SPDR Bloomberg High Yield Bond ETF
for period ending June 30, 2025
Quick Links
Overview
JNK is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Ingredient Provider SPDR State Street Global Advisors (www.spdrs.com)
Description SPDR Bloomberg High Yield 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
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, SPDR State Street Global Advisors. The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of an index that tracks the U.S. high yield corporate bond market. The fund employs a sampling strategy in seeking to track the performance of the Barclays High Yield Very Liquid Index. It invests at least 80%, of its total assets in the securities comprising the index or in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. The fund is non-diversified. You may consult www.spdrs.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 JNK. 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 "JNK" 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 June 30, 2025
5-year graph
●
JNK
●
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 |
| JNK |
4.8% |
2.0% |
10.3% |
8.9% |
4.9% |
4.0% |
5.2% |
|
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.1% |
3.7% |
11.6% |
12.3% |
9.1% |
8.6% |
9.7% |
7.8% |
| Global Equities (ACWI) |
10.3% |
4.8% |
16.3% |
17.3% |
13.7% |
10.2% |
10.7% |
|
| U.S. Equities (SPY) |
6.1% |
5.1% |
14.9% |
19.6% |
16.6% |
13.5% |
14.7% |
10.6% |
| U.S. Bonds (BND) |
4.0% |
1.5% |
6.1% |
2.5% |
-0.8% |
1.8% |
2.2% |
3.0% |
| 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 |
-1.65475742760439% |
-2.05992509363296% |
14.3874831630266% |
11.9677414037035% |
16.1977362043135% |
2.3198079660409% |
1.35774244512268% |
0% |
| DBB |
2.75862068965518% |
5.32898314301251% |
0.734554522362618% |
4.2574121401461% |
10.0886095996204% |
4.52804218926499% |
1.47080247969988% |
0% |
| DBO |
-7.6170510132774% |
6.61290322580646% |
-12.5566823179738% |
-7.19689653908687% |
15.8369272115838% |
0.147668958551406% |
-3.11271100046741% |
0% |
| DBC |
2.01122544434051% |
4.45402298850575% |
-1.10507811567599% |
-3.09853850656533% |
14.5126412297299% |
3.31898219187516% |
0.975240104460617% |
1.24149213400853% |
| GLD |
25.8951802750588% |
0.40513833992093% |
41.7748011720385% |
21.8578890772257% |
12.739474409789% |
10.4945207523502% |
6.31370031545593% |
10.2321811837371% |
| FXA |
7.08631691801487% |
2.19667763673403% |
0.143960135626298% |
-0.556328289967833% |
-0.501780563325915% |
-0.977630573444854% |
-0.369648286695123% |
0% |
| FXC |
5.95669816992765% |
0.802942249922789% |
1.68631907304386% |
-0.486580400145908% |
0.619477866559093% |
-0.481602905736267% |
-1.33635698390375% |
0% |
| FXF |
14.2479716620625% |
3.69133741420886% |
12.95008355005% |
6.0443661343256% |
2.94157339231149% |
0.741673296873491% |
1.30623949872943% |
0% |
| FXE |
14.4572401066075% |
3.81913959613698% |
11.7693739089481% |
5.28390140939801% |
1.30664492587891% |
0.327483361245173% |
-0.482148171907548% |
0% |
| FXB |
11.1229423727275% |
2.10530382045042% |
11.7795620979772% |
6.51552290443662% |
3.31421602898927% |
-0.866157678266455% |
-0.346862217752597% |
0% |
| FXY |
9.07540088706926% |
-0.140559112915828% |
11.1516731855715% |
-2.49262229848966% |
-6.12613848410338% |
-2.13609031879032% |
-3.67321979014639% |
0% |
| UUP |
-8.63358259687288% |
-2.07650273224044% |
-3.57460010499087% |
2.53942647635481% |
2.75069798105498% |
2.08863835469215% |
1.3795275066341% |
0% |
| EEM |
16.4688603959358% |
7.00192754301483% |
16.2994986536604% |
9.0590940342534% |
6.20500005536868% |
4.29128175637272% |
3.92143899117194% |
5.705547041628% |
| AMLP |
5.47657789644191% |
2.28176679924639% |
10.2056215342628% |
21.697689736752% |
24.8126430701432% |
3.93810554703333% |
0% |
0% |
| IGIB |
5.45260959649168% |
1.87753666272208% |
8.74996547489024% |
5.49293887860405% |
0.910037144003373% |
2.98139652555944% |
3.26731070420936% |
0% |
| EMHY |
5.69902130481752% |
2.51944765247036% |
13.0364367078823% |
11.5998002574857% |
4.48979887323% |
4.25765640248386% |
0% |
0% |
| HYD |
-1.53599093814931% |
0.892580848695301% |
1.39689958440097% |
1.38943879640752% |
0.289462371035043% |
2.15492557853993% |
3.12780146242124% |
0% |
| IEF |
5.24325051748065% |
1.60205983668558% |
6.14487806955715% |
0.927572824151257% |
-2.53915730368856% |
1.16959442932234% |
2.14522263643577% |
3.13505767048263% |
| IGOV |
12.1811556480999% |
3.2088122605364% |
12.2839706635155% |
2.0038444020924% |
-3.06381741014754% |
-0.154229804709893% |
0.127147560497387% |
0% |
| IHY |
10.0539857042311% |
2.61493570860152% |
13.372092743579% |
10.4259772559122% |
3.55482654662116% |
3.8411188594111% |
0% |
0% |
| ITM |
-0.170398389828519% |
0.921096437687274% |
2.01017464325386% |
2.18801715019283% |
-0.188406345351722% |
1.93120085186305% |
2.72331945155448% |
0% |
| JNK |
4.7587642468182% |
1.9877493074647% |
10.2556038041242% |
8.93189666541188% |
4.92048333565847% |
4.01608361928538% |
5.23368302270628% |
0% |
| MBB |
3.87583621808898% |
1.69520898479176% |
6.14827511892373% |
2.10772401651258% |
-0.719432104865159% |
1.15784533262511% |
1.61783573995375% |
0% |
| TIP |
4.70624180806096% |
0.938478346017901% |
5.65382030157209% |
2.1474018446124% |
1.37598153480216% |
2.52488129470008% |
2.70911597468972% |
3.22780735663741% |
| AGG |
4.04709796179725% |
1.45535248575841% |
6.16296546224289% |
2.53727562107049% |
-0.767818832074973% |
1.73467611533762% |
2.19486614232973% |
2.96352803580522% |
| BND |
4.04691774172468% |
1.51703371170706% |
6.10045115587803% |
2.51847073100697% |
-0.825024986580836% |
1.75942964696709% |
2.23005145697228% |
3.04872982788216% |
| EMB |
6.38351829340396% |
2.68907451222136% |
10.6864401665341% |
7.46834881745169% |
0.981383054765317% |
2.88895704726722% |
3.86538261582046% |
0% |
| PCY |
4.18981770129478% |
3.18181818181817% |
6.62015675653678% |
9.6713064113191% |
0.125586399017497% |
2.27107305114809% |
3.61124240695676% |
0% |
| BIL |
2.05724730911423% |
0.335143223412793% |
4.6377821614018% |
4.39924859741727% |
2.62034394994171% |
1.80955344113458% |
1.17975999681286% |
0% |
| TLT |
2.85337407185469% |
2.66402978129363% |
0.216085815347955% |
-5.07627531865978% |
-9.17777857453633% |
-0.289929875342032% |
1.83857711434896% |
2.74923102653502% |
| SHY |
2.72462798263462% |
0.584863471161046% |
5.59223147316579% |
3.28161237798741% |
1.21856791347474% |
1.46634394077927% |
1.20800925123865% |
1.92694556539472% |
| ACWI |
10.2921287729768% |
4.80651136938755% |
16.3142776930328% |
17.3325148615693% |
13.7314391895969% |
10.1620383440289% |
10.6869621957992% |
0% |
| EFA |
20.2726216606735% |
2.39627208381397% |
17.6808480573118% |
15.8351617467301% |
11.2226971093669% |
6.53314795289777% |
7.59293104547558% |
5.76745663335605% |
| EFG |
16.8032806163382% |
3.01540816176362% |
11.3209360559257% |
13.2858582513235% |
7.71462942480667% |
6.48921659340571% |
7.6999163384027% |
5.99673240986793% |
| EFV |
23.6219433848036% |
1.92400014771594% |
24.3956632578815% |
18.3233178743248% |
14.3179268806067% |
5.99242987972703% |
7.01849639643544% |
5.05558633757581% |
| SCZ |
21.4423877036407% |
4.45455264046681% |
22.0742295843865% |
12.9668685914117% |
9.18368669429621% |
6.46148353542901% |
8.51950111107367% |
0% |
| IWB |
5.95637173190766% |
5.04820393773766% |
15.4681830149024% |
19.4043719960036% |
16.150391163222% |
13.1969169679027% |
14.5913632664987% |
10.5801886980182% |
| IWV |
5.55786344000879% |
5.08890791067982% |
15.0239248566441% |
18.8927779545174% |
15.7720762404697% |
12.7684236168837% |
14.2643549411393% |
10.3598904565614% |
| SPY |
6.05213642091327% |
5.14027637504713% |
14.941125729254% |
19.5550416513515% |
16.5679199120298% |
13.5490854011207% |
14.7421407606433% |
10.6304822954592% |
| IWF |
5.94345166889294% |
6.39982758707103% |
17.0105370853347% |
