VOO/VONG/SCHD 33/33/33
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 33.33% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in VOO/VONG/SCHD 33/33/33, 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 VOO/VONG/SCHD 33/33/33 returned 13.80% Year-To-Date and 12.71% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| VOO/VONG/SCHD 33/33/33 | 0.35% | 11.11% | 13.80% | 16.86% | 11.33% | 12.76% |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | 0.34% | 15.78% | 27.63% | 23.18% | 12.99% | 14.57% |
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.83% | 11.23% |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.39% | 12.06% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | VONG | VOO | |
|---|---|---|---|
| SCHD | 1.00 | 0.75 | 0.88 |
| VONG | 0.75 | 1.00 | 0.94 |
| VOO | 0.88 | 0.94 | 1.00 |
Dividend yield
VOO/VONG/SCHD 33/33/33 granted a 2.04% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VOO/VONG/SCHD 33/33/33 | 2.04% | 2.06% | 1.61% | 1.95% | 2.15% | 2.35% | 2.13% | 2.48% | 2.61% | 2.40% | 2.32% | 2.85% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 0.98% | 0.98% | 0.59% | 0.78% | 1.06% | 1.23% | 1.25% | 1.58% | 1.60% | 1.58% | 1.43% | 1.91% |
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
Expense Ratio
The VOO/VONG/SCHD 33/33/33 has an expense ratio of 0.06% 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 | |
|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 1.01 | ||||
SCHD Schwab US Dividend Equity ETF | 0.36 | ||||
VOO Vanguard S&P 500 ETF | 0.85 |
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 VOO/VONG/SCHD 33/33/33. 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 VOO/VONG/SCHD 33/33/33 is 32.81%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -23.9% | Dec 30, 2021 | 198 | Oct 12, 2022 | — | — | — |
| -19.28% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -11.99% | May 22, 2015 | 66 | Aug 25, 2015 | 49 | Nov 3, 2015 | 115 |
| -11.34% | Nov 4, 2015 | 68 | Feb 11, 2016 | 34 | Apr 1, 2016 | 102 |
Volatility Chart
The current VOO/VONG/SCHD 33/33/33 volatility is 3.27%, 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.