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3 ETF (Retirement -20Y)

Last updated Feb 24, 2024

20Y from retirement

Asset Allocation


SCHG 40%VOO 30%SCHD 30%EquityEquity
PositionCategory/SectorWeight
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

30%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 3 ETF (Retirement -20Y), 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
16.40%
15.51%
3 ETF (Retirement -20Y)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Feb 24, 2024, the 3 ETF (Retirement -20Y) returned 6.53% Year-To-Date and 13.76% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
3 ETF (Retirement -20Y)6.53%3.56%16.40%31.47%16.04%13.76%
VOO
Vanguard S&P 500 ETF
6.86%4.08%16.40%30.22%14.63%12.76%
SCHG
Schwab U.S. Large-Cap Growth ETF
9.49%5.05%22.76%51.93%19.24%15.77%
SCHD
Schwab US Dividend Equity ETF
2.31%1.06%8.26%7.93%12.17%11.49%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.58%
20233.66%-1.32%-4.80%-2.40%9.12%5.00%

Sharpe Ratio

The current 3 ETF (Retirement -20Y) Sharpe ratio is 2.39. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.39

The Sharpe ratio of 3 ETF (Retirement -20Y) lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.39
2.23
3 ETF (Retirement -20Y)
Benchmark (^GSPC)
Portfolio components

Dividend yield

3 ETF (Retirement -20Y) granted a 1.60% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
3 ETF (Retirement -20Y)1.60%1.67%1.74%1.38%1.62%1.79%2.05%1.73%1.98%2.01%1.78%1.72%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
SCHD
Schwab US Dividend Equity ETF
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Expense Ratio

The 3 ETF (Retirement -20Y) 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.


0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
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
^GSPC
S&P 500
2.23
3 ETF (Retirement -20Y)
2.39
VOO
Vanguard S&P 500 ETF
2.39
SCHG
Schwab U.S. Large-Cap Growth ETF
3.13
SCHD
Schwab US Dividend Equity ETF
0.61

Asset Correlations Table

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

SCHDSCHGVOO
SCHD1.000.740.88
SCHG0.741.000.94
VOO0.880.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.01%
0
3 ETF (Retirement -20Y)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 3 ETF (Retirement -20Y). 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 3 ETF (Retirement -20Y) was 32.98%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current 3 ETF (Retirement -20Y) drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.98%Feb 20, 202023Mar 23, 202091Jul 31, 2020114
-25.4%Dec 28, 2021200Oct 12, 2022294Dec 13, 2023494
-19.39%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-12.65%May 22, 2015183Feb 11, 201645Apr 18, 2016228
-10.1%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility Chart

The current 3 ETF (Retirement -20Y) volatility is 4.09%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
4.09%
3.90%
3 ETF (Retirement -20Y)
Benchmark (^GSPC)
Portfolio components
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