SCHD TOP 10

Asset Allocation

Position	Category/Sector	Target Weight
AMGN Amgen Inc.	Healthcare	10%
COP ConocoPhillips Company	Energy	10%
CSCO Cisco Systems, Inc.	Technology	10%
CVX Chevron Corporation	Energy	10%
HD The Home Depot, Inc.	Consumer Cyclical	10%
KO The Coca-Cola Company	Consumer Defensive	10%
LMT Lockheed Martin Corporation	Industrials	10%
MO Altria Group, Inc.	Consumer Defensive	10%
TXN Texas Instruments Incorporated	Technology	10%
VZ Verizon Communications Inc.	Communication Services	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SCHD TOP 10, 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 never rebalanced.

Loading graphics...

The earliest data available for this chart is Oct 19, 2001, corresponding to the inception date of CVX

Returns By Period

As of Apr 3, 2026, the SCHD TOP 10 returned 17.29% Year-To-Date and 12.29% 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 SCHD TOP 10	0.18%	-3.01%	17.29%	15.17%	19.47%	10.91%	11.10%	12.29%
Portfolio components:
COP ConocoPhillips Company	1.67%	10.12%	40.51%	42.17%	27.23%	9.86%	23.68%	16.34%
KO The Coca-Cola Company	0.84%	-2.64%	10.50%	17.69%	10.67%	10.37%	11.14%	8.39%
TXN Texas Instruments Incorporated	-0.73%	-3.85%	13.06%	8.54%	12.81%	5.02%	3.19%	16.09%
CSCO Cisco Systems, Inc.	1.95%	0.62%	3.69%	17.63%	31.64%	18.25%	12.05%	14.28%
VZ Verizon Communications Inc.	0.02%	-2.89%	23.39%	17.79%	17.97%	15.58%	2.85%	4.39%
MO Altria Group, Inc.	0.43%	-2.94%	15.96%	3.55%	23.23%	22.72%	13.73%	7.41%
LMT Lockheed Martin Corporation	0.83%	-6.74%	29.44%	26.33%	41.28%	11.53%	13.95%	13.73%
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%
HD The Home Depot, Inc.	-2.41%	-11.76%	-5.91%	-17.50%	-11.09%	5.23%	3.38%	11.72%
AMGN Amgen Inc.	-1.51%	-7.71%	7.04%	18.64%	17.39%	16.07%	10.31%	11.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 22, 2001, SCHD TOP 10's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Oct 2022 with a return of +16.5%, while the worst month was Oct 2008 at -16.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SCHD TOP 10 closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Mar 16, 2020 at -12.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	15.15%	5.43%	-3.29%	-0.10%									17.29%
2025	1.17%	2.72%	-0.39%	-4.76%	2.55%	2.01%	-1.71%	6.76%	-0.39%	-3.43%	0.20%	0.97%	5.32%
2024	-0.84%	1.23%	5.33%	-2.31%	2.30%	0.23%	6.35%	2.98%	0.95%	-1.80%	1.65%	-7.62%	7.99%
2023	0.12%	-4.75%	1.63%	-0.58%	-3.79%	4.55%	3.22%	0.49%	-3.85%	-1.92%	2.62%	4.34%	1.52%
2022	1.55%	1.01%	2.99%	-2.87%	5.07%	-9.84%	5.59%	-0.48%	-7.07%	16.48%	4.37%	-2.91%	12.06%
2021	-2.08%	3.79%	11.33%	0.10%	2.01%	0.86%	-0.02%	-0.82%	-0.36%	3.83%	0.48%	5.79%	27.08%

Benchmark Metrics

SCHD TOP 10 has an annualized alpha of 3.69%, beta of 0.84, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 22, 2001.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.65%) than losses (82.73%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.69% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 3.69%

Beta: 0.84

R²: 0.78

Upside Capture: 94.65%

Downside Capture: 82.73%

Expense Ratio

SCHD TOP 10 has an expense ratio of 0.00%, meaning no management fees are charged. 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

