VIG/SCHD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 70% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 30% |
Performance
The chart shows the growth of an initial investment of $10,000 in VIG/SCHD, 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 23, 2023, the VIG/SCHD returned -0.64% Year-To-Date and 10.96% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 9.81% |
| VIG/SCHD | -2.13% | 3.70% | -0.64% | 8.97% | 9.41% | 10.96% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -2.24% | 2.48% | -3.10% | 6.79% | 9.45% | 11.07% |
VIG Vanguard Dividend Appreciation ETF | -1.88% | 6.48% | 5.17% | 14.02% | 9.11% | 10.59% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | VIG | |
|---|---|---|
| SCHD | 1.00 | 0.92 |
| VIG | 0.92 | 1.00 |
Dividend yield
VIG/SCHD granted a 3.03% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VIG/SCHD | 3.03% | 3.03% | 2.55% | 2.94% | 2.92% | 3.20% | 2.85% | 3.24% | 3.48% | 3.12% | 3.01% | 3.66% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VIG Vanguard Dividend Appreciation ETF | 1.51% | 1.98% | 1.60% | 1.70% | 1.83% | 2.26% | 2.09% | 2.43% | 2.71% | 2.31% | 2.23% | 2.92% |
Expense Ratio
The VIG/SCHD has an expense ratio of 0.06% 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.42 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.87 |
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 VIG/SCHD. 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 VIG/SCHD is 32.63%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.63% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -17.8% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -17.14% | Sep 24, 2018 | 64 | Dec 24, 2018 | 69 | Apr 4, 2019 | 133 |
| -13.39% | Mar 3, 2015 | 123 | Aug 25, 2015 | 141 | Mar 17, 2016 | 264 |
| -11.4% | Jan 29, 2018 | 39 | Mar 23, 2018 | 120 | Sep 13, 2018 | 159 |
Volatility Chart
The current VIG/SCHD volatility is 2.81%, 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.