25.5766483569809% |
17.9643453691893% |
16.8006894151288% |
17.3222151497507% |
12.7839965240716% |
| QQQ |
8.1866954182882% |
6.38585101352367% |
15.7859315419629% |
26.141040419147% |
18.1012024712446% |
18.7249955495956% |
19.6568334616143% |
15.3535618040993% |
| IWD |
5.83013821946139% |
3.43029890573587% |
13.495515795058% |
12.5528478301527% |
13.7335473175076% |
9.00093946027221% |
11.3736571782318% |
7.94143889373324% |
| IWC |
-1.59046492458191% |
6.97965576450732% |
13.2525352180511% |
8.42531512133211% |
9.09895903187243% |
5.83664505708157% |
9.56521823669483% |
6.19382602431628% |
| IWR |
4.66424394475617% |
3.69020788776158% |
15.0085448032672% |
14.1406801964087% |
12.9384758071787% |
9.71630534004611% |
12.4311072541404% |
9.448029760396% |
| IWP |
9.61134524790224% |
4.42189215359987% |
26.1925924657129% |
21.3036847965904% |
12.5010832493061% |
11.9173459381761% |
14.059137133099% |
10.6932274514164% |
| IWS |
2.92027852068106% |
3.52554058288936% |
11.229977632426% |
11.1191598348102% |
13.4605242409832% |
8.16811591044033% |
11.1978874100538% |
8.44265735562804% |
| IWM |
-1.84998073376202% |
5.51846047397488% |
7.58305624623195% |
9.9166898081648% |
9.91434325025067% |
7.06284013978686% |
10.3042769108524% |
7.72661640640635% |
| IWO |
-0.42119964202848% |
6.1472262696747% |
9.76243801112868% |
12.3818392080942% |
7.35993032647302% |
7.13477526948876% |
11.081438001214% |
8.49781451196609% |
| IWN |
-3.15746120643594% |
5.06763529222933% |
5.46367311354523% |
7.22583361686577% |
12.2296259695667% |
6.54628593540432% |
9.18761652186546% |
6.64963732764208% |
| IYR |
2.75442876613801% |
0.7680145287976% |
10.6590506241488% |
3.86790672955601% |
6.44499189614478% |
6.05179372197262% |
8.24663118194964% |
5.77869535603142% |
| VNQ |
1.99658385529704% |
0.688289135704201% |
10.4406248061005% |
3.52445152014529% |
6.52555239729775% |
5.94334385595048% |
8.61492671477375% |
6.5595244930726% |
| |
|
|
|
|
|
| JNK |
5.0% |
4.0% |
-12.2% |
11.2% |
7.7% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
| Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
| U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
| U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
| 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 |
-2.5362386282649% |
22.3667870007247% |
2.52541503893984% |
7.6310543282736% |
33.4729789746052% |
| DBB |
15.5287979711187% |
28.9687171610854% |
-11.8033665814941% |
1.11276302746959% |
7.88686675162489% |
| DBO |
-20.9934483773066% |
60.7354444240378% |
13.0520436760381% |
-4.48624264803972% |
7.85417023349941% |
| DBC |
-7.83697718802477% |
41.360535033944% |
19.3381047925849% |
-6.22460154221798% |
2.17947023142337% |
| GLD |
24.8145617346329% |
-4.14892032504178% |
-0.772115217246239% |
12.6915838291174% |
26.6569022336141% |
| FXA |
9.52350855981821% |
-6.16946364880147% |
-6.4795204395478% |
0.873294276868242% |
-7.74204109878418% |
| FXC |
1.9247050425502% |
0.219895404397619% |
-6.43799822735651% |
3.64766976490269% |
-5.96056483707217% |
| FXF |
8.18450819287408% |
-4.07886034404914% |
-2.28680218958219% |
9.62222426685186% |
-7.45772558174616% |
| FXE |
7.93977873933371% |
-7.82637923902186% |
-6.56633974962763% |
4.36126866589124% |
-4.18199804509548% |
| FXB |
2.87316229551748% |
-1.53723850110821% |
-10.4499892346964% |
7.63522680479234% |
1.35492625820952% |
| FXY |
4.60939954215214% |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
-10.9253912779213% |
| UUP |
-6.66154033909668% |
5.73433156103185% |
9.45907489834206% |
3.63023939965812% |
13.4844434815803% |
| EEM |
17.0335264963521% |
-3.61506944684574% |
-20.5632849615499% |
8.9857861217226% |
6.4972650185694% |
| AMLP |
-32.1883605644408% |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
22.6955421229451% |
| IGIB |
9.64395182780677% |
-1.45079652168194% |
-14.2423245395042% |
9.21544637468605% |
3.49089568482179% |
| EMHY |
3.8347587027951% |
-1.91783307204367% |
-13.571830654467% |
11.420418464724% |
11.9775923545361% |
| HYD |
0.175553140117612% |
5.05000335419787% |
-16.2630266222899% |
5.05476833906597% |
4.94262334300908% |
| IEF |
10.0067525304147% |
-3.3293811969846% |
-15.3224471675499% |
3.84577301390396% |
-0.635291945858885% |
| IGOV |
10.8829883297037% |
-9.24862266459218% |
-22.0709678133312% |
5.56833628419986% |
-6.49555672768473% |
| IHY |
8.6391439076694% |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
3.54788233128169% |
| ITM |
5.87374376331711% |
0.211272131214879% |
-9.49920989230485% |
5.01787458403322% |
0.722410767988313% |
| JNK |
4.95788483561819% |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
7.70492746498543% |
| MBB |
4.07802353206683% |
-1.43116649109989% |
-11.9288470331859% |
5.00229938339551% |
1.31297804867514% |
| TIP |
10.8362642607544% |
5.67099926412111% |
-12.2485594077103% |
3.79897566544987% |
1.6511308674467% |
| AGG |
7.47708555312345% |
-1.76966487938421% |
-13.0229490718201% |
5.64604835614513% |
1.30760961466865% |
| BND |
7.714106491634% |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683275% |
1.37655161915169% |
| EMB |
5.42209326552676% |
-2.23745681275348% |
-18.9402646344802% |
8.7182561367158% |
5.53921391504089% |
| PCY |
2.28307465836379% |
-4.28984314228292% |
-24.4509577564376% |
18.4731184444347% |
2.54849814003077% |
| BIL |
0.400179264852674% |
-0.0983405768986034% |
1.40457752023322% |
4.65170866921711% |
5.19101822011554% |
| TLT |
18.1520596338079% |
-4.60230322759316% |
-31.2335291660792% |
2.74590442167644% |
-8.05845422169141% |
| SHY |
3.03428893894182% |
-0.677718035374231% |
-3.8792510030099% |
4.16228386765611% |
3.91584829135545% |
| ACWI |
16.332736917886% |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
17.4558436016784% |
| EFA |
7.58864729501965% |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
3.51008036927369% |
| EFG |
17.8437843842894% |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
1.53507714867449% |
| EFV |
-2.97358887228282% |
11.1040024989595% |
-5.22055012276389% |
18.8756780437068% |
5.39967959831447% |
| SCZ |
11.6927071102026% |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
1.54406721013953% |
| IWB |
20.7743128019761% |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
24.3211438616074% |
| IWV |
20.5483203906353% |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
23.4939744158483% |
| SPY |
18.373186435145% |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
24.8851497230756% |
| IWF |
38.25497944599% |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
33.1206307241641% |
| QQQ |
48.6187814997514% |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
25.5764408069846% |
| IWD |
2.72540988295156% |
24.9459408097814% |
-7.7555406871766% |
11.3522477044979% |
14.1754137698795% |
| IWC |
20.880275234036% |
18.6795920967858% |
-21.935163313637% |
8.99886849410814% |
13.6333160497263% |
| IWR |
16.9153042320047% |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
15.2194539432744% |
| IWP |
35.241361554231% |
12.5968963062359% |
-26.735206964838% |
25.7063324448986% |
21.8620286572134% |
| IWS |
4.80313839972486% |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
12.9214370595447% |
| IWM |
20.0298627741317% |
14.5390544720052% |
-20.4867085633861% |
16.8356154368217% |
11.3908344255836% |
| IWO |
34.6809781696101% |
2.53860451634156% |
-26.2716823496301% |
18.5179809518975% |
15.042487250009% |
| IWN |
4.66346011618424% |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
7.64158747218484% |
| IYR |
-6.12386483117237% |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
4.41927180297288% |
| VNQ |
-4.68092698194492% |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
4.80727219260584% |
Compare: Risk vs. Return
for period ending June 30, 2025
Discover High‑Return, Low‑Risk Portfolios
Get access to 3-, 5-, 10-, 15-, and 20-year metrics.