SCHD TOP 10 ranks 47 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.30	0.88	+0.42
Sortino ratio Return per unit of downside risk	1.92	1.37	+0.56
Omega ratio Gain probability vs. loss probability	1.26	1.21	+0.06
Calmar ratio Return relative to maximum drawdown	1.84	1.39	+0.45
Martin ratio Return relative to average drawdown	6.31	6.43	-0.12
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
COP ConocoPhillips Company	63	0.79	1.23	1.16	1.27	2.45
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
TXN Texas Instruments Incorporated	49	0.32	0.75	1.11	0.44	0.89
CSCO Cisco Systems, Inc.	74	1.13	1.55	1.24	2.33	5.93
VZ Verizon Communications Inc.	64	0.79	1.35	1.17	1.22	2.79
MO Altria Group, Inc.	68	1.12	1.53	1.22	1.20	3.11
LMT Lockheed Martin Corporation	81	1.55	1.99	1.29	2.74	7.01
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67
HD The Home Depot, Inc.	21	-0.48	-0.56	0.94	-0.42	-0.94
AMGN Amgen Inc.	59	0.60	1.07	1.13	1.10	2.65

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SCHD TOP 10 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.30
5-Year: 0.77
10-Year: 0.73
All Time: 0.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of SCHD TOP 10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

SCHD TOP 10 provided a 3.38% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.38%	3.83%	3.92%	4.11%	3.85%	3.46%	3.91%	3.20%	3.35%	2.84%	2.98%	3.48%
Portfolio components:
COP ConocoPhillips Company	2.48%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
TXN Texas Instruments Incorporated	2.85%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%
CSCO Cisco Systems, Inc.	2.61%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
VZ Verizon Communications Inc.	5.54%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
MO Altria Group, Inc.	6.39%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
LMT Lockheed Martin Corporation	2.17%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
HD The Home Depot, Inc.	2.87%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
AMGN Amgen Inc.	2.78%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the SCHD TOP 10. 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 SCHD TOP 10 was 49.44%, occurring on Mar 9, 2009. Recovery took 741 trading sessions.

The current SCHD TOP 10 drawdown is 4.04%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-49.44%	Oct 11, 2007	354	Mar 9, 2009	741	Feb 14, 2012	1095
-34.77%	Jan 21, 2020	44	Mar 23, 2020	233	Feb 24, 2021	277
-30.57%	Apr 2, 2002	238	Mar 11, 2003	207	Jan 5, 2004	445
-20.18%	Oct 2, 2018	58	Dec 24, 2018	122	Jun 20, 2019	180
-16.61%	Oct 15, 2024	120	Apr 8, 2025	190	Jan 9, 2026	310

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	MO	LMT	AMGN	VZ	KO	COP	HD	TXN	CSCO	CVX	Portfolio
Benchmark	1.00	0.38	0.44	0.50	0.46	0.48	0.51	0.62	0.67	0.67	0.56	0.82
MO	0.38	1.00	0.28	0.27	0.35	0.43	0.25	0.29	0.23	0.28	0.30	0.48
LMT	0.44	0.28	1.00	0.29	0.28	0.33	0.28	0.30	0.27	0.32	0.32	0.58
AMGN	0.50	0.27	0.29	1.00	0.33	0.33	0.25	0.35	0.36	0.38	0.28	0.54
VZ	0.46	0.35	0.28	0.33	1.00	0.40	0.27	0.34	0.29	0.35	0.33	0.50
KO	0.48	0.43	0.33	0.33	0.40	1.00	0.25	0.35	0.29	0.35	0.32	0.53
COP	0.51	0.25	0.28	0.25	0.27	0.25	1.00	0.27	0.31	0.32	0.78	0.69
HD	0.62	0.29	0.30	0.35	0.34	0.35	0.27	1.00	0.44	0.43	0.32	0.60
TXN	0.67	0.23	0.27	0.36	0.29	0.29	0.31	0.44	1.00	0.55	0.35	0.63
CSCO	0.67	0.28	0.32	0.38	0.35	0.35	0.32	0.43	0.55	1.00	0.37	0.64
CVX	0.56	0.30	0.32	0.28	0.33	0.32	0.78	0.32	0.35	0.37	1.00	0.72
Portfolio	0.82	0.48	0.58	0.54	0.50	0.53	0.69	0.60	0.63	0.64	0.72	1.00

The correlation results are calculated based on daily price changes starting from Oct 22, 2001

SCHD TOP 10

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table