Skip to content
Lazy permanent portfolios built with ETFs
Last Update: 31 May 2024
The best performing Asset Class in the last 30 years is US Technology, that granded a +14.40% annualized return.
The worst is US Cash, with a +2.28% 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 Metrics
Columns are sortable, Asset Classes are pre-ordered by 30 year return.
ASSET CLASSES
Metrics: Return - Risk - Drawdown
Last Update: 31 May 2024
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024.
Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 3.24% , 3Y: 5.27% , 5Y: 4.17% , 10Y: 2.83% , 30Y: 2.54%
Returns over 1 year are annualized. Last update: 31 May 2024.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 31 May 2024.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 31 May 2024.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2024.
Pending updates, the monthly inflation is set at 0% for the subsequent periods.2024: 1.45%, 2023: 3.32%, 2022: 6.41%, 2021: 7.18%
Last update: 31 May 2024.
Swipe left to see all data
Return (%) - May 31, 2024 | St.Dev. (%) | Ann. Return / St.Dev. | Max Drawdown (%) | Return / Drawdown | Ulcer Index | YTD(%) | Yearly Returns (%) | Dividend Yield (%) | ||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ticker | Asset | 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 30Y▾ | 1Y | 5Y | 10Y | 30Y | 1Y | 5Y | 10Y | 30Y | 5Y | 10Y | 30Y | 5Y | 10Y | 30Y | 5Y | 10Y | 30Y | 2024 | 2023 | 2022 | 2021 | 2024 | 2023 | 2022 | 2021 |
| QQQ | US Technology | 6.15 | 2.80 | 16.36 | 30.38 | 11.22 | 21.76 | 18.27 | 14.40 | 16.10 | 21.40 | 18.43 | 24.00 | 1.89 | 1.02 | 0.99 | 0.60 | -32.58 | -32.58 | -81.08 | 0.67 | 0.56 | 0.18 | 12.53 | 9.41 | 39.57 | 10.20 | 54.85 | -32.58 | 27.42 | 0.13 | 0.95 | 0.54 | 0.54 |
| SPY | US Large Cap | 5.06 | 4.12 | 16.38 | 28.04 | 9.49 | 15.75 | 12.61 | 10.47 | 14.59 | 18.05 | 15.19 | 15.14 | 1.92 | 0.87 | 0.83 | 0.69 | -23.93 | -23.93 | -50.80 | 0.66 | 0.53 | 0.21 | 8.35 | 6.40 | 14.76 | 11.30 | 26.19 | -18.17 | 28.74 | 0.30 | 1.74 | 1.34 | 1.54 |
| VTI | US Total Stock Market | 4.76 | 3.47 | 16.01 | 27.64 | 7.71 | 14.92 | 12.05 | 10.44 | 15.33 | 18.58 | 15.64 | 15.57 | 1.80 | 0.80 | 0.77 | 0.67 | -24.81 | -24.81 | -50.84 | 0.60 | 0.49 | 0.21 | 9.11 | 6.95 | 14.30 | 10.17 | 26.05 | -19.51 | 25.67 | 0.35 | 1.80 | 1.33 | 1.51 |
| IJR | US Small Cap | 5.04 | 2.45 | 14.58 | 20.30 | 0.54 | 10.05 | 8.95 | 10.11 | 21.71 | 23.44 | 20.17 | 19.34 | 0.94 | 0.43 | 0.44 | 0.52 | -32.77 | -36.12 | -51.79 | 0.31 | 0.25 | 0.20 | 11.25 | 10.12 | 12.36 | 1.60 | 16.07 | -16.19 | 26.60 | 0.30 | 1.51 | 1.17 | 1.92 |
| EMB | Emerg. Market Bonds | 2.61 | 2.13 | 6.31 | 10.41 | -3.02 | 0.19 | 2.01 | 9.10 | 9.71 | 12.85 | 10.01 | 12.84 | 1.07 | 0.01 | 0.20 | 0.71 | -26.75 | -26.75 | -31.43 | 0.01 | 0.08 | 0.29 | 12.57 | 9.13 | 7.03 | 1.68 | 10.22 | -18.64 | -2.24 | 1.66 | 5.10 | 3.99 | 3.73 |