Maximum Drawdown vs. Annual Return
●
JNK
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
JNK
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
JNK
●
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 |
| JNK |
5.8% |
-7.3% |
-10.4% |
-8.0% |
-6.6% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-0.4% |
-5.0% |
-5.3% |
-2.1% |
-1.1% |
0.3% |
| Global Equities (ACWI) |
3.7% |
-1.7% |
-2.3% |
-3.0% |
-4.2% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-6.5% |
-20.7% |
-24.3% |
-13.0% |
-11.1% |
-4.7% |
| 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 |
0.788008243533531% |
-4.88471172442662% |
5.38877691715957% |
-11.2442246358227% |
-13.4126392858859% |
0% |
| DBB |
-13.6226861616869% |
-15.021135306978% |
-7.79276727152959% |
-9.34606572127978% |
-13.2423624280338% |
0% |
| DBO |
-20.2956198765611% |
-23.6075143266791% |
-5.45362036525739% |
-12.3793723586803% |
-15.6007437271597% |
0% |
| DBC |
-16.2942749773894% |
-25.4675903475855% |
-1.65884466712212% |
-10.2961727266395% |
-13.6796134562831% |
-9.28546299776201% |
| GLD |
25.9908232589648% |
4.44202956062375% |
-2.92852233801094% |
-2.2879040034777% |
-8.84990549654582% |
-1.24770268461181% |
| FXA |
-16.1505146198895% |
-23.8786120383436% |
-19.6089798226678% |
-16.3815719018762% |
-15.7054579409939% |
0% |
| FXC |
-15.5566025652665% |
-28.8761791670898% |
-20.6945496491058% |
-17.442514849678% |
-18.6377027502347% |
0% |
| FXF |
0.207469610071849% |
-13.1882592343772% |
-14.2299292896954% |
-14.4434065499889% |
-13.6078517202753% |
0% |
| FXE |
-0.0155809048288695% |
-14.5707967360744% |
-17.7616396725835% |
-15.6189204221711% |
-16.7114175262525% |
0% |
| FXB |
2.19304143212982% |
-12.1222558738767% |
-13.5637235066857% |
-17.1790648992562% |
-16.5585284407326% |
0% |
| FXY |
-3.85154502473814% |
-24.5779320402379% |
-27.9794227946405% |
-18.388993468193% |
-21.2730111868258% |
0% |
| UUP |
-22.9098668148121% |
-20.192629665791% |
-14.8722277999178% |
-11.8283217551692% |
-13.5701186670874% |
0% |
| EEM |
3.22379234238248% |
-10.8376351109866% |
-10.3583229497403% |
-9.44286120647711% |
-11.2864539673743% |
-6.02304031627716% |
| AMLP |
-6.54321968640962% |
0.198435247752135% |
2.5238988627737% |
-10.3990172860351% |
0% |
0% |
| IGIB |
-0.0977247872647045% |
-14.1480959610612% |
-18.7105911142% |
-9.75304853110622% |
-8.92810718518747% |
0% |
| EMHY |
9.65761170121799% |
-4.38283615791721% |
-11.5604460567079% |
-8.42633120334784% |
0% |
0% |
| HYD |
-18.1517982605449% |
-21.7657675568519% |
-19.9423035922947% |
-11.5187375139205% |
-10.6325050811814% |
0% |
| IEF |
-7.30773798915321% |
-22.472833406317% |
-26.1548516492017% |
-13.9698997784297% |
-11.9077873379741% |
-5.79867401865197% |
| IGOV |
-0.887869344565729% |
-18.4559861377862% |
-22.4986532203465% |
-15.413340904499% |
-15.5290460034788% |
0% |
| IHY |
10.8497600043547% |
-5.11514338024955% |
-13.0626340676484% |
-8.69254162067629% |
0% |
0% |
| ITM |
-17.3922610108825% |
-21.3490506918347% |
-22.2689371721618% |
-12.2830961218323% |
-10.4074015362003% |
0% |
| JNK |
5.75671036312447% |
-7.34306451840517% |
-10.4094996259817% |
-8.03867551784586% |
-6.6456930613135% |
0% |
| MBB |
-6.89624428235042% |
-20.5640583821338% |
-23.2377966686632% |
-14.8390101720728% |
-13.0589127896604% |
0% |
| TIP |
-7.13444840927169% |
-21.8164868218028% |
-18.8257187957352% |
-10.6882674084854% |
-10.0071540109683% |
-5.13703332139444% |
| AGG |
-6.41986358044307% |
-20.485522631053% |
-24.0425677581287% |
-13.0820110155826% |
-11.2194338326053% |
-4.96859358853576% |
| BND |
-6.50582680231672% |
-20.7084035872335% |
-24.333924957424% |
-13.0042781180629% |
-11.1170411499455% |
-4.6609400650179% |
| EMB |
1.40862916010568% |
-11.1853107878694% |
-17.008069416691% |
-10.3822390053668% |
-9.6814060859013% |
0% |
| PCY |
-7.9098072412576% |
-9.6808294438141% |
-16.8093861404774% |
-11.2953005410015% |
-10.6886613478943% |
0% |
| BIL |
3.18288566777487% |
-64.6776093632783% |
-36.9609370771124% |
-26.2363203397302% |
-24.2837801075641% |
0% |
| TLT |
-14.61948035735% |
-24.17712081262% |
-26.8129453646619% |
-14.1892979133937% |
-12.8940217940797% |
-7.80203416454103% |
| SHY |
-2.37002023142275% |
-30.7202523050299% |
-32.5105662294964% |
-19.7338136402714% |
-17.1481148875947% |
-7.64357940747073% |
| ACWI |
3.6607147997427% |
-1.6929499436071% |
-2.26545806230587% |
-3.04282439711414% |
-4.19121493372533% |
0% |
| EFA |
4.90558552031285% |
-4.00043395024614% |
-5.31424032364883% |
-6.94326845796351% |
-7.58450134986436% |
-5.32937521208177% |
| EFG |
-3.77687503702495% |
-7.38146003908004% |
-9.19867168888445% |
-7.12982542413391% |
-7.56948223997961% |
-5.10183901753056% |
| EFV |
13.8037902338047% |
-0.883476939649006% |
-2.47320397543717% |
-7.74991623006777% |
-8.44806183941533% |
-6.12454458059986% |
| SCZ |
7.2304980589709% |
-7.22648093051035% |
-7.72789434918228% |
-7.37992232690367% |
-7.16664280873973% |
0% |
| IWB |
0.0274424885424178% |
-0.302555476163105% |
-0.583857734044644% |
-0.547515357109386% |
-0.359233253684476% |
-0.19644027506572% |
| IWV |
-0.650314585452755% |
-1.02113135422183% |
-1.07070046269906% |
-1.09676299627827% |
-0.854130924181588% |
-0.551239381322414% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-0.916910261234094% |
2.99557356741324% |
-1.05140497276985% |
1.51332583863503% |
0.963753465936266% |
1.30025260133013% |
| QQQ |
-1.30141003511749% |
2.52414522197% |
-1.52148988376881% |
2.26739917397667% |
1.86736531134176% |
2.35447511226336% |
| IWD |
-2.26948491496282% |
-7.02398373721741% |
-2.59700676064729% |
-4.66624703029092% |
-3.58702827235612% |
-2.90280660360043% |
| IWC |
-6.01954843576478% |
-12.1049282320857% |
-9.22818922282702% |
-8.83018827588538% |
-7.75909531029023% |
-5.77254947608336% |
| IWR |
-2.28097862699086% |
-6.71976478086919% |
-4.6133031386993% |
-4.7728455314322% |
-3.6963816918836% |
-2.25442266758306% |
| IWP |
1.98345354641489% |
-1.94043410268581% |
-5.96481397280981% |
-3.41392388392482% |
-2.97016533910067% |
-1.54384605103299% |
| IWS |
-4.89222334950392% |
-9.2885292519625% |
-4.15926858915838% |
-6.22150573723491% |
-4.85478296285234% |
-3.23172935700699% |
| IWM |
-8.7107146291405% |
-10.9433303697897% |
-8.23930353401402% |
-7.71784835883571% |
-6.7813338688603% |
-4.40146327070011% |
| IWO |
-7.5898025360945% |
-9.23095206094067% |
-10.2369448456248% |
-7.74654847752388% |
-6.42391449461587% |
-3.93444930313021% |
| IWN |
-9.91027673253656% |
-12.8433609999716% |
-6.62081197296416% |
-8.17125557770561% |
-7.65058991094614% |
-5.2540624308053% |
| IYR |
-5.42021190835972% |
-15.3129846142929% |
-10.5503249326128% |
-7.96826296819968% |
-7.45568196913731% |
-6.00529765642885% |
| VNQ |
-5.68872942449508% |
-15.5694850962179% |
-10.5040844871929% |
-8.09768377894975% |
-7.3062693789286% |
-5.55978354234921% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
2.7% |
-2.9% |
-4.2% |
-3.1% |
-2.2% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-0.0% |
-3.5% |
-3.6% |
-1.3% |
-0.6% |
0.3% |
| Global Equities (ACWI) |
3.4% |
-1.2% |
-1.9% |
-2.6% |
-3.8% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
0.4% |
-7.3% |
-7.6% |
-2.1% |
-0.6% |
0.6% |
| 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 |
7.65592908843486% |
4.66082763703761% |
9.518681208123% |
-2.08100996708049% |
-3.73575866302232% |
0% |
| DBB |
-7.77091222544176% |
-7.14329448031499% |
-1.2802395513409% |
-3.63194511280831% |
-8.54926420860284% |
0% |
| DBO |
-19.8401816916377% |
-17.0234941885773% |
6.01631322350523% |
-10.4939307902884% |
-15.905700371871% |
0% |
| DBC |
-6.36509273152472% |
-11.7528666571234% |
7.20088587527784% |
-3.76335858321674% |
-7.67327192391178% |
-5.6098574210057% |
| GLD |
43.298588836434% |
15.7182594041699% |
7.6890803253667% |
7.37117905487191% |
3.46975644862194% |
7.69966884832433% |
| FXA |
-6.71390609516613% |
-11.3331304718799% |
-9.40905020533661% |
-7.73301183703238% |
-8.0629414135252% |
0% |
| FXC |
-3.10386500265322% |
-9.49724330591072% |
-6.2035948133487% |
-5.65724704450549% |
-7.08121035058022% |
0% |
| FXF |
8.963668517311% |
-1.86607049960213% |
-3.0611276978862% |
-2.96407342925083% |
-2.62628703102745% |
