iShares Core U.S. Aggregate Bond ETF
for period ending September 30, 2026
Quick Links
Overview
AGG is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Ingredient Provider iShares (www.iShares.com)
Description iShares Core U.S. Aggregate Bond ETF gives investors access to fixed income securities in a particular asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.
Category Global Asset Classes, Fixed Income: Aggregate
Peer Group Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks the performance of a broad, market-weighted bond index. The fund employs an indexing investment approach designed to track the performance of the Barclays U.S. Aggregate Float Adjusted Index. This index represents a wide spectrum of public, investment-grade, taxable, fixed income securities in the United States-including government, corporate, and international dollar-denominated bonds, as well as mortgage-backed and asset-backed securities-all with maturities of more than 1 year. All of the fund's investments will be selected through the sampling process, and at least 80% of the fund's assets will be invested in bonds held in the index. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.
Cost
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker AGG. See How to Invest, below.
- Fund fees. The manager of this fund charges a percentage of assets under management as its fee.
- Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
How to Invest
You can invest in this portfolio ingredient by buying the ticker symbol "AGG" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.
How to Rebalance
You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.
Compare: Total Return
for period ending September 30, 2026
5-year graph
●
AGG
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
-2.8% |
-2.6% |
-1.9% |
4.1% |
-0.6% |
1.1% |
1.7% |
2.9% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
6.5% |
-1.4% |
8.5% |
14.9% |
7.3% |
9.3% |
9.9% |
8.0% |
| Global Equities (ACWI) |
12.9% |
-1.2% |
16.6% |
21.8% |
11.6% |
12.5% |
11.9% |
|
| U.S. Equities (SPY) |
12.7% |
-0.3% |
15.7% |
22.8% |
13.7% |
15.2% |
15.6% |
11.1% |
| U.S. Bonds (BND) |
-2.4% |
-2.2% |
-1.5% |
4.2% |
-0.6% |
1.1% |
1.8% |
2.9% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
10.266457680250785% |
-4.024556616643926% |
8.949566741226601% |
14.023455131344642% |
10.77633423175801% |
5.063738297016296% |
0.6603993417434229% |
0% |
| DBB |
10.287707061900587% |
-1.2104646622413062% |
26.52744402135445% |
15.151833644674028% |
7.3621104109034% |
7.903818802229079% |
3.2713934604690964% |
0% |
| DBO |
94.67213114754105% |
7.90549750113585% |
82.8661247940959% |
15.124497698757233% |
14.6031296996195% |
12.007260338378778% |
1.2030354883776795% |
0% |
| DBC |
44.54382826475862% |
3.258785942492004% |
48.28098640827933% |
13.925590998339633% |
12.96892845169737% |
9.796475472721733% |
2.667382558569753% |
2.699025037073688% |
| GLD |
-3.903509878630418% |
-6.752852455805303% |
7.137029847807086% |
30.477317660589765% |
18.32139815481486% |
11.727858023601945% |
6.037961541991832% |
9.729204954498517% |
| FXA |
5.110549796710573% |
-2.9607860028894595% |
6.283303200079793% |
3.9670572303175167% |
0.045052638872533635% |
-0.36964216976316244% |
-1.1615268260543155% |
1.4976088892407757% |
| FXC |
-3.4529920563291516% |
-2.7657627800391382% |
-2.1329597049676186% |
-0.6006306233414804% |
-1.497112654252808% |
-0.3640175108723942% |
-1.719655043931223% |
-0.6641912143147133% |
| FXF |
-5.56191817899454% |
-3.303055326176707% |
-5.2477754991979815% |
2.753730968372725% |
1.7040883732843959% |
0.6803495654384761% |
-0.21440580888530958% |
1.5328879698478293% |
| FXE |
-3.0350136268531225% |
-2.441607441373972% |
-2.785693492127783% |
3.716842701813694% |
0.3240850122927075% |
0.03478640591956239% |
-1.292812214980421% |
-0.3432334923204383% |
| FXB |
-0.09239462462328207% |
-1.932946446438744% |
0.7170350427630368% |
5.493661340747136% |
1.5459733092734407% |
1.0218843102924868% |
-0.6576903010080404% |
-0.9556346680925532% |
| FXY |
-0.7329129026759862% |
1.4810942672939476% |
-6.381610673525184% |
-2.163644476944171% |
-7.164507216542848% |
-4.796291105790374% |
-5.104410324005926% |
0% |
| UUP |
6.43729189789124% |
2.3115220483641563% |
8.151728359076383% |
3.618370793452641% |
5.682358267670451% |
3.2757725930539383% |
2.863627967303861% |
0% |
| EEM |
22.714560745269985% |
-0.3431811399582041% |
27.524211156120604% |
23.659409698885625% |
8.33153574615233% |
8.308293419687175% |
6.644235454381331% |
5.872407833965676% |
| AMLP |
16.89480588549945% |
-6.691851052347553% |
19.645805898165648% |
16.02141233557397% |
18.345119233964624% |
6.5292639227979565% |
5.48325723189278% |
0% |
| IGIB |
-3.4527034724979977% |
-3.113621077533235% |
-2.303336363312347% |
5.871655804945752% |
0.4796140343529931% |
2.465065310205161% |
2.850877582688427% |
0% |
| EMHY |
0.2603548785250709% |
-3.1290408601717723% |
4.184280424074971% |
11.75117413123614% |
3.981216864100534% |
3.6368801104019077% |
0% |
0% |
| HYD |
-3.238517457979595% |
-3.54453258359273% |
-1.444995842990815% |
3.6932542990301354% |
-1.4755148371507598% |
0.9234927317777863% |
2.811681695141499% |
0% |
| IEF |
-4.635932366821516% |
-3.3524667066273994% |
-3.7464270435935587% |
2.9592188974645106% |
-2.0579841863985537% |
0.09255428721368641% |
1.113472763403367% |
2.9919403173921832% |
| IGOV |
-4.53672587614019% |
-3.494297500606647% |
-5.325621987610685% |
2.9587518766792664% |
-4.5107822740359405% |
-1.9321829010165215% |
-1.1126799120299569% |
0% |
| IHY |
-0.9271846540585549% |
-2.9544714690973417% |
0.4350924845383686% |
8.204302589996937% |
1.8497715865069875% |
3.3292118279291794% |
0% |
0% |
| ITM |
-4.769623590322536% |
-3.56299234225822% |
-2.69187331513574% |
2.81014965616464% |
-0.687861978013371% |
1.1025652621637239% |
2.194556025761707% |
0% |
| JNK |
-0.1274729163593724% |
-2.9077547496591527% |
1.2291982258211487% |
7.827705392651985% |
2.8419850923026235% |
4.0523385702366355% |
4.970383190203931% |
0% |
| MBB |
-3.1731617858435146% |
-3.3862620572600037% |
-1.710630521284251% |
4.360195245689846% |
-0.5334681447476397% |
0.7538090667287056% |
1.2935926292849231% |
0% |
| TIP |
-2.1038668423421614% |
-2.602508893465627% |
-2.184085023399196% |
3.553301349632454% |
-0.1822717868984025% |
1.9502699780186372% |
1.9100336681554309% |
3.1459451698585994% |
| AGG |
-2.780611501225172% |
-2.609226939371323% |
-1.8639984470027793% |
4.065900013277357% |
-0.6246813990420264% |
1.105051407115587% |
1.7266460303297482% |
2.851983665580704% |
| BND |
-2.379959817883026% |
-2.2055676607822705% |
-1.502490105660892% |
4.150638771519222% |
-0.604442565538843% |
1.136362157767845% |
1.7580377477901754% |
2.926257644471919% |
| EMB |
-2.7937711268957943% |
-4.196752098164092% |
-0.066608151798353% |
8.626671343381997% |
0.6607433677190633% |
1.9987671113419259% |
3.6112794577978224% |
0% |
| PCY |
-4.045873322298843% |
-4.926782144599285% |
-3.1253149590620977% |
7.920078610149939% |
-0.45186815632811683% |
0.8026820297739379% |
3.2714713444859544% |
0% |
| BIL |
2.657722882829372% |
0.2842474247622295% |
3.6617051703780046% |
4.454547473662185% |
3.5949741170048677% |
2.279946496845464% |
1.496790813498361% |
0% |
| TLT |
-8.01981824594844% |
-5.383229548459767% |
-8.980813648452834% |
-0.14931517775969017% |
-8.460979829806792% |
-2.8308288220547095% |
-0.1346494071833293% |
2.49271197858838% |
| SHY |
0.3801713360521486% |
-0.5462606863777753% |
1.4548206408368847% |
3.917539997459052% |
1.7361761426804234% |
1.6204995501991393% |
1.2636796479037704% |
1.877559609227486% |
| ACWI |
12.941934734873284% |
-1.1886980333582264% |
16.612793269864245% |
21.788199247489047% |
11.635291593454134% |
12.454773175594337% |
11.909664899194805% |
0% |
| EFA |
9.896943638618104% |
-3.313168915774778% |
15.07590769809739% |
18.327512343434794% |
9.297202449459995% |
8.968840906222963% |
8.517285209242843% |
5.282167257077597% |
| EFG |
6.025413099489918% |
-3.658144396205176% |
7.751341154648883% |
13.659663479692385% |
4.1516884067765325% |
7.493826869125542% |
7.9522278286979775% |
5.177614323143631% |
| EFV |
13.770343695971587% |
-3.2636596993032674% |
22.495842114796005% |
22.765611319474832% |
14.286613900742529% |
9.882758997018403% |
8.639133782563269% |
4.966162668199603% |
| SCZ |
10.405678617095804% |
-2.741935483870961% |
13.750306095575148% |
18.05920827598586% |
5.714065782620548% |
7.898174912820055% |
9.069936392028222% |
0% |
| IWB |
12.19925149389156% |
-0.652883854858155% |
14.981916814490525% |
22.35432912902393% |
12.869513857320625% |
14.893158294371922% |
15.33862131658481% |
11.02211561111539% |
| IWV |
12.318244088319652% |
-0.7983975514674557% |
14.98295422041247% |
22.076240353767297% |
12.467228531597252% |
14.539954120937981% |
15.058241801688311% |
10.816302167519275% |
| SPY |
12.709117831812389% |
-0.3293602131137385% |
15.713037236093697% |
22.757565540012024% |
13.69853018902527% |
15.239868010677139% |
15.565248202992855% |
11.116369316176655% |
| IWF |
6.142600020846434% |
2.1698240943296865% |
7.359135346574486% |
24.06269361550988% |
13.479830948732662% |
17.951936601506358% |
17.415312832863684% |
13.203056476524399% |
| QQQ |
20.83363487873342% |
3.317884369498625% |
23.798586689607927% |
28.057780413369127% |
16.31734633760098% |
20.909037776279128% |
20.323200194703304% |
16.51456980359203% |
| IWD |
19.126412851930287% |
-3.1426580158015804% |
23.670178158218302% |
19.877301657955158% |
11.73530514682206% |
11.24614545784599% |
12.777040456848642% |
8.428115478155451% |
| IWC |
17.959754184815992% |
-4.250837934698859% |
25.342048446531006% |
24.05512029160437% |
6.305764914741951% |
10.235725409583196% |
12.251958192787837% |
7.650672159235072% |
| IWR |
11.771374974198512% |
-4.1642006453716185% |
11.899099112408473% |
17.02211176882664% |
7.886543848002958% |
11.002422542117252% |
12.789059347366184% |
9.572855723776197% |
| IWP |
0.8116130717672254% |
-1.8681963291805823% |
-2.9497589053124496% |
15.124012202167991% |
4.776030185537894% |
11.65500461422102% |
12.970747923436864% |
9.96890895745035% |
| IWS |
15.075880664838671% |
-4.980063784068167% |
16.748610398594522% |
17.280538705296955% |
9.052792653280761% |
9.718919991745011% |
12.132982227269862% |
8.703863307753634% |
| IWM |
13.655818308181056% |
-5.210150076254183% |
16.01644650706957% |
17.58509593342503% |
6.210487155898958% |
9.75462994280587% |
11.753380872869235% |
8.429655315304373% |
| IWO |
10.780614278860078% |
-5.222759709289615% |
12.056605369889084% |
17.51608491204879% |
4.668004330215214% |
9.866217397372012% |
11.969360817278574% |
9.118513637258975% |
| IWN |
16.79250122782976% |
-5.18570157827668% |
20.386387884688297% |
17.65736788743539% |
7.534625732622424% |
9.211833406721404% |
11.211165246258492% |
7.435295671430908% |
| IYR |
2.763683612670298% |
-6.70892773181172% |
0.2962108348743886% |
9.38576035845664% |
1.1634153561888683% |
4.565410364319766% |
7.6472175557226185% |
4.685436954681044% |
| VNQ |
4.168638958234583% |
-6.2557524641464575% |
1.7494004585453249% |
10.040821456504755% |
1.3534900933569016% |
4.393213352774117% |
8.024304610726517% |
5.419546230717809% |
| |
|
|
|
|
|
| AGG |
-1.8% |
-13.0% |
5.6% |
1.3% |
7.2% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.0% |
-16.7% |
17.5% |
14.4% |
13.2% |
| Global Equities (ACWI) |
18.7% |
-18.4% |
22.3% |
17.5% |
22.4% |
| U.S. Equities (SPY) |
28.7% |
-18.2% |
26.2% |
24.9% |
17.7% |
| U.S. Bonds (BND) |
-1.9% |
-13.1% |
5.4% |
1.4% |
7.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
22.366787000724674% |
2.52541503893986% |
7.631054328273601% |
33.4729789746052% |
-0.5625780181479856% |
| DBB |
28.96871716108538% |
-11.803366581494078% |
1.1127630274696099% |
7.886866751624844% |
25.01056328316198% |
| DBO |
60.735444424037865% |
13.05204367603816% |
-4.48624264803974% |
7.854170233499436% |
-11.709875560077398% |
| DBC |
41.36053503394397% |
19.338104792584907% |
-6.224601542218% |
2.179470231423375% |
8.103412709446633% |
| GLD |
-4.148920325041772% |
-0.7721152172462276% |
12.691583829117391% |
26.656902233614097% |
63.67653739726595% |
| FXA |
-6.169463648801443% |
-6.479520439547826% |
0.8732942768682417% |
-7.742041098784158% |
9.102311900415195% |
| FXC |
0.21989540439759647% |
-6.437998227356512% |
3.6476697649027168% |
-5.960564837072157% |
5.24476075814353% |
| FXF |
-4.078860344049129% |
-2.286802189582182% |
9.622224266851909% |
-7.457725581746155% |
14.043592464098165% |
| FXE |
-7.826379239021852% |
-6.566339749627648% |
4.361268665891216% |
-4.181998045095481% |
14.525690294522974% |
| FXB |
-1.5372385011081957% |
-10.4499892346964% |
7.635226804792317% |
1.3549262582095434% |
10.378425705267125% |
| FXY |
-10.9009650293582% |
-12.75003068169448% |
-7.440223162640381% |
-10.925391277921292% |
0.08529512111905557% |
| UUP |
5.734331561031825% |
9.459074898342056% |
3.6302393996581195% |
13.48444348158031% |
-4.986006962217382% |
| EEM |
-3.61506944684572% |
-20.563284961549954% |
8.985786121722583% |
6.497265018569398% |
33.98011078009198% |
| AMLP |
39.025413045561194% |
25.517438870615816% |
21.404224575858% |
22.695542122945113% |
5.813220622136139% |
| IGIB |
-1.4507965216819518% |
-14.242324539504224% |
9.215446374686076% |
3.490895684821793% |
9.585331680982701% |
| EMHY |
-1.9178330720436954% |
-13.571830654466977% |
11.420418464723948% |
11.97759235453615% |
13.702011061155272% |
| HYD |
5.050003354197874% |
-16.2630266222899% |
5.0547683390659515% |
4.942623343009034% |
2.8357556154787744% |
| IEF |
-3.3293811969845932% |
-15.322447167549935% |
3.845773013903986% |
-0.6352919458589068% |
8.03536203071582% |
| IGOV |
-9.248622664592165% |
-22.070967813331155% |
5.568336284199882% |
-6.4955567276847255% |
9.96345426116585% |
| IHY |
-2.8186822278382206% |
-14.309316185766164% |
11.617655865591626% |
3.5478823312817154% |
13.43540747702292% |
| ITM |
0.2112721312148791% |
-9.499209892304828% |
5.017874584033244% |
0.7224107679883129% |
5.337793103324895% |
| JNK |
3.992336292591747% |
-12.19401043919538% |
11.210830791872816% |
7.704927464985434% |
8.761274055509304% |
| MBB |
-1.4311664910999111% |
-11.92884703318594% |
5.002299383395492% |
1.3129780486751619% |
8.013173048099386% |
| TIP |
5.670999264121135% |
-12.248559407710324% |
3.798975665449844% |
1.651130867446704% |
6.768267454651378% |
| AGG |
-1.7696648793842362% |
-13.02294907182009% |
5.646048356145106% |
1.30760961466867% |
7.1942809372810945% |
| BND |
-1.8613008197159053% |
-13.111773828888385% |
5.39779306683279% |
1.3765516191517113% |
7.084098313084564% |
| EMB |
-2.237456812753502% |
-18.940264634480243% |
8.718256136715773% |
5.539213915040886% |
13.85783047016773% |
| PCY |
-4.289843142282901% |
-24.450957756437585% |
18.473118444434668% |
2.548498140030775% |
11.007498077742174% |
| BIL |
-0.09834057689859232% |
1.404577520233219% |
4.651708669217136% |
5.19101822011554% |
4.150587375578341% |
| TLT |
-4.602303227593152% |
-31.233529166079187% |
2.745904421676415% |
-8.058454221691424% |
4.249642399440279% |
| SHY |
-0.6777180353742529% |
-3.879251003009898% |
4.162283867656091% |
3.9158482913554726% |
4.951958177673399% |
| ACWI |
18.669669789126097% |
-18.385370163898784% |
22.29095865384785% |
17.455843601678446% |
22.413200003743317% |
| EFA |
11.460581172075845% |
-14.385845479027083% |
18.378532440361607% |
3.5100803692736715% |
31.547922583914612% |
| EFG |
11.012484828402336% |
-23.118270947944552% |
17.56050533636624% |
1.5350771486744685% |
20.697197945542456% |
| EFV |
11.104002498959531% |
-5.220550122763878% |
18.8756780437068% |
5.399679598314466% |
42.223952285564216% |
| SCZ |
10.139786981163512% |
-21.274713608797647% |
12.991777251685455% |
1.5440672101395325% |
32.07637339568912% |
| IWB |
26.31739713415382% |
-19.19716700339351% |
26.399798950576603% |
24.321143861607396% |
17.17980783487525% |
| IWV |
25.537238622902336% |
-19.28647987157188% |
25.831525237379683% |
23.493974415848264% |
16.95636244462788% |
| SPY |
28.745083727102738% |
-18.177972123600984% |
26.176890918028505% |
24.885149723075585% |
17.72090190177156% |
| IWF |
27.43412914943102% |
-29.308352309141572% |
42.591738606424535% |
33.120630724164045% |
18.32952867096762% |
| QQQ |
27.420353335508807% |
-32.57969360464408% |
54.85403044030288% |
25.576440806984625% |
20.77249701985775% |
| IWD |
24.945940809781455% |
-7.755540687176598% |
11.352247704497941% |
14.175413769879475% |
15.676393394630338% |
| IWC |
18.679592096785846% |
-21.93516331363703% |
8.998868494108114% |
13.633316049726307% |
22.453975089324672% |
| IWR |
22.437098372545083% |
-17.483616456222705% |
17.057390934130833% |
15.219453943274486% |
10.369860901486017% |
| IWP |
12.596896306235905% |
-26.735206964838053% |
25.706332444898592% |
21.86202865721343% |
8.449123482621278% |
| IWS |
28.098248518096437% |
-12.297616081387686% |
12.53051126289495% |
12.921437059544738% |
10.814809862937103% |
| IWM |
14.539054472005141% |
-20.48670856338608% |
16.835615436821705% |
11.39083442558353% |
12.657658012538754% |
| IWO |
2.538604516341514% |
-26.271682349630066% |
18.517980951897517% |
15.042487250008985% |
12.901245776922888% |
| IWN |
27.96240016231888% |
-14.768821902111018% |
14.568372472651614% |
7.641587472184863% |
12.39749101727381% |
| IYR |
38.72262818297081% |
-25.516755025588232% |
11.906161924420712% |
4.419271802972857% |
3.3815517852587407% |
| VNQ |
40.519342259096106% |
-26.247397993710987% |
11.839634258731335% |
4.807272192605838% |
3.2441904510059905% |
Compare: Risk vs. Return
for period ending September 30, 2026
Maximum Drawdown vs. Annual Return
●
AGG
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
AGG
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
AGG
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Beta vs. Annual Return
●
AGG
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
-30.0% |
-19.1% |
-21.5% |
-17.4% |
-14.2% |
-5.8% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-4.7% |
-3.9% |
-5.3% |
-2.9% |
-1.8% |
0.1% |
| Global Equities (ACWI) |
1.2% |
0.4% |
-1.7% |
-2.3% |
-3.5% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-30.2% |
-18.9% |
-21.8% |
-17.4% |
-14.1% |
-5.5% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-5.712741416518656% |
-8.942368932208348% |
-0.5253309507763753% |
-9.380660483722135% |
-15.143317855938452% |
0% |
| DBB |
8.026348461151878% |
-9.710385180081285% |
-6.891269614633715% |
-8.098537011095292% |
-12.580811511701388% |
0% |
| DBO |
9.436670466398562% |
-14.38214596088103% |
-4.092833317048767% |
-7.869086037007298% |
-13.99507733090412% |
0% |
| DBC |
12.817621147289573% |
-11.223908382662334% |
-1.5149522224573495% |
-6.134319215258184% |
-13.02988037528442% |
-8.594376730615355% |
| GLD |
-10.34580118828243% |
-1.269103776512658% |
3.3958287241254723% |
-3.609931294026307% |
-10.094487433812454% |
-2.36097494590853% |
| FXA |
-8.446255002004357% |
-18.953485763177234% |
-16.159662588925677% |
-17.460414455061432% |
-17.874786968808447% |
-9.684622887628334% |
| FXC |
-24.548461146612002% |
-28.706064686081284% |
-24.312369619848027% |
-19.897927857151963% |
-20.612808850075847% |
-13.586689146963277% |
| FXF |
-27.842923624025374% |
-20.712976281728658% |
-14.412767609045538% |
-16.74801220240274% |
-17.388610482115027% |
-9.720204131827384% |
| FXE |
-28.359010639679546% |
-19.55567425021379% |
-17.99451515053363% |
-18.550040940647794% |
-19.67047553931466% |
-12.8868116779014% |
| FXB |
-18.347057120874688% |
-16.29116816412779% |
-15.226978328176227% |
-15.88396876997558% |
-18.16962530284521% |
-14.192184186553176% |
| FXY |
-33.14242036749961% |
-26.41165756067565% |
-26.07477193357648% |
-25.40912019107668% |
-24.356191215517605% |
0% |
| UUP |
-1.12476128563417% |
-19.761940489875602% |
-6.694212296709759% |
-11.341065690304504% |
-11.628866583332211% |
0% |
| EEM |
2.6725050259264016% |
-2.646186178116505% |
-5.795420504637697% |
-7.535292203821238% |
-9.82785841482827% |
-6.344153756406362% |
| AMLP |
2.8990349949357643% |
-8.516068143979158% |
2.5716185108753677% |
-10.529870904845348% |
-11.731730003046943% |
0% |
| IGIB |
-29.716752764826317% |
-15.352751467392402% |
-17.436389527007915% |
-13.205424403837954% |
-11.33966792898056% |
0% |
| EMHY |
-11.000801241055052% |
-4.056060006080175% |
-10.063084774002034% |
-11.21894747785295% |
0% |
0% |
| HYD |
-23.3574968886933% |
-19.68530191962386% |
-21.00301874784735% |
-15.376777868680765% |
-12.201976765385442% |
0% |
| IEF |
-30.532309816678826% |
-21.00403624957803% |
-22.640963768340953% |
-18.69714356425979% |
-15.431848615193362% |
-6.551258531111889% |
| IGOV |
-28.85068286987066% |
-20.195583435313257% |
-21.667039215927083% |
-20.280352878512353% |
-18.639187881059268% |
0% |
| IHY |
-19.31175728159521% |
-10.540332755003764% |
-13.873559125940977% |
-11.536690025112161% |
0% |
0% |
| ITM |
-26.458709966398132% |
-21.693587375537046% |
-20.914767095482972% |
-16.58447064430059% |
-12.949457605831553% |
0% |
| JNK |
-20.033450087444194% |
-9.657758318970943% |
-12.501838030987736% |
-9.97461650561407% |
-8.030347032802446% |
0% |
| MBB |
-27.172064065731057% |
-18.403941837800158% |
-20.20933832436407% |
-18.3627158551129% |
-15.54006581689% |
0% |
| TIP |
-32.963940942186035% |
-20.70810842191359% |
-21.31266958085574% |
-15.021121644140491% |
-13.627277217789134% |
-5.721602407317853% |
| AGG |
-30.004284571065% |
-19.0575151330062% |
-21.549239030587835% |
-17.43041638571984% |
-14.188443129064673% |
-5.750834391796529% |
| BND |
-30.15225202836406% |
-18.885548764978477% |
-21.784098103024167% |
-17.355979438546562% |
-14.091742764949144% |
-5.466532263367269% |
| EMB |
-18.96129083226336% |
-11.28607129293061% |
-15.001478944597618% |
-13.651372677602888% |
-11.084693446700493% |
0% |
| PCY |
-22.055279736261% |
-14.362198865363023% |
-14.503557015133202% |
-14.774548390083789% |
-12.028889732601513% |
0% |
| BIL |
-15.368686651832329% |
-13.302464462840362% |
-38.577281659502546% |
-26.985273651820812% |
-23.737783526347254% |
0% |
| TLT |
-28.555728494224056% |
-22.55133340639714% |
-23.102685453399122% |
-18.77550737638027% |
-15.850758989082266% |
-8.555980383779335% |
| SHY |
-38.23818421942376% |
-21.8623940154703% |
-30.49205301322222% |
-23.528538228591387% |
-20.000213057051628% |
-8.354629900392926% |
| ACWI |
1.208226607151584% |
0.38758367606484256% |
-1.69272621070317% |
-2.294446350723783% |
-3.5023331063151666% |
0% |
| EFA |
-0.24644282771834725% |
-3.793608413639536% |
-4.369532265361501% |
-6.116001697183869% |
-7.27196055941752% |
-6.217138138193006% |
| EFG |
-8.482094139784365% |
-10.115196336594988% |
-9.496434830081682% |
-7.876354177263509% |
-7.976155153337039% |
-6.3062550730405205% |
| EFV |
6.685253927120284% |
1.0372372897618334% |
0.8905472178549694% |
-5.640680939290072% |
-7.604258252898414% |
-6.6722939038433795% |
| SCZ |
-3.2255912745892825% |
-6.1970487169111905% |
-8.066491589111529% |
-7.751561772593047% |
-7.266403592149089% |
0% |
| IWB |
-0.4766103235746506% |
-0.6470061674042569% |
-0.865612874984464% |
-0.5378959359018864% |
-0.3977382165037504% |
-0.23739929844515117% |
| IWV |
-0.3465934669137969% |
-1.167875521010469% |
-1.344152382360213% |
-1.0116089909620225% |
-0.8299555225142932% |
-0.5768261850159515% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-9.319330259176969% |
-3.3394552951729413% |
-1.8869831051264754% |
0.6087571100085754% |
-0.04349349119754997% |
1.10220581313264% |
| QQQ |
0.09448863120087836% |
-1.3231558268143182% |
-0.3098757687708762% |
2.1739721021313283% |
1.1326412450196859% |
2.757307033367457% |
| IWD |
10.278882468224465% |
-2.816519938102916% |
-1.6333441821415704% |
-4.121726956452701% |
-2.9619101355122144% |
-2.8971219962941834% |
| IWC |
3.305469610473443% |
-7.277340169182327% |
-7.925603337971726% |
-7.466710080862904% |
-6.679671483812517% |
-5.245404855754501% |
| IWR |
-3.091172087724761% |
-7.5692665115% |
-6.135274859054194% |
-5.253726331140937% |
-4.044626130397008% |
-2.576070149379036% |
| IWP |
-18.478748816085577% |
-10.904320011575326% |
-8.96741713715438% |
-5.248519105661357% |
-4.576828480342529% |
-2.5647461331238333% |
| IWS |
1.4404750652042537% |
-7.221547906810155% |
-5.06611630577919% |
-6.5219993558862175% |
-4.765755077668118% |
-3.4714651004100707% |
| IWM |
-2.2784279292707126% |
-10.005836262432535% |
-7.899862812225042% |
-7.342592835989756% |
-6.432181881549996% |
-4.3337706783025896% |
| IWO |
-6.628981599100385% |
-10.675322171997072% |
-9.060145502318788% |
-7.402148964811774% |
-6.54884134869224% |
-3.94877327911193% |
