80/10/10 SCHD/VONG/VNQ

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	80%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Growth Equities	10%
VNQ Vanguard Real Estate ETF	REIT	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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 Every 3 months.

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Returns By Period

As of Jun 6, 2026, the 80/10/10 SCHD/VONG/VNQ returned 16.78% Year-To-Date and 12.67% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	0.25%	7.86%	7.47%	—	—	—	—
Portfolio 80/10/10 SCHD/VONG/VNQ	-1.00%	1.58%	16.78%	16.58%	26.27%	15.81%	8.67%	12.67%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	-0.89%	2.02%	18.75%	18.75%	27.90%	15.14%	8.31%	12.64%
VNQ Vanguard Real Estate ETF	0.72%	-0.31%	10.55%	9.83%	12.52%	9.97%	2.69%	5.48%
VONG Vanguard Russell 1000 Growth ETF	-3.25%	0.25%	3.90%	2.81%	22.26%	23.65%	14.66%	18.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, 80/10/10 SCHD/VONG/VNQ's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 80/10/10 SCHD/VONG/VNQ closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.09%	5.51%	-3.12%	5.70%	1.77%	-0.83%							16.78%
2025	1.85%	2.05%	-1.99%	-6.22%	2.16%	2.56%	0.40%	4.73%	-0.50%	-1.49%	2.55%	0.07%	5.86%
2024	-0.14%	2.36%	4.10%	-4.83%	2.69%	0.90%	5.59%	2.63%	1.31%	-0.22%	4.77%	-6.02%	13.19%
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%	7.00%	30.89%

Benchmark Metrics

80/10/10 SCHD/VONG/VNQ has an annualized alpha of 14.38%, beta of 0.44, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio captured 66.31% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -18.90%) - a profile typical of hedging or uncorrelated assets.
Beta of 0.44 may look defensive, but with R2 of 0.29 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.29 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 14.38%

Beta: 0.44

R²: 0.29

Upside Capture: 66.31%

Downside Capture: -18.90%

Expense Ratio

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

VNQ

Vanguard Real Estate ETF

VONG

Vanguard Russell 1000 Growth ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

80/10/10 SCHD/VONG/VNQ ranks 76 for risk / return — better than 76% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 80/10/10 SCHD/VONG/VNQ and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.65	—	—
Sortino ratioReturn per unit of downside risk	3.97	—	—
Omega ratioGain probability vs. loss probability	1.47	—	—
Calmar ratioReturn relative to maximum drawdown	5.34	—	—
Martin ratioReturn relative to average drawdown	17.03	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab U.S. Dividend Equity ETF	83	2.55	3.94	1.46	6.07	14.90
VNQ Vanguard Real Estate ETF	28	0.95	1.36	1.17	1.51	4.74
VONG Vanguard Russell 1000 Growth ETF	36	1.42	1.94	1.25	1.38	4.61

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

80/10/10 SCHD/VONG/VNQ Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.65
5-Year: 0.60
10-Year: 0.77
All Time: 0.87

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 80/10/10 SCHD/VONG/VNQ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

80/10/10 SCHD/VONG/VNQ provided a 3.02% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.02%	3.49%	3.35%	3.26%	3.20%	2.54%	3.00%	2.82%	3.04%	2.65%	2.94%	2.92%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VNQ Vanguard Real Estate ETF	3.60%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VONG Vanguard Russell 1000 Growth ETF	0.44%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

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 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 1.47%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.81%Mar 2020	1mo 9d	5mo 8d	6mo 17dFeb 2020 - Aug 2020
Bear market2022	-19.29%Sep 2022	8mo 28d	1y 4mo	2y 24dJan 2022 - Jan 2024
Rate-hike selloffLate 2018	-16.87%Dec 2018	3mo 1d	3mo 8d	6mo 9dSep 2018 - Apr 2019
2025 selloff2025	-16.43%Apr 2025	4mo 7d	8mo 6d	1y 8dDec 2024 - Dec 2025
2015 correction2015	-13.24%Aug 2015	5mo 25d	6mo 19d	1y 9dMar 2015 - Mar 2016

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 3 assets, with an effective number of assets of 1.52, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.17	1.10	1.08	1.06	1.05

The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

80/10/10 SCHD/VONG/VNQ correlation to the S&P 500 Index

80/10/10 SCHD/VONG/VNQ has a 0.50 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.50

Benchmark Correlations

Correlation vs. S&P 500 Index. VONG has the highest benchmark correlation at 0.93, while VNQ has the lowest at 0.34.

VNQ

0.34

SCHD

0.36

VONG

0.93

Portfolio Correlations

Correlation vs. 80/10/10 SCHD/VONG/VNQ. SCHD has the highest portfolio correlation at 0.99, while VNQ has the lowest at 0.71.

VNQ

0.71

VONG

0.73

SCHD

0.99

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VNQ	SCHD	VONG
VNQ	1.00	0.63	0.51
SCHD	0.63	1.00	0.66
VONG	0.51	0.66	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

Diversification Analysis

Find what 80/10/10 SCHD/VONG/VNQ is missing

See which holdings overlap, where 80/10/10 SCHD/VONG/VNQ is concentrated, and which low-correlation assets could fill the gaps.

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