ACCUMULATION PHASE SCHD 40%, DGRO 60%

Asset Allocation

Position	Category/Sector	Target Weight
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	60%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	40%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ACCUMULATION PHASE SCHD 40%, DGRO 60%, 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 ACCUMULATION PHASE SCHD 40%, DGRO 60% returned 14.25% Year-To-Date and 13.32% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio ACCUMULATION PHASE SCHD 40%, DGRO 60%	0.77%	3.00%	14.25%	13.47%	25.05%	16.11%	10.06%	13.32%
Portfolio components:
DGRO iShares Core Dividend Growth ETF	0.69%	3.74%	9.86%	9.27%	22.26%	16.74%	10.82%	13.52%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.37%	20.66%	19.57%	26.16%	14.90%	8.75%	12.91%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 12, 2014, ACCUMULATION PHASE SCHD 40%, DGRO 60%'s average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.6%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ACCUMULATION PHASE SCHD 40%, DGRO 60% closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -10.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.57%	4.37%	-3.71%	4.81%	1.54%	1.19%							14.25%
2025	2.83%	1.63%	-2.36%	-4.66%	2.53%	3.01%	0.66%	4.26%	0.85%	-0.80%	2.88%	0.12%	11.11%
2024	0.82%	2.59%	4.20%	-3.99%	2.58%	0.34%	5.28%	2.77%	1.28%	-0.63%	4.74%	-5.64%	14.63%
2023	2.42%	-2.98%	0.05%	0.76%	-3.76%	5.44%	3.69%	-2.04%	-4.07%	-3.10%	6.79%	5.45%	8.09%
2022	-3.04%	-2.28%	2.62%	-4.82%	2.51%	-7.30%	5.30%	-3.21%	-7.92%	10.61%	6.80%	-3.67%	-6.06%
2021	-1.31%	4.05%	7.88%	2.92%	2.38%	-0.63%	1.83%	2.18%	-4.15%	5.21%	-1.69%	6.96%	27.98%

Benchmark Metrics

ACCUMULATION PHASE SCHD 40%, DGRO 60% has an annualized alpha of 2.02%, beta of 0.85, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 12, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.49%) than losses (85.59%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.02% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 2.02%

Beta: 0.85

R²: 0.86

Upside Capture: 89.49%

Downside Capture: 85.59%

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

Expense Ratio

ACCUMULATION PHASE SCHD 40%, DGRO 60% has an expense ratio of 0.07%, 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.

DGRO

iShares Core Dividend Growth ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

ACCUMULATION PHASE SCHD 40%, DGRO 60% ranks 83 for risk / return — in the top 83% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 ACCUMULATION PHASE SCHD 40%, DGRO 60% 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	2.52	1.86	+0.66
Sortino ratioReturn per unit of downside risk	3.75	2.53	+1.22
Omega ratioGain probability vs. loss probability	1.45	1.34	+0.11
Calmar ratioReturn relative to maximum drawdown	4.39	2.53	+1.86
Martin ratioReturn relative to average drawdown	16.07	11.37	+4.70

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
DGRO iShares Core Dividend Growth ETF	82	2.34	3.40	1.42	3.46	13.36
SCHD Schwab U.S. Dividend Equity ETF	87	2.41	3.72	1.43	5.70	13.97

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.

The current ACCUMULATION PHASE SCHD 40%, DGRO 60% Sharpe ratio is 2.52 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 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ACCUMULATION PHASE SCHD 40%, DGRO 60% 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

ACCUMULATION PHASE SCHD 40%, DGRO 60% 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%	2.78%	2.81%	2.86%	2.76%	2.27%	2.64%	2.52%	2.69%	2.27%	2.52%	2.70%
Portfolio components:
DGRO iShares Core Dividend Growth ETF	1.94%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

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 ACCUMULATION PHASE SCHD 40%, DGRO 60%. 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 ACCUMULATION PHASE SCHD 40%, DGRO 60% was 34.34%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.34%Mar 2020	1mo 9d	6mo 23d	8mo 2dFeb 2020 - Oct 2020
Bear market2022	-18.27%Sep 2022	8mo 28d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-16.82%Dec 2018	3mo 1d	3mo 11d	6mo 12dSep 2018 - Apr 2019
2025 selloff2025	-14.86%Apr 2025	4mo 7d	4mo 7d	8mo 14dDec 2024 - Aug 2025
2015 correction2015	-12.26%Aug 2015	3mo 8d	6mo 25d	10mo 3dMay 2015 - Mar 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 2 assets, with an effective number of assets of 1.92, 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	1.05	1.02	1.01	1.01	1.01

The portfolio has a diversification ratio of 1.01, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

ACCUMULATION PHASE SCHD 40%, DGRO 60% correlation to the S&P 500 Index

ACCUMULATION PHASE SCHD 40%, DGRO 60% has a 0.57 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014	0.87

Benchmark Correlations

Correlation vs. S&P 500 Index. DGRO has the highest benchmark correlation at 0.90, while SCHD has the lowest at 0.80.

SCHD

0.80

DGRO

0.90

Portfolio Correlations

Correlation vs. ACCUMULATION PHASE SCHD 40%, DGRO 60%. DGRO has the highest portfolio correlation at 0.99, while SCHD has the lowest at 0.98.

SCHD

0.98

DGRO

0.99

Asset Correlations Table

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

	SCHD	DGRO
SCHD	1.00	0.93
DGRO	0.93	1.00

The correlation results are calculated based on daily price changes starting from Jun 12, 2014

Diversification Analysis

Find what ACCUMULATION PHASE SCHD 40%, DGRO 60% is missing

See which holdings overlap, where ACCUMULATION PHASE SCHD 40%, DGRO 60% is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification