PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
10/10/80 VIG/VONG/SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 80%VIG 10%VONG 10%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

80%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

10%

VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10/10/80 VIG/VONG/SCHD, 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


300.00%320.00%340.00%360.00%380.00%400.00%420.00%FebruaryMarchAprilMayJuneJuly
406.29%
352.94%
10/10/80 VIG/VONG/SCHD
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 Jul 22, 2024, the 10/10/80 VIG/VONG/SCHD returned 9.93% Year-To-Date and 11.77% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
10/10/80 VIG/VONG/SCHD9.93%4.09%8.97%14.43%12.99%11.77%
VIG
Vanguard Dividend Appreciation ETF
10.97%1.91%9.95%15.24%11.83%11.40%
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.86%12.32%12.25%11.16%
VONG
Vanguard Russell 1000 Growth ETF
19.77%-0.54%16.25%30.52%18.43%16.05%

Monthly Returns

The table below presents the monthly returns of 10/10/80 VIG/VONG/SCHD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.48%2.50%4.16%-4.44%2.58%0.86%9.93%
20232.79%-3.05%0.09%-0.31%-3.08%5.58%3.93%-1.47%-4.34%-3.34%6.89%5.89%9.05%
2022-3.58%-2.24%3.09%-5.01%2.93%-7.80%5.00%-3.01%-7.71%10.53%6.59%-3.82%-6.71%
2021-1.08%5.00%8.01%2.86%2.59%-0.18%1.16%2.22%-4.03%5.09%-1.70%6.67%29.23%
2020-1.13%-8.97%-11.45%12.57%3.99%-0.06%5.51%5.74%-2.59%-0.22%12.56%3.13%17.36%
20196.35%4.07%1.64%3.40%-7.17%7.18%1.77%-1.07%3.19%1.36%2.95%2.35%28.40%
20184.85%-5.15%-2.31%-0.97%2.06%0.68%4.40%2.65%1.22%-6.26%3.21%-8.21%-4.78%
20170.12%3.58%0.23%0.59%1.81%-0.07%1.67%0.13%2.64%3.49%4.11%1.79%21.90%
2016-2.63%0.72%6.42%-0.27%1.41%2.51%3.00%-0.31%0.08%-1.67%3.13%2.02%15.04%
2015-2.98%5.41%-2.21%0.64%0.64%-3.08%1.12%-5.44%-1.04%8.55%0.28%-1.00%0.12%
2014-4.35%4.11%1.56%1.54%1.52%1.45%-1.85%3.54%-0.40%2.08%3.04%-0.83%11.65%
20135.46%1.89%4.53%2.78%1.43%-1.00%4.77%-3.39%2.99%4.88%2.53%1.99%32.53%

Expense Ratio

10/10/80 VIG/VONG/SCHD has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VIG: 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 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 10/10/80 VIG/VONG/SCHD is 37, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 10/10/80 VIG/VONG/SCHD is 3737
10/10/80 VIG/VONG/SCHD
The Sharpe Ratio Rank of 10/10/80 VIG/VONG/SCHD is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of 10/10/80 VIG/VONG/SCHD is 3737Sortino Ratio Rank
The Omega Ratio Rank of 10/10/80 VIG/VONG/SCHD is 3535Omega Ratio Rank
The Calmar Ratio Rank of 10/10/80 VIG/VONG/SCHD is 4141Calmar Ratio Rank
The Martin Ratio Rank of 10/10/80 VIG/VONG/SCHD is 3434Martin 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.


10/10/80 VIG/VONG/SCHD
Sharpe ratio
The chart of Sharpe ratio for 10/10/80 VIG/VONG/SCHD, currently valued at 1.41, compared to the broader market-1.000.001.002.003.004.001.41
Sortino ratio
The chart of Sortino ratio for 10/10/80 VIG/VONG/SCHD, currently valued at 2.05, compared to the broader market-2.000.002.004.006.002.05
Omega ratio
The chart of Omega ratio for 10/10/80 VIG/VONG/SCHD, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for 10/10/80 VIG/VONG/SCHD, currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.001.19
Martin ratio
The chart of Martin ratio for 10/10/80 VIG/VONG/SCHD, currently valued at 4.53, compared to the broader market0.0010.0020.0030.0040.004.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VIG
Vanguard Dividend Appreciation ETF
1.712.451.301.665.25
SCHD
Schwab US Dividend Equity ETF
1.171.741.200.993.63
VONG
Vanguard Russell 1000 Growth ETF
1.852.531.321.779.72

Sharpe Ratio

The current 10/10/80 VIG/VONG/SCHD Sharpe ratio is 1.41. 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 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 10/10/80 VIG/VONG/SCHD 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 Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.41
1.82
10/10/80 VIG/VONG/SCHD
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

10/10/80 VIG/VONG/SCHD granted a 3.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
10/10/80 VIG/VONG/SCHD3.04%3.05%3.01%2.44%2.77%2.66%2.78%2.41%2.67%2.76%2.44%2.28%
VIG
Vanguard Dividend Appreciation ETF
1.79%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VONG
Vanguard Russell 1000 Growth ETF
0.63%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.45%
-2.86%
10/10/80 VIG/VONG/SCHD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 10/10/80 VIG/VONG/SCHD. 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 10/10/80 VIG/VONG/SCHD was 32.78%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current 10/10/80 VIG/VONG/SCHD drawdown is 1.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.78%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-18.43%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-17.51%Sep 24, 201864Dec 24, 201869Apr 4, 2019133
-13.29%Mar 3, 2015123Aug 25, 2015140Mar 16, 2016263
-11.6%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159

Volatility

Volatility Chart

The current 10/10/80 VIG/VONG/SCHD volatility is 2.78%, 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%FebruaryMarchAprilMayJuneJuly
2.78%
2.76%
10/10/80 VIG/VONG/SCHD
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.

VONGSCHDVIG
VONG1.000.730.84
SCHD0.731.000.92
VIG0.840.921.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011