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Dgro/schg
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DGRO 50.00%SCHG 50.00%EquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dgro/schg, 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 3 months.


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Returns By Period


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Monthly Returns


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Expense Ratio

Dgro/schg has an expense ratio of 0.06%, 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.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Dgro/schg ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Dgro/schg Risk / Return Rank: 3636
Overall Rank
Dgro/schg Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
Dgro/schg Sortino Ratio Rank: 3333
Sortino Ratio Rank
Dgro/schg Omega Ratio Rank: 3434
Omega Ratio Rank
Dgro/schg Calmar Ratio Rank: 3535
Calmar Ratio Rank
Dgro/schg Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Dgro/schg. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield


Dgro/schg doesn't pay dividends

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 Dgro/schg. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current Dgro/schg drawdown is 2.17%.


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Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

Not enough data to calculate this metric.


Diversification Ratio

Not enough data to calculate this metric.