Asset Allocation
Find the right asset allocation for Schwab Trash
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Schwab Trash, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.17% | 8.56% | 8.85% | 22.93% | 19.37% | 11.84% | 13.61% |
Portfolio Schwab Trash | 0.64% | 1.31% | 13.69% | 14.15% | 28.36% | 18.38% | 9.67% | — |
| Portfolio components: | ||||||||
FNDA Schwab Fundamental US Small Co. Index ETF | 0.95% | 5.44% | 18.31% | 15.70% | 33.02% | 15.56% | 7.49% | 11.35% |
FNDC Schwab Fundamental International Small Co. Index ETF | 0.34% | -1.02% | 11.54% | 12.98% | 24.92% | 17.46% | 7.25% | 9.15% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 0.66% | -0.85% | 13.70% | 15.79% | 29.82% | 19.78% | 9.29% | 11.35% |
FNDF Schwab Fundamental International Equity ETF | 0.39% | 1.01% | 19.66% | 21.60% | 40.25% | 22.69% | 13.11% | 12.34% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 0.90% | 2.66% | 15.49% | 14.86% | 31.57% | 20.28% | 13.11% | 14.45% |
HAUZ Xtrackers International Real Estate ETF | 0.56% | -3.21% | -0.58% | 1.03% | 6.09% | 7.69% | -1.46% | 4.01% |
SCHA Schwab U.S. Small-Cap ETF | 1.16% | 5.29% | 22.49% | 19.84% | 41.48% | 18.37% | 7.19% | 11.55% |
SCHC Schwab International Small-Cap Equity ETF | 0.71% | -2.18% | 9.25% | 11.25% | 23.99% | 17.06% | 6.10% | 8.48% |
SCHF Schwab International Equity ETF | 0.29% | 1.57% | 15.39% | 17.24% | 30.20% | 19.18% | 9.76% | 10.82% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.12% | -2.62% | 2.58% | 2.96% | 18.71% | 22.68% | 14.33% | 18.50% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, Schwab Trash's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +8.4%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Schwab Trash closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.80% | 3.38% | -5.70% | 7.94% | 3.03% | 0.07% | 13.69% | ||||||
| 2025 | 2.84% | 0.05% | -1.88% | -0.30% | 4.59% | 4.27% | 0.74% | 3.91% | 2.69% | 1.22% | 1.24% | 1.02% | 22.12% |
| 2024 | -1.38% | 3.28% | 3.37% | -3.02% | 4.01% | 0.23% | 3.33% | 1.58% | 2.58% | -2.56% | 3.30% | -3.75% | 11.04% |
| 2023 | 7.84% | -3.22% | 0.91% | 1.01% | -2.32% | 5.77% | 4.19% | -3.48% | -3.53% | -3.31% | 7.95% | 5.92% | 17.88% |
| 2022 | -2.52% | -2.41% | 0.87% | -6.31% | 1.09% | -7.91% | 5.47% | -3.17% | -9.34% | 6.09% | 8.42% | -3.62% | -14.09% |
| 2021 | 0.98% | 0.33% | -0.62% | 2.07% | -2.81% | 3.62% | -3.26% | 4.27% | 4.38% |
Benchmark Metrics
Schwab Trash has an annualized alpha of 0.60%, beta of 0.80, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participated in 82.49% of S&P 500 Index downside but only 77.92% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.60%
- Beta
- 0.80
- R²
- 0.84
- Upside Capture
- 77.92%
- Downside Capture
- 82.49%
Expense Ratio
Schwab Trash has an expense ratio of 0.19%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
Schwab Trash ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Schwab Trash 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 | 2.26 | 1.86 | +0.40 |
| Sortino ratioReturn per unit of downside risk | 3.10 | 2.53 | +0.57 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.53 | +0.81 |
| Martin ratioReturn relative to average drawdown | 13.45 | 11.37 | +2.08 |
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 |
|---|---|---|---|---|---|---|
FNDA Schwab Fundamental US Small Co. Index ETF | 70 | 1.91 | 2.73 | 1.33 | 3.54 | 11.47 |
FNDC Schwab Fundamental International Small Co. Index ETF | 56 | 1.69 | 2.40 | 1.31 | 2.23 | 8.23 |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 67 | 1.92 | 2.58 | 1.35 | 2.93 | 10.67 |
FNDF Schwab Fundamental International Equity ETF | 85 | 2.53 | 3.30 | 1.45 | 3.82 | 14.27 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 93 | 3.03 | 4.21 | 1.56 | 5.23 | 20.31 |
HAUZ Xtrackers International Real Estate ETF | 16 | 0.44 | 0.72 | 1.09 | 0.43 | 1.21 |
SCHA Schwab U.S. Small-Cap ETF | 82 | 2.24 | 3.10 | 1.37 | 4.38 | 16.08 |
SCHC Schwab International Small-Cap Equity ETF | 47 | 1.49 | 2.09 | 1.27 | 1.93 | 7.12 |
SCHF Schwab International Equity ETF | 63 | 1.82 | 2.52 | 1.33 | 2.64 | 10.14 |
SCHG Schwab U.S. Large-Cap Growth ETF | 33 | 1.18 | 1.64 | 1.21 | 1.14 | 3.78 |
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Dividends
Dividend yield
Schwab Trash provided a 2.24% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.24% | 2.53% | 2.60% | 2.39% | 2.43% | 2.28% | 1.84% | 2.34% | 2.34% | 1.75% | 1.81% | 1.99% |
| Portfolio components: | ||||||||||||
FNDA Schwab Fundamental US Small Co. Index ETF | 1.06% | 1.22% | 1.53% | 1.37% | 1.38% | 1.15% | 1.31% | 1.38% | 1.64% | 1.30% | 1.18% | 1.33% |
FNDC Schwab Fundamental International Small Co. Index ETF | 3.46% | 3.86% | 3.59% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.95% | 1.30% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 3.68% | 4.19% | 4.82% | 4.74% | 5.59% | 4.32% | 2.50% | 3.47% | 2.98% | 2.05% | 1.65% | 2.02% |
FNDF Schwab Fundamental International Equity ETF | 2.87% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.44% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
HAUZ Xtrackers International Real Estate ETF | 4.49% | 4.46% | 4.50% | 3.50% | 1.99% | 4.84% | 3.37% | 3.69% | 1.93% | 2.59% | 2.18% | 9.42% |
SCHA Schwab U.S. Small-Cap ETF | 0.98% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
SCHC Schwab International Small-Cap Equity ETF | 3.35% | 3.66% | 3.72% | 2.94% | 1.78% | 3.02% | 1.62% | 3.23% | 2.51% | 2.73% | 2.01% | 2.34% |
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% |
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 Schwab Trash. 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 Schwab Trash was 23.57%, occurring on Sep 30, 2022. Recovery took 311 trading sessions.
The current Schwab Trash drawdown is 0.81%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -23.57%Sep 2022 | 10mo 25d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2025 selloff2025 | -14.60%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 |
2026 pullback2026 | -8.53%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2024 pullback2024 | -7.16%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 |
2025 pullback2025 | -5.56%Jan 2025 | 1mo 1d | 1mo 4d | 2mo 5dDec 2024 - Feb 2025 |
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 14 assets, with an effective number of assets of 10.07, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.12 | 1.13 | 1.12 | 1.12 |
The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Schwab Trash correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHX has the highest benchmark correlation at 1.00, while SPAXX has the lowest at 0.02.
Asset Correlations Table
Find what Schwab Trash is missing
See which holdings overlap, where Schwab Trash is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification