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Dividend Income SCHD/VNQ/VGSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGSH 25%SCHD 50%VNQ 25%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

50%

VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

25%

VNQ
Vanguard Real Estate ETF
REIT

25%

S&P 500

Performance

Performance Chart

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%2024FebruaryMarchAprilMayJune
4.20%
15.76%
Dividend Income SCHD/VNQ/VGSH
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 Jun 12, 2024, the Dividend Income SCHD/VNQ/VGSH returned 0.19% Year-To-Date and 7.27% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Dividend Income SCHD/VNQ/VGSH0.19%-1.01%4.19%8.06%7.03%7.27%
SCHD
Schwab US Dividend Equity ETF
2.59%-2.27%6.61%11.40%11.75%10.81%
VNQ
Vanguard Real Estate ETF
-5.33%0.06%1.03%4.56%2.20%5.23%
VGSH
Vanguard Short-Term Treasury ETF
0.78%0.43%1.83%3.71%0.96%1.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.09%1.29%2.92%-4.34%2.33%0.19%
20233.82%-3.37%-0.64%-0.27%-3.14%3.91%2.68%-1.48%-3.93%-2.73%6.38%5.89%6.55%
2022-3.66%-1.91%2.61%-3.19%0.91%-5.94%4.20%-3.11%-7.23%6.41%5.22%-3.01%-9.37%
2021-0.43%3.88%5.83%3.08%1.83%0.15%1.47%1.59%-3.33%3.89%-1.58%6.07%24.34%
2020-0.43%-6.18%-10.29%8.51%2.36%0.24%3.59%2.71%-1.96%-0.56%9.03%2.27%7.92%
20196.04%2.23%2.02%1.63%-3.65%4.07%1.24%0.49%2.33%1.05%1.09%1.41%21.55%
20181.13%-4.73%-0.28%-0.40%1.92%1.42%2.41%1.89%-0.05%-3.65%2.93%-5.81%-3.64%
2017-0.34%2.59%-0.53%0.22%0.71%0.49%1.18%-0.03%1.36%1.51%2.76%0.98%11.42%
2016-1.85%0.30%5.78%-0.67%1.22%3.37%2.47%-1.18%-0.32%-2.23%1.14%2.39%10.60%
20150.26%1.50%-0.69%-1.05%0.20%-2.79%1.82%-4.28%0.52%5.81%-0.06%-0.03%0.88%
2014-1.14%3.22%1.04%1.77%1.31%0.97%-0.84%2.50%-1.66%3.52%2.03%0.03%13.35%
20133.71%1.39%3.16%3.20%-0.87%-0.91%2.54%-3.55%2.25%3.64%-0.02%0.99%16.38%

Expense Ratio

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.


Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
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 VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend Income SCHD/VNQ/VGSH is 13, indicating that it is in the bottom 13% 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 Income SCHD/VNQ/VGSH is 1313
Dividend Income SCHD/VNQ/VGSH
The Sharpe Ratio Rank of Dividend Income SCHD/VNQ/VGSH is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend Income SCHD/VNQ/VGSH is 1313Sortino Ratio Rank
The Omega Ratio Rank of Dividend Income SCHD/VNQ/VGSH is 1212Omega Ratio Rank
The Calmar Ratio Rank of Dividend Income SCHD/VNQ/VGSH is 1313Calmar Ratio Rank
The Martin Ratio Rank of Dividend Income SCHD/VNQ/VGSH is 1414Martin 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 Income SCHD/VNQ/VGSH
Sharpe ratio
The chart of Sharpe ratio for Dividend Income SCHD/VNQ/VGSH, currently valued at 0.85, compared to the broader market0.002.004.000.85
Sortino ratio
The chart of Sortino ratio for Dividend Income SCHD/VNQ/VGSH, currently valued at 1.30, compared to the broader market-2.000.002.004.006.001.30
Omega ratio
The chart of Omega ratio for Dividend Income SCHD/VNQ/VGSH, currently valued at 1.15, compared to the broader market0.801.001.201.401.601.801.15
Calmar ratio
The chart of Calmar ratio for Dividend Income SCHD/VNQ/VGSH, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.000.53
Martin ratio
The chart of Martin ratio for Dividend Income SCHD/VNQ/VGSH, currently valued at 2.61, compared to the broader market0.0010.0020.0030.0040.0050.002.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
1.081.601.190.913.45
VNQ
Vanguard Real Estate ETF
0.250.491.060.130.64
VGSH
Vanguard Short-Term Treasury ETF
1.993.191.391.0013.11

Sharpe Ratio

The current Dividend Income SCHD/VNQ/VGSH Sharpe ratio is 0.85. 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 1.43 to 2.37, 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 Income SCHD/VNQ/VGSH 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 Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.85
2.21
Dividend Income SCHD/VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend Income SCHD/VNQ/VGSH granted a 3.74% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend Income SCHD/VNQ/VGSH3.74%3.56%2.96%2.20%3.00%2.91%3.16%2.65%2.85%2.64%2.33%2.40%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VNQ
Vanguard Real Estate ETF
4.17%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
VGSH
Vanguard Short-Term Treasury ETF
3.88%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.59%
0
Dividend Income SCHD/VNQ/VGSH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend Income SCHD/VNQ/VGSH. 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 Income SCHD/VNQ/VGSH was 26.83%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Dividend Income SCHD/VNQ/VGSH drawdown is 3.59%.


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

Volatility Chart

The current Dividend Income SCHD/VNQ/VGSH volatility is 2.71%, 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%2024FebruaryMarchAprilMayJune
2.71%
2.41%
Dividend Income SCHD/VNQ/VGSH
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.

VGSHVNQSCHD
VGSH1.000.08-0.13
VNQ0.081.000.63
SCHD-0.130.631.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011