HDV/VIG/SCHD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
HDV iShares Core High Dividend ETF | Large Cap Value Equities, Dividend | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 30% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jul 25, 2024, the HDV/VIG/SCHD returned 9.34% Year-To-Date and 10.62% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| HDV/VIG/SCHD | 9.92% | 3.42% | 8.30% | 12.60% | 11.00% | 10.69% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.40% | 7.28% | 11.67% | 11.96% | 11.22% |
VIG Vanguard Dividend Appreciation ETF | 10.22% | 1.59% | 8.46% | 13.84% | 11.43% | 11.37% |
HDV iShares Core High Dividend ETF | 12.68% | 3.66% | 10.50% | 12.77% | 7.45% | 8.01% |
Monthly Returns
The table below presents the monthly returns of HDV/VIG/SCHD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.75% | 2.31% | 4.22% | -3.92% | 2.43% | 0.36% | 9.92% | ||||||
| 2023 | 2.12% | -3.39% | 0.47% | 0.51% | -3.81% | 5.37% | 3.50% | -1.55% | -3.99% | -3.04% | 6.27% | 5.05% | 6.94% |
| 2022 | -2.49% | -1.82% | 3.30% | -4.20% | 2.94% | -7.30% | 4.68% | -2.98% | -7.83% | 11.16% | 6.44% | -3.34% | -3.22% |
| 2021 | -1.55% | 4.18% | 7.71% | 2.46% | 2.66% | -0.69% | 1.43% | 1.56% | -3.83% | 5.16% | -2.18% | 7.17% | 26.01% |
| 2020 | -1.54% | -9.15% | -11.65% | 12.12% | 3.45% | -0.75% | 4.65% | 4.78% | -2.34% | -1.15% | 11.90% | 2.72% | 10.70% |
| 2019 | 5.88% | 4.27% | 1.52% | 3.18% | -6.42% | 6.91% | 1.46% | -0.81% | 2.83% | 0.81% | 2.44% | 2.38% | 26.56% |
| 2018 | 4.25% | -5.34% | -1.80% | -0.85% | 1.49% | 0.69% | 4.46% | 2.23% | 1.55% | -5.30% | 3.78% | -8.26% | -3.98% |
| 2017 | 0.14% | 3.76% | 0.02% | 0.50% | 1.62% | -0.10% | 1.38% | -0.21% | 2.74% | 2.37% | 4.20% | 1.87% | 19.76% |
| 2016 | -1.81% | 0.90% | 6.29% | 0.03% | 1.31% | 2.86% | 2.26% | -0.37% | -0.18% | -1.85% | 2.79% | 2.10% | 14.99% |
| 2015 | -2.95% | 4.97% | -2.35% | 0.90% | 0.38% | -3.02% | 1.29% | -5.39% | -1.11% | 8.02% | -0.01% | -0.81% | -0.78% |
| 2014 | -4.49% | 4.06% | 1.86% | 1.87% | 1.25% | 1.61% | -2.29% | 3.48% | -0.51% | 2.15% | 2.84% | -0.65% | 11.39% |
| 2013 | 5.66% | 1.81% | 4.22% | 2.98% | 0.59% | -0.91% | 4.60% | -3.58% | 2.77% | 4.78% | 2.16% | 1.66% | 29.80% |
Expense Ratio
HDV/VIG/SCHD has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HDV/VIG/SCHD is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
VIG Vanguard Dividend Appreciation ETF | 1.44 | 2.08 | 1.25 | 1.41 | 4.54 |
HDV iShares Core High Dividend ETF | 1.23 | 1.86 | 1.22 | 1.30 | 4.34 |
Dividends
Dividend yield
HDV/VIG/SCHD granted a 2.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HDV/VIG/SCHD | 2.96% | 3.07% | 3.00% | 2.55% | 2.88% | 2.66% | 2.89% | 2.53% | 2.74% | 2.97% | 2.54% | 2.42% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.49% | 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 | 1.80% | 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 | 3.38% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% | 3.20% | 3.17% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 1.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.18% | Jan 24, 2020 | 41 | Mar 23, 2020 | 141 | Oct 12, 2020 | 182 |
| -16.13% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -16.09% | Jan 5, 2022 | 186 | Sep 30, 2022 | 202 | Jul 24, 2023 | 388 |
| -12.88% | Mar 3, 2015 | 123 | Aug 25, 2015 | 137 | Mar 11, 2016 | 260 |
| -11.3% | Jan 29, 2018 | 39 | Mar 23, 2018 | 120 | Sep 13, 2018 | 159 |
Volatility
Volatility Chart
The current HDV/VIG/SCHD volatility is 2.71%, 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.
Diversification
Asset Correlations Table
| HDV | VIG | SCHD | |
|---|---|---|---|
| HDV | 1.00 | 0.82 | 0.91 |
| VIG | 0.82 | 1.00 | 0.92 |
| SCHD | 0.91 | 0.92 | 1.00 |