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

Asset Allocation


SCHD 80%VONG 10%VNQ 10%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.59%
15.83%
80/10/10 SCHD/VONG/VNQ
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 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-Date1 month6 months1 year5 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/VNQ15.03%0.23%13.59%32.31%12.65%11.58%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.14%2.36%4.10%-4.83%2.69%0.90%5.59%2.63%1.31%15.03%
20233.53%-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%
20196.90%3.66%1.95%3.01%-6.72%6.65%1.72%-0.75%3.24%1.47%2.58%2.22%28.38%
20183.92%-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%
20135.25%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.


Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
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 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 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.


The Risk-Adjusted Performance Rank of 80/10/10 SCHD/VONG/VNQ is 5151
Combined Rank
The Sharpe Ratio Rank of 80/10/10 SCHD/VONG/VNQ is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of 80/10/10 SCHD/VONG/VNQ is 6363Sortino Ratio Rank
The Omega Ratio Rank of 80/10/10 SCHD/VONG/VNQ is 5151Omega Ratio Rank
The Calmar Ratio Rank of 80/10/10 SCHD/VONG/VNQ is 3636Calmar Ratio Rank
The Martin Ratio Rank of 80/10/10 SCHD/VONG/VNQ is 5252Martin 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.


80/10/10 SCHD/VONG/VNQ
Sharpe ratio
The chart of Sharpe ratio for 80/10/10 SCHD/VONG/VNQ, currently valued at 3.03, compared to the broader market0.002.004.006.003.03
Sortino ratio
The chart of Sortino ratio for 80/10/10 SCHD/VONG/VNQ, currently valued at 4.30, compared to the broader market-2.000.002.004.006.004.30
Omega ratio
The chart of Omega ratio for 80/10/10 SCHD/VONG/VNQ, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for 80/10/10 SCHD/VONG/VNQ, currently valued at 2.39, compared to the broader market0.005.0010.002.39
Martin ratio
The chart of Martin ratio for 80/10/10 SCHD/VONG/VNQ, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VONG
Vanguard Russell 1000 Growth ETF
3.123.941.563.5815.49
SCHD
Schwab US Dividend Equity ETF
2.713.911.482.5215.22
VNQ
Vanguard Real Estate ETF
2.283.261.411.178.94

Sharpe Ratio

The current 80/10/10 SCHD/VONG/VNQ Sharpe ratio is 3.03. 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 2.49 to 3.44, 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 80/10/10 SCHD/VONG/VNQ 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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.03
3.43
80/10/10 SCHD/VONG/VNQ
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

80/10/10 SCHD/VONG/VNQ provided a 3.23% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
80/10/10 SCHD/VONG/VNQ3.23%3.26%3.20%2.54%3.00%2.82%3.04%2.65%2.94%2.92%2.61%2.53%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.12%
-0.54%
80/10/10 SCHD/VONG/VNQ
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 2020111Aug 28, 2020138
-19.29%Jan 5, 2022186Sep 30, 2022332Jan 29, 2024518
-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

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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.52%
2.71%
80/10/10 SCHD/VONG/VNQ
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.

VNQVONGSCHD
VNQ1.000.550.63
VONG0.551.000.72
SCHD0.630.721.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011