Dividend Income SCHD/VNQ/VGSH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 25% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
VNQ Vanguard Real Estate ETF | REIT | 25% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGSH | VNQ | SCHD | |
|---|---|---|---|
| VGSH | 1.00 | 0.06 | -0.15 |
| VNQ | 0.06 | 1.00 | 0.61 |
| SCHD | -0.15 | 0.61 | 1.00 |
Dividend yield
Dividend Income SCHD/VNQ/VGSH granted a 3.68% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Income SCHD/VNQ/VGSH | 3.68% | 3.03% | 2.33% | 3.26% | 3.26% | 3.68% | 3.19% | 3.57% | 3.42% | 3.13% | 3.34% | 3.49% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 25 | Mar 23, 2020 | 161 | Nov 9, 2020 | 186 |
| -17.29% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -11.07% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -10.61% | Jan 23, 2015 | 149 | Aug 25, 2015 | 140 | Mar 16, 2016 | 289 |
| -8.3% | Jan 29, 2018 | 39 | Mar 23, 2018 | 101 | Aug 16, 2018 | 140 |
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.