| VNQ | US REITs | 4.56 | -1.87 | 3.98 | 8.46 | -2.36 | 2.88 | 5.20 | 8.66 | 21.36 | 20.85 | 17.99 | 19.50 | 0.40 | 0.14 | 0.29 | 0.44 | -32.77 | -32.77 | -68.30 | 0.09 | 0.16 | 0.13 | 16.45 | 12.51 | 15.79 | -4.99 | 11.79 | -26.24 | 40.52 | 0.88 | 4.30 | 2.82 | 3.53 |
| CWB | US Convertible Bonds | 2.13 | 0.42 | 5.91 | 9.45 | -3.24 | 9.82 | 8.13 | 8.63 | 12.26 | 16.43 | 13.39 | 13.01 | 0.77 | 0.60 | 0.61 | 0.66 | -26.54 | -26.54 | -43.81 | 0.37 | 0.31 | 0.20 | 13.47 | 9.90 | 10.31 | -0.11 | 14.49 | -20.81 | 2.17 | 0.56 | 2.23 | 1.73 | 1.98 |
| VGK | Europe | 6.45 | 7.69 | 14.81 | 20.11 | 3.80 | 9.40 | 4.72 | 7.25 | 15.34 | 20.28 | 16.97 | 17.88 | 1.31 | 0.46 | 0.28 | 0.41 | -30.98 | -30.98 | -59.77 | 0.30 | 0.15 | 0.12 | 10.57 | 10.63 | 18.64 | 8.93 | 20.21 | -16.00 | 16.88 | 0.53 | 3.70 | 2.67 | 3.49 |
| VT | World All Countries | 4.60 | 4.07 | 14.35 | 23.55 | 4.91 | 11.75 | 8.55 | 6.65 | 14.59 | 17.72 | 14.96 | 15.64 | 1.61 | 0.66 | 0.57 | 0.43 | -25.52 | -25.52 | -57.06 | 0.46 | 0.34 | 0.12 | 9.12 | 7.39 | 17.96 | 8.74 | 22.02 | -18.01 | 18.27 | 0.38 | 2.51 | 1.78 | 2.13 |
| GLD | Gold | 1.62 | 13.73 | 14.07 | 18.09 | 6.47 | 11.79 | 5.98 | 5.86 | 12.66 | 14.76 | 14.17 | 15.50 | 1.43 | 0.80 | 0.42 | 0.38 | -18.08 | -20.76 | -42.91 | 0.65 | 0.29 | 0.14 | 6.97 | 8.33 | 20.47 | 12.62 | 12.69 | -0.77 | -4.15 | 0.00 | 0.00 | 0.00 | 0.00 |
| FLLA | Latin America | -2.17 | -5.80 | -3.39 | 11.22 | 2.94 | 2.11 | 0.53 | 5.84 | 23.00 | 30.11 | 27.13 | 28.98 | 0.49 | 0.07 | 0.02 | 0.20 | -46.22 | -50.15 | -64.59 | 0.05 | 0.01 | 0.09 | 18.60 | 25.80 | 29.63 | -10.31 | 32.80 | 7.75 | -9.34 | 0.00 | 6.93 | 9.57 | 6.03 |
| PFF | Preferred Stocks | 3.08 | 0.19 | 7.01 | 11.22 | -1.42 | 2.37 | 3.24 | 5.82 | 11.11 | 13.05 | 9.81 | 12.92 | 1.01 | 0.18 | 0.33 | 0.45 | -20.63 | -20.63 | -58.42 | 0.11 | 0.16 | 0.10 | 9.87 | 7.13 | 8.96 | 3.94 | 8.59 | -18.80 | 7.13 | 2.09 | 6.98 | 4.14 | 4.65 |
| HYG | High Yield Bonds | 1.63 | 1.35 | 5.03 | 10.58 | 1.00 | 3.14 | 3.12 | 5.64 | 6.26 | 9.52 | 7.73 | 8.72 | 1.69 | 0.33 | 0.40 | 0.65 | -15.25 | -15.25 | -30.85 | 0.21 | 0.20 | 0.18 | 5.83 | 4.57 | 4.75 | 1.78 | 11.00 | -10.99 | 3.75 | 2.10 | 6.20 | 4.59 | 4.08 |
| LQD | Invest. Grade Bonds | 2.21 | 0.42 | 2.83 | 3.72 | -3.48 | 0.75 | 2.19 | 5.26 | 11.05 | 10.51 | 8.21 | 7.23 | 0.34 | 0.07 | 0.27 | 0.73 | -23.27 | -23.27 | -23.27 | 0.03 | 0.09 | 0.23 | 11.27 | 8.24 | 5.17 | -1.95 | 9.40 | -17.93 | -1.85 | 1.50 | 4.27 | 2.66 | 2.23 |
| TIPS | 1.78 | 0.70 | 2.42 | 1.36 | -2.00 | 1.58 | 1.56 | 5.24 | 5.11 | 6.37 | 5.18 | 5.96 | 0.27 | 0.25 | 0.30 | 0.88 | -14.76 | -14.76 | -14.76 | 0.11 | 0.11 | 0.35 | 7.34 | 5.36 | 4.03 | -0.02 | 3.27 | -13.10 | 5.67 | 0.71 | 2.79 | 5.89 | 4.41 | |
| TLT | Long Term Treasuries | 2.89 | -3.00 | 0.74 | -8.85 | -10.94 | -5.15 | 0.09 | 5.19 | 18.42 | 15.98 | 13.88 | 12.36 | -0.48 | -0.32 | 0.01 | 0.42 | -47.75 | -47.75 | -47.75 | -0.11 | 0.00 | 0.11 | 25.92 | 19.44 | 12.77 | -7.31 | 2.51 | -31.24 | -4.60 | 1.35 | 3.41 | 1.81 | 1.42 |