| IWN |
3.4910678532170785% |
-9.645743014805232% |
-6.872642078711964% |
-7.853493795576078% |
-6.897182356938105% |
-5.137443519001663% |
| IYR |
-14.88027434262663% |
-14.63060482809001% |
-11.921954238129564% |
-10.901574984346752% |
-8.797595491646682% |
-7.2513113829049285% |
| VNQ |
-13.670756091709478% |
-14.143292263417393% |
-11.755283886494835% |
-11.058982546967371% |
-8.60637426031809% |
-6.807506471873486% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
-6.8% |
-4.4% |
-7.6% |
-3.4% |
-1.6% |
0.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.8% |
-2.4% |
-3.7% |
-1.8% |
-1.0% |
0.2% |
| Global Equities (ACWI) |
1.6% |
0.9% |
-1.4% |
-1.9% |
-3.0% |
|
| U.S. Equities (SPY) |
-0.0% |
0.0% |
-0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-6.3% |
-4.2% |
-7.5% |
-3.5% |
-1.7% |
0.4% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
5.74369555234759% |
8.723793384290481% |
5.07304819581285% |
0.2662859845698251% |
-3.7547174628031987% |
0% |
| DBB |
15.141853705159585% |
5.851785656422797% |
-2.2930562272590285% |
-2.040358731593562% |
-6.260200374825191% |
0% |
| DBO |
88.21156764014543% |
16.48715248435959% |
8.600650724269984% |
1.1334097850555676% |
-10.622232981173955% |
0% |
| DBC |
47.52204445667616% |
12.604075189138772% |
7.200041453835222% |
2.083835368039023% |
-5.210013726782483% |
-4.198276626503949% |
| GLD |
-2.4391445448048623% |
26.552773428953866% |
12.129392325931569% |
7.207552870661624% |
2.3288468814044414% |
7.038535108321494% |
| FXA |
-2.3032123121706904% |
-6.589245997903452% |
-8.184040044900826% |
-8.067960036981894% |
-8.801679553227856% |
-4.8452502911182185% |
| FXC |
-8.588165710863594% |
-8.290804651695222% |
-8.20429151851613% |
-6.271975613363738% |
-7.519362259842014% |
-5.683058281577605% |
| FXF |
-13.112648126852221% |
-5.241382883550847% |
-4.729919193147921% |
-3.841930020874516% |
-4.165731514478066% |
-1.8837944061210812% |
| FXE |
-8.776394215267764% |
-2.3184105684517964% |
-5.817111652153705% |
-4.5125438554893105% |
-5.549070810013696% |
-4.386492180650344% |
| FXB |
-5.710174699319058% |
-1.5971697352698833% |
-5.611285138357887% |
-5.15163461430266% |
-6.430812014308239% |
-5.315164639320239% |
| FXY |
-11.115071631472137% |
-9.630373117105057% |
-13.497436728467898% |
-8.47658524981703% |
-7.015765890130593% |
0% |
| UUP |
6.950101713633164% |
1.553779786155013% |
2.912692103588924% |
2.4441419547963994% |
3.427077977091166% |
0% |
| EEM |
8.050487432210577% |
4.647193577967716% |
-2.988506076698175% |
-4.029044073361536% |
-6.853507137060775% |
-5.521139830088077% |
| AMLP |
16.229296687399838% |
4.532727872829912% |
8.846862831391363% |
-10.909599444034093% |
-11.484652735646142% |
0% |
| IGIB |
-7.691410104876801% |
-3.6236430809535323% |
-7.157219159570178% |
-3.7196587653145787% |
-2.184255699132011% |
0% |
| EMHY |
-3.784627821274035% |
0.12652950679335806% |
-4.878796813265156% |
-5.064922677835872% |
0% |
0% |
| HYD |
-8.495374441050428% |
-7.1329256818367615% |
-9.361587124670507% |
-6.332008830304696% |
-3.1241142578069407% |
0% |
| IEF |
-8.562894064278376% |
-5.453935367731111% |
-9.022700035664773% |
-3.7031840573871793% |
-1.1911896921424812% |
1.475969219643384% |
| IGOV |
-13.157009117556925% |
-7.630595156599808% |
-13.264983126841145% |
-8.350695687526427% |
-6.593237210772809% |
0% |
| IHY |
-7.196927422723606% |
-1.4890034444012468% |
-6.522009951393523% |
-4.646999648843508% |
0% |
0% |
| ITM |
-9.070405577997448% |
-6.962464255843345% |
-7.933186366319827% |
-3.9007432046494217% |
-1.4258479348971453% |
0% |
| JNK |
-4.587319198980261% |
-1.9208272601107925% |
-5.579211866079403% |
-3.8769084009160117% |
-2.7251295244374667% |
0% |
| MBB |
-6.751366011289013% |
-4.617122064860818% |
-7.668058202915953% |
-3.7240214738603017% |
-2.0264902113221854% |
0% |
| TIP |
-7.646612043280914% |
-3.82667369883227% |
-7.208807741819544% |
-3.0865777411600814% |
-2.0124234766293267% |
0.19660593833851236% |
| AGG |
-6.804956706081921% |
-4.413660791807776% |
-7.5508584656632305% |
-3.4021594634294807% |
-1.6017156449949963% |
0.3863708177871228% |
| BND |
-6.342956175231619% |
-4.209427881503938% |
-7.511582269343664% |
-3.5292448662820455% |
-1.6941329875701279% |
0.43234574461074327% |
| EMB |
-7.910203449095465% |
-3.57769286634547% |
-8.666862084375182% |
-6.568641824548786% |
-4.174259922212425% |
0% |
| PCY |
-12.0990066276761% |
-7.831059958503902% |
-11.682526623467755% |
-9.45471159495135% |
-5.964836362135818% |
0% |
| BIL |
-0.035506177521258855% |
0.022416567385630498% |
-1.0303412650180699% |
-0.5345806008927609% |
-0.3984461077645921% |
0% |
| TLT |
-14.762496303693071% |
-14.306979476594288% |
-17.792346271722277% |
-7.648778428829214% |
-2.5846409834799737% |
1.3957875462581382% |
| SHY |
-2.545675441393257% |
-1.02210178039564% |
-3.2945854827376735% |
-1.3256708139911588% |
-0.7118229076197159% |
0.18757042570560784% |
| ACWI |
1.6013684337912935% |
0.9385044446431579% |
-1.3811732389415194% |
-1.8711696282769061% |
-2.9679567572334093% |
0% |
| EFA |
3.848690427317643% |
2.9308889462862844% |
-2.416206123532845% |
-3.8606673889593157% |
-5.064273459488894% |
-5.566331099448398% |
| EFG |
-6.509216310281896% |
-6.080120992615996% |
-9.199568180952069% |
-6.1751969652765535% |
-6.312688335864063% |
-5.741247016673106% |
| EFV |
13.574516171165538% |
10.963006571563874% |
4.019146749572404% |
-2.324024329101354% |
-4.531698652782569% |
-5.902903035195213% |
| SCZ |
0.38424766536005706% |
0.3017595717977546% |
-6.597440995635402% |
-6.202106902411742% |
-5.3948965174314365% |
0% |
| IWB |
-0.4462383233075844% |
-0.6101829300374604% |
-0.8536779610088114% |
-0.5248439870710939% |
-0.3755929295654017% |
-0.22440345916721505% |
| IWV |
-0.29644793463127783% |
-1.098246649576403% |
-1.3291031156649762% |
-0.9907212733574458% |
-0.7927775390901761% |
-0.556737858846331% |
| SPY |
-3.552713678800501e-15% |
0% |
-5.329070518200751e-15% |
7.105427357601002e-15% |
5.329070518200751e-15% |
7.105427357601002e-15% |
| IWF |
-11.276333095417456% |
-2.5203393298009082% |
-1.6900900706721416% |
1.4776758970661028% |
0.7105539254020687% |
1.6098031641771904% |
| QQQ |
2.108589067248115% |
0.5129626752754% |
0.6093077487374359% |
4.049023756757887% |
2.920298840592686% |
4.344726498043208% |
| IWD |
11.847088358100605% |
1.0078742048785525% |
-0.5021792810450858% |
-3.0845333404226736% |
-1.9806735429787228% |
-2.494293778500638% |
| IWC |
8.038281993361027% |
-5.411583099997866% |
-8.473734625218276% |
-7.145252736543714% |
-5.525702361590131% |
-5.26436054040283% |
| IWR |
0.2545424265168137% |
-5.208407524772806% |
-5.847636482558036% |
-5.005376789057003% |
-3.553973489536622% |
-2.3899870331835738% |
| IWP |
-16.24620091945743% |
-11.12919300044398% |
-10.043984179013783% |
-4.9169292485703675% |
-4.021994554401971% |
-2.2237316623389347% |
| IWS |
5.66589186200147% |
-3.636530401278371% |
-4.247909973365612% |
-6.128150626201359% |
-3.9635751942264132% |
-3.2678490721006392% |
| IWM |
-0.21050108064622464% |
-10.056558810624448% |
-8.64264875842081% |
-7.6532652584624135% |
-6.17346703497136% |
-4.361022217246533% |
| IWO |
-7.877150611814804% |
-13.707407384237491% |
-10.94475139928728% |
-8.0098254384563% |
-6.574461628972998% |
-3.9079507285746695% |
| IWN |
7.833885026421683% |
-6.359865611075573% |
-6.504900408365599% |
-7.720442922458961% |
-6.088791654264446% |
-5.094842236270672% |
| IYR |
-11.024273227473028% |
-10.85734643369518% |
-12.196751745200569% |
-9.318815044304436% |
-6.024962838397919% |
-6.968589454455106% |
| VNQ |
-9.607584609568065% |
-10.244402619210845% |
-12.064485362100573% |
-9.516381063528124% |
-5.63155304116902% |
-6.281150024086328% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
-1.33 |
-0.02 |
-0.70 |
-0.28 |
-0.01 |
0.24 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.57 |
1.12 |
0.27 |
0.62 |
0.83 |
0.63 |
| Global Equities (ACWI) |
0.98 |
1.41 |
0.50 |
0.68 |
0.74 |
|
| U.S. Equities (SPY) |
0.90 |
1.38 |
0.60 |
0.81 |
0.96 |
0.65 |
| U.S. Bonds (BND) |
-1.34 |
-0.01 |
-0.71 |
-0.27 |
-0.01 |
0.26 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.5018403890442525 |
0.7632523292291297 |
