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HDV/VIG/SCHD

Last updated Feb 21, 2024

Asset Allocation


SCHD 50%VIG 30%HDV 20%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

50%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

30%

HDV
iShares Core High Dividend ETF
Large Cap Value Equities, Dividend

20%

Performance

The chart shows the growth of an initial investment of $10,000 in HDV/VIG/SCHD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.95%
13.40%
HDV/VIG/SCHD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Feb 21, 2024, the HDV/VIG/SCHD returned 1.93% Year-To-Date and 10.80% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
HDV/VIG/SCHD1.93%1.26%7.95%7.33%11.14%10.80%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%
VIG
Vanguard Dividend Appreciation ETF
2.86%1.92%10.70%14.64%12.23%11.31%
HDV
iShares Core High Dividend ETF
2.62%2.21%4.81%5.29%6.73%8.14%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.75%
20233.50%-1.55%-3.99%-3.04%6.27%5.05%

Sharpe Ratio

The current HDV/VIG/SCHD Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.66

The Sharpe ratio of HDV/VIG/SCHD is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.66
1.75
HDV/VIG/SCHD
Benchmark (^GSPC)
Portfolio components

Dividend yield

HDV/VIG/SCHD granted a 3.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HDV/VIG/SCHD3.02%3.07%3.00%2.55%2.88%2.66%2.89%2.53%2.74%2.97%2.54%2.42%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VIG
Vanguard Dividend Appreciation ETF
1.83%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
HDV
iShares Core High Dividend ETF
3.72%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%3.20%3.17%

Expense Ratio

The HDV/VIG/SCHD has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.08%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
0.33
VIG
Vanguard Dividend Appreciation ETF
1.40
HDV
iShares Core High Dividend ETF
0.43

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

HDVVIGSCHD
HDV1.000.830.91
VIG0.831.000.92
SCHD0.910.921.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.32%
-1.08%
HDV/VIG/SCHD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HDV/VIG/SCHD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HDV/VIG/SCHD was 33.18%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current HDV/VIG/SCHD drawdown is 0.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.18%Jan 24, 202041Mar 23, 2020141Oct 12, 2020182
-16.13%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-16.09%Jan 5, 2022186Sep 30, 2022202Jul 24, 2023388
-12.88%Mar 3, 2015123Aug 25, 2015137Mar 11, 2016260
-11.3%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159

Volatility Chart

The current HDV/VIG/SCHD volatility is 2.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.93%
3.37%
HDV/VIG/SCHD
Benchmark (^GSPC)
Portfolio components
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