Robo Report® Data
- AUM Statistics
- Total Portfolio Returns
- Equity & Fixed Income Returns
- Fees, Minimums, & Allocations
- Risk/ Return Statistics
- International Allocations
- Normalized Benchmark
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Risk/ Return Statistics Table ~60/40 Allocations (Last Updated: 06/30/2022)
| Robo Advisor | 1-Year Sharpe Ratio | 3-Year Sharpe Ratio | 5-Year Sharpe Ratio | 1-Year Standard Deviation | 3-Year Standard Deviation | 5-Year Standard Deviation |
|---|---|---|---|---|---|---|
| Acorns | -1.17 | 0.25 | 0.32 | 0.1156 | 0.1477 | 0.1251 |
| Ally Invest Robo Portfolios | -1.18 | 0.26 | 0.34 | 0.1131 | 0.1381 | 0.1173 |
| Axos Invest | -1.05 | 0.32 | 0.39 | 0.1309 | 0.1556 | 0.1313 |
| Betterment | -1.14 | 0.27 | 0.32 | 0.1232 | 0.1587 | 0.1337 |
| Betterment Broad Impact SRI | -1.22 | - | - | 0.1198 | - | - |
| Betterment Climate Impact SRI | -1.21 | - | - | 0.1198 | - | - |
| Betterment Social Impact SRI | -1.27 | 0.1207 | ||||
| Betterment SRI (legacy) | -1.23 | 0.25 | - | 0.1179 | 0.1497 | - |
| Citi Wealth Builder | -1.11 | - | - | 0.1141 | - | - |
| Citizens Bank SpeciFi | -1.21 | 0.26 | - | 0.1268 | 0.1518 | - |
| E*Trade Core | -1.22 | 0.29 | 0.35 | 0.1169 | 0.1473 | 0.1244 |
| E*Trade Core SRI | -1.04 | 0.33 | - | 0.1152 | 0.1498 | - |
| Edelman Financial Engines (EMAP) | -1.19 | 0.23 | - | 0.1339 | 0.1582 | - |
| Ellevest | -1.08 | 0.31 | 0.36 | 0.104 | 0.141 | 0.1184 |
| Fidelity Go | -1.05 | 0.34 | 0.42 | 0.1136 | 0.1417 | 0.1201 |
| FutureAdvisor | -1.22 | 0.28 | 0.32 | 0.1077 | 0.1367 | 0.1146 |
| Interactive Advisors | -1.23 | 0.26 | - | 0.0999 | 0.1275 | - |
| JP Morgan Chase Automated Investing | -1.36 | 0.25 | - | 0.0982 | 0.1162 | - |
| Liftoff (Ritholtz Wealth Management) | -1.2 | 0.25 | - | 0.1139 | 0.1487 | - |
| Marcus Invest Core | -0.96 | - | - | 0.1143 | - | - |
| Marcus Invest Smart Beta | -1.03 | - | - | 0.1117 | - | - |
| Marcus Invest SRI | -1.06 | - | - | 0.1181 | - | - |
| Merrill Edge Guided Investing | -0.94 | 0.32 | 0.37 | 0.1183 | 0.1488 | 0.1235 |
| Merrill Edge Guided Investing SRI | -1.13 | 0.36 | - | 0.1262 | 0.1441 | - |
| Morgan Stanley Active | -1.33 | 0.25 | - | 0.1305 | 0.1457 | - |
| Morgan Stanley Defense and Cyber Security | -1.14 | 0.21 | - | 0.1423 | 0.1636 | - |
| Morgan Stanley Emerging Consumer | -1.51 | 0.17 | - | 0.147 | 0.1593 | - |
| Morgan Stanley Gender Diversity | -1.35 | 0.28 | - | 0.1127 | 0.1321 | - |
| Morgan Stanley Genomics | -1.61 | 0.14 | - | 0.1222 | 0.1305 | - |
| Morgan Stanley Global Frontier | -1.42 | 0.17 | - | 0.1227 | 0.145 | - |
| Morgan Stanley Inflation Conscious | -0.83 | 0.31 | - | 0.1213 | 0.1675 | - |
