All Portfolios, ranked by Risk vs. Return Compass

for period ending April 30, 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 42° * * * * * * * * * *   13.3% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 165° * * * * * * * * * *   -8.3% * * * * *
Oil DBO Global Asset Classes Commodities 160° * * * * * * * * * *   -19.2% * * * * *
PowerSh Commodity DBC Global Asset Classes Commodities: Broad 167° * * * * * * * * * *   -7.2% * * * * *
SPDR Gold Trust GLD Global Asset Classes Commodities: Prec Metals 360° * * * * * * * * * *   43.4% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 167° * * * * * * * * * *   0.4% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 187° * * * * * * * * * *   1.3% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 339° * * * * * * * * * *   11.1% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 197° * * * * * * * * * *   8.1% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 259° * * * * * * * * * *   9.9% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 91° * * * * * * * * * *   9.9% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index 178° * * * * * * * * * *   -1.2% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 194° * * * * * * * * * *   9.3% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 77° * * * * * * * * * *   11.3% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 247° * * * * * * * * * *   9.3% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 286° * * * * * * * * * *   10.8% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 194° * * * * * * * * * *   2.8% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 209° * * * * * * * * * *   9.0% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 82° * * * * * * * * * *   10.2% * * * * *
MktVectors Intl Hi Yield IHY Global Asset Classes Fixed Income 291° * * * * * * * * * *   11.0% * * * * *
MktVectors Intermed Muni ITM Global Asset Classes Fixed Income 193° * * * * * * * * * *   1.7% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 240° * * * * * * * * * *   8.3% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 235° * * * * * * * * * *   9.0% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 229° * * * * * * * * * *   8.0% * * * * *
U.S. Total Bond Market AGG Global Asset Classes Fixed Income: Aggregate 220° * * * * * * * * * *   8.0% * * * * *
U.S. Total Bond Market BND Benchmark Benchmark 220° * * * * * * * * * *   7.9% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 231° * * * * * * * * * *   9.1% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 152° * * * * * * * * * *   5.7% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 224° * * * * * * * * * *   4.8% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 137° * * * * * * * * * *   5.6% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 231° * * * * * * * * * *   6.6% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 16° * * * * * * * * * *   12.0% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 34° * * * * * * * * * *   13.1% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 130° * * * * * * * * * *   7.2% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 13° * * * * * * * * * *   19.3% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 56° * * * * * * * * * *   12.5% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 56° * * * * * * * * * *   11.7% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 71° * * * * * * * * * *   11.0% * * * * *
S&P 500 SPY Benchmark Benchmark 48° * * * * * * * * * *   11.9% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 54° * * * * * * * * * *   14.2% * * * * *
PowerShares QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 59° * * * * * * * * * *   12.7% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 114° * * * * * * * * * *   8.3% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 139° * * * * * * * * * *   0.4% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 122° * * * * * * * * * *   7.1% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 67° * * * * * * * * * *   13.4% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 138° * * * * * * * * * *   4.9% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 140° * * * * * * * * * *   0.6% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 132° * * * * * * * * * *   2.1% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 146° * * * * * * * * * *   -1.1% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 44° * * * * * * * * * *   16.3% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 49° * * * * * * * * * *   15.5% * * * * *
Indonesia EIDO Global Equities Asia and Australia 155° * * * * * * * * * *   -12.4% * * * * *
New Zealand ENZL Global Equities Asia and Australia 158° * * * * * * * * * *   -1.8% * * * * *
Philippines EPHE Global Equities Asia and Australia 111° * * * * * * * * * *   6.9% * * * * *
Australia EWA Global Equities Asia and Australia 94° * * * * * * * * * *   9.6% * * * * *
Hong Kong EWH Global Equities Asia and Australia 51° * * * * * * * * * *   13.9% * * * * *
Japan EWJ Global Equities Asia and Australia 149° * * * * * * * * * *   8.7% * * * * *
Malaysia EWM Global Equities Asia and Australia 65° * * * * * * * * * *   13.2% * * * * *
Singapore EWS Global Equities Asia and Australia 0° * * * * * * * * * *   35.2% * * * * *
Taiwan EWT Global Equities Asia and Australia 157° * * * * * * * * * *   4.0% * * * * *
S Korea EWY Global Equities Asia and Australia 161° * * * * * * * * * *   -8.7% * * * * *
India INDY Global Equities Asia and Australia 143° * * * * * * * * * *   4.9% * * * * *
China MCHI Global Equities Asia and Australia 18° * * * * * * * * * *   26.3% * * * * *
Thailand THD Global Equities Asia and Australia 147° * * * * * * * * * *   -1.4% * * * * *
Vietnam VNM Global Equities Asia and Australia 161° * * * * * * * * * *   -1.0% * * * * *
Poland EPOL Global Equities Europe 17° * * * * * * * * * *   32.4% * * * * *
Sweden EWD Global Equities Europe 50° * * * * * * * * * *   15.5% * * * * *
Germany EWG Global Equities Europe 4° * * * * * * * * * *   32.8% * * * * *
Italy EWI Global Equities Europe 15° * * * * * * * * * *   25.9% * * * * *
Belgium EWK Global Equities Europe 29° * * * * * * * * * *   17.5% * * * * *
Switzerland EWL Global Equities Europe 20° * * * * * * * * * *   21.2% * * * * *
Netherlands EWN Global Equities Europe 143° * * * * * * * * * *   4.3% * * * * *
Austria EWO Global Equities Europe 11° * * * * * * * * * *   29.2% * * * * *
Spain EWP Global Equities Europe 13° * * * * * * * * * *   35.4% * * * * *
France EWQ Global Equities Europe 125° * * * * * * * * * *   5.7% * * * * *
UK EWU Global Equities Europe 27° * * * * * * * * * *   14.3% * * * * *
EMU EZU Global Equities Europe 32° * * * * * * * * * *   16.3% * * * * *
Greece GREK Global Equities Europe 21° * * * * * * * * * *   28.2% * * * * *
Norway NORW Global Equities Europe 26° * * * * * * * * * *   16.0% * * * * *
Israel EIS Global Equities Mideast and Africa 8° * * * * * * * * * *   34.8% * * * * *
S Africa EZA Global Equities Mideast and Africa 15° * * * * * * * * * *   32.1% * * * * *
Turkey TUR Global Equities Mideast and Africa 165° * * * * * * * * * *   -22.5% * * * * *
Canada EWC Global Equities North America 19° * * * * * * * * * *   17.6% * * * * *
Mexico EWW Global Equities North America 156° * * * * * * * * * *   -9.5% * * * * *
US Equity: Russell 3000 SPTM Global Equities North America 69° * * * * * * * * * *   10.9% * * * * *
Argentina ARGT Global Equities South America 14° * * * * * * * * * *   51.5% * * * * *
Chile ECH Global Equities South America 29° * * * * * * * * * *   20.0% * * * * *
Peru EPU Global Equities South America 39° * * * * * * * * * *   14.7% * * * * *
Brazil EWZ Global Equities South America 149° * * * * * * * * * *   -5.9% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 149° * * * * * * * * * *   -9.6% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 48° * * * * * * * * * *   12.8% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 45° * * * * * * * * * *   12.8% * * * * *
Energy IXC Global Sectors Energy 157° * * * * * * * * * *   -10.1% * * * * *
Financials IXG Global Sectors Financials 4° * * * * * * * * * *   26.8% * * * * *
Healthcare IXJ Global Sectors Healthcare 153° * * * * * * * * * *   1.2% * * * * *
Industrials EXI Global Sectors Industrials 59° * * * * * * * * * *   11.8% * * * * *
Infrastructure IGF Global Sectors Infrastructure 9° * * * * * * * * * *   23.2% * * * * *
Materials MXI Global Sectors Materials 154° * * * * * * * * * *   -2.5% * * * * *
Technology IXN Global Sectors Technology 96° * * * * * * * * * *   9.5% * * * * *
Telecom IXP Global Sectors Telecommunications 10° * * * * * * * * * *   21.3% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry 161° * * * * * * * * * *   -6.5% * * * * *
Global Utilities JXI Global Sectors Utilities 26° * * * * * * * * * *   23.8% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark 0° * * * * * * * * * *   10.0% * * * * *