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My portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 33.33%SCHD 33.33%SCHG 33.33%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

33.33%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

33.33%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My portfolio , 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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
13.24%
14.20%
My portfolio
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 Jun 12, 2024, the My portfolio returned 11.42% Year-To-Date and 13.45% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
My portfolio 11.42%2.10%13.24%23.17%15.94%13.45%
VOO
Vanguard S&P 500 ETF
13.35%3.08%14.96%24.85%15.13%12.82%
SCHD
Schwab US Dividend Equity ETF
2.59%-2.59%4.88%10.71%11.83%10.81%
SCHG
Schwab U.S. Large-Cap Growth ETF
18.71%5.89%20.24%34.76%20.01%16.24%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.45%4.67%3.29%-4.16%4.40%11.42%
20236.10%-2.33%3.75%0.72%0.96%6.22%3.67%-1.36%-4.74%-2.50%8.89%5.07%26.20%
2022-5.63%-2.96%3.79%-8.71%0.54%-8.07%8.66%-4.03%-8.90%7.93%5.48%-5.71%-18.21%
2021-0.88%3.08%5.12%5.06%0.70%2.57%2.14%2.98%-4.59%6.79%-0.80%4.35%29.28%
20200.33%-7.98%-11.61%13.36%5.18%1.76%6.30%7.32%-3.42%-1.67%11.41%3.72%23.96%
20197.65%3.52%2.02%3.93%-6.70%7.11%1.67%-1.30%2.02%2.24%3.67%2.67%31.56%
20185.76%-4.04%-2.43%-0.05%2.73%0.91%3.58%3.51%0.80%-7.07%2.09%-8.50%-3.76%
20171.61%3.83%0.31%1.18%1.83%0.23%2.13%0.44%1.99%2.99%3.44%1.43%23.56%
2016-4.75%0.22%6.80%-0.09%1.72%0.69%3.84%0.02%0.27%-1.97%3.26%1.72%11.88%
2015-2.43%5.79%-1.58%0.53%1.14%-2.23%1.94%-5.82%-2.24%8.50%0.32%-1.68%1.44%
2014-3.47%4.54%0.72%0.86%2.33%1.92%-1.34%3.89%-1.07%2.41%2.94%-0.55%13.67%
20135.20%1.31%4.01%2.27%2.23%-1.43%5.21%-2.80%3.42%4.71%2.82%2.34%33.13%

Expense Ratio

My portfolio 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.


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 rank of My portfolio is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of My portfolio is 7070
My portfolio
The Sharpe Ratio Rank of My portfolio is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of My portfolio is 7373Sortino Ratio Rank
The Omega Ratio Rank of My portfolio is 7373Omega Ratio Rank
The Calmar Ratio Rank of My portfolio is 6565Calmar Ratio Rank
The Martin Ratio Rank of My portfolio is 6969Martin 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.


My portfolio
Sharpe ratio
The chart of Sharpe ratio for My portfolio , currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for My portfolio , currently valued at 3.09, compared to the broader market-2.000.002.004.006.003.09
Omega ratio
The chart of Omega ratio for My portfolio , currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for My portfolio , currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.002.12
Martin ratio
The chart of Martin ratio for My portfolio , currently valued at 8.77, compared to the broader market0.0010.0020.0030.0040.0050.008.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.363.331.412.319.24
SCHD
Schwab US Dividend Equity ETF
1.081.601.190.913.45
SCHG
Schwab U.S. Large-Cap Growth ETF
2.433.311.422.5012.53

Sharpe Ratio

The current My portfolio Sharpe ratio is 2.20. 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 1.43 to 2.37, 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 My portfolio 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.20
2.21
My portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My portfolio granted a 1.72% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My portfolio 1.72%1.80%1.88%1.48%1.74%1.89%2.13%1.81%2.06%2.10%1.86%1.79%
VOO
Vanguard S&P 500 ETF
1.30%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
My portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My portfolio . 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 My portfolio was 33.04%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.04%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-24.44%Dec 28, 2021200Oct 12, 2022294Dec 13, 2023494
-19.19%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-12.29%May 22, 2015183Feb 11, 201642Apr 13, 2016225
-10.14%Jan 29, 20189Feb 8, 2018123Aug 6, 2018132

Volatility

Volatility Chart

The current My portfolio volatility is 2.39%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.39%
2.41%
My portfolio
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
SCHD1.000.730.87
SCHG0.731.000.94
VOO0.870.941.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011