3 fund Schwab
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SWAGX Schwab U.S. Aggregate Bond Index Fund | Total Bond Market | 20% |
SWTSX Schwab Total Stock Market Index Fund | Large Cap Blend Equities | 64% |
SWISX Schwab International Index Fund | Foreign Large Cap Equities | 16% |
Performance
The chart shows the growth of an initial investment of $10,000 in 3 fund Schwab, 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
Returns
As of Sep 21, 2023, the 3 fund Schwab returned 11.22% Year-To-Date and 8.25% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.94% |
| 3 fund Schwab | 0.55% | 7.66% | 11.22% | 14.30% | 7.01% | 8.25% |
| Portfolio components: | ||||||
SWTSX Schwab Total Stock Market Index Fund | 0.37% | 11.96% | 15.16% | 16.71% | 9.41% | 11.08% |
SWISX Schwab International Index Fund | 1.54% | 4.63% | 9.98% | 23.55% | 3.73% | 5.54% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 0.29% | -3.32% | -0.11% | -0.62% | 0.28% | 0.15% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SWAGX | SWISX | SWTSX | |
|---|---|---|---|
| SWAGX | 1.00 | -0.04 | -0.06 |
| SWISX | -0.04 | 1.00 | 0.80 |
| SWTSX | -0.06 | 0.80 | 1.00 |
Dividend yield
3 fund Schwab granted a 1.91% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 fund Schwab | 1.91% | 2.00% | 1.93% | 1.92% | 2.45% | 2.96% | 2.02% | 2.26% | 2.57% | 2.35% | 2.02% | 2.39% |
| Portfolio components: | ||||||||||||
SWTSX Schwab Total Stock Market Index Fund | 1.41% | 1.62% | 1.48% | 1.68% | 2.01% | 2.75% | 2.00% | 2.59% | 3.19% | 2.62% | 2.34% | 2.58% |
SWISX Schwab International Index Fund | 2.48% | 2.73% | 3.43% | 2.00% | 3.35% | 3.52% | 3.12% | 3.78% | 3.31% | 4.23% | 3.30% | 4.62% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.09% | 2.63% | 2.17% | 2.63% | 3.13% | 3.16% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The 3 fund Schwab has an expense ratio of 0.04% 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 | |
|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 0.74 | ||||
SWISX Schwab International Index Fund | 1.12 | ||||
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.08 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 3 fund Schwab. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 3 fund Schwab is 27.91%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -23.84% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -15.2% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -8.08% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -6.98% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility Chart
The current 3 fund Schwab volatility is 2.89%, 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.