Last Update: 31 May 2023
The best performing Asset Class in the last 30 years is US Technology, that granded a +13.50% annualized return.
The worst is US Cash, with a +2.20% 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.
Ticker | ETF | 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 30Y(*)▾ |
---|---|---|---|---|---|---|---|---|---|
QQQ
|
US Technology |
7.88
|
18.72
|
19.09
|
13.74
|
14.90
|
16.19
|
17.93
|
13.50
|
IJR
|
US Small Cap |
-1.67
|
-9.41
|
-8.53
|
-7.27
|
13.45
|
3.75
|
8.89
|
9.76
|
SPY
|
US Large Cap |
0.46
|
5.86
|
3.37
|
2.92
|
12.87
|
10.94
|
11.90
|
9.71
|
VTI
|
US Total Stock Market |
0.43
|
4.26
|
2.44
|
2.13
|
12.17
|
9.99
|
11.40
|
9.70
|
EMB
|
Emerg. Market Bonds |
-1.18
|
0.74
|
0.13
|
-2.77
|
-3.36
|
-0.43
|
1.53
|
9.01
|
VNQ
|
US REITs |
-3.96
|
-5.76
|
-6.98
|
-15.87
|
4.80
|
4.07
|
5.34
|
8.35
|
VGK
|
Europe |
-5.12
|
1.24
|
7.20
|
4.26
|
10.68
|
4.15
|
5.05
|
7.11
|
FLLA
|
Latin America |
0.10
|
4.06
|
2.02
|
-3.54
|
13.38
|
1.69
|
-1.04
|
6.93
|
VT
|
World All Countries |
-1.21
|
3.05
|
2.64
|
0.86
|
10.34
|
6.70
|
8.04
|
6.21
|
PFF
|
Preferred Stocks |
-2.36
|
-5.23
|
-2.18
|
-7.75
|
-0.01
|
1.02
|
2.72
|
5.59
|
EEM
|
Emerging Markets |
-2.40
|
-0.10
|
-1.90
|
-8.29
|
2.40
|
-1.39
|
1.39
|
5.57
|
TLT
|
Long Term Treasuries |
-3.01
|
2.03
|
1.50
|
-9.43
|
-12.71
|
-1.20
|
1.31
|
5.54
|
HYG
|
High Yield Bonds |
-1.23
|
0.94
|
0.38
|
-1.98
|
1.07
|
2.06
|
2.93
|
5.40
|
GLD
|
Gold |
-1.34
|
7.39
|
10.62
|
6.53
|
3.82
|
8.17
|
3.13
|
5.37
|
TIP
|
TIPS |
-1.71
|
1.16
|
0.52
|
-5.71
|
-0.43
|
2.20
|
1.42
|
5.21
|
LQD
|
Invest. Grade Bonds |
-1.76
|
2.63
|
1.82
|
-2.52
|
-3.92
|
1.68
|
2.34
|
5.20
|
BNDX
|
International Bonds |
0.14
|
2.92
|
0.92
|
-1.31
|
-3.15
|
0.44
|
1.86
|
4.93
|
EFA
|
EAFE Stocks |
-4.01
|
1.90
|
5.71
|
3.63
|
8.79
|
3.34
|
4.64
|
4.67
|
BND
|
US Total Bond Market |
-1.16
|
2.08
|
1.58
|
-2.40
|
-3.82
|
0.80
|
1.34
|
4.28
|
DBC
|
Commodities |
-6.41
|
-7.20
|
-12.97
|
-22.97
|
23.49
|
4.84
|
-1.24
|
3.56
|
VPL
|
Pacific |
-1.16
|
2.78
|
3.07
|
-0.43
|
5.54
|
1.34
|
4.54
|
2.62
|
BIL
|
US Cash |
0.38
|
1.14
|
2.15
|
3.16
|
1.02
|
1.33
|
0.77
|
2.20
|
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.
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
|
0.92
|
0.92
|
0.90
|
0.70
|
0.87
|
0.97
|
0.64
|
0.87
|
0.85
|
0.79
|
0.74
|
0.58
|
-0.06
|
0.90
|
0.80
|
0.94
|
0.87
|
0.79
|
0.34
|
0.76
|
SPY
|
1.00
|
-
|
0.89
|
0.91
|
0.91
|
0.68
|
0.88
|
0.97
|
0.65
|
0.87
|
0.86
|
0.78
|
0.76
|
0.59
|
-0.03
|
0.91
|
0.82
|
0.94
|
0.89
|
0.80
|
0.37
|
0.77
|
IJR
|
0.92
|
0.89
|
-
|
0.88
|
0.73
|
0.70
|
0.77
|
0.87
|
0.50
|
0.79
|
0.72
|
0.75
|
0.53
|
0.38
|
-0.26
|
0.73
|
0.61
|
0.83
|
0.68
|
0.64
|
0.11
|
0.71
|
VNQ
|
0.92
|
0.91
|
0.88
|
-
|
0.80
|
0.87
|
0.91
|
0.95
|
0.76
|
0.89
|
0.90
|
0.70
|
0.84
|
0.74
|
-0.10
|
0.88
|
0.88
|
0.88
|
0.84
|
0.85
|
0.46
|
0.71
|
QQQ
|
0.90
|
0.91
|
0.73
|
0.80
|
-
|
0.66
|
0.73
|
0.86
|
0.60
|
0.70
|
0.78
|
0.66
|
0.76
|
0.65
|
0.11
|
0.85
|
0.79
|
0.84
|
0.91
|
0.73
|
0.38
|
0.50
|
PFF
|
0.70
|
0.68
|
0.70
|
0.87
|
0.66
|
-
|
0.76
|
0.76
|
0.70
|
0.73
|
0.77
|
0.57
|
0.76
|
0.75
|
-0.07
|
0.64
|
0.78
|
0.73
|
0.71
|
0.76
|
0.41
|
0.41
|
EFA
|
0.87
|
0.88
|
0.77
|
0.91
|
0.73
|
0.76
|
-
|
0.96
|
0.85
|
0.99
|
0.97
|
0.67
|
0.87
|
0.75
|
0.16
|
0.85
|
0.91
|
0.88
|
0.83
|
0.94
|
0.66
|
0.81
|
VT
|
0.97
|
0.97
|
0.87
|
0.95
|
0.86
|
0.76
|
0.96
|
-
|
0.79
|
0.95
|
0.94
|
0.76
|
0.84
|
0.70
|
0.04
|
0.91
|
0.89
|
0.93
|
0.88
|
0.90
|
0.52
|
0.81
|
EEM
|
0.64
|
0.65
|
0.50
|
0.76
|
0.60
|
0.70
|
0.85
|
0.79
|
-
|
0.79
|
0.93
|
0.47
|
0.87
|
0.88
|
0.22
|
0.67
|
0.88
|
0.61
|
0.69
|
0.92
|
0.82
|
0.63
|
VGK
|
0.87
|
0.87
|
0.79
|
0.89
|
0.70
|
0.73
|
0.99
|
0.95
|
0.79
|
-
|
0.93
|
0.68
|
0.81
|
0.68
|
0.16
|
0.84
|
0.86
|
0.87
|
0.79
|
0.90
|
0.60
|
0.84
|
VPL
|
0.85
|
0.86
|
0.72
|
0.90
|
0.78
|
0.77
|
0.97
|
0.94
|
0.93
|
0.93
|
-
|
0.65
|
0.92
|
0.82
|
0.16
|
0.85
|
0.95
|
0.86
|
0.84
|
0.98
|
0.72
|
0.74
|
FLLA
|
0.79
|
0.78
|
0.75
|
0.70
|
0.66
|
0.57
|
0.67
|
0.76
|
0.47
|
0.68
|
0.65
|
-
|
0.47
|
0.31
|
0.07
|
0.55
|
0.53
|
0.77
|
0.53
|
0.56
|
0.27
|
0.78
|
BND
|
0.74
|
0.76
|
0.53
|
0.84
|
0.76
|
0.76
|
0.87
|
0.84
|
0.87
|
0.81
|
0.92
|
0.47
|
-
|
0.96
|
0.15
|
0.87
|
0.99
|
0.78
|
0.89
|
0.89
|
0.80
|
0.56
|
TLT
|
0.58
|
0.59
|
0.38
|
0.74
|
0.65
|
0.75
|
0.75
|
0.70
|
0.88
|
0.68
|
0.82
|
0.31
|
0.96
|
-
|
0.18
|
0.73
|
0.92
|
0.59
|
0.79
|
0.81
|
0.82
|
0.40
|
BIL
|
-0.06
|
-0.03
|
-0.26
|
-0.10
|
0.11
|
-0.07
|
0.16
|
