.57%6.57%-1.64%1.765.07-0.54
FWRLXFidelity Select Wireless13.99%22.61%13.99%13.99%-13.10%0.771.400.97
FDEGXFidelity Growth Strategies11.73%26.09%11.73%11.73%-18.32%0.610.990.96
FGBFXFidelity Global Credit5.04%13.77%5.04%5.04%-9.55%0.450.590.78
FEMSXFidelity Series Emerging Markets Opps4.22%27.99%4.22%4.22%-24.53%0.290.400.86
FIPDXFidelity Inflation-Prot Bd Index8.39%4.50%8.39%8.39%-1.31%2.065.190.71
DODIXDodge&Cox Income6.73%5.90%6.73%6.73%-3.11%1.262.100.77
FSDIXFidelity Strategic Dividend&Income-2.65%20.27%-2.65%-2.65%-17.10%-0.09-0.130.99
FDGRXFidelity Growth Company41.71%31.12%41.71%41.71%-14.21%1.483.480.98
BGAFXBaron Global Advantage Retail51.64%29.66%51.64%51.64%-12.98%1.833.880.88
FPHAXFidelity Select Pharmaceuticals Port0.89%18.26%0.89%0.89%-10.00%0.110.190.83
FEMKXFidelity Emerging Markets15.16%25.16%15.16%15.16%-19.16%0.771.210.88
ICLNiShares Global Clean Energy ETF67.19%40.56%67.19%67.19%-23.96%1.742.690.82

Monthly Correlations

Correlations for the portfolio assets
TickerNameVFIJXVFISXVBILXVWIAXVWELXVGSTXVGWAXIAUVTABXPRSNXVEMBXVMNVXVEMAXVPGDXFUMBXCASHXFIKFXFMSDXFIGFXFIREXFRIFXFTHRXFXNAXFGOVXFWRLXFDEGXFGBFXFEMSXFIPDXDODIXFSDIXFDGRXBGAFXFPHAXFEMKXICLNVanguard ConservativeFidelity ConservativeFidelity ModerateVanguard Wellesley Income Admiral
VFIJXVanguard GNMA Adm1.000.90-0.10-0.55-0.62-0.63-0.66-0.15-0.45-0.73-0.71-0.68-0.77-0.730.910.77-0.48-0.56-0.68-0.75-0.73-0.400.190.79-0.53-0.59-0.58-0.79-0.24-0.46-0.61-0.48-0.56-0.19-0.76-0.78-0.64-0.62-0.65-0.55
VFISXVanguard Short-Term Treasury Inv0.901.000.09-0.54-0.63-0.62-0.64-0.10-0.35-0.62-0.51-0.65-0.74-0.690.950.89-0.42-0.55-0.63-0.68-0.64-0.260.340.85-0.50-0.58-0.48-0.75-0.11-0.34-0.62-0.48-0.45-0.34-0.72-0.66-0.59-0.55-0.58-0.54
VBILXVanguard Interm-Term Bond Index Adm-0.100.091.000.670.490.530.500.570.830.640.640.560.440.50-0.070.210.740.440.460.520.640.910.920.310.470.580.800.430.860.870.490.460.650.390.420.400.640.650.600.67
VWIAXVanguard Wellesley Income Admiral-0.55-0.540.671.000.960.960.950.660.730.910.820.970.850.94-0.66-0.510.970.920.910.930.890.850.45-0.340.890.980.900.840.810.910.960.890.900.810.850.780.980.970.961.00
VWELXVanguard Wellington Inv-0.62-0.630.490.961.000.990.980.630.580.880.790.970.870.97-0.74-0.630.950.980.960.950.860.730.25-0.500.950.970.820.870.750.811.000.950.870.820.890.830.970.970.970.96
VGSTXVanguard STAR Inv-0.63-0.620.530.960.991.000.990.580.580.920.850.970.910.99-0.76-0.640.950.970.970.960.900.780.26-0.530.970.970.850.920.740.840.990.960.920.790.930.840.980.980.990.96
VGWAXVanguard Global Wellington Admiral-0.66-0.640.500.950.980.991.000.530.580.920.850.980.900.99-0.79-0.650.940.960.980.980.910.760.21-0.560.950.970.840.910.720.820.990.960.910.780.920.880.970.970.990.95
IAUiShares Gold Trust-0.15-0.100.570.660.630.580.531.000.420.450.440.520.500.52-0.10-0.100.710.660.520.470.390.530.610.180.660.610.490.470.770.660.620.570.520.540.540.280.650.670.600.66
