Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate | 5.69% | 30.47% | 23.88% | 14.88% | 11.71% | 8.80% | 9.13% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate | 12/31/2000 | 05/01/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 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 (%) | 0.17 | 30.47 | 23.88 | 14.88 | 11.71 | 8.80 | 9.13 | … | … | 5.69 | 27.10 | 19.47 | 23.86 | -4.68 | 8.42 | 6.92 | 15.11 | -6.23 | 14.33 | 7.12 | -0.99 | 2.40 | 13.49 | 11.37 | -2.05 | 12.67 | 14.78 | 2.23 | 8.25 | 14.64 | 6.62 | 11.07 | 20.10 | -1.00 | 0.44 |
| Sharpe Ratio | NA | 3.51 | 2.40 | 1.31 | 0.98 | NA | NA | … | … | 0.62 | 2.59 | 2.20 | 2.68 | -0.47 | 1.07 | 0.37 | 2.25 | -0.89 | 3.24 | 0.78 | -0.12 | 0.37 | 1.92 | 1.32 | -0.14 | 1.15 | 1.66 | 3.96 | 0.50 | 1.50 | 0.72 | 1.42 | 3.22 | -0.62 | -0.63 |
| Standard Deviation(%) | NA | 7.79 | 8.29 | 9.28 | 9.74 | NA | NA | … | … | 9.80 | 9.34 | 7.22 | 7.55 | 12.90 | 7.88 | 17.90 | 6.07 | 8.53 | 4.22 | 8.89 | 8.68 | 6.52 | 7.01 | 8.54 | 14.41 | 10.92 | 8.83 | 0.32 | 10.12 | 7.46 | 6.06 | 7.10 | 6.02 | 3.47 | 3.14 |
| Draw Down(%) | NA | 5.71 | 7.88 | 14.08 | 22.40 | NA | NA | … | … | 5.71 | 7.88 | 4.14 | 4.39 | 13.46 | 3.91 | 22.40 | 3.42 | 12.10 | 1.28 | 7.24 | 9.23 | 5.71 | 5.56 | 8.06 | 13.80 | 8.76 | 4.16 | 0.31 | 6.94 | 8.21 | 4.30 | 6.55 | 3.11 | 3.48 | 5.59 |
| Yield(%) | NA | 14.83 | 9.23 | 6.43 | 4.30 | NA | NA | … | … | NA | NA | 4.81 | 13.97 | 6.44 | 1.88 | 1.83 | 2.72 | 2.12 | 2.19 | 2.34 | 1.96 | 2.45 | 2.12 | 2.76 | 2.66 | 2.43 | 3.08 | 2.55 | 3.25 | 2.94 | 2.57 | 2.54 | 2.94 | 3.72 | 3.16 |
Data as of 02/27/2026, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate |
0.56%
Mar 2017 – Mar 2020 |
1.84%
Mar 2015 – Mar 2020 |
4.58%
Mar 2010 – Mar 2020 |
5.41%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Federal Employee Thrift Savings Plan Asset Allocation Composite Moderate |
25.24%
Sep 2022 – Sep 2025 |
16.10%
Oct 2020 – Oct 2025 |
11.71%
Feb 2016 – Feb 2026 |
9.05%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart