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Improved Equity Glide Path

Th
TheJourney · · 0 replies

In "Glide Path to Retirement During Financial Uncertainty" (Episode 377) BigERN presents a rising equity glide path approach to mitigating sequence of returns risk. I want to share an improvement to this approach with the community that increases how much money you can spend from your portfolio without changing the risk profile - incorporating a TIPS ladder in the bond portion of the portfolio for the duration of the glide path that covers required living expenses.

This approach is similar to the ARVA approach outlined in

www.tandfonline.com

Test it for yourself on

saferetirementspending.com

using my assumptions below, comparing consumption amounts on scenarios 1 and 2. For lower failure Scenario 2 typically provides an extra $1k to $2k of additional spending each year at current TIPS yields! (see results at (https://docs.google.com/spreadsheets/d/1lBACrtW_R7MZbnGPjspZAYD8TZsd74LMZDKCizoALBU/edit?usp=sharing))

Scenario 1 assumptions:

Standard glidepath starting at 60/40 and gliding to 80/20 over 11 years

Initial Portfolio Total 1000000 Retirement Start 1/2026 Retirement Horizon 600 Final Value Target 0 Initial Consumption Amount Inflation Rate 2.5 Allocation Mode glide path Glide Path Length 132

Initial Expense Ratio : 0.03 Stocks: S&P 500, 60% Bonds: 10y U.S. Treasury, 40%

Final Expense Ratio : 0.03 Stocks: S&P 500, 80% Bonds: 10y U.S. Treasury, 20%

Scenario 2 assumptions:

Glidepath starting at 60/40 and gliding to 80/20 over 11 years, with half of bonds (20% of portfolio) held in a TIPS ladder. Since

saferetirementspending.com

does not include a TIPS ladder option, I represented the TIPS ladder with an annual cashflow spanning 11 years and a commensurate reduction in bond holdings in the starting portfolio ($200k = 25% * $800k). At the time of my analysis, a TIPS ladder starting value of ~$200k produces ~$19.9k of annual income for 11 years per

www.tipsladder.com**.**

Initial Portfolio Total 800000 Retirement Start 1/2026 Retirement Horizon 600 Final Value Target 0 Initial Consumption Amount Inflation Rate 2.5 Allocation Mode glide path Glide Path Length 132

Initial Expense Ratio : 0.03 Stocks: S&P 500, 75% Bonds: 10y U.S. Treasury, 25%

Final Expense Ratio : 0.03 Stocks: S&P 500, 80% Bonds: 10y U.S. Treasury, 20%

Cash Flows Amount 19902 Frequency annually Inflation Adjusted yes Start 1/2026 End 1/2037

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