VTABXVanguard Total Intl Bd Idx Admiral-0.45-0.350.830.730.580.580.580.421.000.760.670.680.600.61-0.43-0.080.700.460.500.660.800.890.69-0.020.410.630.900.580.730.850.570.410.590.310.540.600.700.680.640.73
PRSNXT. Rowe Price Global Multi-Sector Bd Inv-0.73-0.620.640.910.880.920.920.450.761.000.960.940.920.95-0.79-0.550.890.840.880.940.980.880.33-0.530.820.920.950.930.700.910.890.810.920.550.900.900.950.940.950.91
VEMBXVanguard Emerging Markets Bond Investor-0.71-0.510.640.820.790.850.850.440.670.961.000.860.840.88-0.69-0.490.830.780.840.870.910.850.33-0.490.800.860.880.870.650.870.810.750.940.460.840.840.890.880.900.82
VMNVXVanguard Global Minimum Volatility Admr-0.68-0.650.560.970.970.970.980.520.680.940.861.000.860.98-0.78-0.600.940.920.950.980.930.800.27-0.520.900.970.880.870.740.840.970.910.910.750.870.870.980.960.970.97
VEMAXVanguard Emerging Mkts Stock Idx Adm-0.77-0.740.440.850.870.910.900.500.600.920.840.861.000.94-0.85-0.720.840.860.870.880.910.730.19-0.610.840.860.851.000.620.810.880.800.800.570.990.860.910.910.910.85
VPGDXVanguard Managed Allocation Investor-0.73-0.690.500.940.970.990.990.520.610.950.880.980.941.00-0.83-0.680.930.950.970.980.940.770.20-0.600.930.950.870.950.710.830.970.920.900.710.950.910.980.970.990.94
FUMBXFidelity Shrt-Term Trs Bd Index0.910.95-0.07-0.66-0.74-0.76-0.79-0.10-0.43-0.79-0.69-0.78-0.85-0.831.000.89-0.58-0.69-0.77-0.82-0.80-0.440.250.89-0.64-0.71-0.64-0.87-0.25-0.50-0.75-0.64-0.63-0.42-0.84-0.83-0.72-0.70-0.74-0.66
CASHXCash0.770.890.21-0.51-0.63-0.64-0.65-0.10-0.08-0.55-0.49-0.60-0.72-0.680.891.00-0.41-0.64-0.68-0.63-0.52-0.140.460.88-0.59-0.60-0.35-0.74-0.01-0.26-0.64-0.57-0.49-0.47-0.74-0.61-0.56-0.54-0.59-0.51
FIKFXFidelity Freedom Index Income Investor-0.48-0.420.740.970.950.950.940.710.700.890.830.940.840.93-0.58-0.411.000.920.910.910.880.880.52-0.260.920.950.900.830.900.930.950.920.910.790.850.770.980.980.970.97
FMSDXFidelity Multi-Asset Income-0.56-0.550.440.920.980.970.960.660.460.840.780.920.860.95-0.69-0.640.921.000.950.910.800.670.21-0.490.970.950.750.860.720.770.980.950.860.810.890.810.950.950.960.92
FIGFXFidelity International Growth-0.68-0.630.460.910.960.970.980.520.500.880.840.950.870.97-0.77-0.680.910.951.000.960.870.710.17-0.560.960.940.780.890.690.770.960.950.910.800.900.840.950.950.970.91
FIREXFidelity Intl Real Estate-0.75-0.680.520.930.950.960.980.470.660.940.870.980.880.98-0.82-0.630.910.910.961.000.940.770.21-0.570.890.930.860.890.720.810.950.890.890.690.890.920.960.950.970.93
FRIFXFidelity Real Estate Income-0.73-0.640.640.890.860.900.910.390.800.980.910.930.910.94-0.80-0.520.880.800.870.941.000.890.34-0.520.780.870.960.910.720.890.870.790.860.540.880.910.930.920.920.89
FTHRXFidelity Intermediate Bond-0.40-0.260.910.850.730.780.760.530.890.880.850.800.730.77-0.44-0.140.880.670.710.770.891.000.71-0.090.680.790.970.730.860.980.740.680.830.510.710.700.850.850.820.85
FXNAXFidelity US Bond Index0.190.340.920.450.250.260.210.610.690.330.330.270.190.200.250.460.520.210.170.210.340.711.000.620.230.320.560.160.760.680.240.210.350.250.170.090.390.400.320.45
