All Portfolios, ranked by Risk vs. Return Compass

for period ending January 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

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.

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.

        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 8° * * * * * * * * * *   32.8% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 147° * * * * * * * * * *   10.2% * * * * *
Oil DBO Global Asset Classes Commodities 161° * * * * * * * * * *   6.5% * * * * *
PowerSh Commodity DBC Global Asset Classes Commodities: Broad 184° * * * * * * * * * *   3.6% * * * * *
SPDR Gold Trust GLD Global Asset Classes Commodities: Prec Metals 358° * * * * * * * * * *   37.2% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 175° * * * * * * * * * *   -3.8% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 183° * * * * * * * * * *   -5.7% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 180° * * * * * * * * * *   -5.4% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 184° * * * * * * * * * *   -2.0% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 185° * * * * * * * * * *   0.9% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 171° * * * * * * * * * *   -5.6% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index 206° * * * * * * * * * *   10.8% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 187° * * * * * * * * * *   13.9% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 16° * * * * * * * * * *   25.7% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 186° * * * * * * * * * *   4.2% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 240° * * * * * * * * * *   14.5% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 194° * * * * * * * * * *   4.7% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 179° * * * * * * * * * *   -0.1% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 176° * * * * * * * * * *   -2.9% * * * * *
MktVectors Intl Hi Yield IHY Global Asset Classes Fixed Income 194° * * * * * * * * * *   5.9% * * * * *
MktVectors Intermed Muni ITM Global Asset Classes Fixed Income 191° * * * * * * * * * *   1.3% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 205° * * * * * * * * * *   9.0% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 182° * * * * * * * * * *   2.2% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 188° * * * * * * * * * *   2.7% * * * * *
U.S. Total Bond Market AGG Global Asset Classes Fixed Income: Aggregate 184° * * * * * * * * * *   2.0% * * * * *
U.S. Total Bond Market BND Global Asset Classes Fixed Income: Aggregate 185° * * * * * * * * * *   2.1% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 186° * * * * * * * * * *   8.6% * * * * *
PwrSh Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 167° * * * * * * * * * *   6.8% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 206° * * * * * * * * * *   5.1% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 167° * * * * * * * * * *   -5.5% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 200° * * * * * * * * * *   4.0% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 7° * * * * * * * * * *   20.8% * * * * *
iSh MSCI Frontier 100 FM Global Asset Classes Int'l Equity: Frontier 176° * * * * * * * * * *   9.8% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 161° * * * * * * * * * *   9.0% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 157° * * * * * * * * * *   6.4% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 160° * * * * * * * * * *   11.4% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 157° * * * * * * * * * *   7.3% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 6° * * * * * * * * * *   26.5% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 9° * * * * * * * * * *   26.0% * * * * *
S&P 500 SPY Global Asset Classes U.S. Equity: Lg Cap 4° * * * * * * * * * *   26.2% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 2° * * * * * * * * * *   32.5% * * * * *
PowerShares QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 4° * * * * * * * * * *   26.0% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 54° * * * * * * * * * *   19.3% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 75° * * * * * * * * * *   18.1% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 44° * * * * * * * * * *   21.7% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 22° * * * * * * * * * *   30.2% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 64° * * * * * * * * * *   18.9% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 71° * * * * * * * * * *   18.8% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 54° * * * * * * * * * *   22.5% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 97° * * * * * * * * * *   15.1% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 115° * * * * * * * * * *   12.1% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 115° * * * * * * * * * *   12.2% * * * * *
