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Dividend-simple

Last updated Sep 22, 2023

Asset Allocation


SCHD 66.7%SCHY 33.3%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend66.7%
SCHY
Schwab International Dividend Equity ETF
Dividend, Foreign Large Cap Equities33.3%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
2.45%
8.87%
Dividend-simple
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.39%9.04%12.78%15.22%1.45%N/A
Dividend-simple-1.28%2.95%0.02%10.10%1.36%N/A
SCHD
Schwab US Dividend Equity ETF
-2.05%2.68%-2.91%7.00%1.89%N/A
SCHY
Schwab International Dividend Equity ETF
0.26%3.42%5.86%16.21%0.07%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SCHDSCHY
SCHD1.000.75
SCHY0.751.00

Sharpe Ratio

The current Dividend-simple Sharpe ratio is 0.58. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.58

The Sharpe ratio of Dividend-simple lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.58
0.70
Dividend-simple
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend-simple granted a 3.69% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividend-simple3.69%3.56%2.58%2.31%2.26%2.40%2.12%2.39%2.54%2.31%2.23%2.66%
SCHD
Schwab US Dividend Equity ETF
3.67%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
SCHY
Schwab International Dividend Equity ETF
3.73%3.72%1.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Dividend-simple has an expense ratio of 0.09% 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.


0.14%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
0.33
SCHY
Schwab International Dividend Equity ETF
0.99

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-6.80%
-9.73%
Dividend-simple
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Dividend-simple. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dividend-simple is 18.85%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.85%Jan 13, 2022180Sep 30, 2022
-4.72%Aug 17, 202132Sep 30, 202124Nov 3, 202156
-4.41%Nov 15, 202112Dec 1, 202110Dec 15, 202122
-3.86%Jun 7, 202110Jun 18, 202136Aug 10, 202146
-2.64%May 11, 20212May 12, 202114Jun 2, 202116

Volatility Chart

The current Dividend-simple volatility is 3.09%, 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%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.09%
3.66%
Dividend-simple
Benchmark (^GSPC)
Portfolio components