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80/10/10 SCHD/VONG/VNQ

Last updated Sep 21, 2023

Asset Allocation


SCHD 80%VONG 10%VNQ 10%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend80%
VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities10%
VNQ
Vanguard Real Estate ETF
REIT10%

Performance

The chart shows the growth of an initial investment of $10,000 in 80/10/10 SCHD/VONG/VNQ, 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
6.24%
11.48%
80/10/10 SCHD/VONG/VNQ
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the 80/10/10 SCHD/VONG/VNQ returned 1.44% Year-To-Date and 11.11% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.93%
80/10/10 SCHD/VONG/VNQ-0.27%6.20%1.44%7.25%9.66%11.11%
VONG
Vanguard Russell 1000 Growth ETF
0.27%16.67%27.63%20.99%12.99%14.50%
SCHD
Schwab US Dividend Equity ETF
-0.53%4.93%-1.48%6.73%9.83%11.18%
VNQ
Vanguard Real Estate ETF
1.36%5.67%0.04%-3.85%3.35%5.89%

Asset Correlations Table

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

VNQVONGSCHD
VNQ1.000.560.62
VONG0.561.000.75
SCHD0.620.751.00

Sharpe Ratio

The current 80/10/10 SCHD/VONG/VNQ Sharpe ratio is 0.46. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.46

The Sharpe ratio of 80/10/10 SCHD/VONG/VNQ is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.46
0.82
80/10/10 SCHD/VONG/VNQ
Benchmark (^GSPC)
Portfolio components

Dividend yield

80/10/10 SCHD/VONG/VNQ granted a 4.16% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
80/10/10 SCHD/VONG/VNQ4.16%3.28%2.70%3.28%3.20%3.56%3.19%3.65%3.74%3.44%3.45%3.92%
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
4.49%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
VNQ
Vanguard Real Estate ETF
4.68%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%

Expense Ratio

The 80/10/10 SCHD/VONG/VNQ has an expense ratio of 0.07% 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.


0.12%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
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
VNQ
Vanguard Real Estate ETF
-0.28

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-7.95%
-8.22%
80/10/10 SCHD/VONG/VNQ
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 80/10/10 SCHD/VONG/VNQ. 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 80/10/10 SCHD/VONG/VNQ is 33.81%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.81%Feb 13, 202027Mar 23, 2020111Aug 28, 2020138
-19.29%Jan 5, 2022186Sep 30, 2022
-16.87%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-13.24%Mar 3, 2015123Aug 25, 2015137Mar 11, 2016260
-11.52%Jan 29, 201839Mar 23, 2018110Aug 29, 2018149

Volatility Chart

The current 80/10/10 SCHD/VONG/VNQ volatility is 2.66%, 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
2.66%
3.27%
80/10/10 SCHD/VONG/VNQ
Benchmark (^GSPC)
Portfolio components