3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O

Asset Allocation

Position	Category/Sector	Target Weight
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	35%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	25%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	High Yield Bonds	20%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

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Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O, 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

As of Jun 13, 2026, the 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O returned 7.38% Year-To-Date and 13.41% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O	0.27%	0.47%	7.38%	8.03%	21.73%	18.71%	11.32%	13.41%
Portfolio components:
SCHF Schwab International Equity ETF	0.29%	3.90%	15.39%	17.24%	31.75%	19.18%	9.76%	10.82%
SCHG Schwab U.S. Large-Cap Growth ETF	0.12%	-2.45%	2.58%	2.96%	20.32%	22.68%	14.33%	18.50%
SCHX Schwab U.S. Large-Cap ETF	0.48%	0.59%	8.86%	9.10%	25.11%	20.84%	12.76%	15.35%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	0.05%	0.85%	1.72%	2.29%	6.70%	8.09%	4.82%	5.22%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 17, 2013, 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +10.2%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -10.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.23%	0.08%	-4.85%	8.65%	4.59%	-1.97%							7.38%
2025	2.71%	-0.88%	-4.18%	0.94%	5.59%	4.33%	1.52%	2.01%	2.99%	2.42%	-0.09%	0.62%	19.11%
2024	1.07%	4.33%	2.51%	-3.27%	4.28%	2.75%	1.20%	2.15%	1.84%	-1.47%	4.46%	-1.57%	19.48%
2023	7.13%	-2.03%	4.06%	1.41%	0.94%	5.29%	2.93%	-1.57%	-3.88%	-1.99%	8.48%	4.39%	27.23%
2022	-5.19%	-2.58%	2.36%	-8.31%	-0.17%	-7.67%	8.39%	-4.34%	-8.10%	5.59%	6.04%	-4.73%	-18.80%
2021	-0.64%	1.71%	2.52%	4.54%	0.52%	2.47%	1.69%	2.33%	-3.69%	5.30%	-1.44%	2.93%	19.44%

Benchmark Metrics

3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O has an annualized alpha of 1.10%, beta of 0.85, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 17, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.88%) than losses (85.04%) - typical of diversified or defensive assets.

Alpha: 1.10%

Beta: 0.85

R²: 0.97

Upside Capture: 85.88%

Downside Capture: 85.04%

See how alpha, beta & R² have trended over time →

Expense Ratio

3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O has an expense ratio of 0.09%, 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.

SHYG

iShares 0-5 Year High Yield Corporate Bond ETF

SCHF

Schwab International Equity ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

SCHX

Schwab U.S. Large-Cap ETF

Return for Risk

Risk / Return Rank

3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O ranks 38 for risk / return — below 38% 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.

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

The table below presents risk-adjusted performance metrics for 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.78	1.86	-0.08
Sortino ratioReturn per unit of downside risk	2.47	2.53	-0.06
Omega ratioGain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratioReturn relative to maximum drawdown	2.48	2.53	-0.05
Martin ratioReturn relative to average drawdown	10.89	11.37	-0.48

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHF Schwab International Equity ETF	60	1.82	2.52	1.33	2.64	10.14
SCHG Schwab U.S. Large-Cap Growth ETF	32	1.18	1.64	1.21	1.14	3.78
SCHX Schwab U.S. Large-Cap ETF	64	1.91	2.58	1.34	2.63	11.65
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	78	2.02	3.11	1.40	3.70	16.02

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. Learn how to interpret the Sharpe ratio.

The current 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O Sharpe ratio is 1.78 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O provided a 2.45% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.45%	2.56%	2.56%	2.51%	2.39%	2.14%	2.13%	2.50%	2.82%	2.42%	2.56%	2.50%
Portfolio components:
SCHF Schwab International Equity ETF	2.96%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SCHX Schwab U.S. Large-Cap ETF	1.02%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	7.00%	7.03%	6.93%	6.54%	5.57%	4.83%	5.07%	5.33%	5.90%	5.49%	5.53%	5.17%

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 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O. 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 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O was 30.74%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O drawdown is 2.32%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.74%Mar 2020	1mo 2d	4mo 14d	5mo 16dFeb 2020 - Aug 2020
Bear market2022	-24.85%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018	-16.34%Dec 2018	2mo 23d	3mo 12d	6mo 5dOct 2018 - Apr 2019
2025 selloff2025	-15.57%Apr 2025	1mo 18d	1mo 26d	3mo 14dFeb 2025 - Jun 2025
2016 correction2016	-15.44%Feb 2016	8mo 25d	5mo 26d	1y 2moMay 2015 - Aug 2016

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 3.77, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.07	1.07	1.06	1.05	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O correlation to the S&P 500 Index

3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O has a 0.98 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Oct 17, 2013	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHX has the highest benchmark correlation at 1.00, while SHYG has the lowest at 0.69.

0.69

0.80

0.94

1.00

Portfolio Correlations

Correlation vs. 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O. SCHX has the highest portfolio correlation at 0.98, while SHYG has the lowest at 0.73.

0.73

0.86

0.95

0.98

Asset Correlations Table

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

	SHYG	SCHF	SCHG	SCHX
SHYG	1.00	0.66	0.65	0.69
SCHF	0.66	1.00	0.72	0.80
SCHG	0.65	0.72	1.00	0.94
SCHX	0.69	0.80	0.94	1.00

The correlation results are calculated based on daily price changes starting from Oct 17, 2013

Diversification Analysis

Find what 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O is missing

See which holdings overlap, where 3-2 - SCHX 35% schg 25, SCHF 2O, SHYG 2O is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification