Last Update: 31 March 2023
The best performing Asset Class in the last 30 years is US Technology, that granded a +13.29% annualized return.
The worst is US Cash, with a +2.19% annualized return in the last 30 years.
Asset Classes can be easily replicated by ETFs. Some of them are the main components of the most efficient Lazy Portfolios.
Asset Class Historical Returns
Asset Class Returns, for last 1,3,6 Months and 1,3,5,10,30 years.
Columns are sortable, Asset Classes are pre-ordered by 30 year return.
ETF | 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 30Y(*)▾ | |
---|---|---|---|---|---|---|---|---|---|
US Technology QQQ |
9.49 | 20.71 | 20.56 | -10.80 | 19.69 | 15.71 | 17.69 | 13.29 | |
US Small Cap IJR |
-5.22 | 2.54 | 11.77 | -8.92 | 21.66 | 6.23 | 9.83 | 9.97 | |
US Total Stock Market VTI |
2.71 | 7.18 | 14.74 | -8.80 | 18.35 | 10.36 | 11.68 | 9.65 | |
US Large Cap SPY |
3.71 | 7.46 | 15.59 | -7.81 | 18.48 | 11.13 | 12.15 | 9.64 | |
Emerg. Market Bonds EMB |
1.68 | 2.46 | 11.04 | -7.68 | 0.36 | -0.82 | 1.47 | 9.06 | |
US REITs VNQ |
-2.18 | 1.66 | 6.08 | -20.17 | 9.82 | 5.79 | 5.77 | 8.27 | |
Europe VGK |
2.47 | 10.34 | 33.51 | 1.32 | 15.63 | 4.33 | 5.65 | 7.28 | |
Latin America FLLA |
0.99 | 3.92 | 9.47 | -11.38 | 17.06 | -2.48 | -1.95 | 6.81 | |
World All Countries VT |
2.85 | 7.19 | 18.00 | -7.03 | 15.90 | 6.87 | 8.25 | 6.43 | |
Gold GLD |
7.92 | 8.01 | 18.46 | 1.42 | 7.36 | 7.81 | 1.72 | 5.78 | |
Preferred Stocks PFF |
-3.97 | 2.86 | 0.78 | -10.15 | 4.16 | 1.30 | 2.90 | 5.72 | |
Long Term Treasuries TLT |
4.84 | 7.11 | 5.08 | -17.60 | -12.08 | -0.69 | 1.34 | 5.68 | |
Emerging Markets EEM |
3.22 | 4.12 | 14.84 | -10.51 | 7.05 | -1.84 | 1.35 | 5.59 | |
High Yield Bonds HYG |
1.99 | 3.23 | 8.42 | -3.55 | 4.06 | 2.38 | 2.98 | 5.51 | |
TIPS TIP |
2.86 | 3.58 | 5.57 | -7.14 | 1.35 | 2.58 | 1.24 | 5.30 | |
Invest. Grade Bonds LQD |
3.85 | 4.65 | 9.05 | -6.26 | -1.21 | 1.70 | 2.35 | 5.28 | |
EAFE Stocks EFA |
3.13 | 8.96 | 28.20 | -0.24 | 13.28 | 3.50 | 4.96 | 5.17 | |
International Bonds BNDX |
2.56 | 3.40 | 3.57 | -5.25 | -2.52 | 0.29 | 1.69 | 4.95 | |
US Total Bond Market BND |
2.68 | 3.01 | 4.69 | -4.95 | -2.54 | 0.89 | 1.31 | 4.33 | |
Commodities DBC |
-0.08 | -3.69 | -0.11 | -8.35 | 28.52 | 7.68 | -1.05 | 3.68 | |
Pacific VPL |
3.35 | 5.63 | 20.23 | -5.71 | 10.04 | 1.29 | 4.31 | 3.28 | |
US Cash BIL |
0.40 | 1.03 | 1.88 | 2.43 | 0.76 | 1.23 | 0.70 | 2.19 |
For further information about the seasonality, check the Asset Class and Commodity Seasonality page.
Asset Class Correlations
Monthly correlations of Asset Classes, over different timeframes.
If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.