| EFA | EAFE Stocks | 5.06 | 5.09 | 13.50 | 18.46 | 3.20 | 8.19 | 4.60 | 4.92 | 13.80 | 17.90 | 15.12 | 16.41 | 1.34 | 0.46 | 0.30 | 0.30 | -27.58 | -27.58 | -57.38 | 0.30 | 0.17 | 0.09 | 9.36 | 9.10 | 18.63 | 7.74 | 18.40 | -14.35 | 11.46 | 0.00 | 3.44 | 2.25 | 3.62 |
| BNDX | International Bonds | 0.29 | -0.01 | 2.05 | 3.64 | -2.03 | -0.19 | 1.93 | 4.91 | 5.30 | 5.43 | 4.30 | 4.54 | 0.69 | -0.03 | 0.45 | 1.08 | -14.88 | -14.88 | -14.88 | -0.01 | 0.13 | 0.33 | 7.59 | 5.44 | 3.61 | -1.13 | 8.79 | -12.76 | -2.28 | 0.72 | 4.66 | 1.31 | 3.55 |
| EEM | Emerging Markets | 1.95 | 4.50 | 7.63 | 12.37 | -6.53 | 2.85 | 2.03 | 4.81 | 15.14 | 18.60 | 17.26 | 22.34 | 0.82 | 0.15 | 0.12 | 0.22 | -36.52 | -36.52 | -60.44 | 0.08 | 0.06 | 0.08 | 18.04 | 17.20 | 21.75 | 3.93 | 8.99 | -20.56 | -3.61 | 0.00 | 2.81 | 1.95 | 1.89 |
| BND | US Total Bond Market | 1.68 | 0.07 | 2.05 | 1.44 | -3.10 | -0.19 | 1.23 | 4.30 | 7.30 | 6.34 | 5.00 | 4.24 | 0.20 | -0.03 | 0.25 | 1.01 | -17.28 | -17.28 | -17.28 | -0.01 | 0.07 | 0.25 | 8.77 | 6.31 | 3.77 | -1.45 | 5.41 | -13.11 | -1.86 | 1.18 | 3.20 | 2.23 | 2.06 |
| DBC | Commodities | -0.30 | 5.82 | 2.11 | 10.72 | 9.71 | 10.53 | -0.29 | 4.10 | 11.14 | 18.50 | 17.43 | 18.80 | 0.96 | 0.57 | -0.02 | 0.22 | -31.66 | -57.79 | -74.54 | 0.33 | -0.01 | 0.05 | 13.39 | 35.02 | 40.04 | 5.58 | -6.23 | 19.34 | 41.36 | 0.00 | 4.42 | 0.70 | 0.00 |
| VPL | Pacific | 2.55 | 0.72 | 9.44 | 13.87 | -0.73 | 6.20 | 4.83 | 2.70 | 13.61 | 16.64 | 14.60 | 17.10 | 1.02 | 0.37 | 0.33 | 0.16 | -28.15 | -28.15 | -53.17 | 0.22 | 0.17 | 0.05 | 10.61 | 9.72 | 21.47 | 3.49 | 15.58 | -15.20 | 1.12 | 0.39 | 3.52 | 2.29 | 3.15 |
| BIL | US Cash | 0.46 | 1.31 | 2.63 | 5.37 | 2.81 | 1.97 | 1.31 | 2.28 | 0.10 | 0.62 | 0.51 | 0.64 | 52.26 | 3.17 | 2.57 | 3.55 | -0.16 | -0.20 | -0.42 | 11.95 | 6.66 | 5.42 | 0.06 | 0.08 | 0.12 | 2.19 | 4.94 | 1.40 | -0.10 | 1.69 | 5.03 | 1.36 | 0.00 |
| Return over 1 year are annualized. | ||||||||||||||||||||||||||||||||||
| Legend: Stocks Fixed Income Commodities | ||||||||||||||||||||||||||||||||||
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 CLASS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2024
Swipe left to see all data
VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | CWB | BNDX | EMB | GLD | DBC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI | - | 1.00 | 0.90 | 0.93 | 0.98 | 0.86 | 0.97 | 0.99 | 0.81 | 0.94 | 0.96 | 0.80 | 0.78 | 0.84 | 0.23 | 0.76 | 0.82 | 0.90 | 0.92 | 0.70 | 0.93 | 0.08 | -0.08 |
SPY | 1.00 | - | 0.87 | 0.92 | 0.98 | 0.86 | 0.96 | 0.99 | 0.79 | 0.94 | 0.94 | 0.78 | 0.77 | 0.83 | 0.26 | 0.75 | 0.81 | 0.88 | 0.89 | 0.68 | 0.92 | 0.09 | -0.09 |
IJR | 0.90 | 0.87 | - | 0.94 | 0.87 | 0.74 | 0.93 | 0.92 | 0.83 | 0.90 | 0.94 | 0.84 | 0.79 | 0.85 | 0.08 | 0.75 | 0.81 | 0.87 | 0.98 | 0.75 | 0.93 | 0.07 | -0.05 |
VNQ | 0.93 | 0.92 | 0.94 | - | 0.93 | 0.80 | 0.95 | 0.94 | 0.80 | 0.94 | 0.94 | 0.84 | 0.88 | 0.93 | 0.25 | 0.84 | 0.91 | 0.96 | 0.94 | 0.86 | 0.98 | 0.15 | -0.23 |
QQQ | 0.98 | 0.98 | 0.87 | 0.93 | - | 0.89 | 0.95 | 0.97 | 0.77 | 0.93 | 0.92 | 0.77 | 0.80 | 0.85 | 0.30 | 0.79 | 0.83 | 0.91 | 0.88 | 0.71 | 0.92 | 0.03 | -0.17 |
