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SCHD/VOO/VIG 80/10/10

Last updated Sep 21, 2023

Asset Allocation


SCHD 80%VOO 10%VIG 10%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend80%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities10%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend10%

Performance

The chart shows the growth of an initial investment of $10,000 in SCHD/VOO/VIG 80/10/10, 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%AprilMayJuneJulyAugustSeptember
5.33%
10.86%
SCHD/VOO/VIG 80/10/10
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the SCHD/VOO/VIG 80/10/10 returned 1.03% Year-To-Date and 11.26% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
SCHD/VOO/VIG 80/10/100.26%6.16%1.03%9.92%9.92%11.30%
SCHD
Schwab US Dividend Equity ETF
0.24%5.02%-1.48%8.21%9.83%11.24%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%
VIG
Vanguard Dividend Appreciation ETF
0.25%8.84%6.67%14.72%9.44%10.73%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SCHDVOOVIG
SCHD1.000.880.92
VOO0.881.000.94
VIG0.920.941.00

Sharpe Ratio

The current SCHD/VOO/VIG 80/10/10 Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.47

The Sharpe ratio of SCHD/VOO/VIG 80/10/10 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.47
0.74
SCHD/VOO/VIG 80/10/10
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/VOO/VIG 80/10/10 granted a 3.19% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/VOO/VIG 80/10/103.19%3.15%2.65%3.10%3.09%3.33%2.95%3.34%3.56%3.22%3.12%3.74%
SCHD
Schwab US Dividend Equity ETF
3.61%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
VIG
Vanguard Dividend Appreciation ETF
1.49%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 SCHD/VOO/VIG 80/10/10 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.


0.06%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
0.36
VOO
Vanguard S&P 500 ETF
0.85
VIG
Vanguard Dividend Appreciation ETF
0.77

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-5.47%
-8.22%
SCHD/VOO/VIG 80/10/10
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SCHD/VOO/VIG 80/10/10. 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 SCHD/VOO/VIG 80/10/10 is 33.06%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.06%Feb 13, 202027Mar 23, 2020111Aug 28, 2020138
-17.83%Jan 5, 2022186Sep 30, 2022
-17.33%Sep 24, 201864Dec 24, 201869Apr 4, 2019133
-13.45%Mar 3, 2015123Aug 25, 2015140Mar 16, 2016263
-11.77%Jan 29, 201839Mar 23, 2018123Sep 18, 2018162

Volatility Chart

The current SCHD/VOO/VIG 80/10/10 volatility is 2.76%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.76%
3.47%
SCHD/VOO/VIG 80/10/10
Benchmark (^GSPC)
Portfolio components