0.04
|
0.22
|
0.16
|
0.16
|
0.07
|
0.15
|
0.18
|
-
|
0.04
|
0.13
|
0.00
|
0.03
|
0.20
|
0.46
|
0.08
|
TIP
|
0.90
|
0.91
|
0.73
|
0.88
|
0.85
|
0.64
|
0.85
|
0.91
|
0.67
|
0.84
|
0.85
|
0.55
|
0.87
|
0.73
|
0.04
|
-
|
0.88
|
0.89
|
0.90
|
0.80
|
0.51
|
0.68
|
LQD
|
0.80
|
0.82
|
0.61
|
0.88
|
0.79
|
0.78
|
0.91
|
0.89
|
0.88
|
0.86
|
0.95
|
0.53
|
0.99
|
0.92
|
0.13
|
0.88
|
-
|
0.85
|
0.91
|
0.93
|
0.77
|
0.61
|
HYG
|
0.94
|
0.94
|
0.83
|
0.88
|
0.84
|
0.73
|
0.88
|
0.93
|
0.61
|
0.87
|
0.86
|
0.77
|
0.78
|
0.59
|
0.00
|
0.89
|
0.85
|
-
|
0.87
|
0.82
|
0.43
|
0.71
|
BNDX
|
0.87
|
0.89
|
0.68
|
0.84
|
0.91
|
0.71
|
0.83
|
0.88
|
0.69
|
0.79
|
0.84
|
0.53
|
0.89
|
0.79
|
0.03
|
0.90
|
0.91
|
0.87
|
-
|
0.80
|
0.56
|
0.52
|
EMB
|
0.79
|
0.80
|
0.64
|
0.85
|
0.73
|
0.76
|
0.94
|
0.90
|
0.92
|
0.90
|
0.98
|
0.56
|
0.89
|
0.81
|
0.20
|
0.80
|
0.93
|
0.82
|
0.80
|
-
|
0.70
|
0.67
|
GLD
|
0.34
|
0.37
|
0.11
|
0.46
|
0.38
|
0.41
|
0.66
|
0.52
|
0.82
|
0.60
|
0.72
|
0.27
|
0.80
|
0.82
|
0.46
|
0.51
|
0.77
|
0.43
|
0.56
|
0.70
|
-
|
0.47
|
DBC
|
0.76
|
0.77
|
0.71
|
0.71
|
0.50
|
0.41
|
0.81
|
0.81
|
0.63
|
0.84
|
0.74
|
0.78
|
0.56
|
0.40
|
0.08
|
0.68
|
0.61
|
0.71
|
0.52
|
0.67
|
0.47
|
-
|
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
|
0.91
|
0.85
|
0.92
|
0.79
|
0.89
|
0.98
|
0.73
|
0.88
|
0.86
|
0.61
|
0.44
|
0.06
|
-0.17
|
0.59
|
0.63
|
0.85
|
0.49
|
0.72
|
0.18
|
0.52
|
SPY
|
1.00
|
-
|
0.89
|
0.85
|
0.92
|
0.78
|
0.89
|
0.98
|
0.72
|
0.88
|
0.85
|
0.61
|
0.45
|
0.07
|
-0.16
|
0.60
|
0.63
|
0.85
|
0.50
|
0.72
|
0.20
|
0.51
|
IJR
|
0.91
|
0.89
|
-
|
0.79
|
0.76
|
0.74
|
0.85
|
0.91
|
0.73
|
0.84
|
0.83
|
0.64
|
0.28
|
-0.13
|
-0.27
|
0.44
|
0.49
|
0.81
|
0.35
|
0.63
|
0.05
|
0.60
|
VNQ
|
0.85
|
0.85
|
0.79
|
-
|
0.73
|
0.83
|
0.79
|
0.85
|
0.64
|
0.79
|
0.73
|
0.58
|
0.51
|
0.21
|
-0.21
|
0.64
|
0.65
|
0.78
|
0.54
|
0.72
|
0.24
|
0.48
|
QQQ
|
0.92
|
0.92
|
0.76
|
0.73
|
-
|
0.71
|
0.77
|
0.88
|
0.65
|
0.75
|
0.76
|
0.46
|
0.52
|
0.23
|
-0.06
|
0.63
|
0.65
|
0.75
|
0.56
|
0.66
|
0.22
|
0.34
|
PFF
|
0.79
|
0.78
|
0.74
|
0.83
|
0.71
|
-
|
0.76
|
0.80
|
0.67
|
0.75
|
0.73
|
0.60
|
0.60
|
0.26
|
-0.17
|
0.59
|
0.75
|
0.83
|
0.60
|
0.79
|
0.29
|
0.38
|
EFA
|
0.89
|
0.89
|
0.85
|
0.79
|
0.77
|
0.76
|
-
|
0.96
|
0.84
|
0.99
|
0.95
|
0.67
|
0.49
|
0.09
|
-0.08
|
