Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHP Schwab U.S. TIPS ETF | Inflation-Protected Bonds | 5% |
VDIGX Vanguard Dividend Growth Fund | Large Cap Blend Equities, Dividend | 10% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
VSCGX Vanguard LifeStrategy Conservative Growth Fund | Diversified Portfolio | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Modified LifeStrategy Conservative Growth Fund, 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 Every year.
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The earliest data available for this chart is Aug 5, 2010, corresponding to the inception date of SCHP
Returns By Period
As of Apr 2, 2026, the Vanguard Modified LifeStrategy Conservative Growth Fund returned -0.51% Year-To-Date and 6.54% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Vanguard Modified LifeStrategy Conservative Growth Fund | 0.09% | -2.32% | -0.51% | 0.78% | 9.44% | 10.03% | 5.12% | 6.54% |
| Portfolio components: | ||||||||
VSCGX Vanguard LifeStrategy Conservative Growth Fund | 0.51% | -1.91% | -0.25% | 1.17% | 11.16% | 10.57% | 4.82% | 6.18% |
VNQ Vanguard Real Estate ETF | 1.36% | -4.43% | 3.06% | 1.04% | 2.95% | 7.33% | 3.14% | 4.85% |
SCHP Schwab U.S. TIPS ETF | 0.45% | -0.60% | 0.82% | 0.63% | 3.42% | 3.21% | 1.46% | 2.60% |
VDIGX Vanguard Dividend Growth Fund | 0.07% | -5.34% | -5.03% | -2.56% | 2.20% | 11.25% | 9.36% | 11.54% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 6, 2010, Vanguard Modified LifeStrategy Conservative Growth Fund's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +6.2%, while the worst month was Mar 2020 at -7.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Vanguard Modified LifeStrategy Conservative Growth Fund closed higher 55% of trading days. The best single day was Dec 30, 2024 with a return of +4.1%, while the worst single day was Mar 16, 2020 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.43% | 1.76% | -4.10% | 0.52% | -0.51% | ||||||||
| 2025 | 1.65% | 1.02% | -1.41% | 0.44% | 2.03% | 2.31% | 0.10% | 1.93% | 1.62% | 0.93% | 0.64% | 0.08% | 11.90% |
| 2024 | -0.36% | 1.23% | 1.66% | -2.95% | 2.53% | 1.00% | 2.60% | 2.08% | 1.77% | -2.33% | 2.44% | 1.66% | 11.75% |
| 2023 | 4.48% | -2.69% | 2.40% | 0.87% | -1.39% | 2.53% | 1.38% | -1.57% | -3.28% | -1.70% | 6.22% | 4.46% | 11.77% |
| 2022 | -3.35% | -1.70% | -0.23% | -4.84% | -0.13% | -4.49% | 4.69% | -3.43% | -6.61% | 2.85% | 5.19% | -2.63% | -14.41% |
| 2021 | -0.84% | 0.47% | 1.35% | 2.61% | 0.83% | 0.95% | 1.54% | 0.95% | -2.61% | 2.63% | -0.93% | 2.44% | 9.66% |
Benchmark Metrics
Vanguard Modified LifeStrategy Conservative Growth Fund has an annualized alpha of 1.65%, beta of 0.41, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since August 06, 2010.
- This portfolio participated in 49.49% of S&P 500 Index downside but only 45.66% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.41 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.65%
- Beta
- 0.41
- R²
- 0.84
- Upside Capture
- 45.66%
- Downside Capture
- 49.49%
Expense Ratio
Vanguard Modified LifeStrategy Conservative Growth Fund has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Vanguard Modified LifeStrategy Conservative Growth Fund ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.88 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.37 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.39 | +0.34 |
Martin ratioReturn relative to average drawdown | 6.91 | 6.43 | +0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VSCGX Vanguard LifeStrategy Conservative Growth Fund | 80 | 1.58 | 2.26 | 1.32 | 2.25 | 9.11 |
VNQ Vanguard Real Estate ETF | 16 | 0.18 | 0.36 | 1.05 | 0.29 | 1.11 |
SCHP Schwab U.S. TIPS ETF | 36 | 0.84 | 1.17 | 1.15 | 1.19 | 3.52 |
VDIGX Vanguard Dividend Growth Fund | 7 | 0.19 | 0.39 | 1.05 | 0.29 | 1.12 |
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Dividends
Dividend yield
Vanguard Modified LifeStrategy Conservative Growth Fund provided a 7.41% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.41% | 6.99% | 11.36% | 4.76% | 3.39% | 4.23% | 3.16% | 2.84% | 4.27% | 2.14% | 2.54% | 3.34% |
| Portfolio components: | ||||||||||||
VSCGX Vanguard LifeStrategy Conservative Growth Fund | 5.55% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
VNQ Vanguard Real Estate ETF | 3.86% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
SCHP Schwab U.S. TIPS ETF | 3.70% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VDIGX Vanguard Dividend Growth Fund | 25.86% | 21.90% | 21.94% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.72% | 5.16% | 2.86% | 5.70% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Modified LifeStrategy Conservative Growth Fund. 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 Vanguard Modified LifeStrategy Conservative Growth Fund was 19.46%, occurring on Oct 14, 2022. Recovery took 435 trading sessions.
The current Vanguard Modified LifeStrategy Conservative Growth Fund drawdown is 4.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.46% | Jan 3, 2022 | 198 | Oct 14, 2022 | 435 | Jul 11, 2024 | 633 |
| -18.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 89 | Jul 29, 2020 | 112 |
| -8.97% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
| -7.61% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
| -6.8% | Apr 27, 2015 | 186 | Jan 20, 2016 | 58 | Apr 13, 2016 | 244 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 1.53, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SCHP | VNQ | VDIGX | VSCGX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.08 | 0.62 | 0.89 | 0.88 | 0.89 |
| SCHP | -0.08 | 1.00 | 0.12 | -0.06 | 0.20 | 0.19 |
| VNQ | 0.62 | 0.12 | 1.00 | 0.66 | 0.65 | 0.74 |
| VDIGX | 0.89 | -0.06 | 0.66 | 1.00 | 0.80 | 0.86 |
| VSCGX | 0.88 | 0.20 | 0.65 | 0.80 | 1.00 | 0.99 |
| Portfolio | 0.89 | 0.19 | 0.74 | 0.86 | 0.99 | 1.00 |