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VIG/SCHD/DGRO

Last updated Sep 21, 2023

Asset Allocation


DGRO 33.33%VIG 33.33%SCHD 33.33%EquityEquity
PositionCategory/SectorWeight
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend33.33%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend33.33%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in VIG/SCHD/DGRO, 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
6.32%
10.86%
VIG/SCHD/DGRO
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the VIG/SCHD/DGRO returned 3.00% Year-To-Date and 10.65% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.31%
VIG/SCHD/DGRO-0.27%7.13%3.00%9.86%9.43%10.65%
DGRO
iShares Core Dividend Growth ETF
-0.25%7.51%3.86%9.83%8.87%10.72%
VIG
Vanguard Dividend Appreciation ETF
-0.02%8.89%6.67%12.97%9.44%10.39%
SCHD
Schwab US Dividend Equity ETF
-0.53%4.93%-1.48%6.73%9.83%10.74%

Asset Correlations Table

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

SCHDVIGDGRO
SCHD1.000.910.95
VIG0.911.000.96
DGRO0.950.961.00

Sharpe Ratio

The current VIG/SCHD/DGRO Sharpe ratio is 0.57. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.57

The Sharpe ratio of VIG/SCHD/DGRO 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
0.57
0.74
VIG/SCHD/DGRO
Benchmark (^GSPC)
Portfolio components

Dividend yield

VIG/SCHD/DGRO granted a 2.79% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VIG/SCHD/DGRO2.79%2.61%2.18%2.53%2.54%2.86%2.53%2.89%3.17%2.32%1.86%2.30%
DGRO
iShares Core Dividend Growth ETF
2.39%2.36%2.00%2.43%2.40%2.72%2.31%2.64%3.00%1.19%0.00%0.00%
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%
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%

Expense Ratio

The VIG/SCHD/DGRO 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.


0.08%
0.00%2.15%
0.06%
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
DGRO
iShares Core Dividend Growth ETF
0.56
VIG
Vanguard Dividend Appreciation ETF
0.77
SCHD
Schwab US Dividend Equity ETF
0.36

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.95%
-8.22%
VIG/SCHD/DGRO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VIG/SCHD/DGRO. 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/DGRO is 33.21%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.21%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-18.8%Jan 5, 2022186Sep 30, 2022
-17%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-12.34%Mar 3, 2015123Aug 25, 2015141Mar 17, 2016264
-10.7%Jan 29, 201839Mar 23, 2018108Aug 27, 2018147

Volatility Chart

The current VIG/SCHD/DGRO volatility is 2.68%, 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
2.68%
3.47%
VIG/SCHD/DGRO
Benchmark (^GSPC)
Portfolio components