0% |
| FXE |
8.88607857460686% |
-2.10185073209722% |
-4.83746603183397% |
-3.40191089268301% |
-5.00863340334353% |
0% |
| FXB |
7.80292950324355% |
-3.0213707681734% |
-4.26096284691541% |
-6.45587327606931% |
-5.90295884380218% |
0% |
| FXY |
5.33289873685832% |
-11.0422150680143% |
-12.1238681384954% |
-4.99035348874802% |
-5.32009343814352% |
0% |
| UUP |
-8.90723752639205% |
-0.522688853320671% |
1.93723993576943% |
1.3424775720981% |
2.62649702144547% |
0% |
| EEM |
8.43843463469498% |
-6.28641006962629% |
-5.61155993565187% |
-6.55291132401421% |
-9.22018595203283% |
-5.18636735822515% |
| AMLP |
-2.91928669932906% |
5.96382730278502% |
11.9916482594328% |
-12.7337182677103% |
0% |
0% |
| IGIB |
2.4591910028551% |
-5.56473525646901% |
-6.84760000916954% |
-2.30142460255969% |
-1.13650853990837% |
0% |
| EMHY |
5.20736381001678% |
-0.320358945696546% |
-5.36379184016684% |
-3.42078974543426% |
0% |
0% |
| HYD |
-5.30497462967211% |
-9.94659915207783% |
-7.70101713640026% |
-3.91664155809249% |
-1.78754407924895% |
0% |
| IEF |
0.783445181341449% |
-9.47155835994136% |
-9.26928818484055% |
-1.83584302111987% |
0.64541755479252% |
1.61570079601551% |
| IGOV |
6.83434052885993% |
-10.6479411753041% |
-12.3445254585053% |
-5.42845126357844% |
-5.03552015783932% |
0% |
| IHY |
7.53494139742324% |
-0.421883968942143% |
-5.64670714873354% |
-3.25697981788156% |
0% |
0% |
| ITM |
-4.6642167843597% |
-8.18700858413233% |
-7.26238047341782% |
-2.0984182302215% |
-0.080646790863804% |
0% |
| JNK |
2.6875204047974% |
-2.88794517519142% |
-4.17303534519007% |
-3.12483825451417% |
-2.24371592485203% |
0% |
| MBB |
0.472277760467172% |
-8.46331425588188% |
-7.5392067129645% |
-2.54123748320106% |
-1.14592703701507% |
0% |
| TIP |
0.689107025605866% |
-7.91451869299822% |
-5.63595182947722% |
-1.74748678892121% |
-0.548456155808957% |
0.352018763715896% |
| AGG |
0.482541664310486% |
-7.42501828944071% |
-7.50122980855587% |
-2.02759277343142% |
-0.525477747713924% |
0.522684307559239% |
| BND |
0.447047744811857% |
-7.34737134179785% |
-7.5598332176345% |
-2.14622550621889% |
-0.595933779947878% |
0.580740065436778% |
| EMB |
2.68069743028534% |
-5.4128221675704% |
-9.29389361194865% |
-4.50331489929434% |
-3.12460267641481% |
0% |
| PCY |
-3.15535757524904% |
-6.09227649319907% |
-12.7054576749508% |
-6.51182034104545% |
-4.60098147630106% |
0% |
| BIL |
0.163414834121205% |
-1.20686472817795% |
-1.02798024080293% |
-0.558814620649748% |
-0.407213387577108% |
0% |
| TLT |
-7.18952561558011% |
-19.7233560421244% |
-19.0942273636173% |
-4.09282124756538% |
1.10751986569896% |
1.67782652421036% |
| SHY |
1.24824775810885% |
-3.10394973949159% |
-2.95309806301211% |
-0.973811552540678% |
-0.42881932270964% |
0.215095000584322% |
| ACWI |
3.38979012103491% |
-1.24432715254112% |
-1.85734726958029% |
-2.64789114174403% |
-3.77114581096679% |
0% |
| EFA |
9.61198109792761% |
-0.988193846832779% |
-3.09556423990943% |
-5.21455252775247% |
-6.04933625348013% |
-4.69788898492184% |
| EFG |
0.598144703092762% |
-6.03618220604947% |
-8.20810973704146% |
-5.79858007441694% |
-6.4033611966554% |
-4.46158922524466% |
| EFV |
18.4055615890395% |
3.7780182475023% |
1.35799548998157% |
-5.41386666718627% |
-6.40475966363909% |
-5.48812070939085% |
| SCZ |
12.5981508927819% |
-4.38833318977987% |
-5.78379371784489% |
-6.12053041720906% |
-5.90568092871841% |
0% |
| IWB |
0.0548624903258847% |
-0.283142711662327% |
-0.566079401566702% |
-0.538874676679498% |
-0.341274947934435% |
-0.18297565251375% |
| IWV |
-0.641161903461462% |
-0.995685725478861% |
-1.03775864729372% |
-1.08853636896849% |
-0.828996118190243% |
-0.532668786410767% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
0.0889130290987854% |
4.40398917904416% |
-0.455554313077636% |
2.29242924098894% |
1.67608469000558% |
1.75880628410143% |
| QQQ |
-0.413777944353372% |
4.67704658597162% |
-0.713666254632518% |
3.85908341720438% |
3.55957897839878% |
3.77934359502197% |
| IWD |
-0.117020252892223% |
-5.59337092951713% |
-1.29122263768238% |
-3.96354337115242% |
-2.89708609219389% |
-2.59422372746906% |
| IWC |
-7.34201982946818% |
-13.4201072306446% |
-8.45483298412893% |
-9.51006072008822% |
-7.62980509782896% |
-6.18306528646141% |
| IWR |
-1.47883888321214% |
-6.66908168908564% |
-4.10703128291872% |
-4.7758215252565% |
-3.47906291923468% |
-2.13904993756267% |
| IWP |
5.44442626025436% |
-0.907936549867848% |
-5.74349235776938% |
-3.04447012173035% |
-2.39886709028821% |
-1.1208806562212% |
| IWS |
-3.87157013339524% |
-9.24892094568879% |
-3.10480229860523% |
-6.17156175246748% |
-4.48016910100547% |
-3.14209014365632% |
| IWM |
-11.6928578727711% |
-12.5630182640055% |
-8.01882611076745% |
-8.44685217541569% |
-7.02852712611666% |
-4.58043076005154% |
| IWO |
-11.1316795447386% |
-10.4721264696854% |
-11.0087488745224% |
-8.69121018495049% |
-6.65228588739027% |
-3.96933902644289% |
| IWN |
-12.2936171853958% |
-14.7751538759579% |
-5.23071293320046% |
-8.62733638653569% |
-7.73085061930697% |
-5.47736371172773% |
| IYR |
-0.196655574560229% |
-16.4848685800465% |
-9.88348036766115% |
-6.47535435571565% |
-4.95377764378615% |
-5.55232315686426% |
| VNQ |
-0.699111113949282% |
-16.9689163325753% |
-9.97943327272386% |
-6.56646319429118% |
-4.58018246382832% |
-4.81027741426361% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
1.25 |
0.40 |
0.18 |
0.23 |
0.47 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.80 |
0.55 |
0.48 |
0.60 |
0.83 |
0.62 |
| Global Equities (ACWI) |
1.09 |
0.74 |
0.66 |
0.56 |
0.66 |
|
| U.S. Equities (SPY) |
0.83 |
0.83 |
0.79 |
0.74 |
0.91 |
0.62 |
| U.S. Bonds (BND) |
0.33 |
-0.34 |
-0.62 |
-0.09 |
0.15 |
0.28 |
| 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 |
0.886335964732575 |
0.562145883589844 |
1.05063011711188 |
0.0519565386593302 |
0.0451323398032387 |
0 |
| DBB |
-0.177910460260197 |
0.0290424895070369 |
0.389113639481172 |
0.202342681185395 |
0.0878629830131726 |
0 |
| DBO |
-0.714903543956897 |
-0.501216524986626 |
0.543400112852101 |
0.0699783837044384 |
-0.0296297545643718 |
0 |
| DBC |
-0.402645901661705 |
-0.62963507776598 |
0.692772129747397 |
0.138101761044403 |
0.0480683828929463 |
0.0638066485803939 |
| GLD |
2.49672159325095 |
1.07313423561763 |
0.637514041074667 |
0.609624535498374 |
0.366313867865702 |
0.558742562272888 |
| FXA |
-0.402079528217137 |
-0.52698010807682 |
-0.338202951415741 |
-0.277587296233544 |
-0.120374874581698 |
0 |
| FXC |
-0.365368964557285 |
-0.790613787699584 |
-0.398627081510238 |
-0.353261534064422 |
-0.336326626199243 |
0 |
| FXF |
0.841276979837428 |
0.0867274822016295 |
-0.0347250988883025 |
-0.168639077087828 |
0.0127334416771871 |
0 |
| FXE |
0.822244289716903 |
0.000478432982228572 |
-0.243894213811074 |
-0.243618064861366 |
-0.203219957962131 |
0 |
| FXB |
0.983160006316437 |
0.136271348071417 |
0.00185943433585588 |
-0.338261650704155 |
-0.192763779027822 |
0 |
| FXY |
0.556843404126091 |
-0.585282471136054 |
-0.859479071825737 |
-0.408776267030072 |
-0.517146142926276 |
0 |
| UUP |
-0.957416271605654 |
-0.355403298975775 |
-0.0817521672070477 |
-0.00892993753852461 |
0.00672580994967107 |
0 |
| EEM |
1.05476235394654 |
0.258022051847566 |
0.223546756846596 |
0.191287064308883 |
0.214101250194176 |
0.283901938981718 |
| AMLP |
0.377856728757447 |
0.853386742814696 |
0.934777152834397 |
0.212442521471265 |
0 |
0 |
| IGIB |
0.816481645587927 |
0.0262486636874297 |
-0.293573708738762 |
0.118013797515287 |
0.302980877942294 |
0 |
| EMHY |
1.5357704111899 |
0.567096266348082 |
0.126623706724588 |
0.223140095006444 |
0 |
0 |
| HYD |
-0.582292399218717 |
-0.401290189067638 |
-0.358003110073759 |
0.0289787261859888 |
0.212293494700174 |
0 |
| IEF |
0.275107050686108 |
-0.448582641296504 |
-0.7296256350697 |
-0.13864181566749 |
0.112241957530806 |
0.222109692558073 |
| IGOV |
0.764286742764726 |
-0.204872701935287 |
-0.512589138450059 |
-0.218740898455151 |
-0.117674884852798 |
0 |
| IHY |
1.61709242412657 |
0.51373715646588 |
0.0364870033413268 |
0.198022258657075 |
0 |
0 |
| ITM |
-0.522578795130513 |
-0.380965680017958 |
-0.496694846340179 |
-0.0383329663003378 |
0.208033363264926 |
0 |
