PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Dividend Income SCHD/VNQ/VGSH

Last updated Sep 21, 2023

Asset Allocation


VGSH 25%SCHD 50%VNQ 25%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds25%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
VNQ
Vanguard Real Estate ETF
REIT25%

Performance

The chart shows the growth of an initial investment of $10,000 in Dividend Income SCHD/VNQ/VGSH, 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
2.10%
9.04%
Dividend Income SCHD/VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Dividend Income SCHD/VNQ/VGSH returned -0.32% Year-To-Date and 7.52% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%8.15%9.80%
Dividend Income SCHD/VNQ/VGSH-0.31%3.15%-1.04%3.41%6.24%7.48%
SCHD
Schwab US Dividend Equity ETF
-1.22%3.50%-2.91%6.64%9.51%11.07%
VNQ
Vanguard Real Estate ETF
1.06%6.34%0.04%-2.31%3.35%5.97%
VGSH
Vanguard Short-Term Treasury ETF
0.14%-0.56%1.47%1.86%0.96%0.72%

Asset Correlations Table

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

VGSHVNQSCHD
VGSH1.000.06-0.15
VNQ0.061.000.61
SCHD-0.150.611.00

Sharpe Ratio

The current Dividend Income SCHD/VNQ/VGSH Sharpe ratio is 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.15

The Sharpe ratio of Dividend Income SCHD/VNQ/VGSH is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.18
0.70
Dividend Income SCHD/VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend Income SCHD/VNQ/VGSH granted a 3.68% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividend Income SCHD/VNQ/VGSH3.68%3.03%2.33%3.26%3.26%3.68%3.19%3.57%3.42%3.13%3.34%3.49%
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%
VNQ
Vanguard Real Estate ETF
4.68%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
VGSH
Vanguard Short-Term Treasury ETF
2.71%1.17%0.69%1.81%2.41%1.94%1.21%0.92%0.79%0.52%0.38%0.60%

Expense Ratio

The Dividend Income SCHD/VNQ/VGSH has an expense ratio of 0.07% 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.


0.12%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
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
VNQ
Vanguard Real Estate ETF
-0.28
VGSH
Vanguard Short-Term Treasury ETF
0.64

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.62%
-9.73%
Dividend Income SCHD/VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Dividend Income SCHD/VNQ/VGSH. 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 Income SCHD/VNQ/VGSH is 26.83%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.83%Feb 18, 202025Mar 23, 2020161Nov 9, 2020186
-17.29%Jan 5, 2022194Oct 12, 2022
-11.07%Sep 24, 201864Dec 24, 201836Feb 15, 2019100
-10.61%Jan 23, 2015149Aug 25, 2015140Mar 16, 2016289
-8.3%Jan 29, 201839Mar 23, 2018101Aug 16, 2018140

Volatility Chart

The current Dividend Income SCHD/VNQ/VGSH volatility is 2.17%, 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%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.17%
3.66%
Dividend Income SCHD/VNQ/VGSH
Benchmark (^GSPC)
Portfolio components