Fisher Recommended ETF Strategy
Mike Freeman at Fisher recommended these 2 funds for my accounts that do not have enough cash for them to manage.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 20% |
SCHX Schwab U.S. Large-Cap ETF | Large Cap Growth Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fisher Recommended ETF Strategy, 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
The earliest data available for this chart is Nov 3, 2009, corresponding to the inception date of SCHX
Returns By Period
As of Dec 19, 2024, the Fisher Recommended ETF Strategy returned 20.90% Year-To-Date and 13.72% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Fisher Recommended ETF Strategy | 22.13% | 0.00% | 8.48% | 22.87% | 14.59% | 13.70% |
| Portfolio components: | ||||||
SCHX Schwab U.S. Large-Cap ETF | 26.93% | 0.37% | 10.64% | 27.57% | 16.59% | 15.53% |
SCHF Schwab International Equity ETF | 3.76% | -1.69% | -0.47% | 4.83% | 6.44% | 6.33% |
Monthly Returns
The table below presents the monthly returns of Fisher Recommended ETF Strategy, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.99% | 4.93% | 3.26% | -3.95% | 4.65% | 3.17% | 1.71% | 2.46% | 1.86% | -1.62% | 5.30% | 22.13% | |
| 2023 | 7.05% | -2.57% | 3.84% | 1.57% | -0.23% | 7.10% | 3.41% | -2.17% | -4.48% | -2.56% | 9.21% | 5.45% | 27.45% |
| 2022 | -5.25% | -2.81% | 3.41% | -8.57% | 0.18% | -8.23% | 8.35% | -4.27% | -8.68% | 7.45% | 6.90% | -4.37% | -16.72% |
| 2021 | -0.79% | 2.76% | 4.11% | 4.91% | 1.15% | 2.50% | 1.90% | 2.56% | -3.88% | 6.18% | -1.89% | 4.70% | 26.49% |
| 2020 | -0.45% | -7.82% | -12.49% | 11.60% | 5.15% | 2.57% | 5.18% | 6.85% | -3.28% | -2.59% | 12.07% | 4.64% | 20.00% |
| 2019 | 7.90% | 3.21% | 2.24% | 3.79% | -6.11% | 7.77% | 0.77% | -1.79% | 2.13% | 2.35% | 3.27% | 3.94% | 32.79% |
| 2018 | 5.40% | -4.02% | -1.90% | 0.54% | 1.63% | 0.99% | 3.36% | 2.24% | 1.31% | -7.30% | 1.62% | -7.35% | -4.33% |
| 2017 | 2.32% | 3.26% | 1.45% | 1.28% | 1.78% | 1.42% | 2.18% | 0.21% | 2.92% | 2.20% | 2.56% | 2.12% | 26.42% |
| 2016 | -5.38% | -0.71% | 7.00% | 0.81% | 1.33% | 0.58% | 3.85% | 0.28% | 0.93% | -1.93% | 2.72% | 2.59% | 12.18% |
| 2015 | -2.12% | 5.62% | -0.54% | 1.42% | 0.94% | -2.15% | 1.79% | -6.15% | -2.25% | 7.85% | 0.15% | -1.05% | 2.80% |
| 2014 | -3.52% | 4.67% | 1.26% | 0.80% | 2.20% | 2.04% | -1.63% | 3.28% | -2.13% | 1.81% | 2.27% | -0.46% | 10.78% |
| 2013 | 4.84% | 0.73% | 3.25% | 2.44% | 1.13% | -1.76% | 5.44% | -2.71% | 4.24% | 4.13% | 2.27% | 3.92% | 31.33% |
Expense Ratio
Fisher Recommended ETF Strategy 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Fisher Recommended ETF Strategy is 52, 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 | |
|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 2.28 | 3.01 | 1.42 | 3.38 | 14.85 |
SCHF Schwab International Equity ETF | 0.51 | 0.77 | 1.09 | 0.69 | 1.97 |
Dividends
Dividend yield
Fisher Recommended ETF Strategy provided a 2.09% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.09% | 3.43% | 3.10% | 3.25% | 3.65% | 4.97% | 4.79% | 5.02% | 3.13% | 4.99% | 4.68% | 2.51% |
| Portfolio components: | ||||||||||||
SCHX Schwab U.S. Large-Cap ETF | 1.79% | 3.54% | 2.47% | 3.01% | 3.52% | 5.47% | 4.46% | 5.10% | 3.26% | 5.11% | 4.40% | 2.58% |
SCHF Schwab International Equity ETF | 3.28% | 2.97% | 5.61% | 4.19% | 4.16% | 2.95% | 6.12% | 4.70% | 2.58% | 4.51% | 5.80% | 2.21% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fisher Recommended ETF Strategy. 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 Fisher Recommended ETF Strategy was 34.17%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Fisher Recommended ETF Strategy drawdown is 3.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.87% | Jan 4, 2022 | 195 | Oct 12, 2022 | 191 | Jul 19, 2023 | 386 |
| -19.49% | May 2, 2011 | 108 | Oct 3, 2011 | 95 | Feb 17, 2012 | 203 |
| -17.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -15.09% | Apr 16, 2010 | 55 | Jul 2, 2010 | 71 | Oct 13, 2010 | 126 |
Volatility
Volatility Chart
The current Fisher Recommended ETF Strategy volatility is 3.75%, 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.
Diversification
Asset Correlations Table
| SCHF | SCHX | |
|---|---|---|
| SCHF | 1.00 | 0.83 |
| SCHX | 0.83 | 1.00 |