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VOO/SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 50%SCHD 50%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
50%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VOO/SCHD, 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%MayJuneJulyAugustSeptemberOctober
10.66%
10.93%
VOO/SCHD
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 Oct 3, 2024, the VOO/SCHD returned 17.58% Year-To-Date and 12.63% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.50%3.09%10.74%33.68%14.10%11.26%
VOO/SCHD17.58%2.53%10.66%31.19%14.76%12.63%
VOO
Vanguard S&P 500 ETF
20.88%3.33%11.63%35.86%15.98%13.32%
SCHD
Schwab US Dividend Equity ETF
14.11%1.81%9.49%26.37%13.26%11.79%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.88%3.53%3.96%-4.26%3.54%1.84%3.69%2.38%1.52%17.58%
20234.18%-2.90%1.38%0.39%-1.78%5.93%3.74%-1.56%-4.47%-2.99%7.75%5.42%15.15%
2022-3.98%-2.45%3.38%-6.45%2.13%-8.11%6.55%-3.44%-8.32%9.67%6.18%-4.54%-10.88%
2021-0.96%4.41%6.81%3.75%1.92%0.65%1.55%2.52%-4.18%5.72%-1.38%5.91%29.49%
2020-0.90%-8.72%-12.17%12.70%4.21%0.61%5.59%6.05%-3.13%-1.08%12.07%3.39%16.72%
20196.98%3.65%1.74%3.62%-6.97%7.14%1.56%-1.47%2.89%1.77%3.23%2.63%29.34%
20185.07%-4.67%-2.43%-0.39%2.11%0.73%4.05%2.75%0.91%-6.37%2.63%-8.48%-5.00%
20170.65%3.65%0.14%0.64%1.57%0.27%1.86%0.13%2.44%2.97%3.63%1.62%21.33%
2016-3.60%0.27%6.63%0.09%1.58%1.61%3.26%-0.10%0.11%-1.68%3.50%2.15%14.30%
2015-2.99%5.41%-1.96%0.88%0.88%-2.63%1.44%-5.73%-1.59%8.61%0.35%-1.35%0.52%
2014-3.99%4.23%1.41%1.27%1.81%1.73%-1.55%3.70%-0.81%2.19%2.87%-0.60%12.62%
20135.35%1.72%4.19%2.54%1.86%-1.17%4.95%-3.31%3.04%4.73%2.77%2.26%32.64%

Expense Ratio

VOO/SCHD 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.


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 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 VOO/SCHD is 66, 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 VOO/SCHD is 6666
VOO/SCHD
The Sharpe Ratio Rank of VOO/SCHD is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of VOO/SCHD is 6868Sortino Ratio Rank
The Omega Ratio Rank of VOO/SCHD is 6969Omega Ratio Rank
The Calmar Ratio Rank of VOO/SCHD is 5656Calmar Ratio Rank
The Martin Ratio Rank of VOO/SCHD is 7070Martin 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.


VOO/SCHD
Sharpe ratio
The chart of Sharpe ratio for VOO/SCHD, currently valued at 2.74, compared to the broader market-1.000.001.002.003.004.005.002.74
Sortino ratio
The chart of Sortino ratio for VOO/SCHD, currently valued at 3.75, compared to the broader market-2.000.002.004.006.003.75
Omega ratio
The chart of Omega ratio for VOO/SCHD, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for VOO/SCHD, currently valued at 2.51, compared to the broader market0.002.004.006.008.0010.0012.002.51
Martin ratio
The chart of Martin ratio for VOO/SCHD, currently valued at 17.30, compared to the broader market0.0010.0020.0030.0040.0050.0017.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market-1.000.001.002.003.004.005.002.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.71, compared to the broader market-2.000.002.004.006.003.72
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.801.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.96, compared to the broader market0.0010.0020.0030.0040.0050.0016.96

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.803.731.513.0117.48
SCHD
Schwab US Dividend Equity ETF
2.143.071.371.9011.30

Sharpe Ratio

The current VOO/SCHD Sharpe ratio is 2.74. 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 2.13 to 2.86, 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 VOO/SCHD 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 Ratio1.502.002.50MayJuneJulyAugustSeptemberOctober
2.74
2.64
VOO/SCHD
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VOO/SCHD granted a 2.38% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
VOO/SCHD2.38%2.47%2.54%2.01%2.35%2.43%2.56%2.21%2.45%2.54%2.24%2.15%
VOO
Vanguard S&P 500 ETF
1.29%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
3.47%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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%MayJuneJulyAugustSeptemberOctober
-0.45%
-0.92%
VOO/SCHD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VOO/SCHD. 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 VOO/SCHD was 33.50%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current VOO/SCHD drawdown is 0.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.5%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-20.52%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-18.24%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-12.76%May 22, 201566Aug 25, 2015143Mar 21, 2016209
-10.98%Jan 29, 201839Mar 23, 2018108Aug 27, 2018147

Volatility

Volatility Chart

The current VOO/SCHD volatility is 2.76%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.76%
3.33%
VOO/SCHD
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.

SCHDVOO
SCHD1.000.86
VOO0.861.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011