Side-by-side comparison

Compare investment strategies

Classic 60/40 Stocks and Bonds (VTI/BND) vs Small Cap Dividend Factor US Stocks

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Live). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

9.4%

19.4%Best

8.6%Best

6.1%

11.3%Best

15.1%

0.78

1.10Best

-17.6%

-8.1%Best

Fee

—

0.20%

Minimum investment

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$100

Each source uses its own scale

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3(1-5 (Interactive Advisors))

Inception

2023-08-13

2016-12-22

Holdings

—

60%

82%Best

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Small Cap Dividend Factor US StocksLiveup 53.0%
S&P 500 ETFup 79.9%

No published history to chart: Classic 60/40 Stocks and Bonds (VTI/BND).

Every published figureShow 76 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

60/40, asset allocation, diversified, low-cost, passive core, quarterly rebalance, stocks and bonds, us-focused

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Asset classes / instruments

equities

Composition (ETFs / Stocks / Mixed)

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STOCKS

Curated collections (Interactive Advisors)

—

Diversified portfolios, Income generating portfolios, Undervalued companies

ESG / responsible flag

—

Smart beta flag

—

Yes

Theme keywords (Interactive Advisors)

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Dividend yields, Mid-cap, Small-cap

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

-0.01

—

Beta vs SPY, out-of-sample (out-of-sample)

0.64

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Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.97

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Returns

Annualized return since inception (Lighthorse, daily, live)

—

6.15%

Backtest length

4,913

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Out-of-sample length

1,173

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Return since inception (annualized) (live account)

—

6.10%

Return since inception (cumulative) (live account)

—

79.00%

Return vs the source's benchmark, last 365 days (Lighthorse, daily, live)

—

3.98%

Return, backtest period (annualized) (backtest)

8.03%

—

Return, backtest period (cumulative) (backtest)

351.26%

—

Return, last 30 days (live account)

—

-5.20%

Return, last 365 days (Lighthorse, daily, live)

—

22.01%

Return, last 365 days (live account)

—

19.40%

Return, last 5 years (cumulative) (live account)

—

28.60%

Return, last 90 days (live account)

—

-1.20%

Return, out-of-sample period (annualized) (out-of-sample)

8.57%

—

Return, out-of-sample period (cumulative) (out-of-sample)

46.41%

—

Return, trailing 1 day (out-of-sample)

-0.68%

—

Return, trailing 1 month (out-of-sample)

0.48%

—

Return, trailing 1 week (out-of-sample)

-0.76%

—

Return, trailing 1 year (backtest)

8.02%

—

Return, trailing 1 year (out-of-sample)

9.38%

—

Return, trailing 2 weeks (out-of-sample)

-0.40%

—

Return, trailing 3 months (out-of-sample)

0.82%

—

Return, year to date (live account)

—

16.70%

SPY annualized return over the backtest window (backtest)

10.94%

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Trading activity

Annualized turnover, backtest period (backtest)

0.58

—

Annualized turnover, out-of-sample period (out-of-sample)

0.51

—

Daily win rate, backtest period (backtest)

55.51%

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Daily win rate, out-of-sample period (out-of-sample)

53.11%

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Backtest

Backtest final value (from $10,000)

$45k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Risk metrics

Beta vs the source's benchmark, last 365 days (Lighthorse, daily, live)

—

0.77

Calmar ratio, backtest period (backtest)

0.23

—

Calmar ratio, out-of-sample period (out-of-sample)

0.49

—

Maximum drawdown since inception (Lighthorse, daily, live)

—

-42.13%

Maximum drawdown, backtest period (backtest)

-35.17%

—

Maximum drawdown, last 365 days (Lighthorse, daily, live)

—

-8.09%

Maximum drawdown, last 365 days (live account)

—

-8.10%

Maximum drawdown, out-of-sample period (out-of-sample)

-17.58%

—

Sharpe ratio since inception (Lighthorse, daily, live)

—

0.26

Sharpe ratio, backtest period (backtest)

0.72

—

Sharpe ratio, last 365 days (Lighthorse, daily, live)

—

1.15

Sharpe ratio, last 365 days (live account)

—

1.10

Sharpe ratio, out-of-sample period (out-of-sample)

0.78

—

Sortino ratio, backtest period (backtest)

1.01

—

Sortino ratio, last 365 days (Lighthorse, daily, live)

—

1.82

Sortino ratio, last 365 days (live account)

—

1.91

Sortino ratio, out-of-sample period (out-of-sample)

1.11

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Standard deviation, backtest period (backtest)

11.74%

—

Standard deviation, out-of-sample period (out-of-sample)

11.33%

—

Value-at-risk 95% 1-week, last 365 days (live account)

—

-3.50%

Volatility since inception (Lighthorse, daily, live)

—

22.28%

Volatility, last 365 days (Lighthorse, daily, live)

—

14.38%

Volatility, last 365 days (live account)

—

15.10%

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.52

—

Construction

Logic complexity (node count)

—

Rebalance frequency

quarterly

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Rebalancing (methodology text)

—

rebalances quarterly; rebalanced on a quarterly

Cost & access

Management / advisory fee

—

0.20%

Minimum investment

—

$100

Disclosure

Metrics calculated through

—

2026-10-09

Popularity

Remixes (copies)

245

—

Watchers

453

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Risk score

Risk label (Interactive Advisors)

—

Growth plus

Risk rating (Composer data field)

Moderate

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Risk score 1-5 (Interactive Advisors)

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources