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VIG/VNQ/VTEB/SCHD

Last updated Dec 9, 2023

Asset Allocation


VTEB 20%SCHD 30%VIG 30%VNQ 20%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds20%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend30%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend30%
VNQ
Vanguard Real Estate ETF
REIT20%

Performance

The chart shows the growth of an initial investment of $10,000 in VIG/VNQ/VTEB/SCHD, 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


90.00%100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
112.15%
146.54%
VIG/VNQ/VTEB/SCHD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
VIG/VNQ/VTEB/SCHD4.88%5.73%4.19%3.61%8.68%N/A
SCHD
Schwab US Dividend Equity ETF
-0.41%5.31%4.01%-1.65%12.01%10.76%
VIG
Vanguard Dividend Appreciation ETF
10.58%4.72%6.01%8.28%12.05%10.63%
VNQ
Vanguard Real Estate ETF
4.59%9.92%3.30%1.73%4.14%6.59%
VTEB
Vanguard Tax-Exempt Bond ETF
4.35%3.68%2.24%3.56%2.01%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.96%4.80%2.39%-1.91%-4.49%-2.54%7.69%

Sharpe Ratio

The current VIG/VNQ/VTEB/SCHD Sharpe ratio is 0.34. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.34

The Sharpe ratio of VIG/VNQ/VTEB/SCHD is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.34
1.25
VIG/VNQ/VTEB/SCHD
Benchmark (^GSPC)
Portfolio components

Dividend yield

VIG/VNQ/VTEB/SCHD granted a 3.09% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VIG/VNQ/VTEB/SCHD3.09%2.80%2.14%2.62%2.54%2.94%2.59%2.80%2.49%2.09%2.16%2.28%
SCHD
Schwab US Dividend Equity ETF
3.67%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
VIG
Vanguard Dividend Appreciation ETF
1.91%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%2.37%
VNQ
Vanguard Real Estate ETF
4.29%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%3.56%
VTEB
Vanguard Tax-Exempt Bond ETF
2.80%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%0.00%0.00%0.00%

Expense Ratio

The VIG/VNQ/VTEB/SCHD has an expense ratio of 0.07% 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.


0.12%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
-0.08
VIG
Vanguard Dividend Appreciation ETF
0.78
VNQ
Vanguard Real Estate ETF
0.12
VTEB
Vanguard Tax-Exempt Bond ETF
0.76

Asset Correlations Table

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

VTEBVNQVIGSCHD
VTEB1.000.16-0.02-0.06
VNQ0.161.000.650.62
VIG-0.020.651.000.91
SCHD-0.060.620.911.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-6.81%
-4.01%
VIG/VNQ/VTEB/SCHD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VIG/VNQ/VTEB/SCHD. 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 VIG/VNQ/VTEB/SCHD was 29.99%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.99%Feb 18, 202025Mar 23, 2020161Nov 9, 2020186
-19.39%Jan 5, 2022194Oct 12, 2022
-12.23%Sep 24, 201864Dec 24, 201836Feb 15, 2019100
-8.3%Jan 29, 201839Mar 23, 2018101Aug 16, 2018140
-6.91%Dec 30, 201514Jan 20, 201636Mar 11, 201650

Volatility Chart

The current VIG/VNQ/VTEB/SCHD volatility is 2.85%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.85%
2.77%
VIG/VNQ/VTEB/SCHD
Benchmark (^GSPC)
Portfolio components
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