FGOVXFidelity Government Income0.790.850.31-0.34-0.50-0.53-0.560.18-0.02-0.53-0.49-0.52-0.61-0.600.890.88-0.26-0.49-0.56-0.57-0.52-0.090.621.00-0.46-0.46-0.29-0.650.11-0.14-0.51-0.46-0.42-0.21-0.62-0.65-0.43-0.41-0.48-0.34
FWRLXFidelity Select Wireless-0.53-0.500.470.890.950.970.950.660.410.820.800.900.840.93-0.64-0.590.920.970.960.890.780.680.23-0.461.000.930.730.850.730.770.960.980.900.820.880.750.930.940.950.89
FDEGXFidelity Growth Strategies-0.59-0.580.580.980.970.970.970.610.630.920.860.970.860.95-0.71-0.600.950.950.940.930.870.790.32-0.460.931.000.860.870.720.870.980.920.940.800.870.790.980.970.970.98
FGBFXFidelity Global Credit-0.58-0.480.800.900.820.850.840.490.900.950.880.880.850.87-0.64-0.350.900.750.780.860.960.970.56-0.290.730.861.000.840.800.970.820.720.840.540.810.810.910.900.880.90
FEMSXFidelity Series Emerging Markets Opps-0.79-0.750.430.840.870.920.910.470.580.930.870.871.000.95-0.87-0.740.830.860.890.890.910.730.16-0.650.850.870.841.000.590.800.880.810.820.570.990.860.910.910.920.84
FIPDXFidelity Inflation-Prot Bd Index-0.24-0.110.860.810.750.740.720.770.730.700.650.740.620.71-0.25-0.010.900.720.690.720.720.860.760.110.730.720.800.591.000.870.740.730.700.600.630.600.810.830.790.81
DODIXDodge&Cox Income-0.46-0.340.870.910.810.840.820.660.850.910.870.840.810.83-0.50-0.260.930.770.770.810.890.980.68-0.140.770.870.970.800.871.000.820.740.870.590.790.720.910.910.880.91
FSDIXFidelity Strategic Dividend&Income-0.61-0.620.490.961.000.990.990.620.570.890.810.970.880.97-0.75-0.640.950.980.960.950.870.740.24-0.510.960.980.820.880.740.821.000.950.880.810.900.840.980.970.980.96
FDGRXFidelity Growth Company-0.48-0.480.460.890.950.960.960.570.410.810.750.910.800.92-0.64-0.570.920.950.950.890.790.680.21-0.460.980.920.720.810.730.740.951.000.880.860.840.750.910.920.940.89
BGAFXBaron Global Advantage Retail-0.56-0.450.650.900.870.920.910.520.590.920.940.910.800.90-0.63-0.490.910.860.910.890.860.830.35-0.420.900.940.840.820.700.870.880.881.000.710.820.750.920.920.940.90
FPHAXFidelity Select Pharmaceuticals Port-0.19-0.340.390.810.820.790.780.540.310.550.460.750.570.71-0.42-0.470.790.810.800.690.540.510.25-0.210.820.800.540.570.600.590.810.860.711.000.600.450.740.740.750.81
FEMKXFidelity Emerging Markets-0.76-0.720.420.850.890.930.920.540.540.900.840.870.990.95-0.84-0.740.850.890.900.890.880.710.17-0.620.880.870.810.990.630.790.900.840.820.601.000.840.920.920.920.85
ICLNiShares Global Clean Energy ETF-0.78-0.660.400.780.830.840.880.280.600.900.840.870.860.91-0.83-0.610.770.810.840.920.910.700.09-0.650.750.790.810.860.600.720.840.750.750.450.841.000.850.840.870.78

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameVanguard ConservativeFidelity ConservativeFidelity Moderate
VFIJXVanguard GNMA Adm$2,304
VFISXVanguard Short-Term Treasury Inv$4,138
VBILXVanguard Interm-Term Bond Index Adm$9,991
VWIAXVanguard Wellesley Income Admiral$2,178
