SCHG/SCHD/DGRO/VIG
Dividend Growth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 25% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 25% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of May 11, 2025, the SCHG/SCHD/DGRO/VIG returned -3.31% Year-To-Date and 12.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| SCHG/SCHD/DGRO/VIG | -3.31% | 5.79% | -6.06% | 7.54% | 14.66% | 12.24% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | -1.37% | 5.87% | -4.46% | 8.09% | 13.23% | 11.20% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
DGRO iShares Core Dividend Growth ETF | -0.84% | 5.53% | -4.61% | 7.15% | 13.58% | 11.22% |
SCHG Schwab U.S. Large-Cap Growth ETF | -6.76% | 8.57% | -6.25% | 12.24% | 17.79% | 15.33% |
Monthly Returns
The table below presents the monthly returns of SCHG/SCHD/DGRO/VIG , 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 | 2.67% | -0.01% | -4.07% | -2.59% | 0.78% | -3.31% | |||||||
| 2024 | 1.31% | 3.82% | 3.32% | -4.06% | 3.59% | 2.27% | 3.48% | 2.63% | 1.60% | -0.85% | 5.50% | -3.73% | 20.04% |
| 2023 | 4.39% | -2.49% | 2.56% | 1.17% | -0.98% | 6.04% | 3.36% | -1.68% | -4.44% | -2.35% | 8.02% | 4.92% | 19.18% |
| 2022 | -5.05% | -2.80% | 3.24% | -6.94% | 0.71% | -7.25% | 7.45% | -3.74% | -8.48% | 8.96% | 6.12% | -4.73% | -13.62% |
| 2021 | -1.53% | 2.69% | 5.99% | 4.33% | 1.25% | 1.24% | 2.44% | 2.47% | -4.64% | 6.50% | -1.13% | 5.43% | 27.38% |
| 2020 | 0.02% | -8.31% | -11.19% | 12.20% | 4.53% | 0.99% | 5.58% | 6.51% | -2.55% | -1.70% | 11.36% | 3.30% | 19.54% |
| 2019 | 6.90% | 3.91% | 1.59% | 3.81% | -6.04% | 6.98% | 1.80% | -0.76% | 2.15% | 1.63% | 3.31% | 2.45% | 30.72% |
| 2018 | 5.38% | -4.08% | -2.22% | -0.37% | 2.28% | 0.61% | 4.25% | 3.23% | 1.04% | -6.53% | 3.07% | -8.42% | -2.79% |
| 2017 | 1.49% | 4.17% | 0.18% | 1.29% | 1.70% | 0.42% | 1.55% | 0.26% | 2.23% | 2.72% | 3.98% | 1.41% | 23.53% |
| 2016 | -3.74% | 0.71% | 6.41% | 0.07% | 1.49% | 1.29% | 3.27% | -0.05% | -0.26% | -1.87% | 3.46% | 1.52% | 12.61% |
| 2015 | -2.87% | 5.67% | -1.75% | 0.12% | 1.10% | -2.43% | 1.94% | -5.75% | -1.93% | 7.94% | 0.21% | -1.38% | 0.09% |
| 2014 | 1.53% | -2.08% | 3.83% | -0.94% | 2.60% | 3.06% | -0.20% | 7.91% |
Expense Ratio
SCHG/SCHD/DGRO/VIG 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 SCHG/SCHD/DGRO/VIG is 38, 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 | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
DGRO iShares Core Dividend Growth ETF | 0.50 | 0.90 | 1.13 | 0.61 | 2.45 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.50 | 0.86 | 1.12 | 0.53 | 1.78 |
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Dividends
Dividend yield
SCHG/SCHD/DGRO/VIG provided a 2.15% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 2.01% | 2.07% | 2.06% | 1.67% | 1.90% | 1.93% | 2.22% | 1.89% | 2.09% | 2.26% | 1.66% |
| Portfolio components: | ||||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
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% |
DGRO iShares Core Dividend Growth ETF | 2.29% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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 SCHG/SCHD/DGRO/VIG . 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 SCHG/SCHD/DGRO/VIG was 32.89%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current SCHG/SCHD/DGRO/VIG drawdown is 7.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 7, 2020 | 119 |
| -21.96% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -17.97% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -16.13% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -11.63% | May 19, 2015 | 69 | Aug 25, 2015 | 149 | Mar 30, 2016 | 218 |
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 4 assets, with an effective number of assets of 4.00, 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 | SCHG | SCHD | DGRO | VIG | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.94 | 0.83 | 0.91 | 0.92 | 0.98 |
| SCHG | 0.94 | 1.00 | 0.66 | 0.77 | 0.81 | 0.88 |
| SCHD | 0.83 | 0.66 | 1.00 | 0.94 | 0.90 | 0.91 |
| DGRO | 0.91 | 0.77 | 0.94 | 1.00 | 0.96 | 0.97 |
| VIG | 0.92 | 0.81 | 0.90 | 0.96 | 1.00 | 0.97 |
| Portfolio | 0.98 | 0.88 | 0.91 | 0.97 | 0.97 | 1.00 |