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growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHO 40%VOO 25%VT 20%VUG 15%BondBondEquityEquity
PositionCategory/SectorTarget Weight
SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds
40%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
25%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities
20%
VUG
Vanguard Growth ETF
Large Cap Growth Equities
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in growth, 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 every 3 months.


300.00%350.00%400.00%450.00%AugustSeptemberOctoberNovemberDecember2025
335.28%
427.73%
growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Jan 12, 2025, the growth returned -0.78% Year-To-Date and 11.04% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
growth-0.78%-3.32%3.94%21.68%12.23%11.10%
VT
Vanguard Total World Stock ETF
-1.12%-4.07%0.88%15.65%9.41%9.49%
VOO
Vanguard S&P 500 ETF
-0.91%-3.60%4.42%23.50%13.97%13.38%
VUG
Vanguard Growth ETF
-0.76%-3.74%5.76%30.89%17.48%16.09%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.17%0.00%2.28%4.93%2.26%2.08%
*Annualized

Monthly Returns

The table below presents the monthly returns of growth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.30%4.91%2.31%-3.53%4.77%3.84%0.44%2.16%2.07%-0.89%5.20%-1.33%22.94%
20236.67%-2.05%4.32%1.26%1.29%5.44%2.97%-1.37%-4.28%-1.83%8.61%4.18%27.30%
2022-5.76%-3.04%2.69%-8.66%-0.44%-7.12%8.37%-3.85%-8.31%5.38%5.03%-5.23%-20.58%
2021-0.69%1.75%2.72%4.69%0.16%2.74%1.98%2.61%-4.12%5.97%-0.56%2.86%21.59%
20200.56%-5.82%-9.59%10.05%4.47%2.51%5.12%6.36%-3.23%-2.11%9.05%3.47%20.60%
20196.46%2.63%1.80%3.28%-4.80%5.43%1.09%-0.98%1.19%2.03%2.77%2.56%25.59%
20184.58%-2.90%-1.68%0.26%2.03%0.42%2.46%2.51%0.31%-6.17%1.27%-6.34%-3.84%
20171.97%2.81%0.65%1.21%1.53%0.24%1.88%0.51%1.33%1.85%1.98%1.02%18.32%
2016-3.86%-0.34%5.29%0.18%1.19%0.11%3.03%0.02%0.31%-1.56%1.65%1.32%7.29%
2015-1.46%4.23%-1.52%1.45%0.79%-1.43%1.52%-4.67%-2.04%5.95%0.09%-1.50%0.95%
2014-2.60%3.60%0.04%0.44%1.88%1.60%-1.13%2.77%-1.52%1.65%1.79%-0.73%7.87%

Expense Ratio

growth has an expense ratio of 0.05%, 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 VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VUG: 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 rank of growth is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of growth is 6565
Overall Rank
The Sharpe Ratio Rank of growth is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of growth is 6363
Sortino Ratio Rank
The Omega Ratio Rank of growth is 6666
Omega Ratio Rank
The Calmar Ratio Rank of growth is 6262
Calmar Ratio Rank
The Martin Ratio Rank of growth is 7171
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 growth, currently valued at 1.86, compared to the broader market-1.000.001.002.003.004.001.861.77
The chart of Sortino ratio for growth, currently valued at 2.49, compared to the broader market-2.000.002.004.002.492.37
The chart of Omega ratio for growth, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.341.32
The chart of Calmar ratio for growth, currently valued at 2.74, compared to the broader market0.002.004.006.008.0010.002.742.65
The chart of Martin ratio for growth, currently valued at 11.81, compared to the broader market0.0010.0020.0030.0040.0011.8111.13
growth
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
1.371.871.252.018.27
VOO
Vanguard S&P 500 ETF
1.922.561.352.8812.38
VUG
Vanguard Growth ETF
1.872.451.342.529.79
SCHO
Schwab Short-Term U.S. Treasury ETF
2.724.501.605.7713.78

The current growth Sharpe ratio is 1.86. 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 1.22 to 1.93, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of growth 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.86
1.77
growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

growth provided a 3.22% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.22%3.22%3.00%1.68%1.01%1.55%2.43%2.34%1.71%1.71%1.73%1.44%
VT
Vanguard Total World Stock ETF
1.97%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
VOO
Vanguard S&P 500 ETF
1.26%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
SCHO
Schwab Short-Term U.S. Treasury ETF
6.10%6.11%5.33%1.77%0.66%1.84%3.39%2.79%1.67%1.30%1.29%0.78%

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%AugustSeptemberOctoberNovemberDecember2025
-3.90%
-4.32%
growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the growth. 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 growth was 26.84%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current growth drawdown is 3.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.84%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-25.31%Dec 28, 2021202Oct 14, 2022296Dec 19, 2023498
-15.53%Oct 2, 201858Dec 24, 201869Apr 4, 2019127
-12.74%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-11.06%May 22, 2015183Feb 11, 2016102Jul 8, 2016285

Volatility

Volatility Chart

The current growth volatility is 4.45%, 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%6.00%AugustSeptemberOctoberNovemberDecember2025
4.45%
4.66%
growth
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.

SCHOVUGVTVOO
SCHO1.00-0.11-0.12-0.14
VUG-0.111.000.890.94
VT-0.120.891.000.95
VOO-0.140.940.951.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
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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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