All Portfolios, ranked by Risk vs. Return Compass

for period ending June 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 15° * * * * * * * * * *   14.4% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 154° * * * * * * * * * *   0.7% * * * * *
Oil DBO Global Asset Classes Commodities 154° * * * * * * * * * *   -12.6% * * * * *
Invesco Commodity DBC Global Asset Classes Commodities: Broad 161° * * * * * * * * * *   -1.1% * * * * *
SPDR Gold Shares GLD Global Asset Classes Commodities: Prec Metals 359° * * * * * * * * * *   41.8% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 170° * * * * * * * * * *   0.1% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 186° * * * * * * * * * *   1.7% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 343° * * * * * * * * * *   13.0% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 283° * * * * * * * * * *   11.8% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 283° * * * * * * * * * *   11.8% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 98° * * * * * * * * * *   11.2% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index 178° * * * * * * * * * *   -3.6% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 0° * * * * * * * * * *   16.3% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 104° * * * * * * * * * *   10.2% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 214° * * * * * * * * * *   8.7% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 297° * * * * * * * * * *   13.0% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 191° * * * * * * * * * *   1.4% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 186° * * * * * * * * * *   6.1% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 58° * * * * * * * * * *   12.3% * * * * *
VanEck Intl Hi Yield IHY Global Asset Classes Fixed Income 305° * * * * * * * * * *   13.4% * * * * *
VanEck Intermed Muni ITM Global Asset Classes Fixed Income 192° * * * * * * * * * *   2.0% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 246° * * * * * * * * * *   10.3% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 194° * * * * * * * * * *   6.1% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 201° * * * * * * * * * *   5.7% * * * * *
U.S. Agg Bond Market AGG Global Asset Classes Fixed Income: Aggregate 198° * * * * * * * * * *   6.2% * * * * *
U.S. Total Bond Market BND Benchmark Benchmark 198° * * * * * * * * * *   6.1% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 233° * * * * * * * * * *   10.7% * * * * *
Invesco Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 156° * * * * * * * * * *   6.6% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 216° * * * * * * * * * *   4.6% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 160° * * * * * * * * * *   0.2% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 216° * * * * * * * * * *   5.6% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 9° * * * * * * * * * *   16.3% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 18° * * * * * * * * * *   17.7% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 95° * * * * * * * * * *   11.3% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 6° * * * * * * * * * *   24.4% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 18° * * * * * * * * * *   22.1% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 35° * * * * * * * * * *   15.5% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 40° * * * * * * * * * *   15.0% * * * * *
S&P 500 SPY Benchmark Benchmark 33° * * * * * * * * * *   14.9% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 47° * * * * * * * * * *   17.0% * * * * *
Inveso QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 47° * * * * * * * * * *   15.8% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 65° * * * * * * * * * *   13.5% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 80° * * * * * * * * * *   13.3% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 57° * * * * * * * * * *   15.0% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 32° * * * * * * * * * *   26.2% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 94° * * * * * * * * * *   11.2% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 115° * * * * * * * * * *   7.6% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 101° * * * * * * * * * *   9.8% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 128° * * * * * * * * * *   5.5% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 100° * * * * * * * * * *   10.7% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 102° * * * * * * * * * *   10.4% * * * * *