| JNK |
1.25422834438022 |
0.395090222649022 |
0.181316236595305 |
0.232409772494861 |
0.469768317143567 |
0 |
| MBB |
0.303733019020985 |
-0.335531080858851 |
-0.550611479633218 |
-0.193711597251566 |
0.0253339107018478 |
0 |
| TIP |
0.279105700931812 |
-0.387851019424864 |
-0.286566152925739 |
0.0504927543773458 |
0.223432111498918 |
0.255989919048008 |
| AGG |
0.337754546745142 |
-0.332525766026626 |
-0.599706352626874 |
-0.0899861647915317 |
0.144674242016186 |
0.258570316538186 |
| BND |
0.330835841727292 |
-0.344119288709688 |
-0.615480195476119 |
-0.0852618473017869 |
0.151353847014785 |
0.277317849331781 |
| EMB |
0.928792212773954 |
0.201806796974045 |
-0.186255776684113 |
0.0993700752143769 |
0.277522936908167 |
0 |
| PCY |
0.246009248145168 |
0.309813768043058 |
-0.157776872866502 |
0.0576944117207048 |
0.223644679787716 |
0 |
| BIL |
2.00499711429373 |
-0.680626813979617 |
-0.735497529849578 |
-0.57238696009458 |
-0.522188251646502 |
0 |
| TLT |
-0.26683061547845 |
-0.548928518046301 |
-0.782394765248544 |
-0.122785870099858 |
0.0842529228479914 |
0.132920204697792 |
| SHY |
0.646255280172051 |
-0.701154760943155 |
-0.898049600751858 |
-0.428393159343456 |
-0.217159690527275 |
0.0713283579983167 |
| ACWI |
1.08747346174901 |
0.739003983656436 |
0.662397539097789 |
0.562853315051991 |
0.655670042407474 |
0 |
| EFA |
1.17336811851549 |
0.625163199226395 |
0.503907953459933 |
0.334472139407706 |
0.444606655417531 |
0.308582766773612 |
| EFG |
0.561456088229838 |
0.455754166563321 |
0.298552437256302 |
0.325310557995838 |
0.446215942335941 |
0.321888749514852 |
| EFV |
1.77563773578293 |
0.783592592873162 |
0.658110119654361 |
0.292593887440961 |
0.394763431623141 |
0.263916647536032 |
| SCZ |
1.32988372332667 |
0.456591736920557 |
0.377005732712085 |
0.315473977598371 |
0.476164587503789 |
0 |
| IWB |
0.834994556822667 |
0.816761399112715 |
0.756194010936181 |
0.71033001507642 |
0.891160528374774 |
0.613079333775984 |
| IWV |
0.787871462001167 |
0.781189171990468 |
0.73143553451205 |
0.67991097163072 |
0.861727527157619 |
0.593033279171562 |
| SPY |
0.831857488798637 |
0.831066476307928 |
0.785447486611659 |
0.740125892053067 |
0.912190518313232 |
0.623727258947484 |
| IWF |
0.775375377050577 |
0.995534556645005 |
0.746888373910616 |
0.832485771469131 |
0.97451619052233 |
0.705641874598934 |
| QQQ |
0.745281156429685 |
0.974837282992904 |
0.726377559613352 |
0.876893942776157 |
1.02938664321035 |
0.773367744839932 |
| IWD |
0.675084200832631 |
0.461950278610715 |
0.646564109039902 |
0.472941904485515 |
0.693598688978527 |
0.451049581623566 |
| IWC |
0.442611794797884 |
0.220777338644456 |
0.325694581873521 |
0.258392142902568 |
0.459888138072062 |
0.302775410832176 |
| IWR |
0.680071942727 |
0.493341363862129 |
0.551027343791141 |
0.476154243380109 |
0.693759141476203 |
0.499310626460631 |
| IWP |
0.979245228195547 |
0.756114153509658 |
0.492251237964784 |
0.560596483607467 |
0.74265549566853 |
0.54596271609295 |
| IWS |
0.489765173350621 |
0.352592763026055 |
0.574487296854412 |
0.393221988786283 |
0.623026818229255 |
0.442140222900999 |
| IWM |
0.234488492463668 |
0.279740059333166 |
0.370307680656694 |
0.316642998322698 |
0.514414437056785 |
0.380308270802966 |
| IWO |
0.322312446429611 |
0.376658538795029 |
0.2635579142956 |
0.317647619974667 |
0.539758454524692 |
0.411108407942824 |
| IWN |
0.142228838739549 |
0.172478866396252 |
0.45938595201196 |
0.292301512314723 |
0.460677273640588 |
0.329443646237421 |
| IYR |
0.452837488602409 |
0.015245531704046 |
0.228463344035236 |
0.28527661868871 |
0.458049516790773 |
0.288290909412637 |
| VNQ |
0.434175397469182 |
0.000757463987106847 |
0.231846301583536 |
0.278101655837677 |
0.469391115958634 |
0.319375634966683 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
2.20 |
0.59 |
0.25 |
0.31 |
0.68 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.35 |
0.81 |
0.71 |
0.88 |
1.28 |
0.90 |
| Global Equities (ACWI) |
2.02 |
1.16 |
1.04 |
0.83 |
1.01 |
|
| U.S. Equities (SPY) |
1.49 |
1.32 |
1.25 |
1.13 |
1.46 |
0.92 |
| U.S. Bonds (BND) |
1.35 |
0.81 |
0.71 |
0.88 |
1.28 |
0.90 |
| 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 |
1.67207475472034 |
0.983979604762528 |
1.95876107393678 |
0.0741322446838732 |
0.0672286710789838 |
0 |
| DBB |
-0.240263242630797 |
0.0455116816630293 |
0.613017101631017 |
0.306749962699677 |
0.12881107086224 |
0 |
| DBO |
-0.815892134380635 |
-0.632168249566126 |
0.866812051813646 |
0.0947877411548892 |
-0.0391317350622892 |
0 |
| DBC |
-0.476680090186943 |
-0.758582776315642 |
1.14128589753522 |
0.189809884960475 |
0.0651263983348137 |
0.0863140053283155 |
| GLD |
8.09714285976008 |
2.17444001312673 |
1.16407993638464 |
1.07992923314041 |
0.587546205822062 |
0.927465103755413 |
| FXA |
-0.491176232338503 |
-0.635205400988021 |
-0.429135921583838 |
-0.370979244490542 |
-0.169556631223601 |
0 |
| FXC |
-0.535043777742321 |
-0.900984919349735 |
-0.487576659277587 |
-0.456431326323241 |
-0.426978446904459 |
0 |
| FXF |
1.73977009590193 |
0.133942035794347 |
-0.0499632080432323 |
-0.234321988311265 |
0.0181790797833951 |
0 |
| FXE |
1.573182760968 |
0.000687845025901203 |
-0.335641101896567 |
-0.335717748285109 |
-0.274766945318816 |
0 |
| FXB |
1.57740101284389 |
0.184004931879776 |
0.00252451078366079 |
-0.435051870728708 |
-0.255348135857768 |
0 |
| FXY |
0.871643967680578 |
-0.763286239078346 |
-1.02515821887538 |
-0.534128906488515 |
-0.651658660108726 |
0 |
| UUP |
-1.17106363272495 |
-0.461433118663196 |
-0.112019422263278 |
-0.0124018074444531 |
0.00962069223782695 |
0 |
| EEM |
2.25627456565614 |
0.393038010364485 |
0.339432875598613 |
0.281335599219015 |
0.317505224223461 |
0.421014577095305 |
| AMLP |
0.680035056564616 |
1.62620272399591 |
1.66589958363372 |
0.312976916442985 |
0 |
0 |
| IGIB |
1.23131159260988 |
0.0364963854434651 |
-0.379981085261292 |
0.158828325126062 |
0.41575353158857 |
0 |
| EMHY |
2.98814887262522 |
0.970568416013646 |
0.187742756077265 |
0.304265749399429 |
0 |
0 |
| HYD |
-0.739903735644749 |
-0.517827948271842 |
-0.45299441080743 |
0.034106725182497 |
0.257147489380569 |
0 |
| IEF |
0.374414288495399 |
-0.557462533938576 |
-0.856244588273786 |
-0.183253124604471 |
0.159069794914931 |
0.331236506636024 |
| IGOV |
1.27904325630104 |
-0.275354539930164 |
-0.648001913711799 |
-0.284042073121312 |
-0.15466567284462 |
0 |
| IHY |
2.93875239082019 |
0.784407292981953 |
0.050128522978676 |
0.268075272949356 |
0 |
0 |
| ITM |
-0.632180123935229 |
-0.506588074268488 |
-0.621666307652668 |
-0.0505008415763897 |
0.29066596980168 |
0 |
| JNK |
2.19860749140674 |
0.591077513294908 |
0.251452596140512 |
0.314626246774063 |
0.680278011670337 |
0 |
| MBB |
0.430666355555867 |
-0.428790951300867 |
-0.673166705499736 |
-0.24307546202882 |
0.0326420284234155 |
0 |
| TIP |
0.387362413478152 |
-0.45400634123643 |
-0.34228451576497 |
0.0640527805510994 |
0.298598897894399 |
0.352403602803725 |
| AGG |
0.476249136483484 |
-0.425315119958897 |
-0.725705270030234 |
-0.116521900361399 |
0.194249746293974 |
0.370789780340485 |
| BND |
0.46413296882969 |
-0.436743625958794 |
-0.738574112907804 |
-0.110333850596637 |
0.203016046563749 |
0.393340997488536 |
| EMB |
1.45669665828943 |
0.301815457457945 |
-0.249135718577766 |
0.130500192910452 |
0.375540528574344 |
0 |
| PCY |
0.339711342752874 |
0.494688989950166 |
-0.215205897786587 |
0.0758139789264786 |
0.300689012591699 |
0 |
| BIL |
6.01015536735637 |
-0.677662866830757 |
-0.725973049621857 |
-0.569442763677494 |
-0.520021314148769 |
0 |
| TLT |
-0.34474396440876 |
-0.706764777380664 |
-0.948076142260329 |
-0.17216332134773 |
0.128921334032008 |
0.204897008857927 |
| SHY |
0.942894785510031 |
-0.751860783932867 |
-0.935007376189441 |
-0.481798337433587 |
-0.249533524019736 |
0.0906339551384998 |
| ACWI |
2.01557411353807 |
1.15817308927856 |
1.03775730952099 |
0.832758582589124 |
1.00629324663635 |
0 |
| EFA |
1.90992926701747 |
0.997860591267168 |
0.804733933361344 |
0.485679064528656 |
0.670872682393633 |
0.43764212131154 |
| EFG |
0.855234874853858 |
0.713642852841293 |
0.445173733117607 |
0.472376584507405 |
0.667688018459367 |
0.454735971866535 |
| EFV |
3.14287795843164 |