VWELXVanguard Wellington Inv$712
VGSTXVanguard STAR Inv$2,040
VGWAXVanguard Global Wellington Admiral-$2,282
IAUiShares Gold Trust$11,690$11,690$14,028
VTABXVanguard Total Intl Bd Idx Admiral$1,954
PRSNXT. Rowe Price Global Multi-Sector Bd Inv$2,256
VEMBXVanguard Emerging Markets Bond Investor$3,289
VMNVXVanguard Global Minimum Volatility Admr-$6,037
VEMAXVanguard Emerging Mkts Stock Idx Adm$205
VPGDXVanguard Managed Allocation Investor-$3,570
FUMBXFidelity Shrt-Term Trs Bd Index$2,095$4,189
CASHXCash$213$341
FIKFXFidelity Freedom Index Income Investor$6,487$2,595
FMSDXFidelity Multi-Asset Income$3,737$1,495
FIGFXFidelity International Growth$847$847
FIREXFidelity Intl Real Estate-$4,129-$3,303
FRIFXFidelity Real Estate Income-$4,993-$5,992
FTHRXFidelity Intermediate Bond$3,008
FXNAXFidelity US Bond Index$3,221
FGOVXFidelity Government Income$6,575
FWRLXFidelity Select Wireless$6,995
FDEGXFidelity Growth Strategies$5,865
FGBFXFidelity Global Credit$2,520
FEMSXFidelity Series Emerging Markets Opps$2,109
FIPDXFidelity Inflation-Prot Bd Index$4,194
DODIXDodge&Cox Income$13,450
FSDIXFidelity Strategic Dividend&Income-$1,058
FDGRXFidelity Growth Company$20,857
BGAFXBaron Global Advantage Retail$36,147
FPHAXFidelity Select Pharmaceuticals Port$536
FEMKXFidelity Emerging Markets$7,580
ICLNiShares Global Clean Energy ETF$26,875

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameVanguard ConservativeFidelity ConservativeFidelity Moderate
VFIJXVanguard GNMA Adm-0.83%
VFISXVanguard Short-Term Treasury Inv-0.84%
VBILXVanguard Interm-Term Bond Index Adm3.45%
VWIAXVanguard Wellesley Income Admiral15.89%
VWELXVanguard Wellington Inv16.23%
VGSTXVanguard STAR Inv5.13%
VGWAXVanguard Global Wellington Admiral7.96%
IAUiShares Gold Trust4.76%4.81%4.07%
VTABXVanguard Total Intl Bd Idx Admiral1.46%
PRSNXT. Rowe Price Global Multi-Sector Bd Inv5.99%
VEMBXVanguard Emerging Markets Bond Investor6.16%
VMNVXVanguard Global Minimum Volatility Admr10.55%
VEMAXVanguard Emerging Mkts Stock Idx Adm9.69%
VPGDXVanguard Managed Allocation Investor14.39%
FUMBXFidelity Shrt-Term Trs Bd Index-0.75%-1.25%
CASHXCash-0.05%-0.06%
FIKFXFidelity Freedom Index Income Investor7.77%2.41%
FMSDXFidelity Multi-Asset Income13.21%4.18%
FIGFXFidelity International Growth9.53%7.67%
FIREXFidelity Intl Real Estate9.56%6.13%
FRIFXFidelity Real Estate Income13.45%12.79%
FTHRXFidelity Intermediate Bond1.87%
FXNAXFidelity US Bond Index0.69%
FGOVXFidelity Government Income-1.64%
FWRLXFidelity Select Wireless10.06%
FDEGXFidelity Growth Strategies11.89%
FGBFXFidelity Global Credit5.84%
FEMSXFidelity Series Emerging Markets Opps11.98%
FIPDXFidelity Inflation-Prot Bd Index1.76%
DODIXDodge&Cox Income7.71%
FSDIXFidelity Strategic Dividend&Income5.87%
FDGRXFidelity Growth Company10.87%
BGAFXBaron Global Advantage Retail14.41%
FPHAXFidelity Select Pharmaceuticals Port6.09%
FEMKXFidelity Emerging Markets8.63%
ICLNiShares Global Clean Energy ETF10.47%

Annual Asset Returns