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---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | BNDX | EMB | GLD | DBC | |
VTI |
1.00
|
1.00
|
0.93
|
0.89
|
0.94
|
0.73
|
0.90
|
0.98
|
0.67
|
0.89
|
0.87
|
0.79
|
0.78
|
0.65
|
0.14
|
0.88
|
0.83
|
0.94
|
0.88
|
0.82
|
0.37
|
0.41
|
|
SPY |
1.00
|
1.00
|
0.91
|
0.88
|
0.94
|
0.71
|
0.90
|
0.98
|
0.67
|
0.90
|
0.87
|
0.78
|
0.80
|
0.66
|
0.14
|
0.90
|
0.84
|
0.94
|
0.90
|
0.83
|
0.39
|
0.43
|
|
IJR |
0.93
|
0.91
|
1.00
|
0.86
|
0.78
|
0.74
|
0.81
|
0.89
|
0.53
|
0.84
|
0.75
|
0.78
|
0.60
|
0.45
|
-0.07
|
0.74
|
0.66
|
0.85
|
0.71
|
0.68
|
0.13
|
0.47
|
|
VNQ |
0.89
|
0.88
|
0.86
|
1.00
|
0.82
|
0.80
|
0.88
|
0.91
|
0.75
|
0.87
|
0.88
|
0.61
|
0.78
|
0.71
|
0.04
|
0.87
|
0.80
|
0.84
|
0.83
|
0.80
|
0.48
|
0.45
|
|
QQQ |
0.94
|
0.94
|
0.78
|
0.82
|
1.00
|
0.73
|
0.83
|
0.92
|
0.66
|
0.81
|
0.82
|
0.70
|
0.84
|
0.78
|
0.27
|
0.88
|
0.86
|
0.88
|
0.94
|
0.80
|
0.45
|
0.22
|
|
PFF |
0.73
|
0.71
|
0.74
|
0.80
|
0.73
|
1.00
|
0.77
|
0.77
|
0.71
|
0.74
|
0.79
|
0.64
|
0.79
|
0.75
|
0.03
|
0.62
|
0.81
|
0.76
|
0.72
|
0.79
|
0.36
|
0.21
|
|
EFA |
0.90
|
0.90
|
0.81
|
0.88
|
0.83
|
0.77
|
1.00
|
0.97
|
0.87
|
0.99
|
0.98
|
0.70
|
0.88
|
0.76
|
0.28
|
0.85
|
0.92
|
0.90
|
0.86
|
0.95
|
0.63
|
0.50
|
|
VT |
0.98
|
0.98
|
0.89
|
0.91
|
0.92
|
0.77
|
0.97
|
1.00
|
0.80
|
0.96
|
0.95
|
0.77
|
0.86
|
0.74
|
0.21
|
0.89
|
0.90
|
0.93
|
0.90
|
0.91
|
0.51
|
0.46
|
|
EEM |
0.67
|
0.67
|
0.53
|
0.75
|
0.66
|
0.71
|
0.87
|
0.80
|
1.00
|
0.82
|
0.93
|
0.51
|
0.88
|
0.87
|
0.31
|
0.67
|
0.87
|
0.63
|
0.71
|
0.92
|
0.79
|
0.41
|
|
VGK |
0.89
|
0.90
|
0.84
|
0.87
|
0.81
|
0.74
|
0.99
|
0.96
|
0.82
|
1.00
|
0.95
|
0.71
|
0.82
|
0.69
|
0.27
|
0.83
|
0.87
|
0.89
|
0.83
|
0.92
|
0.57
|
0.54
|
|
VPL |
0.87
|
0.87
|
0.75
|
0.88
|
0.82
|
0.79
|
0.98
|
0.95
|
0.93
|
0.95
|
1.00
|
0.67
|
0.92
|
0.83
|
0.27
|
0.84
|
0.95
|
0.87
|
0.85
|
0.98
|
0.69
|
0.47
|
|
FLLA |
0.79
|
0.78
|
0.78
|
0.61
|
0.70
|
0.64
|
0.70
|
0.77
|
0.51
|
0.71
|
0.67
|
1.00
|
0.56
|
0.40
|
0.11
|
0.53
|
0.63
|
0.79
|
0.55
|
0.63
|
0.22
|
0.50
|
|
BND |
0.78
|
0.80
|
0.60
|
0.78
|
0.84
|
0.79
|
0.88
|
0.86
|
0.88
|
0.82
|
0.92
|
0.56
|
1.00
|
0.95
|
0.27
|
0.84
|
0.99
|
0.80
|
0.90
|
0.91
|
0.73
|
0.27
|
|
TLT |
0.65
|
0.66
|
0.45
|
0.71
|
0.78
|
0.75
|
0.76
|
0.74
|
0.87
|
0.69
|
0.83
|
0.40
|
0.95
|
1.00
|
0.40
|
0.72
|
0.92
|
0.62
|
0.82
|
0.84
|
0.78
|
0.04
|
|
BIL |
0.14
|
0.14
|
-0.07
|
0.04
|
0.27
|
0.03
|
0.28
|
0.21
|
0.31
|
0.27