1.28588855648958 |
1.12175973142036 |
0.418453662410883 |
0.590565561481407 |
0.375936403640232 |
| SCZ |
2.19324218921993 |
0.687022820244814 |
0.56624507574332 |
0.44479676180844 |
0.710732157980885 |
0 |
| IWB |
1.48126830612791 |
1.30454774777448 |
1.20347952232302 |
1.0830930845357 |
1.41957180028299 |
0.902073240460382 |
| IWV |
1.38640326287907 |
1.25001738226414 |
1.16277475590568 |
1.03077381633602 |
1.36539305092891 |
0.86773622453047 |
| SPY |
1.4888417634667 |
1.323624150811 |
1.24571310249823 |
1.13230338435102 |
1.45834354318681 |
0.919915485542398 |
| IWF |
1.2856874838795 |
1.63312559201431 |
1.1770347308325 |
1.3226511555008 |
1.6081507196941 |
1.07923206449394 |
| QQQ |
1.29583275738246 |
1.63052823940119 |
1.14008803351644 |
1.42691315353066 |
1.75526147059008 |
1.2061764373714 |
| IWD |
1.05803275406536 |
0.708164080731927 |
1.0518439853212 |
0.691312335367253 |
1.06225174675736 |
0.640878769956477 |
| IWC |
0.802937726473745 |
0.349956558634703 |
0.53214579151157 |
0.38279590478963 |
0.70102413362306 |
0.436438377378154 |
| IWR |
1.12895312990936 |
0.798893893494565 |
0.879554734224719 |
0.700276145301286 |
1.06915081036249 |
0.723924300260134 |
| IWP |
1.79778934523477 |
1.31862515815878 |
0.782974425301636 |
0.872678587519885 |
1.20109116350718 |
0.815706040351519 |
| IWS |
0.771721430477462 |
0.549402925486085 |
0.92371551912185 |
0.562049360306715 |
0.931107672036061 |
0.627514491100788 |
| IWM |
0.389870263062671 |
0.448731908127622 |
0.597096534522327 |
0.464332053243484 |
0.784069164670406 |
0.552019347729285 |
| IWO |
0.524600392563912 |
0.604448086998651 |
0.408078512720472 |
0.463866745916228 |
0.827337225040105 |
0.601632090697663 |
| IWN |
0.241349605046319 |
0.274748979520734 |
0.769377541592686 |
0.427909060940327 |
0.692826513822222 |
0.471864467535869 |
| IYR |
0.67791261096511 |
0.0211950452391705 |
0.333744665616007 |
0.402839898047655 |
0.672441125441982 |
0.401310626905484 |
| VNQ |
0.651332698430948 |
0.00105341557990635 |
0.338966612547332 |
0.395275908402385 |
0.698373501764638 |
0.450343515131116 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
33.4 |
19.3 |
10.8 |
8.6 |
10.9 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
16.5 |
16.3 |
12.5 |
12.3 |
14.2 |
11.5 |
| Global Equities (ACWI) |
19.8 |
18.3 |
14.5 |
10.5 |
10.6 |
|
| U.S. Equities (SPY) |
14.6 |
19.2 |
16.2 |
13.2 |
14.4 |
10.3 |
| U.S. Bonds (BND) |
16.5 |
16.3 |
12.5 |
12.3 |
14.2 |
11.5 |
| 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 |
64.7069651071914 |
94.667138121077 |
67.1144462018038 |
10.8272281375626 |
3.79715582883777 |
0 |
| DBB |
1.00586986372505 |
9.40289010982423 |
16.2802291339118 |
8.06856386194224 |
1.75465114140927 |
0 |
| DBO |
-47.8514868391423 |
-24.8756297466297 |
32.3506814209134 |
-0.268105431853687 |
-4.06055266776062 |
0 |
| DBC |
-18.9326862868419 |
-15.7097193123344 |
49.6971101975002 |
7.04514008921112 |
1.17222732418428 |
1.56649853476432 |
| GLD |
-72.6352675285127 |
549.332510864353 |
112.267923636789 |
149.010595071336 |
62.5603980701269 |
120.567288103738 |
| FXA |
-0.882519615805314 |
-2.43055673397038 |
-2.07663563767605 |
-3.37039764331348 |
-1.54228615701351 |
0 |
| FXC |
42.0943874730278 |
-3.40161403606708 |
1.10540290268093 |
-3.29042621420701 |
-5.32518122216803 |
0 |
| FXF |
-281.199396859232 |
34.3292290830949 |
14.1099166330149 |
3.29198388984411 |
5.38940235849894 |
0 |
| FXE |
-76.1379338270511 |
38.4534764560187 |
4.92918310215117 |
-0.152237170995456 |
-3.70892539545482 |
0 |
| FXB |
-249.883105752435 |
21.8402871456878 |
9.71864710203939 |
-4.20105785907666 |
-2.29767362268623 |
0 |
| FXY |
83.1570095983674 |
-13.4049554954121 |
-35.2589645147324 |
-56.3441538715869 |
-918.251825872085 |
0 |
| UUP |
-46.9118994557168 |
-12.100572617094 |
-11.0878424783266 |
-12.0694107211965 |
-4.79239277148106 |
0 |
| EEM |
49.1284536063844 |
12.4737942548302 |
9.25566750890109 |
5.20317656465417 |
4.07068587299502 |
5.20518506101354 |
| AMLP |
11.9252726443086 |
29.3969853948947 |
34.4313559005874 |
2.80817996195155 |
0 |
0 |
| IGIB |
48.0331969487884 |
13.1498021743116 |
1.7650807408453 |
10.0919676790329 |
13.6514466396697 |
0 |
| EMHY |
39.4505469910824 |
24.8330922542099 |
8.60781850509217 |
8.23037448064073 |
0 |
0 |
| HYD |
4.9064150714481 |
2.53645754157447 |
-0.167819474176937 |
5.45436070624123 |
11.0002438122661 |
0 |
| IEF |
67.1760020094002 |
1.68918172104444 |
-12.0152282690441 |
14.3050951677479 |
-264.407328936642 |
-84.8814053636631 |
| IGOV |
126.014471394346 |
3.27893687182358 |
-7.80053402348202 |
-1.9216815318377 |
-0.805913979942751 |
0 |
| IHY |
98.9106456151087 |
26.7815951379402 |
7.44444107406525 |
8.25494562694739 |
0 |
0 |
| ITM |
7.86620179648687 |
5.37774115637275 |
-2.00420586735327 |
10.6302759169047 |
25.7414347522433 |
0 |
| JNK |
33.3895260127485 |
19.251158204709 |
10.822327120675 |
8.59053307847476 |
10.917892739895 |
0 |
| MBB |
49.8793361695498 |
4.94079886421403 |
-4.31288850216283 |
6.78903109216895 |
14.2422408926267 |
0 |
| TIP |
109.472657443564 |
5.62762011352703 |
3.93235918426348 |
12.7555973802057 |
18.6303075745774 |
23.8333180881242 |
| AGG |
49.8247937272179 |
7.00174823981189 |
-4.63385762287019 |
11.0895262722305 |
21.4992389694675 |
36.5539110054804 |
| BND |
50.4019163277804 |
7.09834955475538 |
-4.86964699966527 |
10.2391802622995 |
20.0369231128503 |
36.1885377355817 |
| EMB |
30.5450772842425 |
13.6440717526552 |
1.23606128871882 |
5.65482548136685 |
8.57087408551626 |
0 |
| PCY |
12.3670156157223 |
12.8014787101549 |
-0.309984259833263 |
3.35373867743698 |
6.48443578056 |
0 |
| BIL |
2499.58257008202 |
4274.10181236879 |
1085.1603539695 |
2349.74569750649 |
-4709.19738051691 |
0 |
| TLT |
-0.462203256978751 |
-8.36164785649854 |
-19.5866565387018 |
-4.93633583315685 |
-22.8726549955161 |
-28.7325483105857 |
| SHY |
-489.443115306279 |
51.7051853679463 |
20.5197749862376 |
159.137951894896 |
238.530320395835 |
-143.249479199815 |
| ACWI |
19.7709160422047 |
18.2661565692881 |
14.480467576419 |
10.5103448248596 |
10.5691012535462 |
0 |
| EFA |
50.3115895132061 |
19.256600259651 |
13.1640130987498 |
7.37444576854352 |
7.90813035719639 |
5.52478356100862 |
| EFG |
18.3627067641715 |
13.1593637752102 |
7.75498920422412 |
6.92368800542844 |
7.72924486433969 |
5.76310976475441 |
| EFV |
164.405008831563 |
28.0371992512882 |
19.369793664786 |
6.9839803996384 |
7.41603136165693 |
4.7562755419122 |
| SCZ |
45.3839162872241 |
14.9811593109651 |
10.0841654145904 |
6.69402103361014 |
8.37522999608416 |
0 |
| IWB |
14.4703917035699 |
18.8791482071765 |
15.6250114909296 |
12.6398773123652 |
14.0418909115725 |
10.082439008102 |
| IWV |
13.7297990796508 |
18.1141075769602 |
15.1430241535892 |
12.0896299291039 |
13.5562736012358 |
9.72486986959989 |
| SPY |
14.5950272980191 |
19.2089432201166 |
16.2218214807949 |
13.2029869698858 |
14.3960423294084 |
10.2843838642243 |
| IWF |
14.0167685323012 |
22.6109132288359 |
15.4134169588251 |
15.1552569484388 |
15.8843886319897 |
11.9052004136108 |
| QQQ |
13.7850810195966 |
22.6923690120179 |
15.1293533658009 |
16.4434498836567 |
17.5070179503577 |
13.5570738004922 |
| IWD |
15.0574399333142 |
13.5766748538467 |
15.1990591671809 |
9.13202700293921 |
11.4374777244909 |
7.67786962125267 |
| IWC |
8.38513484589568 |
6.94065796239581 |
8.13350740271114 |
4.73046297274394 |
7.77007316689499 |
4.88133646379961 |
| IWR |
12.777990388616 |
12.6571389592535 |
12.1443874848825 |
8.64176797057894 |
11.0993391414156 |
8.21146395069726 |
| IWP |
16.6337839772489 |
17.6074244261518 |
10.7613454631762 |
10.2739049183008 |
12.1305400131612 |
9.12301706122773 |
| IWS |
10.7198600224614 |
10.180249406957 |
13.1170533000079 |
7.30574737975144 |
10.1309048097742 |
7.30619259496185 |
| IWM |
5.12011327860659 |
7.91304056860001 |
8.65551001129315 |
5.7151751072779 |
8.31951594351209 |
6.20180812232817 |
| IWO |
6.00617789459041 |
9.73548116860425 |
6.15739976088397 |
5.64069207844064 |
8.74606670692219 |
6.74694161545805 |
| IWN |
4.03404608374629 |
5.85417800713475 |
11.1172169532311 |
5.41402930066125 |
7.58626194008359 |
5.389258510112 |
| IYR |
16.896870397392 |
3.33146388094863 |
6.21381699951989 |
