VIG/VNQ/VTEB/SCHD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
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% |
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| VIG/VNQ/VTEB/SCHD | -1.91% | 4.46% | -5.63% | 5.39% | 9.68% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
VIG Vanguard Dividend Appreciation ETF | -1.37% | 5.87% | -4.46% | 8.09% | 13.23% | 11.20% |
VNQ Vanguard Real Estate ETF | 1.12% | 7.92% | -5.15% | 12.02% | 7.89% | 5.42% |
VTEB Vanguard Tax-Exempt Bond ETF | -1.35% | 1.15% | -1.63% | 0.64% | 0.91% | N/A |
Monthly Returns
The table below presents the monthly returns of VIG/VNQ/VTEB/SCHD, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.87% | 1.90% | -2.43% | -3.37% | 0.22% | -1.91% | |||||||
| 2024 | -0.64% | 1.94% | 2.66% | -4.44% | 2.50% | 1.02% | 4.90% | 2.86% | 1.60% | -1.45% | 4.19% | -5.10% | 9.91% |
| 2023 | 4.11% | -3.48% | 0.30% | 0.46% | -2.96% | 4.80% | 2.39% | -1.91% | -4.49% | -2.54% | 7.69% | 5.58% | 9.44% |
| 2022 | -4.61% | -2.17% | 2.38% | -4.13% | 0.55% | -6.05% | 5.44% | -3.58% | -7.85% | 6.80% | 6.34% | -3.25% | -10.93% |
| 2021 | -1.07% | 2.67% | 5.70% | 3.61% | 1.72% | 0.29% | 2.13% | 1.49% | -3.91% | 4.81% | -1.32% | 6.12% | 24.05% |
| 2020 | 0.24% | -6.49% | -10.94% | 8.29% | 3.21% | 0.42% | 4.13% | 3.39% | -1.60% | -1.26% | 9.24% | 2.41% | 9.65% |
| 2019 | 6.18% | 2.85% | 1.96% | 2.15% | -3.40% | 4.51% | 1.68% | 0.84% | 1.80% | 0.66% | 1.36% | 1.59% | 24.22% |
| 2018 | 1.79% | -4.55% | -0.35% | -0.53% | 2.04% | 1.17% | 2.94% | 2.08% | 0.24% | -4.36% | 3.37% | -6.32% | -3.01% |
| 2017 | 0.39% | 3.15% | -0.42% | 0.74% | 1.16% | 0.44% | 1.13% | 0.00% | 1.45% | 1.53% | 3.10% | 1.19% | 14.70% |
| 2016 | -1.95% | 0.55% | 5.91% | -0.45% | 1.20% | 3.31% | 2.41% | -0.86% | -0.73% | -2.34% | 0.80% | 2.26% | 10.25% |
| 2015 | 3.37% | -0.06% | 5.92% | 0.11% | 0.04% | 9.59% |
Expense Ratio
VIG/VNQ/VTEB/SCHD has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VIG/VNQ/VTEB/SCHD is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
VIG Vanguard Dividend Appreciation ETF | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
VNQ Vanguard Real Estate ETF | 0.66 | 1.09 | 1.14 | 0.54 | 2.35 |
VTEB Vanguard Tax-Exempt Bond ETF | 0.10 | 0.16 | 1.02 | 0.10 | 0.32 |
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Dividends
Dividend yield
VIG/VNQ/VTEB/SCHD provided a 3.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 3.01% | 2.96% | 2.80% | 2.14% | 2.62% | 2.54% | 2.94% | 2.59% | 2.80% | 2.49% | 2.09% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VIG Vanguard Dividend Appreciation ETF | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.27% | 3.14% | 2.79% | 2.09% | 1.65% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 0.00% |
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.
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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.
The current VIG/VNQ/VTEB/SCHD drawdown is 6.91%.
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 | 360 | Mar 20, 2024 | 554 |
| -13.43% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VTEB | VNQ | SCHD | VIG | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.61 | 0.82 | 0.92 | 0.86 |
| VTEB | 0.00 | 1.00 | 0.19 | -0.02 | 0.02 | 0.11 |
| VNQ | 0.61 | 0.19 | 1.00 | 0.63 | 0.66 | 0.83 |
| SCHD | 0.82 | -0.02 | 0.63 | 1.00 | 0.89 | 0.93 |
| VIG | 0.92 | 0.02 | 0.66 | 0.89 | 1.00 | 0.94 |
| Portfolio | 0.86 | 0.11 | 0.83 | 0.93 | 0.94 | 1.00 |