|
0.27
|
0.11
|
0.27
|
0.40
|
1.00
|
0.15
|
0.26
|
0.11
|
0.18
|
0.33
|
0.59
|
-0.26
|
|
TIP |
0.88
|
0.90
|
0.74
|
0.87
|
0.88
|
0.62
|
0.85
|
0.89
|
0.67
|
0.83
|
0.84
|
0.53
|
0.84
|
0.72
|
0.15
|
1.00
|
0.84
|
0.87
|
0.90
|
0.78
|
0.51
|
0.44
|
|
LQD |
0.83
|
0.84
|
0.66
|
0.80
|
0.86
|
0.81
|
0.92
|
0.90
|
0.87
|
0.87
|
0.95
|
0.63
|
0.99
|
0.92
|
0.26
|
0.84
|
1.00
|
0.86
|
0.91
|
0.94
|
0.69
|
0.30
|
|
HYG |
0.94
|
0.94
|
0.85
|
0.84
|
0.88
|
0.76
|
0.90
|
0.93
|
0.63
|
0.89
|
0.87
|
0.79
|
0.80
|
0.62
|
0.11
|
0.87
|
0.86
|
1.00
|
0.88
|
0.83
|
0.40
|
0.46
|
|
BNDX |
0.88
|
0.90
|
0.71
|
0.83
|
0.94
|
0.72
|
0.86
|
0.90
|
0.71
|
0.83
|
0.85
|
0.55
|
0.90
|
0.82
|
0.18
|
0.90
|
0.91
|
0.88
|
1.00
|
0.82
|
0.58
|
0.26
|
|
EMB |
0.82
|
0.83
|
0.68
|
0.80
|
0.80
|
0.79
|
0.95
|
0.91
|
0.92
|
0.92
|
0.98
|
0.63
|
0.91
|
0.84
|
0.33
|
0.78
|
0.94
|
0.83
|
0.82
|
1.00
|
0.67
|
0.35
|
|
GLD |
0.37
|
0.39
|
0.13
|
0.48
|
0.45
|
0.36
|
0.63
|
0.51
|
0.79
|
0.57
|
0.69
|
0.22
|
0.73
|
0.78
|
0.59
|
0.51
|
0.69
|
0.40
|
0.58
|
0.67
|
1.00
|
0.17
|
|
DBC |
0.41
|
0.43
|
0.47
|
0.45
|
0.22
|
0.21
|
0.50
|
0.46
|
0.41
|
0.54
|
0.47
|
0.50
|
0.27
|
0.04
|
-0.26
|
0.44
|
0.30
|
0.46
|
0.26
|
0.35
|
0.17
|
1.00
|
|
|
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---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | BNDX | EMB | GLD | DBC | |
VTI |
1.00
|
1.00
|
0.91
|
0.85
|
0.93
|
0.79
|
0.89
|
0.98
|
0.72
|
0.88
|
0.85
|
0.59
|
0.44
|
0.06
|
-0.18
|
0.59
|
0.63
|
0.85
|
0.49
|
0.72
|
0.18
|
0.53
|
|
SPY |
1.00
|
1.00
|
0.89
|
0.85
|
0.93
|
0.78
|
0.89
|
0.98
|
0.71
|
0.88
|
0.84
|
0.58
|
0.45
|
0.07
|
-0.18
|
0.60
|
0.63
|
0.85
|
0.50
|
0.72
|
0.20
|
0.52
|
|
IJR |
0.91
|
0.89
|
1.00
|
0.79
|
0.77
|
0.74
|
0.84
|
0.91
|
0.71
|
0.83
|
0.82
|
0.61
|
0.28
|
-0.13
|
-0.26
|
0.44
|
0.49
|
0.80
|
0.35
|
0.62
|
0.04
|
0.60
|
|
VNQ |
0.85
|
0.85
|
0.79
|
1.00
|
0.75
|
0.83
|
0.78
|
0.85
|
0.63
|
0.78
|
0.73
|
0.55
|
0.50
|
0.20
|
-0.19
|
0.64
|
0.64
|
0.78
|
0.54
|
0.72
|
0.23
|
0.48
|
|
QQQ |
0.93
|
0.93
|
0.77
|
0.75
|
1.00
|
0.73
|
0.78
|
0.90
|
0.65
|
0.77
|
0.76
|
0.44
|
0.55
|
0.25
|
-0.09
|
0.66
|
0.67
|
0.76
|
0.56
|
0.67
|
0.23
|
0.37
|
|
PFF |
0.79
|
0.78
|
0.74
|
0.83
|
0.73
|
1.00
|
0.75
|
0.80
|
0.67
|
0.74
|
0.73
|
0.58
|
0.60
|
0.25
|
-0.16
|
0.58
|
0.74
|
0.83
|
0.61
|
0.79
|
0.29
|
0.37
|
|
EFA |
0.89
|
0.89
|
0.84
|
0.78
|
0.78
|
0.75
|
1.00
|
0.96
|
0.84
|
0.99
|
0.96
|
0.67
|
0.48
|
0.07
|
-0.07
|
0.54
|
0.67
|
0.83
|
0.48
|
0.81
|
0.26
|
0.60
|
|
VT |
0.98
|
0.98
|
0.91
|
0.85
|
0.90
|
0.80
|
0.96
|
1.00
|
0.82
|
0.95
|
0.92
|
0.65
|
0.48
|
0.07
|
-0.16
|
0.59
|
0.67
|
0.87
|
0.50
|
0.79
|
0.24
|
0.58
|
|
EEM |
0.72
|
0.71
|
0.71
|
0.63
|
0.65
|
0.67
|
0.84
|
0.82
|
1.00
|
0.81
|
0.86
|
0.63
|
0.49
|
0.11
|
-0.08
|
0.44
|
0.65
|
0.72
|
0.42
|
0.79
|
0.35
|
0.51
|
|
VGK |
0.88
|
0.88
|
0.83
|
0.78
|
0.77
|
0.74
|
0.99
|
0.95
|
0.81
|
1.00
|
0.91
|
0.68
|
0.46
|
0.06
|
-0.08
|
0.54
|
0.66
|
0.82
|
0.46
|
0.80
|
0.26
|
0.61
|
|
VPL |
0.85
|
0.84
|
0.82
|
0.73
|
0.76
|
0.73
|
0.96
|
0.92
|
0.86
|
0.91
|
1.00
|
0.60
|
0.49
|
0.08
|
-0.09
|
0.53
|
0.66
|
0.80
|
0.46
|
0.76
|
0.26
|
0.56
|
|
FLLA |
0.59
|
0.58
|
0.61
|
0.55
|
0.44
|
0.58
|
0.67
|
0.65
|
0.63
|
0.68
|
0.60
|
1.00
|
0.20
|
-0.15
|
-0.16
|
0.23
|
0.44
|
0.67
|
0.28
|
0.66
|
0.23
|
0.58
|
|
BND |
0.44
|
0.45
|
0.28
|
0.50
|
0.55
|
0.60
|
0.48
|
0.48
|
0.49
|
0.46
|
0.49
|
0.20
|
1.00
|
0.84
|
0.15
|
0.84
|
0.94
|
0.60
|
0.88
|
0.70
|
0.51
|
-0.07
|
|
TLT |
0.06
|
0.07
|
-0.13
|
0.20
|
0.25
|
0.25
|
0.07
|
0.07
|
0.11
|
0.06
|
0.08
|
-0.15
|
0.84
|
1.00
|
0.22
|
0.65
|
0.67
|
0.17
|
0.67
|
0.32
|
0.43
|
-0.36
|
|
BIL |
-0.18
|
-0.18
|
-0.26
|
-0.19
|
-0.09
|
-0.16
|
-0.07
|
-0.16
|
-0.08
|
-0.08
|
-0.09
|
-0.16
|
0.15
|
0.22
|
1.00
|
-0.07
|
0.08
|
-0.10
|
0.09
|
0.01
|
0.15
|
-0.40
|
|
TIP |
0.59
|
0.60
|
0.44
|
0.64
|
0.66
|
0.58
|
0.54
|
0.59
|
0.44
|
0.54
|
0.53
|
0.23
|
0.84
|
0.65
|
-0.07
|
1.00
|
0.81
|
0.68
|
0.84
|
0.63
|
0.47
|
0.12
|
|
LQD |
0.63
|
0.63
|
0.49
|
0.64
|
0.67
|
0.74
|
0.67
|
0.67
|
0.65
|
0.66
|
0.66
|
0.44
|
0.94
|
0.67
|
0.08
|
0.81
|
1.00
|
0.78
|
0.87
|
0.86
|
0.47
|
0.15
|
|
HYG |
0.85
|
0.85
|
0.80
|
0.78
|
0.76
|
0.83
|
0.83
|
0.87
|
0.72
|
0.82
|
0.80
|
0.67
|
0.60
|
0.17
|
-0.10
|
0.68
|
0.78
|
1.00
|
0.68
|
0.84
|
0.29
|
0.48
|
|
BNDX |
0.49
|
0.50
|
0.35
|
0.54
|
0.56
|
0.61
|
0.48
|
0.50
|
0.42
|
0.46
|
0.46
|
0.28
|
0.88
|
0.67
|
0.09
|
0.84
|
0.87
|
0.68
|
1.00
|
0.69
|
0.41
|
-0.07
|
|
EMB |
0.72
|
0.72
|
0.62
|
0.72
|
0.67
|
0.79
|
0.81
|
0.79
|
0.79
|
0.80
|
0.76
|
0.66
|
0.70
|
0.32
|
0.01
|
0.63
|
0.86
|
0.84
|
0.69
|
1.00
|
0.44
|
0.40
|
|
GLD |
0.18
|
0.20
|
0.04
|
0.23
|
0.23
|
0.29
|
0.26
|
0.24
|
0.35
|
0.26
|
0.26
|
0.23
|
0.51
|
0.43
|
0.15
|
0.47
|
0.47
|
0.29
|
0.41
|
0.44
|
1.00
|
0.04
|
|
DBC |
0.53
|
0.52
|
0.60
|
0.48
|
0.37
|
0.37
|
0.60
|
0.58
|
0.51
|
0.61
|
0.56
|
0.58
|
-0.07
|
-0.36
|
-0.40
|
0.12
|
0.15
|
0.48
|
-0.07
|
0.40
|
0.04
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | BNDX | EMB | GLD | DBC | |
VTI |
1.00
|
1.00
|
0.89
|
0.72
|
0.91
|
0.71
|
0.86
|
0.97
|
0.69
|
0.85
|
0.80
|
0.55
|
0.33
|
-0.02
|
-0.14
|
0.44
|
0.54
|
0.81
|
0.38
|
0.64
|
0.08
|
0.44
|
|
SPY |
1.00
|
1.00
|
0.86
|
0.71
|
0.92
|
0.70
|
0.86
|
0.97
|
0.68
|
0.85
|
0.79
|
0.54
|
0.34
|
-0.01
|
-0.13
|
0.44
|
0.54
|
0.80
|
0.39
|
0.64
|
0.08
|
0.43
|
|
IJR |
0.89
|
0.86
|
1.00
|
0.65
|
0.71
|
0.63
|
0.75
|
0.86
|
0.61
|
0.74
|
0.72
|
0.50
|
0.17
|
-0.18
|
-0.21
|
0.28
|
0.39
|
0.73
|
0.24
|
0.50
|
-0.04
|
0.49
|
|
VNQ |
0.72
|
0.71
|
0.65
|
1.00
|
0.60
|
0.75
|
0.65
|
0.71
|
0.52
|
0.63
|
0.62
|
0.43
|
0.55
|
0.35
|
-0.15
|
0.62
|
0.67
|
0.68
|
0.57
|
0.68
|
0.18
|
0.25
|
|
QQQ |
0.91
|
0.92
|
0.71
|
0.60
|
1.00
|
0.65
|
0.78
|
0.89
|
0.63
|
0.76
|
0.74
|
0.42
|
0.41
|
0.12
|
-0.07
|
0.48
|
0.55
|
0.70
|
0.43
|
0.59
|
0.10
|
0.28
|
|
PFF |
0.71
|
0.70
|
0.63
|
0.75
|
0.65
|
1.00
|
0.66
|
0.72
|
0.57
|
0.65
|
0.62
|
0.52
|
0.60
|
0.30
|
-0.14
|
0.55
|
0.72
|
0.77
|
0.59
|
0.76
|
0.23
|
0.26
|
|
EFA |
0.86
|
0.86
|
0.75
|
0.65
|
0.78
|
0.66
|
1.00
|
0.95
|
0.82
|
0.98
|
0.93
|
0.64
|
0.39
|
0.02
|
-0.04
|
0.46
|
0.59
|
0.79
|
0.37
|
0.75
|
0.14
|
0.50
|
|
VT |
0.97
|
0.97
|
0.86
|
0.71
|
0.89
|
0.72
|
0.95
|
1.00
|
0.81
|
0.93
|
0.89
|
0.64
|
0.38
|
0.00
|
-0.11
|
0.47
|
0.59
|
0.83
|
0.39
|
0.73
|
0.14
|
0.50
|
|
EEM |
0.69
|
0.68
|
0.61
|
0.52
|
0.63
|
0.57
|
0.82
|
0.81
|
1.00
|
0.77
|
0.85
|
0.71
|
0.41
|
0.09
|
-0.04
|
0.43
|
0.58
|
0.68
|
0.33
|
0.74
|
0.28
|
0.47
|
|
VGK |
0.85
|
0.85
|
0.74
|
0.63
|
0.76
|
0.65
|
0.98
|
0.93
|
0.77
|
1.00
|
0.85
|
0.63
|
0.37
|
0.01
|
-0.04
|
0.44
|
0.57
|
0.78
|
0.35
|
0.73
|
0.16
|
0.51
|
|
VPL |
0.80
|
0.79
|
0.72
|
0.62
|
0.74
|
0.62
|
0.93
|
0.89
|
0.85
|
0.85
|
1.00
|
0.60
|
0.39
|
0.05
|
-0.07
|
0.46
|
0.56
|
0.73
|
0.36
|
0.71
|
0.13
|
0.45
|
|
FLLA |
0.55
|
0.54
|
0.50
|
0.43
|
0.42
|
0.52
|
0.64
|
0.64
|
0.71
|
0.63
|
0.60
|
1.00
|
0.20
|
-0.09
|
-0.06
|
0.31
|
0.42
|
0.63
|
0.22
|
0.64
|
0.26
|
0.54
|
|
BND |
0.33
|
0.34
|
0.17
|
0.55
|
0.41
|
0.60
|
0.39
|
0.38
|
0.41
|
0.37
|
0.39
|
0.20
|
1.00
|
0.85
|
0.10
|
0.83
|
0.94
|
0.55
|
0.87
|
0.70
|
0.47
|
-0.09
|
|
TLT |
-0.02
|
-0.01
|
-0.18
|
0.35
|
0.12
|
0.30
|
0.02
|
0.00
|
0.09
|
0.01
|
0.05
|
-0.09
|
0.85
|
1.00
|
0.13
|
0.68
|
0.70
|
0.17
|
0.72
|
0.38
|
0.42
|
-0.36
|
|
BIL |
-0.14
|
-0.13
|
-0.21
|
-0.15
|
-0.07
|
-0.14
|
-0.04
|
-0.11
|
-0.04
|
-0.04
|
-0.07
|
-0.06
|
0.10