0.55
|
0.68
|
0.82
|
0.47
|
0.81
|
0.26
|
0.61
|
VT
|
0.98
|
0.98
|
0.91
|
0.85
|
0.88
|
0.80
|
0.96
|
-
|
0.82
|
0.95
|
0.92
|
0.67
|
0.48
|
0.07
|
-0.15
|
0.59
|
0.68
|
0.87
|
0.50
|
0.79
|
0.24
|
0.58
|
EEM
|
0.73
|
0.72
|
0.73
|
0.64
|
0.65
|
0.67
|
0.84
|
0.82
|
-
|
0.81
|
0.86
|
0.63
|
0.49
|
0.12
|
-0.09
|
0.44
|
0.65
|
0.72
|
0.42
|
0.79
|
0.35
|
0.52
|
VGK
|
0.88
|
0.88
|
0.84
|
0.79
|
0.75
|
0.75
|
0.99
|
0.95
|
0.81
|
-
|
0.91
|
0.68
|
0.47
|
0.07
|
-0.09
|
0.54
|
0.67
|
0.82
|
0.46
|
0.80
|
0.27
|
0.62
|
VPL
|
0.86
|
0.85
|
0.83
|
0.73
|
0.76
|
0.73
|
0.95
|
0.92
|
0.86
|
0.91
|
-
|
0.61
|
0.49
|
0.09
|
-0.09
|
0.53
|
0.66
|
0.80
|
0.46
|
0.76
|
0.26
|
0.56
|
FLLA
|
0.61
|
0.61
|
0.64
|
0.58
|
0.46
|
0.60
|
0.67
|
0.67
|
0.63
|
0.68
|
0.61
|
-
|
0.21
|
-0.15
|
-0.13
|
0.24
|
0.45
|
0.69
|
0.28
|
0.67
|
0.23
|
0.60
|
BND
|
0.44
|
0.45
|
0.28
|
0.51
|
0.52
|
0.60
|
0.49
|
0.48
|
0.49
|
0.47
|
0.49
|
0.21
|
-
|
0.84
|
0.12
|
0.84
|
0.94
|
0.61
|
0.88
|
0.70
|
0.51
|
-0.05
|
TLT
|
0.06
|
0.07
|
-0.13
|
0.21
|
0.23
|
0.26
|
0.09
|
0.07
|
0.12
|
0.07
|
0.09
|
-0.15
|
0.84
|
-
|
0.18
|
0.66
|
0.67
|
0.18
|
0.67
|
0.32
|
0.44
|
-0.34
|
BIL
|
-0.17
|
-0.16
|
-0.27
|
-0.21
|
-0.06
|
-0.17
|
-0.08
|
-0.15
|
-0.09
|
-0.09
|
-0.09
|
-0.13
|
0.12
|
0.18
|
-
|
-0.11
|
0.05
|
-0.11
|
0.09
|
0.00
|
0.12
|
-0.42
|
TIP
|
0.59
|
0.60
|
0.44
|
0.64
|
0.63
|
0.59
|
0.55
|
0.59
|
0.44
|
0.54
|
0.53
|
0.24
|
0.84
|
0.66
|
-0.11
|
-
|
0.82
|
0.68
|
0.83
|
0.63
|
0.47
|
0.14
|
LQD
|
0.63
|
0.63
|
0.49
|
0.65
|
0.65
|
0.75
|
0.68
|
0.68
|
0.65
|
0.67
|
0.66
|
0.45
|
0.94
|
0.67
|
0.05
|
0.82
|
-
|
0.79
|
0.87
|
0.86
|
0.48
|
0.17
|
HYG
|
0.85
|
0.85
|
0.81
|
0.78
|
0.75
|
0.83
|
0.82
|
0.87
|
0.72
|
0.82
|
0.80
|
0.69
|
0.61
|
0.18
|
-0.11
|
0.68
|
0.79
|
-
|
0.68
|
0.84
|
0.30
|
0.48
|
BNDX
|
0.49
|
0.50
|
0.35
|
0.54
|
0.56
|
0.60
|
0.47
|
0.50
|
0.42
|
0.46
|
0.46
|
0.28
|
0.88
|
0.67
|
0.09
|
0.83
|
0.87
|
0.68
|
-
|
0.69
|
0.41
|
-0.07
|
EMB
|
0.72
|
0.72
|
0.63
|
0.72
|
0.66
|
0.79
|
0.81
|
0.79
|
0.79
|
0.80
|
0.76
|
0.67
|
0.70
|
0.32
|
0.00
|
0.63
|
0.86
|
0.84
|
0.69
|
-
|
0.44
|
0.41
|
GLD
|
0.18
|
0.20
|
0.05
|
0.24
|
0.22
|
0.29
|
0.26
|
0.24
|
0.35
|
0.27
|
0.26
|
0.23
|
0.51
|
0.44
|
0.12
|
0.47
|
0.48
|
0.30
|
0.41
|
0.44
|
-
|
0.05
|
DBC
|
0.52
|
0.51
|
0.60
|
