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VOO/VONG/SCHD 33/33/33

Last updated Sep 21, 2023

Asset Allocation


VONG 33.33%SCHD 33.33%VOO 33.33%EquityEquity
PositionCategory/SectorWeight
VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities33.33%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend33.33%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities33.33%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.43%
10.86%
VOO/VONG/SCHD 33/33/33
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
VOO/VONG/SCHD 33/33/330.35%11.11%13.80%16.86%11.33%12.76%
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%

Asset Correlations Table

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

SCHDVONGVOO
SCHD1.000.750.88
VONG0.751.000.94
VOO0.880.941.00

Sharpe Ratio

The current VOO/VONG/SCHD 33/33/33 Sharpe ratio is 0.87. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.87

The Sharpe ratio of VOO/VONG/SCHD 33/33/33 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.87
0.82
VOO/VONG/SCHD 33/33/33
Benchmark (^GSPC)
Portfolio components

Dividend yield

VOO/VONG/SCHD 33/33/33 granted a 2.04% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VOO/VONG/SCHD 33/33/332.04%2.06%1.61%1.95%2.15%2.35%2.13%2.48%2.61%2.40%2.32%2.85%
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.


0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
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
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.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-6.28%
-8.22%
VOO/VONG/SCHD 33/33/33
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202092Aug 3, 2020115
-23.9%Dec 30, 2021198Oct 12, 2022
-19.28%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-11.99%May 22, 201566Aug 25, 201549Nov 3, 2015115
-11.34%Nov 4, 201568Feb 11, 201634Apr 1, 2016102

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.27%
3.27%
VOO/VONG/SCHD 33/33/33
Benchmark (^GSPC)
Portfolio components