|
0.13
|
1.00
|
0.00
|
0.05
|
-0.08
|
0.02
|
-0.02
|
0.18
|
-0.15
|
|
TIP |
0.44
|
0.44
|
0.28
|
0.62
|
0.48
|
0.55
|
0.46
|
0.47
|
0.43
|
0.44
|
0.46
|
0.31
|
0.83
|
0.68
|
0.00
|
1.00
|
0.80
|
0.61
|
0.79
|
0.66
|
0.50
|
0.11
|
|
LQD |
0.54
|
0.54
|
0.39
|
0.67
|
0.55
|
0.72
|
0.59
|
0.59
|
0.58
|
0.57
|
0.56
|
0.42
|
0.94
|
0.70
|
0.05
|
0.80
|
1.00
|
0.73
|
0.85
|
0.85
|
0.44
|
0.11
|
|
HYG |
0.81
|
0.80
|
0.73
|
0.68
|
0.70
|
0.77
|
0.79
|
0.83
|
0.68
|
0.78
|
0.73
|
0.63
|
0.55
|
0.17
|
-0.08
|
0.61
|
0.73
|
1.00
|
0.59
|
0.81
|
0.28
|
0.47
|
|
BNDX |
0.38
|
0.39
|
0.24
|
0.57
|
0.43
|
0.59
|
0.37
|
0.39
|
0.33
|
0.35
|
0.36
|
0.22
|
0.87
|
0.72
|
0.02
|
0.79
|
0.85
|
0.59
|
1.00
|
0.67
|
0.37
|
-0.13
|
|
EMB |
0.64
|
0.64
|
0.50
|
0.68
|
0.59
|
0.76
|
0.75
|
0.73
|
0.74
|
0.73
|
0.71
|
0.64
|
0.70
|
0.38
|
-0.02
|
0.66
|
0.85
|
0.81
|
0.67
|
1.00
|
0.38
|
0.33
|
|
GLD |
0.08
|
0.08
|
-0.04
|
0.18
|
0.10
|
0.23
|
0.14
|
0.14
|
0.28
|
0.16
|
0.13
|
0.26
|
0.47
|
0.42
|
0.18
|
0.50
|
0.44
|
0.28
|
0.37
|
0.38
|
1.00
|
0.16
|
|
DBC |
0.44
|
0.43
|
0.49
|
0.25
|
0.28
|
0.26
|
0.50
|
0.50
|
0.47
|
0.51
|
0.45
|
0.54
|
-0.09
|
-0.36
|
-0.15
|
0.11
|
0.11
|
0.47
|
-0.13
|
0.33
|
0.16
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | BNDX | EMB | GLD | DBC | |
VTI |
1.00
|
0.99
|
0.88
|
0.62
|
0.85
|
0.46
|
0.82
|
0.95
|
0.74
|
0.84
|
0.69
|
0.66
|
0.14
|
-0.15
|
-0.03
|
0.19
|
0.31
|
0.69
|
0.15
|
0.57
|
0.05
|
0.34
|
|
SPY |
0.99
|
1.00
|
0.82
|
0.60
|
0.83
|
0.46
|
0.81
|
0.94
|
0.71
|
0.83
|
0.68
|
0.63
|
0.15
|
-0.13
|
-0.02
|
0.21
|
0.32
|
0.67
|
0.15
|
0.56
|
0.04
|
0.33
|
|
IJR |
0.88
|
0.82
|
1.00
|
0.64
|
0.72
|
0.42
|
0.74
|
0.82
|
0.69
|
0.74
|
0.62
|
0.62
|
0.05
|
-0.22
|
-0.06
|
0.11
|
0.22
|
0.66
|
0.11
|
0.51
|
0.05
|
0.37
|
|
VNQ |
0.62
|
0.60
|
0.64
|
1.00
|
0.38
|
0.51
|
0.58
|
0.61
|
0.51
|
0.59
|
0.48
|
0.45
|
0.29
|
0.07
|
-0.02
|
0.32
|
0.42
|
0.68
|
0.27
|
0.50
|
0.13
|
0.27
|
|
QQQ |
0.85
|
0.83
|
0.72
|
0.38
|
1.00
|
0.30
|
0.64
|
0.77
|
0.61
|
0.65
|
0.55
|
0.52
|
0.09
|
-0.10
|
-0.01
|
0.12
|
0.21
|
0.52
|
0.10
|
0.44
|
0.01
|
0.24
|
|
PFF |
0.46
|
0.46
|
0.42
|
0.51
|
0.30
|
1.00
|
0.48
|
0.49
|
0.40
|
0.47
|
0.42
|
0.37
|
0.34
|
0.12
|
-0.09
|
0.35
|
0.58
|
0.64
|
0.36
|
0.40
|
0.05
|
0.23
|
|
EFA |
0.82
|
0.81
|
0.74
|
0.58
|
0.64
|
0.48
|
1.00
|
0.95
|
0.79
|
0.94
|
0.89
|
0.69
|
0.16
|
-0.12
|
-0.04
|
0.20
|
0.35
|
0.67
|
0.17
|
0.58
|
0.18
|
0.44
|
|
VT |
0.95
|
0.94
|
0.82
|
0.61
|
0.77
|
0.49
|