0.48
|
0.34
|
0.38
|
0.61
|
0.58
|
0.52
|
0.62
|
0.56
|
0.60
|
-0.05
|
-0.34
|
-0.42
|
0.14
|
0.17
|
0.48
|
-0.07
|
0.41
|
0.05
|
-
|
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
|
0.89
|
0.73
|
0.91
|
0.71
|
0.87
|
0.97
|
0.69
|
0.85
|
0.82
|
0.55
|
0.34
|
-0.02
|
-0.13
|
0.46
|
0.55
|
0.82
|
0.39
|
0.66
|
0.08
|
0.45
|
SPY
|
1.00
|
-
|
0.85
|
0.72
|
0.91
|
0.70
|
0.87
|
0.97
|
0.69
|
0.85
|
0.81
|
0.55
|
0.34
|
0.00
|
-0.12
|
0.46
|
0.55
|
0.81
|
0.40
|
0.65
|
0.09
|
0.43
|
IJR
|
0.89
|
0.85
|
-
|
0.67
|
0.70
|
0.63
|
0.76
|
0.86
|
0.62
|
0.74
|
0.74
|
0.50
|
0.18
|
-0.17
|
-0.22
|
0.31
|
0.40
|
0.75
|
0.26
|
0.52
|
-0.04
|
0.49
|
VNQ
|
0.73
|
0.72
|
0.67
|
-
|
0.60
|
0.75
|
0.64
|
0.71
|
0.52
|
0.63
|
0.61
|
0.43
|
0.54
|
0.34
|
-0.16
|
0.62
|
0.66
|
0.67
|
0.55
|
0.67
|
0.19
|
0.27
|
QQQ
|
0.91
|
0.91
|
0.70
|
0.60
|
-
|
0.64
|
0.77
|
0.88
|
0.63
|
0.74
|
0.75
|
0.42
|
0.40
|
0.12
|
-0.03
|
0.49
|
0.55
|
0.70
|
0.44
|
0.59
|
0.11
|
0.27
|
PFF
|
0.71
|
0.70
|
0.63
|
0.75
|
0.64
|
-
|
0.67
|
0.72
|
0.57
|
0.66
|
0.63
|
0.52
|
0.60
|
0.30
|
-0.15
|
0.56
|
0.73
|
0.77
|
0.59
|
0.76
|
0.24
|
0.27
|
EFA
|
0.87
|
0.87
|
0.76
|
0.64
|
0.77
|
0.67
|
-
|
0.95
|
0.82
|
0.98
|
0.93
|
0.64
|
0.39
|
0.01
|
-0.05
|
0.46
|
0.58
|
0.79
|
0.36
|
0.75
|
0.16
|
0.51
|
VT
|
0.97
|
0.97
|
0.86
|
0.71
|
0.88
|
0.72
|
0.95
|
-
|
0.81
|
0.93
|
0.90
|
0.64
|
0.38
|
0.00
|
-0.11
|
0.48
|
0.59
|
0.83
|
0.39
|
0.73
|
0.15
|
0.51
|
EEM
|
0.69
|
0.69
|
0.62
|
0.52
|
0.63
|
0.57
|
0.82
|
0.81
|
-
|
0.77
|
0.86
|
0.71
|
0.40
|
0.07
|
-0.06
|
0.43
|
0.57
|
0.67
|
0.32
|
0.74
|
0.28
|
0.48
|
VGK
|
0.85
|
0.85
|
0.74
|
0.63
|
0.74
|
0.66
|
0.98
|
0.93
|
0.77
|
-
|
0.86
|
0.63
|
0.38
|
0.01
|
-0.05
|
0.46
|
0.58
|
0.78
|
0.35
|
0.74
|
0.18
|
0.52
|
VPL
|
0.82
|
0.81
|
0.74
|
0.61
|
0.75
|
0.63
|
0.93
|
0.90
|
0.86
|
0.86
|
-
|
0.60
|
0.37
|
0.01
|
-0.07
|
0.44
|
0.55
|
0.73
|
0.33
|
0.70
|
0.13
|
0.46
|
FLLA
|
0.55
|
0.55
|
0.50
|
0.43
|
0.42
|
0.52
|
0.64
|
0.64
|
0.71
|
0.63
|
0.60
|
-
|
0.20
|
-0.10
|
-0.05
|
0.29
|
0.42
|
0.63
|
0.21
|
0.64
|
0.26
|
0.54
|
BND
|
0.34
|
0.34
|
0.18
|
0.54
|
0.40
|
0.60
|
0.39
|
0.38
|
0.40
|
0.38
|
0.37
|
0.20
|
-
|
0.85
|
0.07
|
0.83
|
0.93
|
0.54
|
0.86
|
0.70
|
0.48
|
-0.08
|
TLT
|
-0.02
|
0.00
|
-0.17
|
0.34
|
0.12
|
0.30
|
0.01
|
0.00
|
0.07