| Morgan Stanley Market-Tracking | -1.15 | 0.27 | - | 0.1246 | 0.1477 | - |
| Morgan Stanley Robotics | -1.5 | 0.28 | - | 0.152 | 0.1692 | - |
| Morgan Stanley SRI | -1.27 | 0.35 | - | 0.1105 | 0.1282 | - |
| Personal Capital | -0.88 | 0.35 | 0.36 | 0.1306 | 0.1621 | 0.1376 |
| Schwab | -1.12 | 0.28 | 0.31 | 0.1052 | 0.1573 | 0.1315 |
| Schwab Domestic Focus | -0.89 | 0.35 | - | 0.1201 | 0.1619 | - |
| SigFig | -1.21 | 0.35 | 0.41 | 0.1147 | 0.1435 | 0.1222 |
| SoFi | -1.11 | 0.35 | 0.39 | 0.1236 | 0.1414 | 0.1198 |
| Stash Smart Portfolio | -1.39 | - | - | 0.1337 | - | - |
| TD Ameritrade (legacy Essential and Selective Portfolios) | -1.06 | 0.3 | 0.36 | 0.1403 | 0.1636 | 0.1386 |
| TD Ameritrade SRI | -1.05 | 0.33 | - | 0.1419 | 0.1625 | - |
| UBS Advice Advantage | -1.1 | 0.28 | - | 0.1313 | 0.1685 | - |
| US Bank Automated Investor | -1.26 | 0.3 | - | 0.1194 | 0.1523 | - |
| Vanguard Digital Advisor | -1.23 | - | - | 0.1085 | - | - |
| Vanguard P.A.S. | -1.11 | 0.33 | 0.39 | 0.1129 | 0.1447 | 0.1224 |
| Wealthfront (Risk 4.0 ; 2018) | -1.11 | 0.32 | - | 0.1168 | 0.1441 | - |
| Wealthfront (Risk 4.0 ; 2016) | -0.75 | 0.41 | 0.44 | 0.1268 | 0.1636 | 0.1375 |
| Wealthfront PassivePlus (Risk 4.0 ; 2019) | -1.38 | 0.18 | - | 0.117 | 0.1532 | - |
| Wells Fargo Intuitive Investor | -1.32 | 0.25 | - | 0.1349 | 0.1654 | - |
| Zacks Advantage | -0.8 | 0.4 | - | 0.118 | 0.1485 | - |
Produced by The Robo Report
Risk/ Return Statistics Table Non-60/40 Allocations (Last Updated: 06/30/2022)
| Robo Advisor | % Equity Allocation | 1-Year Sharpe Ratio | 3-Year Sharpe Ratio | 5-Year Sharpe Ratio | 1-Year Standard Deviation | 3-Year Standard Deviation | 5-Year Standard Deviation |
|---|---|---|---|---|---|---|---|
| blooom IRA | 79% | -0.96 | - | - | 0.1494 | - | - |
| Marcus Invest Core IRA | 99% | -0.69 | 0.39 | - | 0.184 | 0.2302 | - |
| Principal SimpleInvest IRA | 97% | -0.84 | - | - | 0.1878 | - | - |
| T Rowe Price ActivePlus Portfolios IRA | 100% | -0.91 | 0.32 | - | 0.2191 | 0.2432 | - |
| Titan Invest | 76% | -1.41 | 0.38 | - | 0.2198 | 0.2551 | - |
| Titan Invest Offshore | 67% | -2.03 | - | - | 0.2405 | - | - |
Produced by The Robo Report
This analysis was produced by The Robo Report with the help of Markov Process International, Inc.
Risk/ Return Charts (Last Updated: 06/30/2022)
5-Year Sharpe Ratio & Standard Deviation
Produced by The Robo Report
3-Year Sharpe Ratio & Standard Deviation
Produced by The Robo Report
1-Year Sharpe Ratio & Standard Deviation
Produced by The Robo Report
This analysis was produced by The Robo Report with the help of Markov Process International, Inc.
