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Dividend-simple
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 66.7%SCHY 33.3%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

66.70%

SCHY
Schwab International Dividend Equity ETF
Dividend, Foreign Large Cap Equities

33.30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend-simple, 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


10.00%15.00%20.00%25.00%30.00%35.00%FebruaryMarchAprilMayJuneJuly
17.37%
30.71%
Dividend-simple
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 29, 2021, corresponding to the inception date of SCHY

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Dividend-simple6.19%4.46%6.05%9.18%N/AN/A
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.37%11.67%12.46%11.15%
SCHY
Schwab International Dividend Equity ETF
1.55%3.53%3.35%4.21%N/AN/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.26%1.12%3.36%-3.92%2.62%-0.77%6.19%
20233.52%-3.52%0.36%0.54%-4.20%4.82%3.82%-2.35%-3.76%-3.38%6.61%5.96%7.77%
2022-1.64%-1.52%2.05%-4.42%2.88%-7.83%2.99%-3.50%-7.38%9.04%8.06%-2.55%-5.31%
2021-0.68%3.67%-0.92%0.92%1.40%-3.97%3.61%-2.51%6.97%8.31%

Expense Ratio

Dividend-simple has an expense ratio of 0.09%, 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 SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend-simple is 19, indicating that it is in the bottom 19% 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 Dividend-simple is 1919
Dividend-simple
The Sharpe Ratio Rank of Dividend-simple is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend-simple is 1818Sortino Ratio Rank
The Omega Ratio Rank of Dividend-simple is 1717Omega Ratio Rank
The Calmar Ratio Rank of Dividend-simple is 2424Calmar Ratio Rank
The Martin Ratio Rank of Dividend-simple is 1717Martin 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.


Dividend-simple
Sharpe ratio
The chart of Sharpe ratio for Dividend-simple, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.001.00
Sortino ratio
The chart of Sortino ratio for Dividend-simple, currently valued at 1.48, compared to the broader market-2.000.002.004.006.001.48
Omega ratio
The chart of Omega ratio for Dividend-simple, currently valued at 1.18, compared to the broader market0.801.001.201.401.601.801.18
Calmar ratio
The chart of Calmar ratio for Dividend-simple, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.000.82
Martin ratio
The chart of Martin ratio for Dividend-simple, currently valued at 2.85, compared to the broader market0.0010.0020.0030.0040.002.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
1.171.741.200.993.63
SCHY
Schwab International Dividend Equity ETF
0.440.681.080.401.10

Sharpe Ratio

The current Dividend-simple Sharpe ratio is 1.00. 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 1.31 to 2.07, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Dividend-simple 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 Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.00
1.82
Dividend-simple
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend-simple granted a 3.95% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend-simple3.95%3.65%3.48%2.43%2.11%1.99%2.04%1.75%1.93%1.98%1.75%1.64%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHY
Schwab International Dividend Equity ETF
4.88%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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%FebruaryMarchAprilMayJuneJuly
-1.20%
-2.86%
Dividend-simple
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend-simple. 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 Dividend-simple was 18.85%, occurring on Sep 30, 2022. Recovery took 310 trading sessions.

The current Dividend-simple drawdown is 1.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.85%Jan 13, 2022180Sep 30, 2022310Dec 26, 2023490
-5.36%Apr 1, 202414Apr 18, 202419May 15, 202433
-4.72%Aug 17, 202132Sep 30, 202124Nov 3, 202156
-4.41%Nov 15, 202112Dec 1, 202110Dec 15, 202122
-4.24%May 20, 202419Jun 14, 202418Jul 12, 202437

Volatility

Volatility Chart

The current Dividend-simple volatility is 2.83%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.83%
2.76%
Dividend-simple
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.

SCHDSCHY
SCHD1.000.73
SCHY0.731.00
The correlation results are calculated based on daily price changes starting from Apr 30, 2021