|
0.01
|
0.01
|
-0.10
|
0.85
|
-
|
0.10
|
0.67
|
0.69
|
0.15
|
0.71
|
0.36
|
0.44
|
-0.35
|
BIL
|
-0.13
|
-0.12
|
-0.22
|
-0.16
|
-0.03
|
-0.15
|
-0.05
|
-0.11
|
-0.06
|
-0.05
|
-0.07
|
-0.05
|
0.07
|
0.10
|
-
|
-0.04
|
0.03
|
-0.09
|
0.02
|
-0.02
|
0.14
|
-0.18
|
TIP
|
0.46
|
0.46
|
0.31
|
0.62
|
0.49
|
0.56
|
0.46
|
0.48
|
0.43
|
0.46
|
0.44
|
0.29
|
0.83
|
0.67
|
-0.04
|
-
|
0.80
|
0.61
|
0.78
|
0.65
|
0.50
|
0.12
|
LQD
|
0.55
|
0.55
|
0.40
|
0.66
|
0.55
|
0.73
|
0.58
|
0.59
|
0.57
|
0.58
|
0.55
|
0.42
|
0.93
|
0.69
|
0.03
|
0.80
|
-
|
0.73
|
0.85
|
0.84
|
0.45
|
0.12
|
HYG
|
0.82
|
0.81
|
0.75
|
0.67
|
0.70
|
0.77
|
0.79
|
0.83
|
0.67
|
0.78
|
0.73
|
0.63
|
0.54
|
0.15
|
-0.09
|
0.61
|
0.73
|
-
|
0.58
|
0.80
|
0.29
|
0.48
|
BNDX
|
0.39
|
0.40
|
0.26
|
0.55
|
0.44
|
0.59
|
0.36
|
0.39
|
0.32
|
0.35
|
0.33
|
0.21
|
0.86
|
0.71
|
0.02
|
0.78
|
0.85
|
0.58
|
-
|
0.66
|
0.37
|
-0.14
|
EMB
|
0.66
|
0.65
|
0.52
|
0.67
|
0.59
|
0.76
|
0.75
|
0.73
|
0.74
|
0.74
|
0.70
|
0.64
|
0.70
|
0.36
|
-0.02
|
0.65
|
0.84
|
0.80
|
0.66
|
-
|
0.39
|
0.35
|
GLD
|
0.08
|
0.09
|
-0.04
|
0.19
|
0.11
|
0.24
|
0.16
|
0.15
|
0.28
|
0.18
|
0.13
|
0.26
|
0.48
|
0.44
|
0.14
|
0.50
|
0.45
|
0.29
|
0.37
|
0.39
|
-
|
0.15
|
DBC
|
0.45
|
0.43
|
0.49
|
0.27
|
0.27
|
0.27
|
0.51
|
0.51
|
0.48
|
0.52
|
0.46
|
0.54
|
-0.08
|
-0.35
|
-0.18
|
0.12
|
0.12
|
0.48
|
-0.14
|
0.35
|
0.15
|
-
|
Asset |
VTI
|
SPY
|
IJR
|
VNQ
|
QQQ
|
PFF
|
EFA
|
VT
|
EEM
|
VGK
|
VPL
|
FLLA
|
BND
|
TLT
|
BIL
|
TIP
|
LQD
|
HYG
|
BNDX
|
EMB
|
GLD
|
DBC
|
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI
|
-
|
0.99
|
0.88
|
0.62
|
0.85
|
0.46
|
0.83
|
0.95
|
0.74
|
0.84
|
0.70
|
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
|
-
|
0.81
|
0.60
|
0.83
|
0.46
|
0.82
|
0.95
|
0.72
|
0.83
|
0.69
|
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
|
0.81
|
-
|
0.64
|
0.72
|
0.42
|
0.74
|
0.82
|
0.69
|
0.74
|
0.64
|
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
|
-
|
0.38
|
0.52
|
0.59
|
0.62
|
0.51
|
0.59
|
0.49
|
0.45
|
0.29
|
0.07
|
-0.02
|
0.32
|
0.42
|
0.68
|
0.28
|
0.50
|
0.13
|
0.27
|
QQQ
|
0.85
|
0.83
|
0.72
|
0.38
|
-
|
0.30
|
0.65
|
0.77
|
0.62
|
0.65
|
0.56
|
0.52
|
0.09
|
-0.10
|
-0.01
|
0.12
|
0.21
|
0.52
|
0.10
|
0.43
|
0.01
|
0.24
|
PFF
|
0.46
|
0.46
|
0.42
|
0.52
|
0.30
|
-
|
