We're talking a really small tweak here. When you model these changes going back 17+ years, the impact is minor. So, nothing to write home about.This goes back to changes we made in the last year or so.In the last year we decided, with the apparent future increases expected in interest rates, to reduce our already low exposure to fixed income with moderate term length to those of only short term length. To accomplish that, we switched out a fund. DFA Intermediate Term Extended Quality was replaced with DFA Short Term Extended Quality and we made this change across all 8 model portfolios. (Note that the 100% equity portfolio has no fixed income, so the change didn't impact it.)The Short Term fund would fluctuate less in different interest rate environments. It would have slightly less overall return - although in the short "increasing interest rate environment" expected it would perform better than Intermediate Term.So how are we modifying our approach? The volatility in our most aggressive portfolios, since they have a very high percentage of stock - is driven by stock not by the small percentage in bonds. Therefore we will keep the Intermediate Term bonds in the Models with 85%, 77% and 70% equities. The 40%, 47%, 55% and 63% portfolios will retain the Short Term bonds since the intent of the less aggressive portfolios is less volatility.When we make these changes and model the performance results going back to 1/1/1999 - the results are almost identical, though, as expected we get a slightly higher return in the most aggressive models with the same volatility (which is higher for the more aggressive portfolios). We're talking hundredths to tenths of a percent annualized return. Still, we'll take what we can get!Our mantra is to capture what the market has to offer and that means capturing every hundredth of a percent that we can.