All Portfolios, ranked by Risk vs. Return Compass

for period ending March 31, 2025

More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors

Risk vs. Return Compass is a portfolio comparison tool produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular ingredient on the scatter plot concerning downside deviation and annual return.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Ingredient Summary page.

Sort by any column by clicking on the gray column heading.

        Risk vs. Return Compass   Total Return, annualized
Ingredient Name ID Peer Group Category   1 year   3 year   5 year   10 year   15 year   20 year   1 year 3 year 5 year 10 year 15 year 20 year
      Group average              
   
Agriculture DBA Global Asset Classes Commodities 21° * * * * * * * * * *   10.8% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 26° * * * * * * * * * *   11.9% * * * * *
Oil DBO Global Asset Classes Commodities 166° * * * * * * * * * *   -3.3% * * * * *
PowerSh Commodity DBC Global Asset Classes Commodities: Broad 212° * * * * * * * * * *   3.2% * * * * *
SPDR Gold Trust GLD Global Asset Classes Commodities: Prec Metals 358° * * * * * * * * * *   40.1% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 175° * * * * * * * * * *   -2.6% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 191° * * * * * * * * * *   -4.4% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 198° * * * * * * * * * *   1.7% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 204° * * * * * * * * * *   2.2% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 246° * * * * * * * * * *   5.5% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 155° * * * * * * * * * *   0.4% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index 240° * * * * * * * * * *   5.1% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 332° * * * * * * * * * *   8.9% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 7° * * * * * * * * * *   18.4% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 270° * * * * * * * * * *   6.4% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 313° * * * * * * * * * *   9.6% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 214° * * * * * * * * * *   2.2% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 202° * * * * * * * * * *   4.5% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 176° * * * * * * * * * *   0.1% * * * * *
MktVectors Intl Hi Yield IHY Global Asset Classes Fixed Income 281° * * * * * * * * * *   7.1% * * * * *
MktVectors Intermed Muni ITM Global Asset Classes Fixed Income 206° * * * * * * * * * *   0.6% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 279° * * * * * * * * * *   7.0% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 242° * * * * * * * * * *   5.6% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 263° * * * * * * * * * *   6.1% * * * * *
U.S. Total Bond Market AGG Global Asset Classes Fixed Income: Aggregate 233° * * * * * * * * * *   4.9% * * * * *
U.S. Total Bond Market BND Benchmark Benchmark 235° * * * * * * * * * *   4.9% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 281° * * * * * * * * * *   6.7% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 140° * * * * * * * * * *   4.6% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 256° * * * * * * * * * *   4.9% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 143° * * * * * * * * * *   0.2% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 258° * * * * * * * * * *   5.3% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 22° * * * * * * * * * *   7.5% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 122° * * * * * * * * * *   5.6% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 161° * * * * * * * * * *   -2.2% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 8° * * * * * * * * * *   13.4% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 135° * * * * * * * * * *   3.8% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 61° * * * * * * * * * *   7.7% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 76° * * * * * * * * * *   7.1% * * * * *
S&P 500 SPY Benchmark Benchmark 46° * * * * * * * * * *   8.3% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 76° * * * * * * * * * *   7.6% * * * * *
PowerShares QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 92° * * * * * * * * * *   6.3% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 78° * * * * * * * * * *   7.1% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 148° * * * * * * * * * *   -7.4% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 130° * * * * * * * * * *   2.5% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 113° * * * * * * * * * *   3.4% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 135° * * * * * * * * * *   2.1% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 144° * * * * * * * * * *   -4.0% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 142° * * * * * * * * * *   -4.9% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 145° * * * * * * * * * *   -3.2% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 69° * * * * * * * * * *   9.2% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 71° * * * * * * * * * *   9.0% * * * * *