0.95
|
1.00
|
0.83
|
0.93
|
0.82
|
0.73
|
0.15
|
-0.15
|
-0.05
|
0.21
|
0.34
|
0.71
|
0.16
|
0.60
|
0.14
|
0.41
|
|
EEM |
0.74
|
0.71
|
0.69
|
0.51
|
0.61
|
0.40
|
0.79
|
0.83
|
1.00
|
0.77
|
0.74
|
0.84
|
0.14
|
-0.11
|
-0.03
|
0.19
|
0.29
|
0.60
|
0.16
|
0.66
|
0.26
|
0.39
|
|
VGK |
0.84
|
0.83
|
0.74
|
0.59
|
0.65
|
0.47
|
0.94
|
0.93
|
0.77
|
1.00
|
0.72
|
0.69
|
0.16
|
-0.13
|
0.01
|
0.20
|
0.35
|
0.68
|
0.16
|
0.57
|
0.14
|
0.40
|
|
VPL |
0.69
|
0.68
|
0.62
|
0.48
|
0.55
|
0.42
|
0.89
|
0.82
|
0.74
|
0.72
|
1.00
|
0.60
|
0.15
|
-0.08
|
-0.09
|
0.21
|
0.30
|
0.56
|
0.19
|
0.52
|
0.22
|
0.42
|
|
FLLA |
0.66
|
0.63
|
0.62
|
0.45
|
0.52
|
0.37
|
0.69
|
0.73
|
0.84
|
0.69
|
0.60
|
1.00
|
0.07
|
-0.18
|
-0.01
|
0.14
|
0.25
|
0.57
|
0.09
|
0.67
|
0.27
|
0.41
|
|
BND |
0.14
|
0.15
|
0.05
|
0.29
|
0.09
|
0.34
|
0.16
|
0.15
|
0.14
|
0.16
|
0.15
|
0.07
|
1.00
|
0.84
|
0.15
|
0.83
|
0.87
|
0.38
|
0.66
|
0.49
|
0.29
|
0.04
|
|
TLT |
-0.15
|
-0.13
|
-0.22
|
0.07
|
-0.10
|
0.12
|
-0.12
|
-0.15
|
-0.11
|
-0.13
|
-0.08
|
-0.18
|
0.84
|
1.00
|
0.06
|
0.66
|
0.65
|
0.04
|
0.50
|
0.26
|
0.19
|
-0.17
|
|
BIL |
-0.03
|
-0.02
|
-0.06
|
-0.02
|
-0.01
|
-0.09
|
-0.04
|
-0.05
|
-0.03
|
0.01
|
-0.09
|
-0.01
|
0.15
|
0.06
|
1.00
|
0.11
|
0.01
|
-0.03
|
0.06
|
0.07
|
0.00
|
0.03
|
|
TIP |
0.19
|
0.21
|
0.11
|
0.32
|
0.12
|
0.35
|
0.20
|
0.21
|
0.19
|
0.20
|
0.21
|
0.14
|
0.83
|
0.66
|
0.11
|
1.00
|
0.74
|
0.39
|
0.61
|
0.44
|
0.32
|
0.26
|
|
LQD |
0.31
|
0.32
|
0.22
|
0.42
|
0.21
|
0.58
|
0.35
|
0.34
|
0.29
|
0.35
|
0.30
|
0.25
|
0.87
|
0.65
|
0.01
|
0.74
|
1.00
|
0.63
|
0.68
|
0.58
|
0.25
|
0.14
|
|
HYG |
0.69
|
0.67
|
0.66
|
0.68
|
0.52
|
0.64
|
0.67
|
0.71
|
0.60
|
0.68
|
0.56
|
0.57
|
0.38
|
0.04
|
-0.03
|
0.39
|
0.63
|
1.00
|
0.38
|
0.64
|
0.14
|
0.33
|
|
BNDX |
0.15
|
0.15
|
0.11
|
0.27
|
0.10
|
0.36
|
0.17
|
0.16
|
0.16
|
0.16
|
0.19
|
0.09
|
0.66
|
0.50
|
0.06
|
0.61
|
0.68
|
0.38
|
1.00
|
0.36
|
0.23
|
0.08
|
|
EMB |
0.57
|
0.56
|
0.51
|
0.50
|
0.44
|
0.40
|
0.58
|
0.60
|
0.66
|
0.57
|
0.52
|
0.67
|
0.49
|
0.26
|
0.07
|
0.44
|
0.58
|
0.64
|
0.36
|
1.00
|
0.30
|
0.26
|
|
GLD |
0.05
|
0.04
|
0.05
|
0.13
|
0.01
|
0.05
|
0.18
|
0.14
|
0.26
|
0.14
|
0.22
|
0.27
|
0.29
|
0.19
|
0.00
|
0.32
|
0.25
|
0.14
|
0.23
|
0.30
|
1.00
|
0.29
|
|
DBC |
0.34
|
0.33
|
0.37
|
0.27
|
0.24
|
0.23
|
0.44
|
0.41
|
0.39
|
0.40
|
0.42
|
0.41
|
0.04
|
-0.17
|
0.03
|
0.26
|
0.14
|
0.33
|
0.08
|
0.26
|
0.29
|
1.00
|
Asset Class Yearly Returns
Click on column header to sort data.