6.27927463296102 |
8.9495717121307 |
5.03291166908839 |
| VNQ |
15.8361248153899 |
2.97820322828426 |
6.20963911387029 |
6.17044830152725 |
9.37104703445843 |
5.73294300565053 |
Compare: Risk & Volatility
for period ending June 30, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
1.4% |
7.9% |
16.2% |
16.2% |
16.2% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.5% |
10.3% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
4.0% |
13.3% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
7.6% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
7.9% |
17.3% |
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 |
5.3% |
5.5% |
10.1% |
37.2% |
60.4% |
0% |
| DBB |
10.4% |
19.6% |
32% |
35.7% |
54.6% |
0% |
| DBO |
18.6% |
26% |
31.9% |
58.2% |
83.5% |
0% |
| DBC |
8.6% |
15% |
23% |
37.8% |
64.8% |
74.5% |
| GLD |
4.5% |
7.4% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
10.1% |
10.3% |
18.3% |
22.7% |
36.6% |
0% |
| FXC |
6.7% |
8.3% |
13.9% |
13.9% |
32.2% |
0% |
| FXF |
7.2% |
8.5% |
13.4% |
13.4% |
29% |
0% |
| FXE |
6.6% |
6.6% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
6.4% |
8.3% |
21.6% |
29.9% |
36.3% |
0% |
| FXY |
8.8% |
19.7% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
8.9% |
8.9% |
8.9% |
12% |
13.1% |
0% |
| EEM |
7.3% |
14.4% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
7.1% |
7.5% |
14.5% |
66.9% |
0% |
0% |
| IGIB |
2.7% |
8.6% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.5% |
7.1% |
24.7% |
24.7% |
0% |
0% |
| HYD |
3.9% |
10.4% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
12.2% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
12.7% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
8.1% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.5% |
6.8% |
15% |
15% |
15% |
0% |
| JNK |
1.4% |
7.9% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3% |
10.5% |
17% |
17% |
17% |
0% |
| TIP |
3% |
9.3% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
8.2% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
7.9% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
9.3% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
11.5% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.1% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
26.1% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
2.1% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
4% |
13.3% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
8.4% |
14.8% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
16.7% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
13.1% |
23.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
16.2% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
8% |
12.7% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
8.6% |
12.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
7.6% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
11.7% |
14% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
10.1% |
15.2% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
7.9% |
11.4% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
19.7% |
20.5% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
11.3% |
12.9% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
13% |
13% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
11.7% |
13.1% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
19% |
19% |
27% |
32.3% |
32.3% |
52.5% |
| IWO |
19.2% |
19.2% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
19% |
19% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
8.3% |
21.6% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.4% |
22.1% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
4.7% |
8.5% |
8.7% |
8.4% |
8.5% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.3% |
13.1% |
12.7% |
11.5% |
10.5% |
10.8% |
| Global Equities (ACWI) |
11.6% |
17.5% |
17.5% |
16.4% |
16.2% |
|
| U.S. Equities (SPY) |
13.7% |
18.7% |
18.9% |
17.6% |
16.5% |
16.8% |
| U.S. Bonds (BND) |
5.2% |
7.3% |
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 |
12% |
12.2% |
12.8% |
11.7% |
13.1% |
0% |
| DBB |
14.4% |
21% |
22.8% |
19.3% |
19.7% |
0% |
| DBO |
18.8% |
19.9% |
31.6% |
30.4% |
28.2% |
0% |
| DBC |
11.4% |
11.6% |
18% |
17.4% |
17.2% |
19.1% |
| GLD |
17% |
16.7% |
16.7% |
15.6% |
16.9% |
18.7% |
| FXA |
9.1% |
9.7% |
10% |
9.9% |
11.1% |
0% |
| FXC |
6.6% |
6.3% |
6.3% |
7% |
7.6% |
0% |
| FXF |
10.6% |
9.7% |
8.8% |
7.7% |
9.1% |
0% |
| FXE |
9.3% |
8.3% |
7.9% |
7.1% |
8.4% |
0% |
| FXB |
7.6% |
8.3% |
8.3% |
8.3% |
8.2% |
0% |
| FXY |
13.4% |
11.7% |
10% |
9.5% |
9% |
0% |
| UUP |
7.5% |
7.8% |
7.5% |
6.7% |
7.3% |
0% |
| EEM |
11.9% |
19.1% |
17.4% |
18.1% |
19% |
22.8% |
| AMLP |
19.4% |
21.7% |
28% |
34.2% |
0% |
0% |
| IGIB |
5.3% |
8.8% |
7.7% |
6.9% |
5.9% |
0% |
| EMHY |
5.7% |
10.9% |
10.6% |
11.1% |
0% |
0% |
| HYD |
4.8% |
8.5% |
7.8% |
9.9% |
9.1% |
0% |
| IEF |
6.7% |
8.7% |
7.4% |
6.7% |
6.5% |
6.8% |
| IGOV |
10.9% |
12.8% |
11.1% |
9.2% |
8.9% |
0% |
| IHY |
5.6% |
9.4% |
9.6% |
9.5% |
0% |
0% |
| ITM |
4.3% |
7.4% |
6.6% |
6.2% |
6.1% |
0% |
| JNK |
4.7% |
8.5% |
8.7% |
8.4% |
8.5% |
0% |
| MBB |
5.9% |
8.4% |
6.8% |
5.1% |
4.4% |
0% |
| TIP |
4.5% |
7% |
6.3% |
5.2% |
5.2% |
6% |
| AGG |
5.3% |
7.5% |
6.4% |
5.2% |
4.6% |
4.6% |
| BND |
5.2% |
7.3% |
6.3% |
5.2% |
4.6% |
4.6% |
| EMB |
6.9% |
11.3% |
10.7% |
10.4% |
9.8% |
0% |
| PCY |
10.7% |
16.4% |
14.9% |
13.4% |
12.3% |
0% |
| BIL |
0.2% |
0.4% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
12.4% |
15.8% |
13.9% |
13.7% |
14.2% |
14.4% |
| SHY |
1.8% |
2.2% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
11.6% |
17.5% |
17.5% |
16.4% |
16.2% |
0% |
| EFA |
12% |
18.7% |
18.1% |
16.3% |
16.8% |
18.3% |
| EFG |
13.6% |
20.9% |
19.3% |
16.9% |
17.1% |
18.3% |
| EFV |
12% |
18% |
19% |
17.5% |
17.9% |
19.4% |
| SCZ |
14.4% |
19.5% |
19.1% |
17.9% |
18.2% |
0% |
| IWB |
14.4% |
18.9% |
19.1% |
17.9% |
16.8% |
17.1% |
| IWV |
14.7% |
19.1% |
19.3% |
18.1% |
16.9% |
17.3% |
| SPY |
13.7% |
18.7% |
18.9% |
17.6% |
16.5% |
16.8% |
| IWF |
18.4% |
23.1% |
23.3% |
20.6% |
18.8% |
18.6% |
| QQQ |
17.1% |
24.6% |
24.5% |
22.5% |
20.7% |
21.3% |
| IWD |
14.9% |
17.7% |
18.1% |
17.3% |
16.4% |
17% |
| IWC |
27.3% |
26.6% |
26.8% |
24.8% |
23.8% |
23.6% |
| IWR |
17.7% |
21.2% |
20.7% |
19.7% |
18.6% |
19.4% |
| IWP |
26.5% |
25% |
23.6% |
21.5% |
20.2% |
20.7% |
| IWS |
16.1% |
20.8% |
20.8% |
19.8% |
18.7% |
19.7% |
| IWM |
23.1% |
25.2% |
24.3% |
22.9% |
22% |
22.2% |
| IWO |
24.6% |
25.7% |
24.6% |
23.5% |
22.9% |
22.9% |
| IWN |
22.6% |
25.1% |
25.3% |
23.4% |
22% |
22.3% |
| IYR |
16.2% |
21.2% |
20.7% |
19% |
18.4% |
23.1% |
| VNQ |
16.5% |
21.3% |
20.9% |
19.3% |
19% |
24.1% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
2.1% |
4.6% |
5.6% |
5.9% |
5.6% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.1% |
7.6% |
7.9% |
7.3% |
6.4% |
7.1% |
| Global Equities (ACWI) |
5.8% |
9.8% |
10.3% |
10.6% |
10.2% |
|
| U.S. Equities (SPY) |
7.2% |
10.4% |
11.1% |
11.0% |
9.9% |
11.1% |
| U.S. Bonds (BND) |
3.2% |
4.7% |
4.5% |
3.4% |
3.0% |
2.8% |
| 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 |
5.8% |
5.8% |
6.1% |
7.8% |
8.5% |
0% |
| DBB |
10.4% |
12.2% |
13.7% |
12.2% |
13.1% |
0% |
| DBO |
16.6% |
14.9% |
19.1% |
22% |
21% |
0% |
| DBC |
9.5% |
8.7% |
10.2% |
12.3% |
12.5% |
13.8% |
| GLD |
4.8% |
7% |
8.5% |
8.4% |
10.3% |
11% |
| FXA |
7.1% |
7.1% |
7.3% |
6.9% |
7.6% |
0% |
| FXC |
4% |
4.6% |
4.5% |
5% |
5.7% |
0% |
| FXF |
4.6% |
5.2% |
5.5% |
5.1% |
6.1% |
0% |
| FXE |
4.4% |
4.7% |
5% |
4.7% |
5.9% |
0% |
| FXB |
4.3% |
5.1% |
5.4% |
6% |
5.9% |
0% |
| FXY |
8.3% |
8% |
7.7% |
6.8% |
6.9% |
0% |
| UUP |
5.6% |
5.1% |
4.9% |
4.4% |
4.9% |
0% |
| EEM |
5.1% |
11.3% |
10.5% |
11.8% |
12.4% |
15% |
| AMLP |
10.6% |
10% |
15.1% |
22.8% |
0% |
0% |
| IGIB |
3.1% |
5.2% |
5.2% |
4.6% |
3.9% |
0% |
| EMHY |
2.3% |
4.8% |
6.4% |
7.8% |
0% |
0% |
| HYD |
3.2% |
5.5% |
5.4% |
8.2% |
7.3% |
0% |
| IEF |
4.5% |
5.9% |
5.6% |
4.5% |
4.2% |
4.2% |
| IGOV |
6.2% |
8.5% |
8.1% |
6.6% |
6.4% |
0% |
| IHY |
2.6% |
4.8% |
6.3% |
6.7% |
0% |
0% |
| ITM |
3% |
4.4% |
4.5% |
4.2% |
4% |
0% |
| JNK |
2.1% |
4.6% |
5.6% |
5.9% |
5.6% |
0% |
| MBB |
3.7% |
5.5% |
4.7% |
3.5% |
