SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 )
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 33.33% | |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ), 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 Nov 15, 2024, the SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) returned 52.24% Year-To-Date and 42.43% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) | 52.24% | 11.93% | 21.10% | 65.46% | 37.60% | 42.43% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.41% | 16.67% |
SCHD Schwab US Dividend Equity ETF | 16.94% | 1.09% | 10.43% | 26.08% | 12.60% | 11.57% |
BTC-USD Bitcoin | 106.44% | 30.14% | 33.75% | 130.33% | 59.13% | 71.89% |
Monthly Returns
The table below presents the monthly returns of SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ), 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 | 1.17% | 17.47% | 8.43% | -7.88% | 6.33% | 0.14% | 2.78% | -1.61% | 3.53% | 3.44% | 52.24% | ||
| 2023 | 17.26% | -1.34% | 11.50% | 1.12% | -1.58% | 7.96% | 1.23% | -4.38% | -2.20% | 7.76% | 8.76% | 7.98% | 66.05% |
| 2022 | -9.48% | 1.65% | 4.36% | -11.47% | -4.36% | -16.13% | 11.57% | -7.53% | -6.90% | 7.05% | -1.69% | -5.13% | -34.62% |
| 2021 | 4.19% | 15.34% | 16.36% | 2.64% | -10.73% | 0.41% | 7.50% | 6.73% | -5.74% | 18.25% | -3.39% | -4.85% | 51.26% |
| 2020 | 10.23% | -7.97% | -16.62% | 20.67% | 6.86% | -0.17% | 12.24% | 5.92% | -4.80% | 8.36% | 23.63% | 23.43% | 103.74% |
| 2019 | 2.62% | 5.94% | 3.43% | 12.70% | 19.00% | 19.99% | -0.89% | -2.12% | -2.37% | 5.19% | -3.92% | 0.18% | 73.50% |
| 2018 | -6.04% | -2.59% | -10.93% | 10.75% | -5.87% | -4.31% | 9.67% | -1.31% | -1.42% | -6.34% | -10.94% | -8.27% | -33.61% |
| 2017 | 1.25% | 9.71% | -3.13% | 9.66% | 28.65% | 5.00% | 6.67% | 22.96% | -3.06% | 19.00% | 27.06% | 18.46% | 263.01% |
| 2016 | -7.94% | 6.17% | 2.63% | 2.33% | 7.62% | 10.47% | 0.11% | -2.51% | 2.06% | 3.61% | 4.26% | 11.96% | 47.03% |
| 2015 | -12.43% | 8.82% | -2.29% | -0.91% | -0.08% | 2.87% | 3.98% | -10.41% | -0.63% | 16.60% | 7.71% | 4.71% | 15.45% |
| 2014 | 1.05% | -9.33% | -4.10% | -0.05% | 14.30% | 1.83% | -3.77% | -3.54% | -5.66% | -2.69% | 5.70% | -5.21% | -12.73% |
| 2013 | 18.86% | 23.94% | 102.76% | 18.69% | -1.83% | -11.01% | 6.73% | 7.83% | 1.50% | 20.73% | 190.31% | -25.73% | 841.78% |
Expense Ratio
SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) has an expense ratio of 0.03%, 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 SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.68 | 2.22 | 1.31 | 0.78 | 8.33 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.49 | 1.29 | 0.88 | 8.09 |
BTC-USD Bitcoin | 0.86 | 1.55 | 1.15 | 0.68 | 3.55 |
Dividends
Dividend yield
SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) provided a 1.26% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.26% | 1.32% | 1.31% | 1.07% | 1.23% | 1.27% | 1.45% | 1.21% | 1.31% | 1.40% | 1.24% | 1.18% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ). 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 SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) was 49.32%, occurring on Dec 25, 2018. Recovery took 183 trading sessions.
The current SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) drawdown is 1.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.32% | Dec 17, 2017 | 374 | Dec 25, 2018 | 183 | Jun 26, 2019 | 557 |
| -46.58% | Dec 5, 2013 | 628 | Aug 24, 2015 | 476 | Dec 12, 2016 | 1104 |
| -44.67% | Nov 9, 2021 | 366 | Nov 9, 2022 | 457 | Feb 9, 2024 | 823 |
| -40.01% | Apr 11, 2013 | 7 | Apr 17, 2013 | 201 | Nov 4, 2013 | 208 |
| -37.52% | Feb 13, 2020 | 33 | Mar 16, 2020 | 133 | Jul 27, 2020 | 166 |
Volatility
Volatility Chart
The current SCHG ; SCHD; BTC ( H S A ) ( 33.33 ; 33.33 ; 33.33 ) volatility is 7.66%, 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
| BTC-USD | SCHD | SCHG | |
|---|---|---|---|
| BTC-USD | 1.00 | 0.08 | 0.11 |
| SCHD | 0.08 | 1.00 | 0.65 |
| SCHG | 0.11 | 0.65 | 1.00 |