30 years
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 30 years, 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 By Period
As of Sep 18, 2024, the 30 years returned 15.40% Year-To-Date and 12.90% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| 30 years | 15.40% | 1.15% | 9.44% | 24.86% | 14.57% | 12.90% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 12.50% | 2.00% | 7.25% | 18.89% | 12.84% | 11.41% |
IAU iShares Gold Trust | 24.34% | 2.49% | 17.51% | 32.67% | 10.97% | 7.55% |
NEM Newmont Goldcorp Corporation | 30.74% | 4.26% | 56.53% | 35.64% | 9.32% | 10.66% |
BND Vanguard Total Bond Market ETF | 5.20% | 1.92% | 6.48% | 10.68% | 0.45% | 1.88% |
VNQ Vanguard Real Estate ETF | 13.57% | 6.72% | 17.02% | 27.10% | 4.92% | 7.18% |
VOO Vanguard S&P 500 ETF | 19.30% | 0.63% | 8.62% | 28.62% | 15.40% | 12.92% |
QQQ Invesco QQQ | 15.96% | -1.62% | 6.87% | 28.71% | 20.82% | 17.81% |
Monthly Returns
The table below presents the monthly returns of 30 years, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.14% | 3.11% | 3.08% | -3.96% | 4.05% | 2.93% | 2.88% | 2.32% | 15.40% | ||||
| 2023 | 6.53% | -2.73% | 3.89% | 0.25% | 0.56% | 5.30% | 3.28% | -1.73% | -4.71% | -2.43% | 8.52% | 5.61% | 23.60% |
| 2022 | -5.38% | -2.55% | 3.77% | -7.92% | 0.30% | -7.67% | 7.13% | -4.13% | -8.69% | 6.34% | 6.03% | -5.23% | -18.24% |
| 2021 | -0.54% | 2.18% | 4.76% | 4.34% | 1.29% | 1.88% | 2.02% | 2.49% | -4.47% | 5.68% | -0.27% | 4.47% | 26.09% |
| 2020 | 0.80% | -6.66% | -9.72% | 12.54% | 4.28% | 2.54% | 5.85% | 6.16% | -3.69% | -1.62% | 10.15% | 3.55% | 24.11% |
| 2019 | 7.17% | 2.82% | 2.60% | 3.18% | -5.79% | 6.54% | 1.54% | -0.45% | 1.75% | 2.42% | 2.57% | 2.87% | 30.14% |
| 2018 | 4.89% | -3.63% | -2.11% | -0.12% | 3.04% | 0.93% | 2.86% | 3.00% | 0.12% | -5.93% | 1.86% | -6.93% | -2.78% |
| 2017 | 1.98% | 3.40% | 0.43% | 1.27% | 2.00% | -0.59% | 2.60% | 0.88% | 1.00% | 2.76% | 2.73% | 1.14% | 21.38% |
| 2016 | -3.58% | 0.71% | 6.19% | -0.37% | 1.90% | 1.62% | 4.42% | -0.43% | 0.68% | -1.97% | 1.13% | 1.89% | 12.50% |
| 2015 | -0.57% | 4.33% | -2.04% | 0.95% | 1.10% | -2.94% | 1.89% | -5.39% | -1.16% | 8.68% | 0.04% | -1.04% | 3.17% |
| 2014 | -2.21% | 4.35% | -0.10% | 1.05% | 2.25% | 2.20% | -0.57% | 3.85% | -1.53% | 2.29% | 3.01% | -0.78% | 14.42% |
| 2013 | 3.58% | 0.94% | 3.44% | 2.09% | 1.29% | -1.87% | 4.58% | -2.17% | 2.95% | 4.24% | 1.73% | 1.78% | 24.78% |
Expense Ratio
30 years has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 30 years is 66, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.57 | 2.30 | 1.27 | 1.40 | 6.85 |
IAU iShares Gold Trust | 2.31 | 3.22 | 1.41 | 2.69 | 13.82 |
NEM Newmont Goldcorp Corporation | 0.99 | 1.57 | 1.19 | 0.57 | 3.26 |
BND Vanguard Total Bond Market ETF | 1.67 | 2.44 | 1.29 | 0.59 | 6.51 |
VNQ Vanguard Real Estate ETF | 1.37 | 2.00 | 1.25 | 0.74 | 4.89 |
VOO Vanguard S&P 500 ETF | 2.26 | 3.03 | 1.41 | 2.45 | 12.14 |
QQQ Invesco QQQ | 1.62 | 2.17 | 1.29 | 2.07 | 7.55 |
Dividends
Dividend yield
30 years granted a 2.02% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30 years | 2.02% | 2.16% | 2.21% | 1.64% | 1.95% | 2.05% | 2.24% | 1.95% | 2.18% | 2.14% | 2.11% | 2.08% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEM Newmont Goldcorp Corporation | 2.17% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.58% | 0.65% | 0.36% | 0.54% | 1.16% | 5.23% |
BND Vanguard Total Bond Market ETF | 3.36% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VNQ Vanguard Real Estate ETF | 3.62% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 30 years. 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 30 years was 28.72%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current 30 years drawdown is 0.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -24.17% | Dec 30, 2021 | 200 | Oct 14, 2022 | 296 | Dec 19, 2023 | 496 |
| -15.95% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -11.47% | May 22, 2015 | 66 | Aug 25, 2015 | 45 | Oct 28, 2015 | 111 |
| -9.64% | Nov 4, 2015 | 52 | Jan 20, 2016 | 41 | Mar 18, 2016 | 93 |
Volatility
Volatility Chart
The current 30 years volatility is 3.44%, 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.
Diversification
Asset Correlations Table
| BND | IAU | NEM | VNQ | QQQ | SCHD | VOO | |
|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.34 | 0.22 | 0.16 | -0.04 | -0.10 | -0.08 |
| IAU | 0.34 | 1.00 | 0.64 | 0.12 | 0.04 | 0.03 | 0.04 |
| NEM | 0.22 | 0.64 | 1.00 | 0.23 | 0.16 | 0.20 | 0.19 |
| VNQ | 0.16 | 0.12 | 0.23 | 1.00 | 0.49 | 0.63 | 0.62 |
| QQQ | -0.04 | 0.04 | 0.16 | 0.49 | 1.00 | 0.67 | 0.90 |
| SCHD | -0.10 | 0.03 | 0.20 | 0.63 | 0.67 | 1.00 | 0.86 |
| VOO | -0.08 | 0.04 | 0.19 | 0.62 | 0.90 | 0.86 | 1.00 |