PFF | 0.86 | 0.86 | 0.74 | 0.80 | 0.89 | - | 0.85 | 0.86 | 0.62 | 0.84 | 0.82 | 0.71 | 0.84 | 0.84 | 0.23 | 0.81 | 0.86 | 0.89 | 0.82 | 0.69 | 0.82 | -0.17 | -0.12 |
EFA | 0.97 | 0.96 | 0.93 | 0.95 | 0.95 | 0.85 | - | 0.99 | 0.87 | 0.99 | 0.97 | 0.82 | 0.83 | 0.88 | 0.11 | 0.82 | 0.87 | 0.91 | 0.94 | 0.74 | 0.96 | 0.16 | -0.08 |
VT | 0.99 | 0.99 | 0.92 | 0.94 | 0.97 | 0.86 | 0.99 | - | 0.87 | 0.97 | 0.97 | 0.83 | 0.79 | 0.85 | 0.17 | 0.77 | 0.83 | 0.90 | 0.94 | 0.71 | 0.95 | 0.11 | -0.06 |
EEM | 0.81 | 0.79 | 0.83 | 0.80 | 0.77 | 0.62 | 0.87 | 0.87 | - | 0.86 | 0.88 | 0.84 | 0.57 | 0.63 | -0.13 | 0.53 | 0.63 | 0.71 | 0.84 | 0.53 | 0.83 | 0.22 | 0.15 |
VGK | 0.94 | 0.94 | 0.90 | 0.94 | 0.93 | 0.84 | 0.99 | 0.97 | 0.86 | - | 0.94 | 0.80 | 0.85 | 0.89 | 0.15 | 0.84 | 0.88 | 0.91 | 0.92 | 0.75 | 0.97 | 0.22 | -0.09 |
VPL | 0.96 | 0.94 | 0.94 | 0.94 | 0.92 | 0.82 | 0.97 | 0.97 | 0.88 | 0.94 | - | 0.85 | 0.78 | 0.83 | 0.00 | 0.75 | 0.81 | 0.88 | 0.96 | 0.73 | 0.94 | 0.12 | -0.03 |
FLLA | 0.80 | 0.78 | 0.84 | 0.84 | 0.77 | 0.71 | 0.82 | 0.83 | 0.84 | 0.80 | 0.85 | - | 0.67 | 0.72 | 0.03 | 0.59 | 0.75 | 0.82 | 0.89 | 0.66 | 0.84 | -0.01 | 0.01 |
BND | 0.78 | 0.77 | 0.79 | 0.88 | 0.80 | 0.84 | 0.83 | 0.79 | 0.57 | 0.85 | 0.78 | 0.67 | - | 0.98 | 0.25 | 0.98 | 0.99 | 0.95 | 0.81 | 0.95 | 0.91 | 0.19 | -0.31 |
TLT | 0.84 | 0.83 | 0.85 | 0.93 | 0.85 | 0.84 | 0.88 | 0.85 | 0.63 | 0.89 | 0.83 | 0.72 | 0.98 | - | 0.31 | 0.95 | 0.98 | 0.97 | 0.86 | 0.94 | 0.94 | 0.16 | -0.37 |
BIL | 0.23 | 0.26 | 0.08 | 0.25 | 0.30 | 0.23 | 0.11 | 0.17 | -0.13 | 0.15 | 0.00 | 0.03 | 0.25 | 0.31 | - | 0.19 | 0.26 | 0.31 | 0.06 | 0.27 | 0.18 | -0.18 | -0.56 |
TIP | 0.76 | 0.75 | 0.75 | 0.84 | 0.79 | 0.81 | 0.82 | 0.77 | 0.53 | 0.84 | 0.75 | 0.59 | 0.98 | 0.95 | 0.19 | - | 0.96 | 0.90 | 0.77 | 0.89 | 0.88 | 0.25 | -0.29 |
LQD | 0.82 | 0.81 | 0.81 | 0.91 | 0.83 | 0.86 | 0.87 | 0.83 | 0.63 | 0.88 | 0.81 | 0.75 | 0.99 | 0.98 | 0.26 | 0.96 | - | 0.98 | 0.85 | 0.94 | 0.94 | 0.18 | -0.27 |
HYG | 0.90 | 0.88 | 0.87 | 0.96 | 0.91 | 0.89 | 0.91 | 0.90 | 0.71 | 0.91 | 0.88 | 0.82 | 0.95 | 0.97 | 0.31 | 0.90 | 0.98 | - | 0.90 | 0.91 | 0.96 | 0.10 | -0.22 |
CWB | 0.92 | 0.89 | 0.98 | 0.94 | 0.88 | 0.82 | 0.94 | 0.94 | 0.84 | 0.92 | 0.96 | 0.89 | 0.81 | 0.86 | 0.06 | 0.77 | 0.85 | 0.90 | - | 0.75 | 0.94 | 0.01 | 0.01 |
BNDX | 0.70 | 0.68 | 0.75 | 0.86 | 0.71 | 0.69 | 0.74 | 0.71 | 0.53 | 0.75 | 0.73 | 0.66 | 0.95 | 0.94 | 0.27 | 0.89 | 0.94 | 0.91 | 0.75 | - | 0.87 | 0.31 | -0.39 |
EMB | 0.93 | 0.92 | 0.93 | 0.98 | 0.92 | 0.82 | 0.96 | 0.95 | 0.83 | 0.97 | 0.94 | 0.84 | 0.91 | 0.94 | 0.18 | 0.88 | 0.94 | 0.96 | 0.94 | 0.87 | - | 0.25 | -0.17 |
GLD | 0.08 | 0.09 | 0.07 | 0.15 | 0.03 | -0.17 | 0.16 | 0.11 | 0.22 | 0.22 | 0.12 | -0.01 | 0.19 | 0.16 | -0.18 | 0.25 | 0.18 | 0.10 | 0.01 | 0.31 | 0.25 | - | 0.05 |
DBC | -0.08 | -0.09 | -0.05 | -0.23 | -0.17 | -0.12 | -0.08 | -0.06 | 0.15 | -0.09 | -0.03 | 0.01 | -0.31 | -0.37 | -0.56 | -0.29 | -0.27 | -0.22 | 0.01 | -0.39 | -0.17 | 0.05 | - |
VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | CWB | BNDX | EMB | GLD | DBC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI | - | 1.00 | 0.90 | 0.88 | 0.92 | 0.83 | 0.90 | 0.98 | 0.73 | 0.89 | 0.86 | 0.71 | 0.58 | 0.27 | -0.04 | 0.66 | 0.71 | 0.86 | 0.88 | 0.61 | 0.81 | 0.24 | 0.44 |
SPY | 1.00 | - | 0.87 | 0.88 | 0.92 | 0.82 | 0.90 | 0.98 | 0.71 | 0.89 | 0.85 | 0.69 | 0.58 | 0.28 | -0.03 | 0.67 | 0.71 | 0.85 | 0.85 | 0.61 | 0.80 | 0.26 | 0.43 |
IJR | 0.90 | 0.87 | - | 0.83 | 0.74 | 0.76 | 0.86 | 0.91 | 0.74 | 0.85 | 0.84 | 0.76 | 0.45 | 0.12 | -0.12 | 0.53 | 0.61 | 0.82 | 0.86 | 0.50 | 0.73 | 0.10 | 0.52 |
VNQ | 0.88 | 0.88 | 0.83 | - | 0.76 | 0.83 | 0.84 | 0.88 | 0.67 | 0.84 | 0.78 | 0.67 | 0.63 | 0.40 | -0.11 | 0.69 | 0.73 | 0.80 | 0.76 | 0.63 | 0.80 | 0.28 | 0.42 |
QQQ | 0.92 | 0.92 | 0.74 | 0.76 | - | 0.75 | 0.77 | 0.88 | 0.65 | 0.76 | 0.76 | 0.56 | 0.64 | 0.41 | 0.02 | 0.71 | 0.73 | 0.76 | 0.84 | 0.66 | 0.74 | 0.27 | 0.23 |
PFF | 0.83 | 0.82 | 0.76 | 0.83 | 0.75 | - | 0.79 | 0.84 | 0.70 | 0.78 | 0.77 | 0.65 | 0.67 | 0.38 | -0.04 | 0.62 | 0.77 | 0.84 | 0.74 | 0.64 | 0.82 | 0.26 | 0.30 |
EFA | 0.90 | 0.90 | 0.86 | 0.84 | 0.77 | 0.79 | - | 0.96 | 0.84 | 0.99 | 0.96 | 0.73 | 0.61 | 0.28 | 0.02 | 0.62 | 0.74 | 0.83 | 0.79 | 0.57 | 0.86 | 0.30 | 0.53 |
VT | 0.98 | 0.98 | 0.91 | 0.88 | 0.88 | 0.84 | 0.96 | - | 0.82 | 0.95 | 0.92 | 0.75 | 0.61 | 0.28 | -0.02 | 0.66 | 0.75 | 0.87 | 0.88 | 0.61 | 0.86 | 0.28 | 0.50 |
EEM | 0.73 | 0.71 | 0.74 | 0.67 | 0.65 | 0.70 | 0.84 | 0.82 | - | 0.82 | 0.86 | 0.69 | 0.56 | 0.26 | -0.01 | 0.49 | 0.68 | 0.72 | 0.74 | 0.49 | 0.82 | 0.38 | 0.50 |
VGK | 0.89 | 0.89 | 0.85 | 0.84 | 0.76 | 0.78 | 0.99 | 0.95 | 0.82 | - | 0.91 | 0.74 | 0.59 | 0.26 | 0.01 | 0.62 | 0.72 | 0.82 | 0.77 | 0.55 | 0.85 | 0.30 | 0.54 |
VPL | 0.86 | 0.85 | 0.84 | 0.78 | 0.76 | 0.77 | 0.96 | 0.92 | 0.86 | 0.91 | - | 0.70 | 0.61 | 0.28 | 0.00 | 0.60 | 0.73 | 0.81 | 0.80 | 0.57 | 0.83 | 0.29 | 0.49 |
FLLA | 0.71 | 0.69 | 0.76 | 0.67 | 0.56 | 0.65 | 0.73 | 0.75 | 0.69 | 0.74 | 0.70 | - | 0.33 | 0.03 | -0.07 | 0.33 | 0.52 | 0.72 | 0.66 | 0.37 | 0.70 | 0.19 | 0.59 |
BND | 0.58 | 0.58 | 0.45 | 0.63 | 0.64 | 0.67 | 0.61 | 0.61 | 0.56 | 0.59 | 0.61 | 0.33 | - | 0.87 | 0.08 | 0.85 | 0.96 | 0.69 | 0.54 | 0.89 | 0.74 | 0.47 | -0.06 |
TLT | 0.27 | 0.28 | 0.12 | 0.40 | 0.41 | 0.38 | 0.28 | 0.28 | 0.26 | 0.26 | 0.28 | 0.03 | 0.87 | - | 0.07 | 0.69 | 0.75 | 0.33 | 0.27 | 0.72 | 0.43 | 0.40 | -0.32 |
BIL | -0.04 | -0.03 | -0.12 | -0.11 | 0.02 | -0.04 | 0.02 | -0.02 | -0.01 | 0.01 | 0.00 | -0.07 | 0.08 | 0.07 | - | -0.08 | 0.05 | 0.01 | -0.11 | 0.11 | 0.07 | 0.12 | -0.28 |
TIP | 0.66 | 0.67 | 0.53 | 0.69 | 0.71 | 0.62 | 0.62 | 0.66 | 0.49 | 0.62 | 0.60 | 0.33 | 0.85 | 0.69 | -0.08 | - | 0.84 | 0.73 | 0.59 | 0.84 | 0.68 | 0.47 | 0.12 |
LQD | 0.71 | 0.71 | 0.61 | 0.73 | 0.73 | 0.77 | 0.74 | 0.75 | 0.68 | 0.72 | 0.73 | 0.52 | 0.96 | 0.75 | 0.05 | 0.84 | - | 0.82 | 0.67 | 0.89 | 0.87 | 0.45 | 0.11 |
HYG | 0.86 | 0.85 | 0.82 | 0.80 | 0.76 | 0.84 | 0.83 | 0.87 | 0.72 | 0.82 | 0.81 | 0.72 | 0.69 | 0.33 | 0.01 | 0.73 | 0.82 | - | 0.76 | 0.75 | 0.87 | 0.32 | 0.40 |
CWB | 0.88 | 0.85 | 0.86 | 0.76 | 0.84 | 0.74 | 0.79 | 0.88 | 0.74 | 0.77 | 0.80 | 0.66 | 0.54 | 0.27 | -0.11 | 0.59 | 0.67 | 0.76 | - | 0.52 | 0.77 | 0.22 | 0.43 |
BNDX | 0.61 | 0.61 | 0.50 | 0.63 | 0.66 | 0.64 | 0.57 | 0.61 | 0.49 | 0.55 | 0.57 | 0.37 | 0.89 | 0.72 | 0.11 | 0.84 | 0.89 | 0.75 | 0.52 | - | 0.73 | 0.42 | -0.08 |
EMB | 0.81 | 0.80 | 0.73 | 0.80 | 0.74 | 0.82 | 0.86 | 0.86 | 0.82 | 0.85 | 0.83 | 0.70 | 0.74 | 0.43 | 0.07 | 0.68 | 0.87 | 0.87 | 0.77 | 0.73 | - | 0.43 | 0.37 |
GLD | 0.24 | 0.26 | 0.10 | 0.28 | 0.27 | 0.26 | 0.30 | 0.28 | 0.38 | 0.30 | 0.29 | 0.19 | 0.47 | 0.40 | 0.12 | 0.47 | 0.45 | 0.32 | 0.22 | 0.42 | 0.43 | - | 0.06 |
DBC | 0.44 | 0.43 | 0.52 | 0.42 | 0.23 | 0.30 | 0.53 | 0.50 | 0.50 | 0.54 | 0.49 | 0.59 | -0.06 | -0.32 | -0.28 | 0.12 | 0.11 | 0.40 | 0.43 | -0.08 | 0.37 | 0.06 | - |
VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | CWB | BNDX | EMB | GLD | DBC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI | - | 1.00 | 0.89 | 0.76 | 0.91 | 0.75 | 0.88 | 0.98 | 0.70 | 0.86 | 0.84 | 0.57 | 0.40 | 0.10 | -0.01 | 0.50 | 0.58 | 0.82 | 0.89 | 0.43 | 0.69 | 0.09 | 0.42 |
SPY | 1.00 | - | 0.86 | 0.76 | 0.92 | 0.74 | 0.88 | 0.97 | 0.69 | 0.86 | 0.83 | 0.57 | 0.40 | 0.11 | -0.01 | 0.51 | 0.58 | 0.81 | 0.86 | 0.44 | 0.68 | 0.10 | 0.40 |
IJR | 0.89 | 0.86 | - | 0.72 | 0.71 | 0.67 | 0.78 | 0.87 | 0.64 | 0.76 | 0.77 | 0.54 | 0.28 | -0.02 | -0.10 | 0.38 | 0.47 | 0.76 | 0.83 | 0.33 | 0.58 | -0.02 | 0.46 |
VNQ | 0.76 | 0.76 | 0.72 | - | 0.64 | 0.76 | 0.69 | 0.75 | 0.56 | 0.68 | 0.66 | 0.47 | 0.59 | 0.41 | -0.09 | 0.64 | 0.70 | 0.69 | 0.67 | 0.60 | 0.70 | 0.19 | 0.24 |
QQQ | 0.91 | 0.92 | 0.71 | 0.64 | - | 0.68 | 0.78 | 0.88 | 0.64 | 0.75 | 0.77 | 0.45 | 0.45 | 0.21 | 0.02 | 0.53 | 0.57 | 0.71 | 0.85 | 0.47 | 0.62 | 0.10 | 0.24 |
PFF | 0.75 | 0.74 | 0.67 | 0.76 | 0.68 | - | 0.71 | 0.76 | 0.59 | 0.70 | 0.68 | 0.54 | 0.63 | 0.35 | -0.03 | 0.58 | 0.74 | 0.79 | 0.70 | 0.59 | 0.78 | 0.21 | 0.25 |
EFA | 0.88 | 0.88 | 0.78 | 0.69 | 0.78 | 0.71 | - | 0.95 | 0.82 | 0.99 | 0.94 | 0.65 | 0.44 | 0.12 | 0.04 | 0.50 | 0.62 | 0.80 | 0.80 | 0.40 | 0.77 | 0.17 | 0.49 |
VT | 0.98 | 0.97 | 0.87 | 0.75 | 0.88 | 0.76 | 0.95 | - | 0.82 | 0.93 | 0.92 | 0.65 | 0.43 | 0.11 | 0.00 | 0.52 | 0.62 | 0.84 | 0.89 | 0.43 | 0.76 | 0.15 | 0.48 |
EEM | 0.70 | 0.69 | 0.64 | 0.56 | 0.64 | 0.59 | 0.82 | 0.82 | - | 0.78 | 0.86 | 0.70 | 0.42 | 0.14 | 0.00 | 0.45 | 0.58 | 0.69 | 0.73 | 0.35 | 0.75 | 0.32 | 0.48 |
VGK | 0.86 | 0.86 | 0.76 | 0.68 | 0.75 | 0.70 | 0.99 | 0.93 | 0.78 | - | 0.87 | 0.64 | 0.44 | 0.12 | 0.04 | 0.50 | 0.62 | 0.79 | 0.77 | 0.40 | 0.76 | 0.18 | 0.50 |
VPL | 0.84 | 0.83 | 0.77 | 0.66 | 0.77 | 0.68 | 0.94 | 0.92 | 0.86 | 0.87 | - | 0.61 | 0.43 | 0.13 | 0.00 | 0.49 | 0.60 | 0.76 | 0.80 | 0.40 | 0.73 | 0.17 | 0.45 |
FLLA | 0.57 | 0.57 | 0.54 | 0.47 | 0.45 | 0.54 | 0.65 | 0.65 | 0.70 | 0.64 | 0.61 | - | 0.24 | -0.02 | -0.01 | 0.31 | 0.45 | 0.65 | 0.57 | 0.25 | 0.65 | 0.26 | 0.52 |
BND | 0.40 | 0.40 | 0.28 | 0.59 | 0.45 | 0.63 | 0.44 | 0.43 | 0.42 | 0.44 | 0.43 | 0.24 | - | 0.87 | 0.06 | 0.84 | 0.95 | 0.57 | 0.41 | 0.87 | 0.71 | 0.45 | -0.10 |
TLT | 0.10 | 0.11 | -0.02 | 0.41 | 0.21 | 0.35 | 0.12 | 0.11 | 0.14 | 0.12 | 0.13 | -0.02 | 0.87 | - | 0.03 | 0.70 | 0.74 | 0.22 | 0.13 | 0.74 | 0.42 | 0.41 | -0.35 |
BIL | -0.01 | -0.01 | -0.10 | -0.09 | 0.02 | -0.03 | 0.04 | 0.00 | 0.00 | 0.04 | 0.00 | -0.01 | 0.06 | 0.03 | - | -0.03 | 0.04 | 0.02 | -0.06 | 0.05 | 0.05 | 0.13 | -0.09 |
TIP | 0.50 | 0.51 | 0.38 | 0.64 | 0.53 | 0.58 | 0.50 | 0.52 | 0.45 | 0.50 | 0.49 | 0.31 | 0.84 | 0.70 | -0.03 | - | 0.82 | 0.64 | 0.49 | 0.79 | 0.67 | 0.49 | 0.11 |
LQD | 0.58 | 0.58 | 0.47 | 0.70 | 0.57 | 0.74 | 0.62 | 0.62 | 0.58 | 0.62 | 0.60 | 0.45 | 0.95 | 0.74 | 0.04 | 0.82 | - | 0.74 | 0.58 | 0.86 | 0.85 | 0.42 | 0.08 |
HYG | 0.82 | 0.81 | 0.76 | 0.69 | 0.71 | 0.79 | 0.80 | 0.84 | 0.69 | 0.79 | 0.76 | 0.65 | 0.57 | 0.22 | 0.02 | 0.64 | 0.74 | - | 0.76 | 0.61 | 0.82 | 0.28 | 0.45 |
CWB | 0.89 | 0.86 | 0.83 | 0.67 | 0.85 | 0.70 | 0.80 | 0.89 | 0.73 | 0.77 | 0.80 | 0.57 | 0.41 | 0.13 | -0.06 | 0.49 | 0.58 | 0.76 | - | 0.38 | 0.69 | 0.14 | 0.43 |
BNDX | 0.43 | 0.44 | 0.33 | 0.60 | 0.47 | 0.59 | 0.40 | 0.43 | 0.35 | 0.40 | 0.40 | 0.25 | 0.87 | 0.74 | 0.05 | 0.79 | 0.86 | 0.61 | 0.38 | - | 0.68 | 0.36 | -0.16 |
EMB | 0.69 | 0.68 | 0.58 | 0.70 | 0.62 | 0.78 | 0.77 | 0.76 | 0.75 | 0.76 | 0.73 | 0.65 | 0.71 | 0.42 | 0.05 | 0.67 | 0.85 | 0.82 | 0.69 | 0.68 | - | 0.41 | 0.33 |
GLD | 0.09 | 0.10 | -0.02 | 0.19 | 0.10 | 0.21 | 0.17 | 0.15 | 0.32 | 0.18 | 0.17 | 0.26 | 0.45 | 0.41 | 0.13 | 0.49 | 0.42 | 0.28 | 0.14 | 0.36 | 0.41 | - | 0.12 |
DBC | 0.42 | 0.40 | 0.46 | 0.24 | 0.24 | 0.25 | 0.49 | 0.48 | 0.48 | 0.50 | 0.45 | 0.52 | -0.10 | -0.35 | -0.09 | 0.11 | 0.08 | 0.45 | 0.43 | -0.16 | 0.33 | 0.12 | - |
VTI | SPY | IJR | VNQ | QQQ | PFF | EFA | VT | EEM | VGK | VPL | FLLA | BND | TLT | BIL | TIP | LQD | HYG | CWB | BNDX | EMB | GLD | DBC | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI | - | 0.99 | 0.88 | 0.63 | 0.85 | 0.47 | 0.84 | 0.95 | 0.76 | 0.85 | 0.72 | 0.67 | 0.16 | -0.11 | -0.01 | 0.20 | 0.33 | 0.69 | 0.88 | 0.16 | 0.58 | 0.06 | 0.33 |
SPY | 0.99 | - | 0.82 | 0.61 | 0.83 | 0.47 | 0.83 | 0.95 | 0.73 | 0.84 | 0.71 | 0.64 | 0.17 | -0.10 | 0.00 | 0.21 | 0.33 | 0.67 | 0.84 | 0.16 | 0.56 | 0.05 | 0.32 |
IJR | 0.88 | 0.82 | - | 0.65 | 0.72 | 0.43 | 0.75 | 0.82 | 0.71 | 0.74 | 0.65 | 0.63 | 0.08 | -0.17 | -0.05 | 0.12 | 0.25 | 0.66 | 0.84 | 0.13 | 0.52 | 0.06 | 0.36 |
VNQ | 0.63 | 0.61 | 0.65 | - | 0.39 | 0.53 | 0.61 | 0.63 | 0.53 | 0.61 | 0.51 | 0.47 | 0.32 | 0.11 | -0.01 | 0.33 | 0.45 | 0.69 | 0.61 | 0.30 | 0.52 | 0.14 | 0.26 |
QQQ | 0.85 | 0.83 | 0.72 | 0.39 | - | 0.32 | 0.66 | 0.78 | 0.63 | 0.66 | 0.58 | 0.53 | 0.10 | -0.08 | 0.00 | 0.12 | 0.22 | 0.52 | 0.76 | 0.11 | 0.44 | 0.02 | 0.23 |