Indonesia EIDO Global Equities Asia and Australia 144° * * * * * * * * * *   -4.6% * * * * *
New Zealand ENZL Global Equities Asia and Australia 151° * * * * * * * * * *   2.7% * * * * *
Philippines EPHE Global Equities Asia and Australia 69° * * * * * * * * * *   14.6% * * * * *
Australia EWA Global Equities Asia and Australia 93° * * * * * * * * * *   11.2% * * * * *
Hong Kong EWH Global Equities Asia and Australia 6° * * * * * * * * * *   35.3% * * * * *
Japan EWJ Global Equities Asia and Australia 47° * * * * * * * * * *   12.5% * * * * *
Malaysia EWM Global Equities Asia and Australia 101° * * * * * * * * * *   10.4% * * * * *
Singapore EWS Global Equities Asia and Australia 0° * * * * * * * * * *   41.4% * * * * *
Taiwan EWT Global Equities Asia and Australia 127° * * * * * * * * * *   9.4% * * * * *
S Korea EWY Global Equities Asia and Australia 92° * * * * * * * * * *   11.2% * * * * *
India INDY Global Equities Asia and Australia 161° * * * * * * * * * *   1.5% * * * * *
China MCHI Global Equities Asia and Australia 12° * * * * * * * * * *   34.4% * * * * *
Thailand THD Global Equities Asia and Australia 155° * * * * * * * * * *   -3.6% * * * * *
Vietnam VNM Global Equities Asia and Australia 71° * * * * * * * * * *   13.0% * * * * *
Poland EPOL Global Equities Europe 15° * * * * * * * * * *   39.0% * * * * *
Sweden EWD Global Equities Europe 53° * * * * * * * * * *   16.2% * * * * *
Germany EWG Global Equities Europe 3° * * * * * * * * * *   40.5% * * * * *
Italy EWI Global Equities Europe 4° * * * * * * * * * *   38.7% * * * * *
Belgium EWK Global Equities Europe 17° * * * * * * * * * *   22.7% * * * * *
Switzerland EWL Global Equities Europe 41° * * * * * * * * * *   15.8% * * * * *
Netherlands EWN Global Equities Europe 98° * * * * * * * * * *   10.9% * * * * *
Austria EWO Global Equities Europe 7° * * * * * * * * * *   42.4% * * * * *
Spain EWP Global Equities Europe 6° * * * * * * * * * *   46.3% * * * * *
France EWQ Global Equities Europe 36° * * * * * * * * * *   16.7% * * * * *
UK EWU Global Equities Europe 16° * * * * * * * * * *   18.6% * * * * *
EMU EZU Global Equities Europe 12° * * * * * * * * * *   25.2% * * * * *
Greece GREK Global Equities Europe 11° * * * * * * * * * *   54.5% * * * * *
Norway NORW Global Equities Europe 13° * * * * * * * * * *   19.3% * * * * *
Israel EIS Global Equities Mideast and Africa 6° * * * * * * * * * *   58.4% * * * * *
S Africa EZA Global Equities Mideast and Africa 15° * * * * * * * * * *   32.2% * * * * *
Turkey TUR Global Equities Mideast and Africa 165° * * * * * * * * * *   -21.7% * * * * *
Canada EWC Global Equities North America 9° * * * * * * * * * *   27.1% * * * * *
Mexico EWW Global Equities North America 81° * * * * * * * * * *   12.4% * * * * *
SPDR S&P 1500 SPTM Global Equities North America 42° * * * * * * * * * *   14.4% * * * * *
Argentina ARGT Global Equities South America 9° * * * * * * * * * *   51.0% * * * * *
Chile ECH Global Equities South America 12° * * * * * * * * * *   24.6% * * * * *
Peru EPU Global Equities South America 4° * * * * * * * * * *   27.0% * * * * *
Brazil EWZ Global Equities South America 86° * * * * * * * * * *   12.4% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 139° * * * * * * * * * *   0.4% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 27° * * * * * * * * * *   18.3% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 94° * * * * * * * * * *   11.4% * * * * *
Energy IXC Global Sectors Energy 144° * * * * * * * * * *   -1.6% * * * * *
Financials IXG Global Sectors Financials 3° * * * * * * * * * *   33.4% * * * * *
Healthcare IXJ Global Sectors Healthcare 166° * * * * * * * * * *   -5.8% * * * * *
Industrials EXI Global Sectors Industrials 15° * * * * * * * * * *   24.2% * * * * *
Infrastructure IGF Global Sectors Infrastructure 4° * * * * * * * * * *   27.7% * * * * *
Materials MXI Global Sectors Materials 147° * * * * * * * * * *   2.6% * * * * *
Technology IXN Global Sectors Technology 86° * * * * * * * * * *   12.0% * * * * *
Telecom IXP Global Sectors Telecommunications 8° * * * * * * * * * *   28.2% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry 163° * * * * * * * * * *   -5.0% * * * * *
Global Utilities JXI Global Sectors Utilities 18° * * * * * * * * * *   26.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark 0° * * * * * * * * * *   11.6% * * * * *