0.5556727047573541 |
0.24519156696743963 |
-0.04590002443326256 |
0 |
| DBB |
1.4084336239605206 |
0.7148098955395618 |
0.22749282619093825 |
0.3536596975743871 |
0.162196482890964 |
0 |
| DBO |
1.4005171112663028 |
0.44570595383960093 |
0.438492772961234 |
0.42864895517761126 |
0.12673360430731218 |
0 |
| DBC |
1.6442469739793644 |
0.6088395749897377 |
0.5229363287735652 |
0.467665541698833 |
0.12886046899514275 |
0.14366183732535895 |
| GLD |
0.24655433445283378 |
1.286091816455448 |
0.7998841781764222 |
0.6137305230369297 |
0.32617918234051746 |
0.5200627629458796 |
| FXA |
0.30282506170992357 |
-0.0006044482576807488 |
-0.37391735862407144 |
-0.2699644714319406 |
-0.2443239483480662 |
0.03907367756090424 |
| FXC |
-0.9127860908533221 |
-0.7876026108974123 |
-0.8556639577710281 |
-0.43020833447503065 |
-0.44793306747853684 |
-0.23077709711038066 |
| FXF |
-1.1714015988605928 |
-0.13963170854084717 |
-0.2814298697802062 |
-0.23766449185292007 |
-0.22233132645740916 |
0.02346916198832944 |
| FXE |
-1.2060516977359768 |
-0.05702124749961872 |
-0.5018407367278834 |
-0.3528508240265685 |
-0.38551334991936953 |
-0.18498473971028026 |
| FXB |
-0.4404433184823585 |
0.19451646890365518 |
-0.326695636861556 |
-0.1785743926650152 |
-0.27570534825726467 |
-0.2723099527249935 |
| FXY |
-1.5927715290103015 |
-0.5905775326672298 |
-1.0207177984033209 |
-0.7947433464224588 |
-0.7179926360951789 |
0 |
| UUP |
0.810425936595502 |
-0.07342846457577028 |
0.18543222649075702 |
0.10240531825903362 |
0.17644752229602306 |
0 |
| EEM |
1.0753708274516582 |
1.196841075205498 |
0.2801468134992671 |
0.38388087563002526 |
0.34609754808212767 |
0.293298151983691 |
| AMLP |
1.087506446598093 |
0.7977884415781202 |
0.7529694959395598 |
0.27699709157847024 |
0.27015062478928226 |
0 |
| IGIB |
-1.3076611505824696 |
0.26492627908303346 |
-0.45777122795860453 |
-0.015665488475775143 |
0.18311638405778344 |
0 |
| EMHY |
0.10440966665124166 |
1.11314335607228 |
-0.009690257258132037 |
0.1276574929617957 |
0 |
0 |
| HYD |
-0.8204916027936642 |
-0.0696422772569848 |
-0.6699205664359983 |
-0.13431709795034547 |
0.14462634019777737 |
0 |
| IEF |
-1.3763930238730473 |
-0.1717820707755316 |
-0.7740413769809734 |
-0.35643852610426396 |
-0.09009998736052152 |
0.20517224657656874 |
| IGOV |
-1.250241425220555 |
-0.09394038599649508 |
-0.7238886092425291 |
-0.45257060599794935 |
-0.30350461023116077 |
0 |
| IHY |
-0.5135392548089424 |
0.6303580755885413 |
-0.24187670699973943 |
0.09883509771002258 |
0 |
0 |
| ITM |
-1.059622942267572 |
-0.23011589749053338 |
-0.6677058503802625 |
-0.22631130489590398 |
0.07577438241392472 |
0 |
| JNK |
-0.5721328203063576 |
0.6954360498986266 |
-0.16304816081716814 |
0.18862575298984668 |
0.4182313558880643 |
0 |
| MBB |
-1.1122550483279598 |
0.0302326746399575 |
-0.6206619234576158 |
-0.3336290164412805 |
-0.1028003542028003 |
0 |
| TIP |
-1.5521731703365744 |
-0.16011043817181125 |
-0.6558622253240601 |
-0.1282150191081458 |
0.02530456293501659 |
0.24863999065627745 |
| AGG |
-1.3284997945127794 |
-0.024707995512988933 |
-0.7024024615071484 |
-0.27891496821441647 |
-0.013757621159824544 |
0.23973643247070972 |
| BND |
-1.3388607232190592 |
-0.012171462874577573 |
-0.7145864528960455 |
-0.27424530877062386 |
-0.0073602094185823055 |
0.2566653172378704 |
| EMB |
-0.48308363337059307 |
0.5784827350669419 |
-0.3052492289194677 |
-0.026414146024216486 |
0.2220454086386525 |
0 |
| PCY |
-0.7157474560222432 |
0.36085501810701903 |
-0.25984668397394456 |
-0.08320264262724507 |
0.17107635724132172 |
0 |
| BIL |
-0.2387352583045602 |
0.9686355078187149 |
-0.7060883435937583 |
-0.5468582012989656 |
-0.5053200312875293 |
0 |
| TLT |
-1.2376707513997072 |
-0.2639011227925157 |
-0.8181422747304185 |
-0.3414096020911083 |
-0.08841434151240822 |
0.11714717369995076 |
| SHY |
-1.9182489849360824 |
-0.26853251263428024 |
-1.033078096656795 |
-0.5651157865222082 |
-0.3569026799586383 |
0.05937126771392711 |
| ACWI |
0.9765399471328436 |
1.4090569516808022 |
0.5013966313555597 |
0.6796398167790432 |
0.7411385222125583 |
0 |
| EFA |
0.881918999518017 |
1.1233884413956596 |
0.35357034368456913 |
0.45851592113044043 |
0.5021915483410926 |
0.28302347074275697 |
| EFG |
0.32596865160871774 |
0.6841624849265298 |
0.06376649857248363 |
0.3566742520408427 |
0.4571331242942464 |
0.27701919566860556 |
| EFV |
1.3297776498504 |
1.4490479007196941 |
0.6473646761726383 |
0.4930081818884184 |
0.4866224871318217 |
0.26031800490023255 |
| SCZ |
0.6880038901294134 |
0.9586533778320511 |
0.14468934885453974 |
0.3694119416531335 |
0.5074498456722004 |
0 |
| IWB |
0.8643120672907436 |
1.3375257701155912 |
0.5523165839346649 |
0.7836931948692916 |
0.9357452583965955 |
0.635895890074854 |
| IWV |
0.8727046637452339 |
1.3020728191671334 |
0.526419824151476 |
0.7575609965065314 |
0.9095553499298994 |
0.6169976963247812 |
| SPY |
0.8963368474923126 |
1.38116377771494 |
0.5996949078768038 |
0.8130599058367424 |
0.9597414192597232 |
0.6488755640003332 |
| IWF |
0.2748203324796627 |
1.154252406507272 |
0.5134043866056973 |
0.8551091995475606 |
0.962090288711899 |
0.7185802129008905 |
| QQQ |
0.9139481285137122 |
1.2819315074519733 |
0.6071417650217422 |
0.9435276417298283 |
1.0354317106926056 |
0.8192715608812828 |
| IWD |
1.5587845826810864 |
1.1898613866719332 |
0.5050194113045674 |
0.5792846301865843 |
0.7768404999267504 |
0.47897663020337217 |
| IWC |
1.1120913520545759 |
0.8980486372362361 |
0.18104658687626557 |
0.4164929156367976 |
0.5675637162396924 |
0.36558227574628593 |
| IWR |
0.6870571045030796 |
0.8648590935714472 |
0.260589325071745 |
0.521709112433645 |
0.7142879729642702 |
0.5065027272446001 |
| IWP |
-0.4248689798759859 |
0.6396180569629496 |
0.1060187557427631 |
0.5273841633653606 |
0.6850408967672617 |
0.5108317627036039 |
| IWS |
0.9919055113221208 |
0.8886175779283506 |
0.3219600345005047 |
0.4502425724433386 |
0.6704102935937342 |
0.4553477401486917 |
| IWM |
0.7521780386996654 |
0.7075370971303705 |
0.1739474452872092 |
0.4143357143369205 |
0.5759522638521589 |
0.4129873769558425 |
| IWO |
0.47214864789360106 |
0.6664080000037955 |
0.11108621682707255 |
0.4136138519080707 |
0.5717989920007327 |
0.4385114258847921 |
| IWN |
1.123954413006553 |
0.7299646867207287 |
0.2325354237092829 |
0.3871367345418954 |
0.5475569093007634 |
0.3660050663664657 |
| IYR |
-0.14074647594036424 |
0.36529277038149227 |
-0.07848213552753339 |
0.1824402086932685 |
0.4104568605408586 |
0.24070050306135254 |
| VNQ |
-0.05068989021780434 |
0.40133005946447764 |
-0.06778336180175372 |
0.1728943558211819 |
0.42463084053735894 |
0.27160193323573917 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
-1.36 |
-0.04 |
-0.83 |
-0.35 |
-0.02 |
0.34 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.08 |
2.08 |
0.39 |
0.92 |
1.28 |
0.93 |
| Global Equities (ACWI) |
1.89 |
2.80 |
0.75 |
1.01 |
1.14 |
|
| U.S. Equities (SPY) |
2.12 |
2.88 |
0.92 |
1.26 |
1.55 |
0.97 |
| U.S. Bonds (BND) |
1.08 |
2.08 |
0.39 |
0.92 |
1.28 |
0.93 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.9024586724743611 |
1.4620749700508326 |
0.9244299380325299 |
0.37647980415596277 |
-0.06732396779870743 |
0 |
| DBB |
2.561647513658268 |
1.2197507887630525 |
0.33479127465589426 |
0.5465944484046064 |
0.24346921499920093 |
0 |
| DBO |
3.732605936036195 |
0.8761562232037954 |
0.7659705274900889 |
0.6722150473404768 |
0.18165691131807998 |
0 |
| DBC |
3.4466121667485785 |
1.0813537436486926 |
0.8485686283226581 |
0.703589079139861 |
0.181522621685728 |
0.19844921288159664 |
| GLD |
0.368063353292349 |
2.2580299211707633 |
1.3815266297711293 |
1.047061819748788 |
0.5155331489145224 |
0.8416824946479583 |
| FXA |
0.4685677703736329 |
-0.000822786927505026 |
-0.4617564468304254 |
-0.3582597699880999 |
-0.32904092607260726 |
0.05463456293512622 |
| FXC |
-1.0546723100312463 |
-0.9713685403911873 |
-0.9634768865066732 |
-0.5433869897184846 |
-0.5597636042064641 |
-0.3061490024137904 |
| FXF |
-1.2685328478604807 |
-0.20256512436555482 |
-0.3808792408628165 |
-0.32338183265690656 |
-0.30379136984068583 |
0.034679868358650466 |
| FXE |
-1.2807034947064115 |
-0.0834875623997733 |
-0.6407797863088421 |
-0.4711055639107087 |
-0.4962645063120709 |
-0.24851140656046072 |
| FXB |
-0.5928318247270176 |
0.28608200926118266 |
-0.4106276540121646 |
-0.23897112338766338 |
-0.3572612238108998 |
-0.35135349350427647 |
| FXY |
-1.6279217521275748 |
-0.7567658640348383 |
-1.1885670829983033 |
-0.9333981756060585 |
-0.8705929496621443 |
0 |
| UUP |
1.6181985301881092 |
-0.10308010629195477 |
0.27262950718749734 |
0.1458704857629491 |
0.26261988752045434 |
0 |
| EEM |
1.9468475328249908 |
2.214499700673513 |
0.43072957224530045 |
0.5781517157393201 |
0.5342694105624135 |
0.43502846950802304 |
| AMLP |
1.9445058772485218 |
1.4316178824942931 |
1.251463703638725 |
0.41393223441258725 |
0.40036067695096483 |
0 |
| IGIB |
-1.3212304099969656 |
0.4131729425732852 |
-0.5743049343177762 |
-0.020720778167031224 |
0.2463948596465609 |
0 |
| EMHY |
0.13659473911940623 |
1.9984440953572058 |
-0.013635911397511993 |
0.1697335503944602 |
0 |
0 |
| HYD |
-0.915138695341715 |
-0.10064045011175965 |
-0.8064246671453614 |
-0.15663088466645297 |
0.1741685015986486 |
0 |
| IEF |
-1.463237976882579 |
-0.23068925955002004 |
-0.9018274304378948 |
-0.4515977220236939 |
-0.1216260559436191 |
0.30441041079482856 |
| IGOV |
-1.3033164516014897 |
-0.1352759223658769 |
-0.873129894952096 |
-0.5632883309940914 |
-0.3850112558363856 |
0 |
| IHY |
-0.618674063079456 |
1.0564587969633756 |
-0.31027551952345667 |
0.1293427988858504 |
0 |
0 |
| ITM |
-1.1039937906265889 |
-0.31867071717242706 |
-0.8042443725838517 |
-0.28846765494759974 |
0.1016340840078572 |
0 |
| JNK |
-0.653623354453035 |
1.1881437604628102 |
-0.2097285447540334 |
0.2518475547677013 |
0.6018423040764496 |
0 |
| MBB |
-1.1587081280028566 |
0.043219369495264316 |
-0.7488294742551733 |
-0.41041481028933496 |
-0.12959044365296157 |
0 |
| TIP |
-1.5521851059195308 |
-0.21188620039292028 |
-0.7411280721471125 |
-0.15849870046484094 |
0.032480110679985075 |
0.3419025354126627 |
| AGG |
-1.3622898482989072 |
-0.03513137017232551 |
-0.833177704780083 |
-0.35127905822849087 |
-0.01796215950666246 |
0.340246934798574 |
| BND |
-1.3844945154391373 |
-0.017479280622578915 |
-0.8417112455363914 |
-0.34578852025928447 |
-0.009622086291394211 |
0.3611553183130859 |
| EMB |
-0.5619974368610713 |
0.8963950258407799 |
-0.39309274192164206 |
-0.03388015866537977 |
0.2983560333173847 |
0 |
| PCY |
-0.8214034766776854 |
0.5654323262392846 |
-0.34471756903379325 |
-0.10720907207729384 |
0.22889229296385244 |
0 |
| BIL |
-0.3561464372908601 |
1.8283863900615862 |
-0.6983721080006727 |
-0.5448275677904019 |
-0.5037377365845869 |
0 |
| TLT |
-1.350622522994869 |
-0.3666267870132518 |
-0.9832866516599791 |
-0.45750771879124996 |
-0.12635447608906702 |
0.1801193400856698 |
| SHY |
-1.7760483875087656 |
-0.343769573480488 |
-1.066176226334543 |
-0.6256045913624885 |
-0.40478548834267136 |
0.07525596628400306 |
| ACWI |
1.8920045581925131 |
2.8021815236215524 |
0.7464459542155303 |
1.0148787428513086 |
1.144840077522785 |
0 |
| EFA |
1.2649161258303432 |
1.8357709362559467 |
0.5143084558020177 |
0.6683802255954802 |
0.750315283217372 |
0.39888209743606573 |
| EFG |
0.4480528805364228 |
1.0505630729602307 |
0.08887119790659748 |
0.5118003799001766 |
0.6738707541699307 |
0.38769435246097367 |
| EFV |
2.2215814359153074 |
2.586901151451286 |
0.9858189921325085 |
0.7208040818857235 |
0.7274885018376923 |
0.3708566531294684 |
| SCZ |
1.0230876749133626 |
1.5542093525780265 |
0.20013491305725678 |
0.5190800015755748 |
0.7430274408128422 |
0 |
| IWB |
1.9985141054280293 |
2.725720552499923 |
0.8421704226198312 |
1.2078456884977786 |
1.5021366576205528 |
0.9428121196211178 |
| IWV |
2.0282564092356044 |
2.624798300565563 |
0.8003520615994102 |
1.1618368505956262 |
1.4523773841231897 |
0.9092223964403616 |
| SPY |
2.122209691191592 |
2.882608752911902 |
0.9215080719457897 |
1.25747264926593 |
1.5474369422354433 |
0.9656525285733627 |
| IWF |
0.526014617250195 |
2.241613835904818 |
0.7814954577729438 |
1.3714842163781409 |
1.5963688929219597 |
1.1078600240565841 |
| QQQ |
2.16641702304507 |
2.758603578902773 |
0.9540653123858376 |
1.5700445714193372 |
1.7797796264651655 |
1.3011859750177146 |
| IWD |
2.955184138220723 |
2.047260762315637 |
0.7586510980426636 |
0.850861611871312 |
1.194007633441645 |
0.6834781020930458 |
| IWC |
2.1772188866971045 |
1.651191877828048 |
0.272558781010398 |
0.6358046860380927 |
0.8850128621504061 |
0.5316006677823273 |
| IWR |
1.1320420030727112 |
1.4860637503275955 |
0.38540255330781753 |
0.7670347172132617 |
1.1008595619284605 |
0.7340020652105909 |
| IWP |
-0.5663632626609254 |
1.1130730553974795 |
0.15539118835706295 |
0.8178504012453656 |
1.1020339661032483 |
0.759371344982806 |
| IWS |
1.6669773860978652 |
1.491830774137996 |
0.47561560764587707 |
0.640830188703465 |
1.0028627867487392 |
0.6467160506986919 |
| IWM |
1.4938671516344237 |
1.2442812943727164 |
0.26272837260008747 |
0.6205881955916888 |
0.8914393933917754 |
0.6022047498186581 |
| IWO |
0.8895341157705005 |
1.1443378365299373 |
0.16343001152091313 |
0.622171509727386 |
0.8865488700033245 |
0.6456775189899732 |
| IWN |
2.3301337893190177 |
1.319832812210903 |
0.3584382997937037 |
0.5751674640626079 |
0.8381784636669294 |
0.5266219444144727 |
| IYR |
-0.20388684868442802 |
0.5682178074356695 |
-0.10936109706295954 |
0.25179554522289505 |
0.6008501997097879 |
0.33338615418595063 |
| VNQ |
-0.07518702013218158 |
0.6313582308394132 |
-0.09460701873586624 |
0.23987134215742945 |
0.6306788847861972 |
0.38113062403840503 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
n/m |
-0.1 |
-2.0 |
n/m |
n/m |
n/m |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.8 |
1.5 |
0.4 |
1.0 |
1.2 |
1.0 |
| Global Equities (ACWI) |
1.4 |
1.9 |
0.8 |
1.0 |
1.1 |
n/m |
| U.S. Equities (SPY) |
1.2 |
1.8 |
0.9 |
1.2 |
1.4 |
0.9 |
| U.S. Bonds (BND) |
n/m |
-0.1 |
-2.0 |
n/m |
n/m |
n/m |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| Treynor ratio is shown as n/m ("not meaningful") when a portfolio ingredient's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison. |
| DBA |
0 |
0 |
0 |
0 |
0 |
0 |
| DBB |
3.6 |
4 |
0.5 |
0.9 |
0.2 |
0 |
| DBO |
-10.5 |
-3.5 |
0 |
1.4 |
-0.1 |
0 |
| DBC |
-18.3 |
0 |
0 |
1.8 |
0.2 |
0.2 |
| GLD |
0.7 |
0 |
0 |
0 |
0 |
0 |
| FXA |
0.6 |
-0.1 |
-1.1 |
-0.8 |
-0.7 |
-0.1 |
| FXC |
-2.5 |
0 |
-2.6 |
-1.3 |
-1.3 |
-0.7 |
| FXF |
-2.6 |
0 |
-1.4 |
0 |
0 |
0 |
| FXE |
0 |
0 |
0 |
0 |
0 |
-0.9 |
| FXB |
-1.3 |
0 |
-1.1 |
-0.7 |
-0.9 |
-1 |
| FXY |
0 |
0 |
0 |
0 |
0 |
0 |
| UUP |
-2.2 |
0 |
0 |
0 |
0 |
0 |
| EEM |
1.8 |
2.4 |
0.5 |
0.7 |
0.6 |
0.4 |
| AMLP |
0 |
3 |
2.6 |
0.3 |
0.3 |
0 |
| IGIB |
0 |
0.5 |
-1.2 |
-0.1 |
0.4 |
0 |
| EMHY |
0.1 |
1.9 |
-0.1 |
0.2 |
0 |
0 |
| HYD |
-1.8 |
-0.2 |
-1.7 |
-0.5 |
0.3 |
0 |
| IEF |
0 |
-0.6 |
-2.5 |
0 |
0 |
0 |
| IGOV |
-2.6 |
-0.4 |
-2 |
-1.6 |
-1.1 |
0 |
| IHY |
-1 |
1.3 |
-0.7 |
0.1 |
0 |
0 |
| ITM |
-2.8 |
-0.5 |
-1.8 |
0 |
0 |
0 |
| JNK |
0 |
1.2 |
-0.4 |
0.3 |
0.7 |
0 |
| MBB |
0 |
-0 |
-1.8 |
0 |
0 |
0 |
| TIP |
0 |
0 |
-1.8 |
0 |
0 |
0 |
| AGG |
0 |
-0.1 |
-2 |
0 |
0 |
0 |
| BND |
0 |
-0.1 |
-2 |
0 |
0 |
0 |
| EMB |
-1.1 |
1 |
-0.7 |
-0.2 |
0.4 |
0 |
| PCY |
-1.5 |
0.6 |
-0.7 |
-0.3 |
0.3 |
0 |
| BIL |
0 |
0 |
0 |
0 |
0 |
0 |
| TLT |
0 |
-0.8 |
-2.5 |
0 |
0 |
0 |
| SHY |
0 |
0 |
0 |
0 |
0 |
0 |
| ACWI |
1.4 |
1.9 |
0.8 |
1 |
1.1 |
0 |
| EFA |
1.8 |
2.3 |
0.6 |
0.8 |
0.8 |
0.4 |
| EFG |
0.5 |
1.1 |
-0 |
0.5 |
0.7 |
0.3 |
| EFV |
4.3 |
4.6 |
1.6 |
0.9 |
0.8 |
0.3 |
| SCZ |
1.3 |
1.9 |
0.1 |
0.6 |
0.8 |
0 |
| IWB |
1.2 |
1.8 |
0.8 |
1.2 |
1.3 |
0.9 |
| IWV |
1.2 |
1.7 |
0.8 |
1.1 |
1.3 |
0.9 |
| SPY |
1.2 |
1.8 |
0.9 |
1.2 |
1.4 |
0.9 |
| IWF |
0.3 |
1.6 |
0.8 |
1.4 |
1.4 |
1.1 |
| QQQ |
1.3 |
1.9 |
1 |
1.6 |
1.6 |
1.3 |
| IWD |
3 |
2 |
0.9 |
0.9 |
1.2 |
0.7 |
| IWC |
1.9 |
1.4 |
0.2 |
0.6 |
0.9 |
0.5 |
| IWR |
1.2 |
1.3 |
0.3 |
0.8 |
1 |
0.7 |
| IWP |
-0.8 |
0.9 |
0 |
0.8 |
1 |
0.7 |
| IWS |
2.1 |
1.4 |
0.5 |
0.7 |
1 |
0.6 |
| IWM |
1.2 |
1 |
0.1 |
0.6 |
0.8 |
0.6 |
| IWO |
0.6 |
0.9 |
0 |
0.6 |
0.8 |
0.6 |
| IWN |
2.3 |
1.2 |
0.3 |
0.6 |
0.8 |
0.5 |
| IYR |
-0.5 |
0.6 |
-0.4 |
0.2 |
0.7 |
0.3 |
| VNQ |
-0.3 |
0.7 |
-0.3 |
0.2 |
0.7 |
0.3 |
Compare: Risk & Volatility
for period ending September 30, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
4.5% |
4.5% |
15.8% |
17.1% |
17.1% |
17.1% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.7% |
4.5% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
4.1% |
4.1% |
15.8% |
17.3% |
17.3% |
17.3% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
4.9% |
6.2% |
10.1% |
32.4% |
54.4% |
0% |
| DBB |
7.2% |
10.7% |
32% |
35.7% |
45.5% |
0% |
| DBO |
21.1% |
21.1% |
31.9% |
58.2% |
81.9% |
0% |
| DBC |
14.3% |
14.3% |
23% |
37.8% |
61.7% |
74.5% |
| GLD |
23.8% |
23.8% |
23.8% |
23.8% |
41% |
42.9% |
| FXA |
3.7% |
10.1% |
16% |
22.7% |
36.4% |
36.6% |
| FXC |
4.5% |
6.8% |
11.7% |
13.9% |
29.7% |
32.2% |
| FXF |
8.3% |
8.5% |
9.8% |
13.4% |
20.7% |
29% |
| FXE |
4% |
6.6% |
16% |
24.4% |
34.4% |
41.4% |
| FXB |
2.9% |
6.4% |
18.6% |
22.2% |
36.3% |
45.9% |
| FXY |
5.4% |
14.2% |
32.1% |
38.7% |
56.3% |
0% |
| UUP |
1.6% |
8.9% |
8.9% |
12% |
12% |
0% |
| EEM |
9.3% |
9.3% |
31.3% |
36.5% |
36.5% |
60.4% |
| AMLP |
6.7% |
7.1% |
14.5% |
66% |
72.2% |
0% |
| IGIB |
4.9% |
4.9% |
17.5% |
18.7% |
18.7% |
0% |
| EMHY |
3.1% |
3.1% |
21.8% |
24.7% |
0% |
0% |
| HYD |
5.7% |
5.7% |
19.7% |
20.1% |
20.1% |
0% |
| IEF |
6.7% |
6.7% |
19.5% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.5% |
7.6% |
28.1% |
33.9% |
33.9% |
0% |
| IHY |
3.2% |
3.5% |
23.3% |
26.7% |
0% |
0% |
| ITM |
6.6% |
6.6% |
14.2% |
15% |
15% |
0% |
| JNK |
2.9% |
2.9% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
5.2% |
5.2% |
15.9% |
17% |
17% |
0% |
| TIP |
3.8% |
3.8% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
4.5% |
4.5% |
15.8% |
17.1% |
17.1% |
17.1% |
| BND |
4.1% |
4.1% |
15.8% |
17.3% |
17.3% |
17.3% |
| EMB |
5% |
5% |
25.1% |
26.7% |
26.7% |
0% |
| PCY |
6.8% |
6.8% |
32.9% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0% |
0.2% |
0.3% |
0% |
| TLT |
12.1% |
13.4% |
42% |
47.6% |
47.6% |
47.6% |
| SHY |
0.5% |
0.6% |
4.9% |
5.3% |
5.3% |
5.3% |
| ACWI |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
7.8% |
8.4% |
27.5% |
27.6% |
27.6% |
57.4% |
| EFG |
9.5% |
9.5% |
33.5% |
33.6% |
33.6% |
55.4% |
| EFV |
6.8% |
7.2% |
22.9% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
8.5% |
33.5% |
34.6% |
34.6% |
0% |
| IWB |
5.6% |
8% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
5.4% |
8.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
12% |
12% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
8% |
10.1% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
4.9% |
7.9% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
7.4% |
19.7% |
35.4% |
37.7% |
37.7% |
59.5% |
| IWR |
5.3% |
11.3% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
9.6% |
13% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
5% |
11.7% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
7.3% |
19% |
26.8% |
32.3% |
32.3% |
52.5% |
| IWO |
9.3% |
19.2% |
32.7% |
33.6% |
33.6% |
52.2% |
| IWN |
5.2% |
19% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
8.9% |
9.3% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.6% |
9.1% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
3.8% |
5.8% |
6.5% |
5.3% |
4.6% |
4.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.9% |
10.2% |
12.1% |
11.5% |
10.4% |
10.9% |
| Global Equities (ACWI) |
14.3% |
13.7% |
16.6% |
16.4% |
15.5% |
|
| U.S. Equities (SPY) |
14.6% |
14.9% |
17.8% |
17.7% |
16.2% |
17.1% |
| U.S. Bonds (BND) |
3.6% |
5.6% |
6.3% |
5.2% |
4.6% |
4.6% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
11.5% |
14.3% |
12.4% |
11.9% |
11.9% |
0% |
| DBB |
18.1% |
17.6% |
21.2% |
19.7% |
18.6% |
0% |
| DBO |
92.3% |
40.1% |
37.3% |
36.4% |
32.1% |
0% |
| DBC |
33.6% |
18.8% |
19.5% |
18.8% |
17.6% |
19.8% |
| GLD |
28.9% |
24.4% |
20.3% |
17.4% |
17.4% |
19.3% |
| FXA |
9.7% |
9.1% |
10.1% |
9.7% |
10.1% |
12.7% |
| FXC |
5.8% |
5.9% |
6.1% |
6.5% |
7.2% |
8.8% |
| FXF |
6.8% |
8.8% |
8.6% |
7.6% |
8% |
10% |
| FXE |
4.9% |
7.1% |
7.5% |
6.9% |
7.4% |
9.1% |
| FXB |
6% |
6.9% |
7.8% |
8% |
7.9% |
8.6% |
| FXY |
5.7% |
9.8% |
10.1% |
8.6% |
8.8% |
0% |
| UUP |
5.6% |
6.9% |
7.5% |
6.7% |
6.8% |
0% |
| EEM |
26.3% |
18.5% |
19.3% |
18.8% |
18.7% |
22.6% |
| AMLP |
16.1% |
16.8% |
21.8% |
33.7% |
28.6% |
0% |
| IGIB |
4.2% |
6.4% |
7.7% |
7% |
5.9% |
0% |
| EMHY |
6.4% |
7% |
10.2% |
10.9% |
0% |
0% |
| HYD |
5.7% |
6.6% |
7.8% |
9.9% |
9% |
0% |
| IEF |
4.9% |
6.8% |
7.5% |
6.6% |
6.3% |
6.8% |
| IGOV |
6.5% |
9.9% |
10.9% |
9.1% |
8.4% |
0% |
| IHY |
5.7% |
6.5% |
9.1% |
9.2% |
0% |
0% |
| ITM |
5.5% |
5.9% |
6.9% |
6.4% |
6% |
0% |
| JNK |
3.9% |
5.2% |
8.2% |
8% |
8% |
0% |
| MBB |
4.4% |
6.6% |
7.1% |
5.3% |
4.6% |
0% |
| TIP |
3.5% |
4.5% |
6.1% |
5.2% |
5.1% |
5.9% |
| AGG |
3.8% |
5.8% |
6.5% |
5.3% |
4.6% |
4.7% |
| BND |
3.6% |
5.6% |
6.3% |
5.2% |
4.6% |
4.6% |
| EMB |
6.9% |
8% |
10.5% |
10.4% |
9.7% |
0% |
| PCY |
8.4% |
11.7% |
14.7% |
13.3% |
12.2% |
0% |
| BIL |
0.1% |
0.2% |
0.5% |
0.6% |
0.6% |
0% |
| TLT |
8.9% |
13.4% |
13.6% |
13.4% |
13.2% |
14.4% |
| SHY |
1.1% |
1.6% |
2.1% |
1.7% |
1.4% |
1.5% |
| ACWI |
14.3% |
13.7% |
16.6% |
16.4% |
15.5% |
0% |
| EFA |
14% |
13.8% |
17% |
16.4% |
15.8% |
18.3% |
| EFG |
15.7% |
15.7% |
18.8% |
17.1% |
16.2% |
18.3% |
| EFV |
15.5% |
14.1% |
17.3% |
17.6% |
17.1% |
19.5% |
| SCZ |
16.5% |
16.2% |
17.9% |
18.1% |
17.3% |
0% |
| IWB |
14.2% |
15.1% |
17.7% |
17.9% |
16.4% |
17.3% |
| IWV |
14% |
15.3% |
17.9% |
18.1% |
16.6% |
17.6% |
| SPY |
14.6% |
14.9% |
17.8% |
17.7% |
16.2% |
17.1% |
| IWF |
18.6% |
19.9% |
22% |
21.1% |
18.8% |
19.1% |
| QQQ |
26.2% |
21.8% |
24.5% |
23.1% |
21.1% |
21.9% |
| IWD |
13.9% |
14.6% |
16.7% |
17.4% |
16.1% |
17.2% |
| IWC |
22.4% |
27.3% |
24.5% |
25.9% |
23.8% |
24.2% |
| IWR |
13% |
16.8% |
18.8% |
19.6% |
18% |
19.5% |
| IWP |
12.8% |
20.5% |
21.2% |
21.3% |
19.5% |
20.6% |
| IWS |
14.3% |
16.6% |
18.9% |
19.9% |
18.2% |
19.9% |
| IWM |
18.6% |
23% |
22.6% |
23.4% |
21.6% |
22.5% |
| IWO |
22.3% |
24.9% |
23.6% |
24.1% |
22.6% |
23.2% |
| IWN |
16.3% |
22.1% |
22.4% |
23.9% |
21.8% |
22.6% |
| IYR |
15.3% |
18.1% |
19.6% |
18.7% |
18% |
22.9% |
| VNQ |
15.3% |
18.2% |
19.7% |
18.7% |
18.6% |
23.8% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
3.4% |
3.4% |
4.6% |
3.6% |
3.1% |
2.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.4% |
4.9% |
7.8% |
7.2% |
6.3% |
7.1% |
| Global Equities (ACWI) |
7.2% |
6.3% |
10.2% |
10.5% |
9.6% |
|
| U.S. Equities (SPY) |
5.9% |
6.6% |
10.6% |
10.9% |
9.6% |
11.1% |
| U.S. Bonds (BND) |
3.1% |
3.2% |
4.5% |
3.6% |
3.1% |
2.9% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
6% |
6.8% |
6.6% |
7.3% |
7.8% |
0% |
| DBB |
9.8% |
9.7% |
13.6% |
12.1% |
12% |
0% |
| DBO |
33.9% |
19.6% |
20.3% |
22.5% |
21.9% |
0% |
| DBC |
16% |
10.1% |
11.2% |
12.1% |
12.2% |
14.1% |
| GLD |
19.4% |
13.5% |
11% |
9.7% |
10.7% |
11.6% |
| FXA |
6% |
6.1% |
7.4% |
6.8% |
7.2% |
8.8% |
| FXC |
4.6% |
4.1% |
4.7% |
4.6% |
5.5% |
6.3% |
| FXF |
6% |
5.4% |
5.6% |
5.1% |
5.5% |
6.5% |
| FXE |
4.2% |
4.2% |
5% |
4.7% |
5.4% |
6.6% |
| FXB |
3.9% |
4% |
5.4% |
5.5% |
5.8% |
6.4% |
| FXY |
5.1% |
7% |
7.9% |
6.8% |
6.9% |
0% |
| UUP |
2.2% |
4.3% |
4.3% |
4.2% |
4.3% |
0% |
| EEM |
14.5% |
9.5% |
11.5% |
11.9% |
11.7% |
14.9% |
| AMLP |
8.8% |
8.8% |
12.3% |
22.1% |
18.9% |
0% |
| IGIB |
3.8% |
3.5% |
5.3% |
4.7% |
4% |
0% |
| EMHY |
4.6% |
3.3% |
6.4% |
7.8% |
0% |
0% |
| HYD |
4.8% |
3.9% |
5.7% |
8.2% |
7.3% |
0% |
| IEF |
4.2% |
4.4% |
5.6% |
4.7% |
4.2% |
4.2% |
| IGOV |
5.9% |
6.2% |
8.2% |
6.8% |
6.3% |
0% |
| IHY |
4.4% |
3.3% |
6.3% |
6.6% |
0% |
0% |
| ITM |
5% |
3.7% |
4.9% |
4.5% |
4.1% |
0% |
| JNK |
3.1% |
2.5% |
5.7% |
5.6% |
5.3% |
0% |
| MBB |
4% |
4% |
5.1% |
3.7% |
3.1% |
0% |
| TIP |
3.1% |
2.7% |
4.6% |
3.6% |
3.5% |
4% |
| AGG |
3.4% |
3.4% |
4.6% |
3.6% |
3.1% |
2.9% |
| BND |
3.1% |
3.2% |
4.5% |
3.6% |
3.1% |
2.9% |
| EMB |
5.7% |
4.5% |
7.3% |
7.7% |
6.9% |
0% |
| PCY |
7.1% |
6.8% |
10.3% |
9.9% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
8% |
9.1% |
10.5% |
9.4% |
8.8% |
9% |
| SHY |
0.7% |
0.7% |
1.3% |
0.9% |
0.8% |
0.7% |
| ACWI |
7.2% |
6.3% |
10.2% |
10.5% |
9.6% |
0% |
| EFA |
9.8% |
7.9% |
10.8% |
10.7% |
10.2% |
12.7% |
| EFG |
11.4% |
9.7% |
12.6% |
11.3% |
10.6% |
12.7% |
| EFV |
9.1% |
7.3% |
10.4% |
11.6% |
11.1% |
13.4% |
