80/10/10 SCHD/VONG/VNQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 80% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 10% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VNQ | VONG | SCHD | |
|---|---|---|---|
| VNQ | 1.00 | 0.56 | 0.62 |
| VONG | 0.56 | 1.00 | 0.75 |
| SCHD | 0.62 | 0.75 | 1.00 |
Dividend yield
80/10/10 SCHD/VONG/VNQ granted a 4.16% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 80/10/10 SCHD/VONG/VNQ | 4.16% | 3.28% | 2.70% | 3.28% | 3.20% | 3.56% | 3.19% | 3.65% | 3.74% | 3.44% | 3.45% | 3.92% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -19.29% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -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 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.