Indonesia EIDO Global Equities Asia and Australia 164° * * * * * * * * * *   -23.9% * * * * *
New Zealand ENZL Global Equities Asia and Australia 163° * * * * * * * * * *   -5.5% * * * * *
Philippines EPHE Global Equities Asia and Australia 150° * * * * * * * * * *   -6.2% * * * * *
Australia EWA Global Equities Asia and Australia 142° * * * * * * * * * *   -1.5% * * * * *
Hong Kong EWH Global Equities Asia and Australia 20° * * * * * * * * * *   17.4% * * * * *
Japan EWJ Global Equities Asia and Australia 169° * * * * * * * * * *   -1.7% * * * * *
Malaysia EWM Global Equities Asia and Australia 58° * * * * * * * * * *   9.6% * * * * *
Singapore EWS Global Equities Asia and Australia 358° * * * * * * * * * *   35.2% * * * * *
Taiwan EWT Global Equities Asia and Australia 162° * * * * * * * * * *   0.7% * * * * *
S Korea EWY Global Equities Asia and Australia 167° * * * * * * * * * *   -17.5% * * * * *
India INDY Global Equities Asia and Australia 157° * * * * * * * * * *   0.9% * * * * *
China MCHI Global Equities Asia and Australia 4° * * * * * * * * * *   40.1% * * * * *
Thailand THD Global Equities Asia and Australia 159° * * * * * * * * * *   -8.1% * * * * *
Vietnam VNM Global Equities Asia and Australia 156° * * * * * * * * * *   -10.2% * * * * *
Poland EPOL Global Equities Europe 15° * * * * * * * * * *   25.7% * * * * *
Sweden EWD Global Equities Europe 84° * * * * * * * * * *   7.0% * * * * *
Germany EWG Global Equities Europe 7° * * * * * * * * * *   19.7% * * * * *
Italy EWI Global Equities Europe 17° * * * * * * * * * *   16.7% * * * * *
Belgium EWK Global Equities Europe 46° * * * * * * * * * *   8.6% * * * * *
Switzerland EWL Global Equities Europe 39° * * * * * * * * * *   11.1% * * * * *
Netherlands EWN Global Equities Europe 162° * * * * * * * * * *   -3.7% * * * * *
Austria EWO Global Equities Europe 7° * * * * * * * * * *   24.1% * * * * *
Spain EWP Global Equities Europe 15° * * * * * * * * * *   23.4% * * * * *
France EWQ Global Equities Europe 146° * * * * * * * * * *   -0.9% * * * * *
UK EWU Global Equities Europe 8° * * * * * * * * * *   14.0% * * * * *
EMU EZU Global Equities Europe 75° * * * * * * * * * *   7.2% * * * * *
Greece GREK Global Equities Europe 18° * * * * * * * * * *   22.8% * * * * *
Norway NORW Global Equities Europe 9° * * * * * * * * * *   16.9% * * * * *
Israel EIS Global Equities Mideast and Africa 24° * * * * * * * * * *   18.4% * * * * *
S Africa EZA Global Equities Mideast and Africa 10° * * * * * * * * * *   31.5% * * * * *
Turkey TUR Global Equities Mideast and Africa 148° * * * * * * * * * *   -7.2% * * * * *
Canada EWC Global Equities North America 37° * * * * * * * * * *   8.9% * * * * *
Mexico EWW Global Equities North America 168° * * * * * * * * * *   -23.5% * * * * *
US Equity: Russell 3000 SPTM Global Equities North America 64° * * * * * * * * * *   7.4% * * * * *
Argentina ARGT Global Equities South America 12° * * * * * * * * * *   52.4% * * * * *
Chile ECH Global Equities South America 23° * * * * * * * * * *   15.5% * * * * *
Peru EPU Global Equities South America 14° * * * * * * * * * *   18.4% * * * * *
Brazil EWZ Global Equities South America 159° * * * * * * * * * *   -13.9% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 157° * * * * * * * * * *   -17.0% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 78° * * * * * * * * * *   7.1% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 51° * * * * * * * * * *   7.5% * * * * *
Energy IXC Global Sectors Energy 145° * * * * * * * * * *   2.3% * * * * *
Financials IXG Global Sectors Financials 5° * * * * * * * * * *   22.3% * * * * *
Healthcare IXJ Global Sectors Healthcare 152° * * * * * * * * * *   -0.7% * * * * *
Industrials EXI Global Sectors Industrials 108° * * * * * * * * * *   5.6% * * * * *
Infrastructure IGF Global Sectors Infrastructure 4° * * * * * * * * * *   18.7% * * * * *
Materials MXI Global Sectors Materials 158° * * * * * * * * * *   -5.8% * * * * *
Technology IXN Global Sectors Technology 134° * * * * * * * * * *   1.7% * * * * *
Telecom IXP Global Sectors Telecommunications 8° * * * * * * * * * *   16.9% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry 161° * * * * * * * * * *   -8.8% * * * * *
Global Utilities JXI Global Sectors Utilities 20° * * * * * * * * * *   20.6% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark 0° * * * * * * * * * *   6.4% * * * * *