| SCZ |
11% |
9.4% |
12.1% |
12.4% |
11.4% |
0% |
| IWB |
5.9% |
6.8% |
10.7% |
11.1% |
9.8% |
11.4% |
| IWV |
5.8% |
7% |
10.8% |
11.2% |
9.9% |
11.6% |
| SPY |
5.9% |
6.6% |
10.6% |
10.9% |
9.6% |
11.1% |
| IWF |
9.4% |
9.6% |
13.6% |
12.5% |
10.8% |
12% |
| QQQ |
10.8% |
9.5% |
14.6% |
13.2% |
11.8% |
13.4% |
| IWD |
7.1% |
7.9% |
10.2% |
11.3% |
10.1% |
11.8% |
| IWC |
11.2% |
14.1% |
15.3% |
16.4% |
14.8% |
16.3% |
| IWR |
7.6% |
9.1% |
11.8% |
12.8% |
11.3% |
13.2% |
| IWP |
9.4% |
11.1% |
13.6% |
13.2% |
11.7% |
13.5% |
| IWS |
8.3% |
9.2% |
11.9% |
13.5% |
11.8% |
13.7% |
| IWM |
9.1% |
12.4% |
14% |
15% |
13.5% |
15% |
| IWO |
11.6% |
13.8% |
15.2% |
15.5% |
14.1% |
15.4% |
| IWN |
7.7% |
11.5% |
13.5% |
15.5% |
13.8% |
15.3% |
| IYR |
10.3% |
11% |
13.2% |
13% |
11.9% |
16.2% |
| VNQ |
10.1% |
10.9% |
13.2% |
13% |
12.1% |
16.6% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| AGG |
0.10 |
0.22 |
0.26 |
0.14 |
0.10 |
0.07 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.63 |
0.70 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.94 |
0.90 |
0.93 |
0.93 |
0.95 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.63 |
0.70 |
0.71 |
0.67 |
0.66 |
0.65 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-0.03994712714159061 |
0.05070029749610465 |
0.12448960509476432 |
0.15989457658475703 |
0.18437367628843512 |
0 |
| DBB |
0.6401809990194601 |
0.2682272992316114 |
0.5572359328391991 |
0.5739550675915217 |
0.558641315100737 |
0 |
| DBO |
-0.7509726648484271 |
-0.31157315626120136 |
0.1572523980145843 |
0.6487484265474946 |
0.7264224239395513 |
0 |
| DBC |
-0.24340465069389572 |
-0.1656173543885709 |
0.13167316609358368 |
0.3944250861244736 |
0.43763762302407466 |
0.5480770798474826 |
| GLD |
0.48973149795496035 |
-0.024073779837339004 |
0.17800632712612752 |
0.13759774043939108 |
0.1327299859467955 |
0.09748621677964749 |
| FXA |
0.407443239719893 |
0.33653806206519316 |
0.4010752769460012 |
0.39327284418001934 |
0.42028337989753134 |
0.4886883032967132 |
| FXC |
0.230228897972465 |
0.18068798813654632 |
0.23441978230201949 |
0.24923615844773553 |
0.285655746132438 |
0.3468696762261794 |
| FXF |
0.347440003029423 |
0.19726954839885 |
0.2045064605495298 |
0.13775658607745878 |
0.15044759815606437 |
0.17525261673977852 |
| FXE |
0.19160616501116676 |
0.09069918982764448 |
0.17244252559996634 |
0.13977194426817208 |
0.17275328072656504 |
0.24236796546051845 |
| FXB |
0.2279010617532899 |
0.14809781619502368 |
0.28370525079162184 |
0.27060085923567834 |
0.28371103041713047 |
0.2762451756634647 |
| FXY |
0.08706906388010546 |
0.16853781002507634 |
0.19343801964596852 |
0.07001780254853968 |
0.001224841411907647 |
0 |
| UUP |
-0.20659625830103748 |
-0.1252115260109494 |
-0.19675320417300676 |
-0.1591607448145199 |
-0.1798059017830329 |
0 |
| EEM |
1.312693946360114 |
0.7963410079763772 |
0.7395462541384742 |
0.7664877840573752 |
0.8487630377667875 |
1.0296897937387905 |
| AMLP |
-0.0224329752624967 |
0.387237690099002 |
0.5400536505104698 |
1.1769119309321971 |
1.1026039799483356 |
0 |
| IGIB |
0.14149887484953635 |
0.27884435963296855 |
0.33622055457390815 |
0.2715023276634802 |
0.2297275597475939 |
0 |
| EMHY |
0.3560903672553114 |
0.39463072780751784 |
0.47016358465468155 |
0.47400446307222255 |
0 |
0 |
| HYD |
0.2797163697976132 |
0.35121301525761706 |
0.3635132066909165 |
0.3576477177464207 |
0.29561056660244917 |
0 |
| IEF |
0.09397086051043008 |
0.22000112285705276 |
0.26262108586768085 |
0.07930543309370794 |
0.02999503620564174 |
-0.02834094040332942 |
| IGOV |
0.34465574742660415 |
0.3383348685250792 |
0.45857666797730895 |
0.2903109223136027 |
0.26231009536380134 |
0 |
| IHY |
0.3280787411172596 |
0.2896112953082282 |
0.41670026257915554 |
0.41562973316675755 |
0 |
0 |
| ITM |
0.22385362171126616 |
0.2939237801010227 |
0.2933488145180002 |
0.17645596206533617 |
0.1262408442971575 |
0 |
| JNK |
0.17712315423003264 |
0.29261432551194333 |
0.42211144371031767 |
0.4118513798604343 |
0.4243329342431795 |
0 |
| MBB |
0.1126183582327184 |
0.25067833459282063 |
0.2812229737991196 |
0.134180604670716 |
0.10427251026345484 |
0 |
| TIP |
0.1476895236823753 |
0.1638204533615844 |
0.26939062837054156 |
0.17915423693045043 |
0.14833587791876265 |
0.125193434014309 |
| AGG |
0.10432207078730235 |
0.22361207806158623 |
0.2584009389695144 |
0.13654428901839025 |
0.1048781027254685 |
0.07337937036594963 |
| BND |
0.09596633589220854 |
0.21711440432316503 |
0.25631627354614456 |
0.14928745797976975 |
0.11393467119721397 |
0.0764106064827863 |
| EMB |
0.3456708333794313 |
0.42615384973401294 |
0.5213667063491363 |
0.4631923093050086 |
0.43091833808165253 |
0 |
| PCY |
0.43963620253720787 |
0.6190150250336159 |
0.7297584283312749 |
0.5991536944487938 |
0.5370412880727377 |
0 |
| BIL |
0.0009068748676171331 |
0.0035270068863043624 |
0.006447617277779729 |
0.00036575918808015985 |
4.577090753635615e-05 |
0 |
| TLT |
0.1742267092325787 |
0.5323674716831843 |
0.5217785493923983 |
0.16154360958899167 |
0.040625785947543756 |
-0.07322687452658766 |
| SHY |
0.026124425109027436 |
0.03112367170473223 |
0.05084556108928795 |
0.010956624874572914 |
0.005917160387432395 |
-0.00970109673230515 |
| ACWI |
0.9416622600984033 |
0.8962566671985973 |
0.9253111852120331 |
0.9264735723015104 |
0.9497004750689171 |
0 |
| EFA |
0.627012580772323 |
0.5997377308730834 |
0.7826214463609692 |
0.8060835415973762 |
0.8548941403112108 |
0.9713071616107386 |
| EFG |
0.8792290627988794 |
0.8359036283068219 |
0.9619721872165368 |
0.8736236183307168 |
0.904881386397161 |
0.9788440506814333 |
| EFV |
0.43528209185763944 |
0.40430757642974724 |
0.6242852253536156 |
0.7559845377917571 |
0.8248497295489196 |
0.9735102207276081 |
| SCZ |
0.8048531651837146 |
0.7281111477629381 |
0.8481155308262058 |
0.9083188630955394 |
0.9195051925087148 |
0 |
| IWB |
0.9763125940298408 |
1.011253027356413 |
1.0027005445234314 |
1.014331125219607 |
1.0108967887279987 |
1.0139409134377022 |
| IWV |
0.9639440657409252 |
1.0226707298769684 |
1.0107096408419698 |
1.0233958182864062 |
1.0209040103838998 |
1.0274931303352663 |
| SPY |
1.0000000000000002 |
1 |
1.0000000000000007 |
0.9999999999999994 |
0.9999999999999996 |
0.9999999999999992 |
| IWF |
1.2429946100795255 |
1.2080155276862814 |
1.1611230304291897 |
1.099308438451675 |
1.083354616506613 |
1.0510811453783249 |
| QQQ |
1.4969729161084224 |
1.260314018300596 |
1.2200490015092311 |
1.130342775856463 |
1.1344233740700147 |
1.1128422392773227 |
| IWD |
0.6765582510455336 |
0.7885766600048094 |
0.8400097949687525 |
0.9268545889832358 |
0.940929292233184 |
0.9792240836817363 |
| IWC |
1.1322661163299317 |
1.3648194331980064 |
1.1183703568268053 |
1.1722549924176524 |
1.161836815030337 |
1.1926627576413664 |
| IWR |
0.6617135613262062 |
0.9713410698753492 |
1.0039038294386977 |
1.061781036668495 |
1.0568945422189122 |
1.0906694987350114 |
| IWP |
0.7990646922698103 |
1.190080649493871 |
1.122806888019403 |
1.10716636638944 |
1.1044204651861034 |
1.1152841600217882 |
| IWS |
0.6149977851802779 |
0.8999202460134009 |
0.9564363314523229 |
1.0488502103555588 |
1.0388649935284524 |
1.0916195631115961 |
| IWM |
1.0427306707019168 |
1.2655796757377877 |
1.1264338268047764 |
1.174420503220911 |
1.1727497924922832 |
1.179342527942895 |
| IWO |
1.3509447557824235 |
1.4603474647622212 |
1.2096151570599962 |
1.2120835668374585 |
1.2178811597027097 |
1.2045986942347553 |
| IWN |
0.7372075629246589 |
1.0684963345220801 |
1.0373403857152985 |
1.1361563691865415 |
1.1268930407290179 |
1.151434981116805 |
| IYR |
0.6347675375372978 |
0.8632725343425903 |
0.9629479231896527 |
0.890936854545027 |
0.8615230724812447 |
1.0575908194648853 |
| VNQ |
0.6378025269138525 |
0.8655627248048322 |
0.9692781632586107 |
0.8929778229907283 |
0.8603290723606969 |
1.0625898322027711 |
Compare: Correlation
for period ending September 30, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.52 |
0.61 |
0.71 |
0.47 |
0.37 |
|
| to S&P500 (SPY) |
0.34 |
0.50 |
0.62 |
0.40 |
0.32 |
0.25 |
| to U.S. Bonds (BND) |
1.00 |
1.00 |
1.00 |
0.99 |
0.99 |
0.98 |
| to Commodities (DBC) |
-0.40 |
-0.33 |
-0.16 |
-0.16 |
-0.16 |
-0.09 |
| to Gold (GLD) |
0.59 |
0.25 |
0.41 |
0.42 |
0.36 |
0.38 |
