VIG/VNQ/VTEB/SCHD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 30% |
VNQ Vanguard Real Estate ETF | REIT | 20% |
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
The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB
Returns
| 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 |
| VIG/VNQ/VTEB/SCHD | 4.88% | 5.73% | 4.19% | 3.61% | 8.68% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.96% | 4.80% | 2.39% | -1.91% | -4.49% | -2.54% | 7.69% |
Dividend yield
VIG/VNQ/VTEB/SCHD granted a 3.09% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VIG/VNQ/VTEB/SCHD | 3.09% | 2.80% | 2.14% | 2.62% | 2.54% | 2.94% | 2.59% | 2.80% | 2.49% | 2.09% | 2.16% | 2.28% |
| Portfolio components: | ||||||||||||
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.
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 | -0.08 | ||||
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
| VTEB | VNQ | VIG | SCHD | |
|---|---|---|---|---|
| VTEB | 1.00 | 0.16 | -0.02 | -0.06 |
| VNQ | 0.16 | 1.00 | 0.65 | 0.62 |
| VIG | -0.02 | 0.65 | 1.00 | 0.91 |
| SCHD | -0.06 | 0.62 | 0.91 | 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 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, 2020 | 25 | Mar 23, 2020 | 161 | Nov 9, 2020 | 186 |
| -19.39% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -12.23% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -8.3% | Jan 29, 2018 | 39 | Mar 23, 2018 | 101 | Aug 16, 2018 | 140 |
| -6.91% | Dec 30, 2015 | 14 | Jan 20, 2016 | 36 | Mar 11, 2016 | 50 |
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.