VIG/SCHD/DGRO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 33.33% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 33.33% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
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
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 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% | 9.31% |
| VIG/SCHD/DGRO | -0.27% | 7.13% | 3.00% | 9.86% | 9.43% | 10.65% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | VIG | DGRO | |
|---|---|---|---|
| SCHD | 1.00 | 0.91 | 0.95 |
| VIG | 0.91 | 1.00 | 0.96 |
| DGRO | 0.95 | 0.96 | 1.00 |
Dividend yield
VIG/SCHD/DGRO granted a 2.79% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VIG/SCHD/DGRO | 2.79% | 2.61% | 2.18% | 2.53% | 2.54% | 2.86% | 2.53% | 2.89% | 3.17% | 2.32% | 1.86% | 2.30% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -18.8% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -17% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -12.34% | Mar 3, 2015 | 123 | Aug 25, 2015 | 141 | Mar 17, 2016 | 264 |
| -10.7% | Jan 29, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
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.