80/10/10 SCHD/VONG/VNQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 80% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 10% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Oct 30, 2024, the 80/10/10 SCHD/VONG/VNQ returned 15.03% Year-To-Date and 11.58% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 80/10/10 SCHD/VONG/VNQ | 15.03% | 0.23% | 13.59% | 32.31% | 12.65% | 11.58% |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | 28.16% | 3.53% | 20.20% | 49.18% | 19.78% | 16.51% |
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
VNQ Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.10% | 6.10% |
Monthly Returns
The table below presents the monthly returns of 80/10/10 SCHD/VONG/VNQ, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.14% | 2.36% | 4.10% | -4.83% | 2.69% | 0.90% | 5.59% | 2.63% | 1.31% | 15.03% | |||
| 2023 | 3.53% | -3.38% | -0.32% | -0.51% | -3.20% | 5.49% | 3.90% | -1.62% | -4.63% | -3.56% | 7.36% | 6.45% | 8.86% |
| 2022 | -3.89% | -2.30% | 3.39% | -4.91% | 2.46% | -7.92% | 5.18% | -3.27% | -8.17% | 9.87% | 6.53% | -3.95% | -8.51% |
| 2021 | -0.79% | 5.18% | 7.91% | 3.25% | 2.49% | 0.11% | 1.28% | 2.27% | -4.10% | 5.11% | -1.78% | 6.99% | 30.89% |
| 2020 | -1.07% | -8.84% | -12.47% | 12.48% | 3.81% | 0.16% | 5.38% | 5.18% | -2.75% | -0.29% | 12.53% | 3.15% | 15.16% |
| 2019 | 6.90% | 3.66% | 1.95% | 3.01% | -6.72% | 6.65% | 1.72% | -0.75% | 3.24% | 1.47% | 2.58% | 2.22% | 28.38% |
| 2018 | 3.92% | -5.50% | -1.86% | -0.80% | 2.25% | 1.07% | 3.99% | 2.63% | 0.80% | -5.91% | 3.27% | -8.13% | -5.11% |
| 2017 | -0.07% | 3.49% | -0.01% | 0.44% | 1.58% | 0.12% | 1.72% | 0.14% | 2.40% | 3.17% | 3.94% | 1.65% | 20.09% |
| 2016 | -2.74% | 0.57% | 6.83% | -0.47% | 1.54% | 2.96% | 3.20% | -0.69% | -0.01% | -2.05% | 2.69% | 2.37% | 14.75% |
| 2015 | -1.97% | 4.41% | -1.81% | 0.07% | 0.52% | -3.29% | 1.48% | -5.48% | -0.53% | 8.46% | 0.20% | -0.74% | 0.63% |
| 2014 | -3.43% | 4.14% | 1.52% | 1.76% | 1.60% | 1.41% | -1.51% | 3.48% | -0.91% | 2.80% | 2.91% | -0.63% | 13.65% |
| 2013 | 5.25% | 1.90% | 4.48% | 3.28% | 0.69% | -1.05% | 4.32% | -3.72% | 2.94% | 4.92% | 1.78% | 1.81% | 29.60% |
Expense Ratio
80/10/10 SCHD/VONG/VNQ has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 80/10/10 SCHD/VONG/VNQ is 51, 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.
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 | 3.12 | 3.94 | 1.56 | 3.58 | 15.49 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
VNQ Vanguard Real Estate ETF | 2.28 | 3.26 | 1.41 | 1.17 | 8.94 |
Dividends
Dividend yield
80/10/10 SCHD/VONG/VNQ provided a 3.23% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 80/10/10 SCHD/VONG/VNQ | 3.23% | 3.26% | 3.20% | 2.54% | 3.00% | 2.82% | 3.04% | 2.65% | 2.94% | 2.92% | 2.61% | 2.53% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 0.60% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 80/10/10 SCHD/VONG/VNQ. 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 80/10/10 SCHD/VONG/VNQ was 33.81%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current 80/10/10 SCHD/VONG/VNQ drawdown is 2.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.81% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -19.29% | Jan 5, 2022 | 186 | Sep 30, 2022 | 332 | Jan 29, 2024 | 518 |
| -16.87% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -13.24% | Mar 3, 2015 | 123 | Aug 25, 2015 | 137 | Mar 11, 2016 | 260 |
| -11.52% | Jan 29, 2018 | 39 | Mar 23, 2018 | 110 | Aug 29, 2018 | 149 |
Volatility
Volatility Chart
The current 80/10/10 SCHD/VONG/VNQ volatility is 2.52%, 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.
Diversification
Asset Correlations Table
| VNQ | VONG | SCHD | |
|---|---|---|---|
| VNQ | 1.00 | 0.55 | 0.63 |
| VONG | 0.55 | 1.00 | 0.72 |
| SCHD | 0.63 | 0.72 | 1.00 |