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
|
0.83
|
0.82
|
0.74
|
0.59
|
0.65
|
0.48
|
-
|
0.95
|
0.80
|
0.95
|
0.89
|
0.70
|
0.16
|
-0.12
|
-0.04
|
0.20
|
0.35
|
0.67
|
0.17
|
0.58
|
0.18
|
0.45
|
VT
|
0.95
|
0.95
|
0.82
|
0.62
|
0.77
|
0.49
|
0.95
|
-
|
0.83
|
0.93
|
0.83
|
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
|
0.72
|
0.69
|
0.51
|
0.62
|
0.40
|
0.80
|
0.83
|
-
|
0.77
|
0.75
|
0.84
|
0.14
|
-0.11
|
-0.03
|
0.20
|
0.29
|
0.60
|
0.17
|
0.66
|
0.27
|
0.39
|
VGK
|
0.84
|
0.83
|
0.74
|
0.59
|
0.65
|
0.47
|
0.95
|
0.93
|
0.77
|
-
|
0.73
|
0.69
|
0.17
|
-0.13
|
0.01
|
0.20
|
0.35
|
0.68
|
0.16
|
0.57
|
0.14
|
0.40
|
VPL
|
0.70
|
0.69
|
0.64
|
0.49
|
0.56
|
0.42
|
0.89
|
0.83
|
0.75
|
0.73
|
-
|
0.61
|
0.15
|
-0.08
|
-0.09
|
0.21
|
0.31
|
0.56
|
0.19
|
0.52
|
0.21
|
0.43
|
FLLA
|
0.66
|
0.63
|
0.62
|
0.45
|
0.52
|
0.37
|
0.70
|
0.73
|
0.84
|
0.69
|
0.61
|
-
|
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
|
0.17
|
0.15
|
0.07
|
-
|
0.84
|
0.15
|
0.83
|
0.87
|
0.38
|
0.66
|
0.49
|
0.29
|
0.05
|
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
|
-
|
0.06
|
0.67
|
0.65
|
0.04
|
0.50
|
0.26
|
0.19
|
-0.16
|
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
|
-
|
0.10
|
0.00
|
-0.03
|
0.06
|
0.07
|
0.00
|
0.02
|
TIP
|
0.19
|
0.21
|
0.11
|
0.32
|
0.12
|
0.35
|
0.20
|
0.21
|
0.20
|
0.20
|
0.21
|
0.14
|
0.83
|
0.67
|
0.10
|
-
|
0.74
|
0.39
|
0.61
|
0.44
|
0.33
|
0.26
|
LQD
|
0.31
|
0.32
|
0.22
|
0.42
|
0.21
|
0.58
|
0.35
|
0.34
|
0.29
|
0.35
|
0.31
|
0.25
|
0.87
|
0.65
|
0.00
|
0.74
|
-
|
0.63
|
0.68
|
0.58
|
0.25
|
0.15
|
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
|
-
|
0.38
|
0.64
|
0.14
|
0.33
|
BNDX
|
0.15
|
0.15
|
0.11
|
0.28
|
0.10
|
0.36
|
0.17
|
0.16
|
0.17
|
0.16
|
0.19
|
0.09
|
0.66
|
0.50
|
0.06
|
0.61
|
0.68
|
0.38
|
-
|
0.36
|
0.23
|
0.08
|
EMB
|
0.57
|
0.56
|
0.51
|
0.50
|
0.43
|
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
|
-
|
0.30
|
0.26
|
GLD
|
0.05
|
0.04
|
0.05
|
0.13
|
0.01
|
0.05
|
0.18
|
0.14
|
0.27
|
0.14
|
0.21
|
0.27
|
0.29
|
0.19
|
0.00
|
0.33
|
0.25
|
0.14
|
0.23
|
0.30
|
-
|
0.29
|
DBC
|
0.34
|
0.33
|
0.37
|
0.27
|
0.24
|
0.23
|
0.45
|
0.41
|
0.39
|
0.40
|
0.43
|
0.41
|
0.05
|
-0.16
|
0.02
|
0.26
|
0.15
|
0.33
|
0.08
|
0.26
|
0.29
|
-
|
Asset Class Yearly Returns
Click on column header to sort data.