ETF | 2023(*) | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|
US Technology QQQ |
20.71 | -32.58 | 27.42 | 48.40 | 38.96 | -0.12 | |
US Small Cap IJR |
2.54 | -16.19 | 26.60 | 11.28 | 22.82 | -8.49 | |
US Total Stock Market VTI |
7.18 | -19.51 | 25.67 | 21.03 | 30.67 | -5.21 | |
US Large Cap SPY |
7.46 | -18.17 | 28.74 | 18.37 | 31.22 | -4.56 | |
Emerg. Market Bonds EMB |
2.46 | -18.64 | -2.24 | 5.42 | 15.48 | -5.47 | |
US REITs VNQ |
1.66 | -26.24 | 40.52 | -4.68 | 28.87 | -6.02 | |
Europe VGK |
10.34 | -16.00 | 16.88 | 6.11 | 24.86 | -14.91 | |
Latin America FLLA |
3.92 | 7.75 | -9.34 | -15.02 | 19.53 | -6.47 | |
World All Countries VT |
7.19 | -18.01 | 18.27 | 16.61 | 26.82 | -9.76 | |
Gold GLD |
8.01 | -0.77 | -4.15 | 24.81 | 17.86 | -1.94 | |
Preferred Stocks PFF |
2.86 | -18.80 | 7.13 | 7.44 | 15.92 | -4.63 | |
Long Term Treasuries TLT |
7.11 | -31.24 | -4.60 | 18.15 | 14.12 | -1.61 | |
Emerging Markets EEM |
4.12 | -20.56 | -3.61 | 17.03 | 18.20 | -15.31 | |
High Yield Bonds HYG |
3.23 | -10.99 | 3.75 | 4.48 | 14.09 | -2.03 | |
TIPS TIP |
3.58 | -13.10 | 5.67 | 10.84 | 8.35 | -1.42 | |
Invest. Grade Bonds LQD |
4.65 | -17.93 | -1.85 | 10.97 | 17.37 | -3.79 | |
EAFE Stocks EFA |
8.96 | -14.35 | 11.46 | 7.59 | 22.03 | -13.81 | |
International Bonds BNDX |
3.40 | -12.76 | -2.28 | 4.65 | 7.87 | 2.81 | |
US Total Bond Market BND |
3.01 | -13.11 | -1.86 | 7.71 | 8.83 | -0.12 | |
Commodities DBC |
-3.69 | 19.34 | 41.36 | -7.84 | 11.84 | -11.62 | |
Pacific VPL |
5.63 | -15.20 | 1.12 | 16.67 | 18.16 | -14.40 | |
US Cash BIL |
1.03 | 1.40 | -0.10 | 0.40 | 2.03 | 1.74 |
Asset Class Drawdowns
Asset Class Maximum Drawdowns, in last 5,10,30 years.
The following table represents Asset Class total returns and maximum drawdown in the same period. Columns are sortable.
5Y |
10Y |
30Y |
|||||
---|---|---|---|---|---|---|---|
ETF | Return | DD | Return | DD | Return | DD | |
US Technology QQQ |
+107.43 | -32.58 | +409.60 | -32.58 | +4120.88 | -81.08 | |
US Small Cap IJR |
+35.30 | -36.12 | +155.48 | -36.12 | +1630.61 | -51.79 | |
US Total Stock Market VTI |
+63.67 | -24.81 | +201.86 | -24.81 | +1485.77 | -50.84 | |
US Large Cap SPY |
+69.53 | -23.93 | +214.68 | -23.93 | +1480.06 | -50.80 | |
Emerg. Market Bonds EMB |
-4.05 | -26.75 | +15.71 | -26.75 | +1249.61 | -31.43 | |
US REITs VNQ |
+32.48 | -29.31 | +75.28 | -29.31 | +984.27 | -68.30 | |
Europe VGK |
+23.64 | -30.98 | +73.21 | -30.98 | +724.29 | -59.77 | |
Latin America FLLA |
-11.81 | -46.22 | -17.85 | -50.15 | +620.82 | -64.59 | |
World All Countries VT |
+39.40 | -25.52 | +120.87 | -25.52 | +548.36 | -57.06 | |
Gold GLD |
+45.66 | -18.08 | +18.63 | -34.31 | +439.42 | -42.91 | |
Preferred Stocks PFF |
+6.70 | -19.74 | +33.10 | -19.74 | +430.36 | -58.42 | |
Long Term Treasuries TLT |
-3.40 | -41.64 | +14.25 | -41.64 | +424.42 | -41.64 | |
Emerging Markets EEM |
-8.85 | -36.52 | +14.32 | -36.52 | +411.48 | -60.44 | |
High Yield Bonds HYG |
+12.50 | -15.25 | +34.16 | -15.25 | +399.76 | -30.85 | |
TIPS TIP |
+13.60 | -14.74 | +13.11 | -14.74 | +370.75 | -14.74 | |
Invest. Grade Bonds LQD |
+8.79 | -23.27 | +26.14 | -23.27 | +367.72 | -23.27 | |
EAFE Stocks EFA |
+18.77 | -27.58 | +62.23 | -27.58 | +353.76 | -57.38 | |
International Bonds BNDX |
+1.46 | -14.88 | +18.29 | -14.88 | +325.72 | -14.88 | |
US Total Bond Market BND |
+4.51 | -17.28 | +13.85 | -17.28 | +256.55 | -17.28 | |
Commodities DBC |
+44.79 | -37.77 | -9.98 | -58.92 | +196.05 | -74.54 | |
Pacific VPL |
+6.64 | -28.15 | +52.46 | -28.15 | +163.14 | -53.17 | |
US Cash BIL |
+6.30 | -0.16 | +7.22 | -0.28 | +91.76 | -0.42 |