3% |
0% |
| TIP |
2.7% |
5.1% |
4.6% |
3.5% |
3.5% |
4% |
| AGG |
3.3% |
4.8% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
3.2% |
4.7% |
4.5% |
3.4% |
3% |
2.8% |
| EMB |
3.9% |
6.3% |
7.3% |
7.6% |
6.9% |
0% |
| PCY |
7.3% |
8.9% |
10.2% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
9.3% |
11.3% |
10.8% |
9.3% |
8.9% |
9% |
| SHY |
0.7% |
1.2% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.8% |
9.8% |
10.3% |
10.6% |
10.2% |
0% |
| EFA |
7.1% |
10.4% |
10.4% |
10.7% |
10.8% |
12.6% |
| EFG |
8.6% |
12.1% |
12.2% |
11.1% |
11.1% |
12.6% |
| EFV |
6.5% |
9.5% |
10.3% |
11.8% |
11.7% |
13.3% |
| SCZ |
8.5% |
11.7% |
11.9% |
12.2% |
11.9% |
0% |
| IWB |
7.7% |
10.5% |
11.2% |
11.2% |
10.1% |
11.3% |
| IWV |
8% |
10.6% |
11.3% |
11.4% |
10.3% |
11.5% |
| SPY |
7.2% |
10.4% |
11.1% |
11% |
9.9% |
11.1% |
| IWF |
10.9% |
12.8% |
14% |
12.4% |
11% |
11.8% |
| QQQ |
9.6% |
13.4% |
14.8% |
13.2% |
11.7% |
13.3% |
| IWD |
9.2% |
10.3% |
10.2% |
11.4% |
10.4% |
11.7% |
| IWC |
14.8% |
15.5% |
15.5% |
16.2% |
15.2% |
16.1% |
| IWR |
10.4% |
11.8% |
12.1% |
12.9% |
11.7% |
13.1% |
| IWP |
14.2% |
13% |
14% |
13.3% |
12.1% |
13.5% |
| IWS |
9.9% |
12% |
12% |
13.4% |
12.1% |
13.6% |
| IWM |
13.6% |
14.4% |
14.2% |
15.1% |
14.1% |
15% |
| IWO |
14.9% |
14.8% |
15.1% |
15.6% |
14.6% |
15.3% |
| IWN |
13% |
14.4% |
14.1% |
15.5% |
14.3% |
15.2% |
| IYR |
10.6% |
14.1% |
13.3% |
13% |
12.1% |
16.2% |
| VNQ |
10.8% |
14.2% |
13.4% |
13% |
12.4% |
16.7% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| JNK |
0.30 |
0.45 |
0.42 |
0.43 |
0.45 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.68 |
0.74 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.81 |
0.93 |
0.92 |
0.93 |
0.98 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.68 |
0.74 |
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 |
0.216999587425113 |
0.12276322283668 |
0.236188163207291 |
0.182291303898794 |
0.26642151638992 |
0 |
| DBB |
0.386189213074888 |
0.415969309778982 |
0.598425924368095 |
0.518300880997604 |
0.640984422442894 |
0 |
| DBO |
0.26964221179966 |
0.303228302043036 |
0.478840880623142 |
0.740117316204847 |
0.851807552987565 |
0 |
| DBC |
0.0766492680924761 |
0.219267885651889 |
0.285057677241112 |
0.421976528925652 |
0.536706200449236 |
0.571589237335828 |
| GLD |
-0.570366216721663 |
0.0391598716998251 |
0.110391067876604 |
0.0681053740927414 |
0.0953894487297166 |
0.081996393117809 |
| FXA |
0.229046801893628 |
0.371283956712499 |
0.408294541024862 |
0.392751581495404 |
0.464081658695553 |
0 |
| FXC |
0.0318384640391244 |
0.244789333108333 |
0.247312029542503 |
0.25154836580058 |
0.315943316282798 |
0 |
| FXF |
-0.0448222338297711 |
0.165988804738314 |
0.183946867198606 |
0.120163062419277 |
0.178153532363458 |
0 |
| FXE |
-0.150033956840244 |
0.128409793684343 |
0.194869306888765 |
0.122276772932678 |
0.223311745271943 |
0 |
| FXB |
-0.0457552487684769 |
0.282479091600214 |
0.305404401105534 |
0.288559727136867 |
0.301592289760174 |
0 |
| FXY |
0.129941839016644 |
0.21176651654652 |
0.183562875552796 |
0.0440540602612 |
0.00437714155108164 |
0 |
| UUP |
0.0835757788901038 |
-0.181258202774758 |
-0.216868119701407 |
-0.144376553562551 |
-0.215639477955358 |
0 |
| EEM |
0.324728320379136 |
0.698504033738139 |
0.633006924514016 |
0.75822591759387 |
0.878314041291149 |
1.02963651581478 |
| AMLP |
0.826775487412726 |
0.72631907723522 |
0.710589054626539 |
1.27912283559711 |
0 |
0 |
| IGIB |
0.174959560834881 |
0.391400598970502 |
0.319497402990417 |
0.261128273309837 |
0.213985546739472 |
0 |
| EMHY |
0.321677118431741 |
0.453173600413897 |
0.481387989249982 |
0.475258808751609 |
0 |
0 |
| HYD |
0.214168825479319 |
0.411337602964558 |
0.337482050147184 |
0.331629542805128 |
0.252876488799689 |
0 |
| IEF |
0.0863221904380497 |
0.344234362515376 |
0.240133243440493 |
0.0575666214331862 |
-0.00680436587153748 |
-0.0328571284523248 |
| IGOV |
0.09473413727954 |
0.505574225933648 |
0.437138769104466 |
0.260359600514206 |
0.27168019935957 |
0 |
| IHY |
0.131694563626975 |
0.376373355386798 |
0.431023374819198 |
0.423385033181451 |
0 |
0 |
| ITM |
0.211547612821496 |
0.342507879311971 |
0.266691553643878 |
0.149112067552965 |
0.0923499813899231 |
0 |
| JNK |
0.296784847113604 |
0.445988659117497 |
0.422680339765803 |
0.427212741575531 |
0.4476673940578 |
0 |
| MBB |
0.116324256360712 |
0.356546711107196 |
0.247057287839858 |
0.119567415492698 |
0.0892933435339691 |
0 |
| TIP |
0.0484844525956032 |
0.320082624100324 |
0.261899550704486 |
0.170809943158463 |
0.126837280275467 |
0.120910941344689 |
| AGG |
0.116746434774107 |
0.312947154737237 |
0.240386596647291 |
0.125215239137842 |
0.0859922397123171 |
0.0716046390816538 |
| BND |
0.114169324182451 |
0.306039070493047 |
0.24049452001269 |
0.138031676318471 |
0.0940240682227876 |
0.0746819729604589 |
| EMB |
0.338527273611894 |
0.522003293102791 |
0.513958837905922 |
0.449679415290757 |
0.410609717220409 |
0 |
| PCY |
0.507321937665026 |
0.728447720081501 |
0.71136525556495 |
0.573978716011441 |
0.503535555940055 |
0 |
| BIL |
0.00171696017628499 |
0.000948304543062823 |
0.00209576908185749 |
0.000622814209832443 |
-0.000177028376221183 |
0 |
| TLT |
0.281288835428782 |
0.648481476731946 |
0.486243121022351 |
0.128846239006835 |
-0.0652516589528693 |
-0.0836379902444906 |
| SHY |
-0.0107185756176139 |
0.0567740725782666 |
0.0425184721969419 |
0.00703946165075849 |
0.0036134224721345 |
-0.0110356222095212 |
| ACWI |
0.807660061259217 |
0.929939276820537 |
0.924372136999199 |
0.933931291157718 |
0.978405213129609 |
0 |
| EFA |
0.344547842630311 |
0.804350877446938 |
0.826237302906133 |
0.838985018786684 |
0.916377485816995 |
0.981279744673185 |
| EFG |
0.597669927731158 |
0.98331196257867 |
0.950166505655244 |
0.887260973827008 |
0.951427731458737 |
0.980483490561077 |
| EFV |
0.146282433835613 |
0.641191699711731 |
0.721320458605215 |
0.808468971187903 |
0.899726233588872 |
0.990162967818202 |
| SCZ |
0.478762806974157 |
0.842442824230521 |
0.876382714852585 |
0.913559290221716 |
0.975901877758611 |
0 |
| IWB |
1.04503629849473 |
1.00948799996835 |
1.01147399098949 |
1.0166885499827 |
1.01448337157524 |
1.01504112829836 |
| IWV |
1.06904888704187 |
1.02388038960708 |
1.01868541268744 |
1.02751906042582 |
1.0267022427635 |
1.02970961664277 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.18889304733092 |
1.11585718234367 |
1.14304615161059 |
1.085734873376 |
1.06872962578663 |
1.04474495688598 |
| QQQ |
1.12003934462039 |
1.13672318541317 |
1.17355339720891 |
1.11770323432114 |
1.103028230458 |
1.10698396967637 |
| IWD |
0.873283733626612 |
0.899097130212205 |
0.880807735466944 |
0.947745886674633 |
0.964160019598008 |
0.989251034098589 |
| IWC |
1.53920444024028 |
1.16404190119583 |
1.07614835362662 |
1.16067849119255 |
1.18649073276925 |
1.19797675010699 |
| IWR |
1.14747671003847 |
1.08986571211567 |
1.03688863613904 |
1.08429281377517 |
1.08880435753261 |
1.1084419762189 |
| IWP |
1.55385533861867 |
1.19026984629438 |
1.12950419254393 |
1.12627551052467 |
1.13045574945435 |
1.13417841386663 |
| IWS |
1.01530049631114 |
1.05823157890545 |
0.999799688985059 |
1.07066629498919 |
1.0711569383565 |
1.10817759307034 |
| IWM |
1.41343705133152 |
1.20947078357051 |
1.10545130287317 |
1.17524687913738 |
1.1969660912043 |
1.19005906496843 |
| IWO |
1.56777567117598 |
1.23627590341123 |
1.1390899028182 |
1.20351842359929 |
1.22744771217929 |
1.20820907387944 |
| IWN |
1.26859598925499 |
1.17518380501007 |
1.06893007380574 |
1.14520760044874 |
1.16546438291493 |
1.16964864175279 |
| IYR |
0.610346883793682 |
1.05713536876716 |
0.981505162669114 |
0.908655159114641 |
0.882783333643325 |
1.07941431958024 |
| VNQ |
0.637436651487835 |
1.06720490352213 |
0.99513898517226 |
0.907105148799351 |
0.882380405640203 |
1.08381089009843 |
Compare: Correlation
for period ending June 30, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.89 |
0.91 |
0.85 |
0.84 |
0.84 |
|
| to S&P500 (SPY) |
0.83 |
0.88 |
0.83 |
0.81 |
0.80 |
|
| to U.S. Bonds (BND) |
0.71 |
0.83 |
0.77 |
0.57 |
0.48 |
|
| to Commodities (DBC) |
-0.03 |
0.24 |
0.22 |
0.45 |
0.52 |
|
| to Gold (GLD) |
-0.31 |
0.21 |
0.27 |
0.25 |
0.24 |
|