Indonesia EIDO Global Equities Asia and Australia 165° * * * * * * * * * *   -12.0% * * * * *
New Zealand ENZL Global Equities Asia and Australia 168° * * * * * * * * * *   -0.3% * * * * *
Philippines EPHE Global Equities Asia and Australia 164° * * * * * * * * * *   -9.8% * * * * *
Australia EWA Global Equities Asia and Australia 137° * * * * * * * * * *   8.0% * * * * *
Hong Kong EWH Global Equities Asia and Australia 139° * * * * * * * * * *   9.8% * * * * *
Japan EWJ Global Equities Asia and Australia 164° * * * * * * * * * *   5.6% * * * * *
Malaysia EWM Global Equities Asia and Australia 103° * * * * * * * * * *   14.7% * * * * *
Singapore EWS Global Equities Asia and Australia 359° * * * * * * * * * *   33.2% * * * * *
Taiwan EWT Global Equities Asia and Australia 354° * * * * * * * * * *   19.0% * * * * *
S Korea EWY Global Equities Asia and Australia 161° * * * * * * * * * *   -7.0% * * * * *
India INDY Global Equities Asia and Australia 173° * * * * * * * * * *   1.5% * * * * *
China MCHI Global Equities Asia and Australia 9° * * * * * * * * * *   35.6% * * * * *
Thailand THD Global Equities Asia and Australia 165° * * * * * * * * * *   0.1% * * * * *
Vietnam VNM Global Equities Asia and Australia 161° * * * * * * * * * *   -9.0% * * * * *
Poland EPOL Global Equities Europe 111° * * * * * * * * * *   14.2% * * * * *
Sweden EWD Global Equities Europe 127° * * * * * * * * * *   11.2% * * * * *
Germany EWG Global Equities Europe 24° * * * * * * * * * *   22.1% * * * * *
Italy EWI Global Equities Europe 49° * * * * * * * * * *   19.8% * * * * *
Belgium EWK Global Equities Europe 164° * * * * * * * * * *   5.8% * * * * *
Switzerland EWL Global Equities Europe 155° * * * * * * * * * *   6.5% * * * * *
Netherlands EWN Global Equities Europe 159° * * * * * * * * * *   3.8% * * * * *
Austria EWO Global Equities Europe 143° * * * * * * * * * *   12.3% * * * * *
Spain EWP Global Equities Europe 85° * * * * * * * * * *   16.5% * * * * *
France EWQ Global Equities Europe 155° * * * * * * * * * *   2.7% * * * * *
UK EWU Global Equities Europe 133° * * * * * * * * * *   14.3% * * * * *
EMU EZU Global Equities Europe 146° * * * * * * * * * *   10.2% * * * * *
Greece GREK Global Equities Europe 135° * * * * * * * * * *   11.1% * * * * *
Norway NORW Global Equities Europe 161° * * * * * * * * * *   9.6% * * * * *
Israel EIS Global Equities Mideast and Africa 12° * * * * * * * * * *   39.6% * * * * *
S Africa EZA Global Equities Mideast and Africa 63° * * * * * * * * * *   19.3% * * * * *
Turkey TUR Global Equities Mideast and Africa 145° * * * * * * * * * *   2.0% * * * * *
Canada EWC Global Equities North America 92° * * * * * * * * * *   16.0% * * * * *
Mexico EWW Global Equities North America 169° * * * * * * * * * *   -23.5% * * * * *
US Equity: Russell 3000 SPTM Global Equities North America 6° * * * * * * * * * *   25.8% * * * * *
Argentina ARGT Global Equities South America 13° * * * * * * * * * *   67.6% * * * * *
Chile ECH Global Equities South America 141° * * * * * * * * * *   10.6% * * * * *
Peru EPU Global Equities South America 23° * * * * * * * * * *   26.5% * * * * *
Brazil EWZ Global Equities South America 167° * * * * * * * * * *   -16.9% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 162° * * * * * * * * * *   -16.3% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 11° * * * * * * * * * *   26.0% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 168° * * * * * * * * * *   5.7% * * * * *
Energy IXC Global Sectors Energy 160° * * * * * * * * * *   5.3% * * * * *
Financials IXG Global Sectors Financials 9° * * * * * * * * * *   32.0% * * * * *
Healthcare IXJ Global Sectors Healthcare 158° * * * * * * * * * *   4.4% * * * * *
Industrials EXI Global Sectors Industrials 59° * * * * * * * * * *   18.4% * * * * *
Infrastructure IGF Global Sectors Infrastructure 19° * * * * * * * * * *   21.2% * * * * *
Materials MXI Global Sectors Materials 155° * * * * * * * * * *   1.9% * * * * *
Technology IXN Global Sectors Technology 35° * * * * * * * * * *   20.2% * * * * *
Telecom IXP Global Sectors Telecommunications 358° * * * * * * * * * *   35.8% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry 140° * * * * * * * * * *   7.6% * * * * *
Global Utilities JXI Global Sectors Utilities 57° * * * * * * * * * *   20.1% * * * * *