VOO/VONG/SCHD 33/33/33
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 33.33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 11, 2025, the VOO/VONG/SCHD 33/33/33 returned -4.71% Year-To-Date and 12.92% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.44% | 8.08% | -3.32% | 10.99% | 15.15% | 10.61% |
| VOO/VONG/SCHD 33/33/33 | -4.71% | 4.87% | -6.59% | 8.07% | 16.01% | 12.80% |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | -6.49% | 7.00% | -5.73% | 11.99% | 17.50% | 15.23% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 1.70% | -9.89% | 1.08% | 13.11% | 10.27% |
VOO Vanguard S&P 500 ETF | -3.41% | 5.73% | -5.06% | 9.79% | 16.35% | 12.31% |
Monthly Returns
The table below presents the monthly returns of VOO/VONG/SCHD 33/33/33, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.17% | -0.77% | -5.00% | -2.31% | 1.28% | -4.71% | |||||||
| 2024 | 1.39% | 4.63% | 3.20% | -4.24% | 4.37% | 3.49% | 1.89% | 2.28% | 1.91% | -0.36% | 5.70% | -2.67% | 23.29% |
| 2023 | 5.57% | -2.35% | 3.29% | 0.59% | 0.37% | 6.19% | 3.65% | -1.34% | -4.83% | -2.47% | 8.82% | 5.10% | 23.94% |
| 2022 | -5.52% | -3.03% | 3.58% | -8.32% | 0.71% | -8.07% | 8.34% | -3.86% | -8.72% | 8.32% | 5.58% | -5.49% | -17.24% |
| 2021 | -0.87% | 2.92% | 5.23% | 4.80% | 0.79% | 2.50% | 2.12% | 2.95% | -4.69% | 6.72% | -0.69% | 4.57% | 29.09% |
| 2020 | 0.12% | -8.03% | -11.42% | 13.45% | 5.05% | 1.85% | 6.32% | 7.45% | -3.68% | -1.72% | 11.41% | 3.71% | 23.71% |
| 2019 | 7.58% | 3.65% | 2.10% | 3.92% | -6.74% | 7.04% | 1.77% | -1.28% | 1.98% | 2.09% | 3.64% | 2.76% | 31.57% |
| 2018 | 5.72% | -3.96% | -2.52% | -0.19% | 2.88% | 0.79% | 3.69% | 3.64% | 0.80% | -7.24% | 2.07% | -8.43% | -3.81% |
| 2017 | 1.55% | 3.80% | 0.50% | 1.17% | 1.91% | 0.09% | 2.12% | 0.69% | 2.06% | 3.28% | 3.42% | 1.37% | 24.20% |
| 2016 | -4.30% | 0.20% | 6.68% | -0.25% | 1.69% | 0.87% | 3.83% | -0.22% | 0.17% | -1.89% | 3.08% | 1.84% | 11.85% |
| 2015 | -2.51% | 5.84% | -1.67% | 0.75% | 1.05% | -2.36% | 2.10% | -5.80% | -1.98% | 8.63% | 0.34% | -1.40% | 2.19% |
| 2014 | -3.65% | 4.54% | 0.68% | 0.79% | 2.23% | 1.83% | -1.50% | 3.90% | -0.92% | 2.24% | 3.03% | -0.81% | 12.72% |
Expense Ratio
VOO/VONG/SCHD 33/33/33 has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VOO/VONG/SCHD 33/33/33 is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 0.49 | 0.85 | 1.12 | 0.53 | 1.77 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
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Dividends
Dividend yield
VOO/VONG/SCHD 33/33/33 provided a 1.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.99% | 1.81% | 1.88% | 2.02% | 1.54% | 1.82% | 1.96% | 2.10% | 1.87% | 2.13% | 2.18% | 1.97% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VOO/VONG/SCHD 33/33/33. 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/VONG/SCHD 33/33/33 was 32.81%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current VOO/VONG/SCHD 33/33/33 drawdown is 8.22%.
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 | 294 | Dec 13, 2023 | 492 |
| -19.28% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -18.13% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -11.99% | May 22, 2015 | 66 | Aug 25, 2015 | 49 | Nov 3, 2015 | 115 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SCHD | VONG | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.85 | 0.94 | 1.00 | 0.99 |
| SCHD | 0.85 | 1.00 | 0.70 | 0.85 | 0.88 |
| VONG | 0.94 | 0.70 | 1.00 | 0.94 | 0.94 |
| VOO | 1.00 | 0.85 | 0.94 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.88 | 0.94 | 0.99 | 1.00 |