Ticker | ETF | 2023(*) | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
QQQ
|
US Technology |
30.89
|
-32.58
|
27.42
|
48.40
|
38.96
|
-0.12
|
IJR
|
US Small Cap |
-1.99
|
-16.19
|
26.60
|
11.28
|
22.82
|
-8.49
|
SPY
|
US Large Cap |
9.68
|
-18.17
|
28.74
|
18.37
|
31.22
|
-4.56
|
VTI
|
US Total Stock Market |
8.80
|
-19.51
|
25.67
|
21.03
|
30.67
|
-5.21
|
EMB
|
Emerg. Market Bonds |
1.51
|
-18.64
|
-2.24
|
5.42
|
15.48
|
-5.47
|
VNQ
|
US REITs |
-2.06
|
-26.24
|
40.52
|
-4.68
|
28.87
|
-6.02
|
VGK
|
Europe |
9.02
|
-16.00
|
16.88
|
6.11
|
24.86
|
-14.91
|
FLLA
|
Latin America |
7.08
|
7.75
|
-9.34
|
-15.02
|
19.53
|
-6.47
|
VT
|
World All Countries |
7.40
|
-18.01
|
18.27
|
16.61
|
26.82
|
-9.76
|
PFF
|
Preferred Stocks |
1.51
|
-18.80
|
7.13
|
7.44
|
15.92
|
-4.63
|
EEM
|
Emerging Markets |
0.77
|
-20.56
|
-3.61
|
17.03
|
18.20
|
-15.31
|
TLT
|
Long Term Treasuries |
4.23
|
-31.24
|
-4.60
|
18.15
|
14.12
|
-1.61
|
HYG
|
High Yield Bonds |
2.17
|
-10.99
|
3.75
|
4.48
|
14.09
|
-2.03
|
GLD
|
Gold |
7.47
|
-0.77
|
-4.15
|
24.81
|
17.86
|
-1.94
|
TIP
|
TIPS |
1.86
|
-13.10
|
5.67
|
10.84
|
8.35
|
-1.42
|
LQD
|
Invest. Grade Bonds |
3.43
|
-17.93
|
-1.85
|
10.97
|
17.37
|
-3.79
|
BNDX
|
International Bonds |
3.77
|
-12.76
|
-2.28
|
4.65
|
7.87
|
2.81
|
EFA
|
EAFE Stocks |
7.66
|
-14.35
|
11.46
|
7.59
|
22.03
|
-13.81
|
BND
|
US Total Bond Market |
2.41
|
-13.11
|
-1.86
|
7.71
|
8.83
|
-0.12
|
DBC
|
Commodities |
-10.55
|
19.34
|
41.36
|
-7.84
|
11.84
|
-11.62
|
VPL
|
Pacific |
5.05
|
-15.20
|
1.12
|
16.67
|
18.16
|
-14.40
|
BIL
|
US Cash |
1.78
|
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
|
|||||
---|---|---|---|---|---|---|---|
Ticker | ETF | Return | DD | Return | DD | Return | DD |
QQQ
|
US Technology | +111.77 | -32.58 | +420.28 | -32.58 | +4368.73 | -81.08 |
IJR
|
US Small Cap | +20.22 | -36.12 | +134.45 | -36.12 | +1533.19 | -51.79 |
SPY
|
US Large Cap | +68.06 | -23.93 | +207.86 | -23.93 | +1510.06 | -50.80 |
VTI
|
US Total Stock Market | +61.01 | -24.81 | +194.38 | -24.81 | +1506.83 | -50.84 |
EMB
|
Emerg. Market Bonds | -2.15 | -26.75 | +16.43 | -26.75 | +1229.74 | -31.43 |
VNQ
|
US REITs | +22.09 | -29.31 | +68.26 | -29.31 | +1010.19 | -68.30 |
VGK
|
Europe | +22.55 | -30.98 | +63.67 | -30.98 | +685.05 | -59.77 |
FLLA
|
Latin America | +8.76 | -46.22 | -9.96 | -50.15 | +646.29 | -64.59 |
VT
|
World All Countries | +38.30 | -25.52 | +116.74 | -25.52 | +509.56 | -57.06 |
PFF
|
Preferred Stocks | +5.19 | -19.74 | +30.84 | -19.74 | +411.79 | -58.42 |
EEM
|
Emerging Markets | -6.78 | -36.52 | +14.85 | -36.52 | +408.76 | -60.44 |
TLT
|
Long Term Treasuries | -5.87 | -41.64 | +13.92 | -41.64 | +404.58 | -41.64 |
HYG
|
High Yield Bonds | +10.76 | -15.25 | +33.47 | -15.25 | +384.13 | -30.85 |
GLD
|
Gold | +48.11 | -18.08 | +36.14 | -24.63 | +380.38 | -42.91 |
TIP
|
TIPS | +11.50 | -14.74 | +15.20 | -14.74 | +358.41 | -14.74 |
LQD
|
Invest. Grade Bonds | +8.66 | -23.27 | +26.07 | -23.27 | +357.20 | -23.27 |
BNDX
|
International Bonds | +2.20 | -14.88 | +20.20 | -14.88 | +323.42 | -14.88 |
EFA
|
EAFE Stocks | +17.83 | -27.58 | +57.40 | -27.58 | +293.57 | -57.38 |
BND
|
US Total Bond Market | +4.08 | -17.28 | +14.25 | -17.28 | +251.37 | -17.28 |
DBC
|
Commodities | +26.65 | -37.77 | -11.70 | -57.91 | +185.90 | -74.54 |
VPL
|
Pacific | +6.88 | -28.15 | +55.82 | -28.15 | +117.06 | -53.17 |
BIL
|
US Cash | +6.82 | -0.16 | +8.01 | -0.28 | +92.29 | -0.42 |