PFF | 0.47 | 0.47 | 0.43 | 0.53 | 0.32 | - | 0.49 | 0.51 | 0.42 | 0.49 | 0.44 | 0.38 | 0.36 | 0.15 | -0.08 | 0.36 | 0.59 | 0.65 | 0.50 | 0.37 | 0.41 | 0.04 | 0.23 |
EFA | 0.84 | 0.83 | 0.75 | 0.61 | 0.66 | 0.49 | - | 0.95 | 0.82 | 0.96 | 0.89 | 0.71 | 0.18 | -0.09 | -0.03 | 0.21 | 0.37 | 0.69 | 0.78 | 0.19 | 0.60 | 0.18 | 0.43 |
VT | 0.95 | 0.95 | 0.82 | 0.63 | 0.78 | 0.51 | 0.95 | - | 0.84 | 0.94 | 0.83 | 0.74 | 0.17 | -0.12 | -0.03 | 0.21 | 0.35 | 0.71 | 0.86 | 0.17 | 0.61 | 0.14 | 0.40 |
EEM | 0.76 | 0.73 | 0.71 | 0.53 | 0.63 | 0.42 | 0.82 | 0.84 | - | 0.78 | 0.77 | 0.85 | 0.13 | -0.11 | -0.04 | 0.17 | 0.29 | 0.61 | 0.75 | 0.13 | 0.67 | 0.27 | 0.40 |
VGK | 0.85 | 0.84 | 0.74 | 0.61 | 0.66 | 0.49 | 0.96 | 0.94 | 0.78 | - | 0.75 | 0.69 | 0.19 | -0.10 | 0.01 | 0.20 | 0.37 | 0.69 | 0.77 | 0.17 | 0.58 | 0.15 | 0.39 |
VPL | 0.72 | 0.71 | 0.65 | 0.51 | 0.58 | 0.44 | 0.89 | 0.83 | 0.77 | 0.75 | - | 0.63 | 0.17 | -0.06 | -0.08 | 0.21 | 0.32 | 0.58 | 0.67 | 0.21 | 0.54 | 0.22 | 0.42 |
FLLA | 0.67 | 0.64 | 0.63 | 0.47 | 0.53 | 0.38 | 0.71 | 0.74 | 0.85 | 0.69 | 0.63 | - | 0.08 | -0.16 | -0.01 | 0.14 | 0.26 | 0.57 | 0.67 | 0.09 | 0.67 | 0.27 | 0.42 |
BND | 0.16 | 0.17 | 0.08 | 0.32 | 0.10 | 0.36 | 0.18 | 0.17 | 0.13 | 0.19 | 0.17 | 0.08 | - | 0.85 | 0.14 | 0.82 | 0.87 | 0.39 | 0.19 | 0.67 | 0.50 | 0.30 | 0.03 |
TLT | -0.11 | -0.10 | -0.17 | 0.11 | -0.08 | 0.15 | -0.09 | -0.12 | -0.11 | -0.10 | -0.06 | -0.16 | 0.85 | - | 0.04 | 0.67 | 0.67 | 0.06 | -0.09 | 0.52 | 0.28 | 0.20 | -0.17 |
BIL | -0.01 | 0.00 | -0.05 | -0.01 | 0.00 | -0.08 | -0.03 | -0.03 | -0.04 | 0.01 | -0.08 | -0.01 | 0.14 | 0.04 | - | 0.10 | 0.00 | -0.02 | -0.03 | 0.06 | 0.07 | 0.01 | 0.02 |
TIP | 0.20 | 0.21 | 0.12 | 0.33 | 0.12 | 0.36 | 0.21 | 0.21 | 0.17 | 0.20 | 0.21 | 0.14 | 0.82 | 0.67 | 0.10 | - | 0.74 | 0.39 | 0.24 | 0.61 | 0.44 | 0.35 | 0.26 |
LQD | 0.33 | 0.33 | 0.25 | 0.45 | 0.22 | 0.59 | 0.37 | 0.35 | 0.29 | 0.37 | 0.32 | 0.26 | 0.87 | 0.67 | 0.00 | 0.74 | - | 0.63 | 0.39 | 0.69 | 0.58 | 0.26 | 0.13 |
HYG | 0.69 | 0.67 | 0.66 | 0.69 | 0.52 | 0.65 | 0.69 | 0.71 | 0.61 | 0.69 | 0.58 | 0.57 | 0.39 | 0.06 | -0.02 | 0.39 | 0.63 | - | 0.72 | 0.39 | 0.64 | 0.15 | 0.32 |
CWB | 0.88 | 0.84 | 0.84 | 0.61 | 0.76 | 0.50 | 0.78 | 0.86 | 0.75 | 0.77 | 0.67 | 0.67 | 0.19 | -0.09 | -0.03 | 0.24 | 0.39 | 0.72 | - | 0.21 | 0.59 | 0.12 | 0.38 |
BNDX | 0.16 | 0.16 | 0.13 | 0.30 | 0.11 | 0.37 | 0.19 | 0.17 | 0.13 | 0.17 | 0.21 | 0.09 | 0.67 | 0.52 | 0.06 | 0.61 | 0.69 | 0.39 | 0.21 | - | 0.36 | 0.24 | 0.08 |
EMB | 0.58 | 0.56 | 0.52 | 0.52 | 0.44 | 0.41 | 0.60 | 0.61 | 0.67 | 0.58 | 0.54 | 0.67 | 0.50 | 0.28 | 0.07 | 0.44 | 0.58 | 0.64 | 0.59 | 0.36 | - | 0.31 | 0.26 |
GLD | 0.06 | 0.05 | 0.06 | 0.14 | 0.02 | 0.04 | 0.18 | 0.14 | 0.27 | 0.15 | 0.22 | 0.27 | 0.30 | 0.20 | 0.01 | 0.35 | 0.26 | 0.15 | 0.12 | 0.24 | 0.31 | - | 0.30 |
DBC | 0.33 | 0.32 | 0.36 | 0.26 | 0.23 | 0.23 | 0.43 | 0.40 | 0.40 | 0.39 | 0.42 | 0.42 | 0.03 | -0.17 | 0.02 | 0.26 | 0.13 | 0.32 | 0.38 | 0.08 | 0.26 | 0.30 | - |
