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3 ETF (Retirement -20Y)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHG 40%VOO 30%SCHD 30%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
30%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
40%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
30%

Performance

Performance Chart

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


350.00%400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
599.76%
401.10%
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 By Period

As of Dec 7, 2024, the 3 ETF (Retirement -20Y) returned 29.30% Year-To-Date and 14.52% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
27.68%1.58%13.90%32.27%14.27%11.62%
3 ETF (Retirement -20Y)29.30%1.62%15.69%34.41%17.38%14.84%
VOO
Vanguard S&P 500 ETF
29.20%1.61%14.24%33.99%16.01%13.82%
SCHG
Schwab U.S. Large-Cap Growth ETF
38.87%3.46%18.09%43.60%21.28%17.35%
SCHD
Schwab US Dividend Equity ETF
16.70%-0.89%13.36%22.51%12.45%11.88%

Monthly Returns

The table below presents the monthly returns of 3 ETF (Retirement -20Y), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.57%4.89%3.16%-4.14%4.55%3.90%1.84%2.14%1.94%-0.40%6.02%29.30%
20236.49%-2.22%4.21%0.79%1.51%6.27%3.66%-1.32%-4.80%-2.40%9.12%5.00%28.48%
2022-5.96%-3.06%3.87%-9.17%0.22%-8.05%9.09%-4.15%-9.01%7.58%5.34%-5.95%-19.64%
2021-0.86%2.81%4.77%5.32%0.46%2.95%2.26%3.07%-4.67%7.00%-0.69%4.05%29.21%
20200.58%-7.84%-11.50%13.49%5.38%1.99%6.45%7.57%-3.48%-1.79%11.27%3.79%25.43%
20197.79%3.49%2.08%3.99%-6.65%7.10%1.69%-1.26%1.85%2.34%3.76%2.68%32.00%
20185.90%-3.92%-2.43%0.01%2.85%0.95%3.48%3.67%0.78%-7.21%1.98%-8.51%-3.51%
20171.80%3.87%0.35%1.29%1.88%0.23%2.19%0.50%1.90%2.99%3.40%1.39%24.00%
2016-4.98%0.22%6.73%-0.12%1.75%0.50%3.96%0.05%0.31%-2.03%3.21%1.63%11.29%
2015-2.32%5.87%-1.51%0.46%1.19%-2.15%2.04%-5.84%-2.37%8.48%0.32%-1.75%1.62%
2014-3.36%4.60%0.59%0.78%2.43%1.96%-1.30%3.93%-1.13%2.46%2.95%-0.53%13.88%
20135.17%1.23%3.98%2.21%2.31%-1.49%5.26%-2.69%3.49%4.71%2.84%2.35%33.23%

Expense Ratio

3 ETF (Retirement -20Y) has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 3 ETF (Retirement -20Y) is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 3 ETF (Retirement -20Y) is 8484
Overall Rank
The Sharpe Ratio Rank of 3 ETF (Retirement -20Y) is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of 3 ETF (Retirement -20Y) is 8484
Sortino Ratio Rank
The Omega Ratio Rank of 3 ETF (Retirement -20Y) is 8787
Omega Ratio Rank
The Calmar Ratio Rank of 3 ETF (Retirement -20Y) is 8080
Calmar Ratio Rank
The Martin Ratio Rank of 3 ETF (Retirement -20Y) is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for 3 ETF (Retirement -20Y), currently valued at 2.98, compared to the broader market-6.00-4.00-2.000.002.004.006.002.982.77
The chart of Sortino ratio for 3 ETF (Retirement -20Y), currently valued at 3.95, compared to the broader market-6.00-4.00-2.000.002.004.006.003.953.66
The chart of Omega ratio for 3 ETF (Retirement -20Y), currently valued at 1.55, compared to the broader market0.501.001.502.001.551.51
The chart of Calmar ratio for 3 ETF (Retirement -20Y), currently valued at 4.57, compared to the broader market0.005.0010.0015.004.573.99
The chart of Martin ratio for 3 ETF (Retirement -20Y), currently valued at 20.07, compared to the broader market0.0010.0020.0030.0040.0050.0060.0020.0717.73
3 ETF (Retirement -20Y)
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.923.861.544.2219.12
SCHG
Schwab U.S. Large-Cap Growth ETF
2.713.441.493.7414.84
SCHD
Schwab US Dividend Equity ETF
2.083.031.363.8811.25

The current 3 ETF (Retirement -20Y) Sharpe ratio is 2.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.95 to 2.84, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 3 ETF (Retirement -20Y) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.98
2.77
3 ETF (Retirement -20Y)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

3 ETF (Retirement -20Y) provided a 1.24% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.24%1.67%1.75%1.38%1.62%1.79%2.05%1.73%1.89%2.01%1.78%1.72%
VOO
Vanguard S&P 500 ETF
1.21%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
0.29%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
SCHD
Schwab US Dividend Equity ETF
2.53%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
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.


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

Volatility Chart

The current 3 ETF (Retirement -20Y) volatility is 2.38%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.38%
2.22%
3 ETF (Retirement -20Y)
Benchmark (^GSPC)
Portfolio components

Diversification

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
SCHD1.000.710.86
SCHG0.711.000.94
VOO0.860.941.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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