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Vanguard Brokerage Total Return Bond
live (public) 0.25% February 07
This portfolio is for fixed income investments in Vanguard brokerage. It invests in a no load no transaction fee total return bond fund and rebalances every month. It obeys the 3 month minimum holding period requirement for every fund. Please see the following newsletters for more detailed description:
- September 22, 2014: Why Total Return Bond Funds?
- June 3, 2013: Total Return Bond Fund Portfolios For Major Brokerages
For its smart usage in other asset allocation portfolios, see the following:
Candidate funds in this portfolio (note: these funds have the lowest minimum amount requirement (<= $5,000). If you have a larger amount, you should use other class of the same fund to lower your expense fee).
|
Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
CASH | CASH (CASH) | 0.0% | CASH | 0.51% |
General Bond | LSBRX (LOOMIS SAYLES BOND FUND RETAIL CLASS) | 0.25% | Loomis Sayles Bond Retail | 99.49% |
* Day change on 11/29/2024.

Instructions On FolioInvesting.com Download Current Holdings to FolioInvesting CSV file
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Vanguard Brokerage Total Return Bond | 1.7% | 7.1% | 0.8% | 1.0% | 2.5% | 4.5% |
VFINX (Vanguard (S&P 500) Index) | 2.5% | 22.1% | 12.0% | 14.3% | 13.3% | 14.3% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.1% | 10.8% | 3.7% | 6.4% | 7.2% | 8.7% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/2001 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 1.7 | 7.1 | 0.8 | 1.0 | 2.5 | 4.5 | 4.8 | 5.7 | 5.8 | 6.1 | 2.7 | 1.0 | -3.1 | 2.4 | 0.2 | 9.4 | -0.8 | 7.2 | 7.5 | -1.3 | 5.3 | 3.3 | 16.1 | 6.6 | 15.9 | 23.0 | -1.7 | 8.7 | 11.0 | 4.0 | 7.6 | 28.8 | 4.1 | -3.9 |
Sharpe Ratio | NA | 0.09 | -0.76 | -0.76 | -0.45 | 0.19 | NA | NA | NA | NA | 0.96 | -0.84 | -0.64 | -2.3 | 0.77 | 0.0 | 2.25 | -1.22 | 2.79 | 2.02 | -0.42 | 1.77 | 0.98 | 5.21 | 1.67 | 3.16 | 4.25 | -0.36 | 1.3 | 2.23 | 0.59 | 0.94 | 5.3 | 0.71 | -0.49 |
Draw Down(%) | NA | 0.3 | 3.6 | 8.1 | 16.4 | 16.4 | NA | NA | NA | NA | 16.4 | 3.6 | 8.1 | 4.4 | 2.3 | 16.4 | 2.1 | 1.8 | 0.9 | 3.4 | 3.6 | 3.4 | 5.1 | 2.9 | 3.6 | 4.2 | 2.2 | 7.3 | 3.1 | 2.9 | 2.8 | 7.6 | 6.2 | 5.1 | 11.1 |
Standard Deviation(%) | NA | 1.3 | 4.3 | 4.1 | 5.1 | 4.2 | NA | NA | NA | NA | 5.1 | 4.6 | 5.1 | 2.0 | 3.0 | 8.3 | 3.6 | 1.8 | 2.4 | 3.6 | 3.3 | 3.0 | 3.3 | 3.1 | 3.9 | 5.0 | 5.4 | 7.1 | 4.4 | 3.5 | 3.1 | 7.1 | 5.3 | 4.3 | 12.6 |
Treynor Ratio | NA | 0.05 | -1.08 | -0.92 | -0.57 | 0.3 | NA | NA | NA | NA | 3.58 | -1.01 | -0.28 | -4.25 | 0.24 | 0.0 | -0.94 | 2.33 | -3.01 | 4.03 | -0.59 | 0.37 | 0.31 | 2.03 | 1.04 | 2.17 | -8.67 | 1.31 | 1.01 | 0.53 | 0.32 | 0.73 | -4.0 | -0.52 | -19.76 |
Alpha | NA | 0.0 | -0.01 | -0.01 | -0.01 | 0.0 | NA | NA | NA | NA | 0.02 | -0.02 | -0.02 | -0.02 | 0.0 | 0.0 | 0.04 | -0.01 | 0.03 | 0.03 | -0.01 | 0.01 | 0.0 | 0.06 | 0.02 | 0.05 | 0.09 | -0.01 | 0.02 | 0.02 | 0.01 | 0.02 | 0.11 | 0.01 | -0.02 |
Beta | NA | 0.02 | 0.03 | 0.03 | 0.04 | 0.03 | NA | NA | NA | NA | 0.01 | 0.04 | 0.12 | 0.01 | 0.1 | 0.03 | -0.09 | -0.01 | -0.02 | 0.02 | 0.02 | 0.14 | 0.11 | 0.08 | 0.06 | 0.07 | -0.03 | -0.02 | 0.06 | 0.15 | 0.06 | 0.09 | -0.07 | -0.06 | 0.0 |
RSquared | NA | 0.05 | 0.01 | 0.02 | 0.03 | 0.01 | NA | NA | NA | NA | 0.0 | 0.01 | 0.09 | 0.02 | 0.18 | 0.02 | 0.09 | 0.01 | 0.0 | 0.0 | 0.01 | 0.29 | 0.13 | 0.11 | 0.14 | 0.07 | 0.02 | 0.01 | 0.04 | 0.18 | 0.04 | 0.02 | 0.05 | 0.13 | 0.0 |
Sortino Ratio | NA | 0.13 | -1.02 | -1.04 | -0.55 | 0.24 | NA | NA | NA | NA | 1.22 | -1.12 | -0.91 | -2.52 | 1.06 | 0.0 | 3.51 | -1.75 | 4.99 | 3.1 | -0.57 | 2.68 | 1.4 | 9.93 | 2.26 | 4.74 | 7.8 | -0.5 | 1.86 | 3.57 | 0.82 | 1.38 | 8.6 | 0.98 | -0.51 |
Yield(%) | N/A | 0.2 | 4.0 | 3.5 | 3.2 | 4.0 | 6.5 | 6.5 | 9.3 | 9.3 | 5.16 | 4.2 | 4.6 | 1.9 | 2.9 | 2.8 | 3.5 | 3.0 | 4.6 | 3.5 | 4.2 | 5.3 | 4.9 | 7.5 | 6.4 | 6.3 | 5.4 | 5.0 | 6.1 | 5.5 | 6.0 | 6.7 | 7.2 | 6.0 | 7.6 |
Dividend Growth(%) | N/A | -94.0 | -14.2 | 19.1 | 1.0 | 5.5 | N/A | N/A | N/A | N/A | N/A | -9.4 | 135.5 | -33.7 | 5.2 | -12.2 | 13.5 | -29.2 | 40.4 | -16.7 | -16.7 | 10.6 | -24.1 | 25.6 | 16.0 | 46.4 | 5.6 | -11.2 | 22.6 | -3.5 | -4.5 | 20.5 | 24.8 | -23.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
The strategy first derives trend scores of the 1 major asset classes: Fixed Income that are covered in Vanguard Brokerage Total Return Bond Plan. It then selects the top 1 risk assets and 1 fixed income asset.