SCHD/VONG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 80% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in SCHD/VONG, 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
As of Dec 7, 2023, the SCHD/VONG returned 5.90% Year-To-Date and 11.56% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| SCHD/VONG | 5.90% | 4.41% | 5.01% | 4.54% | 13.24% | 11.56% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -0.95% | 4.19% | 3.35% | -1.57% | 11.91% | 10.64% |
VONG Vanguard Russell 1000 Growth ETF | 35.89% | 5.14% | 11.34% | 30.25% | 17.36% | 14.57% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.33% | 5.60% | 4.05% | -1.37% | -4.47% | -3.33% | 7.25% |
Dividend yield
SCHD/VONG granted a 3.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/VONG | 3.87% | 2.91% | 2.34% | 2.68% | 2.59% | 2.69% | 2.34% | 2.61% | 2.67% | 2.39% | 2.23% | 2.62% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.66% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
VONG Vanguard Russell 1000 Growth ETF | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% | 1.69% |
Expense Ratio
The SCHD/VONG has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | -0.21 | ||||
VONG Vanguard Russell 1000 Growth ETF | 1.68 |
Asset Correlations Table
| SCHD | VONG | |
|---|---|---|
| SCHD | 1.00 | 0.75 |
| VONG | 0.75 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHD/VONG. 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/VONG was 32.74%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.74% | Feb 13, 2020 | 27 | Mar 23, 2020 | 97 | Aug 10, 2020 | 124 |
| -19.44% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -17.9% | Sep 24, 2018 | 64 | Dec 24, 2018 | 69 | Apr 4, 2019 | 133 |
| -13.02% | Mar 3, 2015 | 123 | Aug 25, 2015 | 140 | Mar 16, 2016 | 263 |
| -11.47% | Jan 29, 2018 | 39 | Mar 23, 2018 | 110 | Aug 29, 2018 | 149 |
Volatility Chart
The current SCHD/VONG volatility is 3.23%, 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.