Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 30% |
VGT Vanguard Information Technology ETF | Technology Equities | 30% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | Foreign Large Cap Equities, Large Cap Blend Equities | 10% |
XIU.TO iShares S&P/TSX 60 Index ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio #1, 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 Every 3 months.
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 2, 2026, the Portfolio #1 returned 3.46% Year-To-Date and 15.06% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Portfolio #1 | 0.36% | -2.04% | 3.46% | 6.31% | 26.78% | 18.28% | 11.97% | 15.06% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
VGT Vanguard Information Technology ETF | 0.85% | -1.42% | -5.36% | -5.79% | 29.79% | 23.50% | 15.02% | 21.67% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 1.66% | -2.27% | 3.42% | 7.19% | 28.72% | 15.81% | 7.48% | 8.92% |
XIU.TO iShares S&P/TSX 60 Index ETF | 0.00% | -3.07% | 2.33% | 9.64% | 32.62% | 18.32% | 12.04% | 11.98% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, Portfolio #1's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -13.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Portfolio #1 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.13% | 3.67% | -4.16% | 0.97% | 3.46% | ||||||||
| 2025 | 1.60% | 0.09% | -3.35% | -0.36% | 5.75% | 5.00% | 1.12% | 3.94% | 3.16% | 1.47% | 0.43% | 1.43% | 21.85% |
| 2024 | 0.22% | 2.58% | 3.33% | -4.42% | 4.53% | 1.72% | 3.22% | 2.46% | 2.07% | -1.28% | 5.25% | -3.97% | 16.28% |
| 2023 | 7.18% | -2.76% | 3.16% | 0.84% | -0.71% | 5.72% | 3.29% | -2.68% | -4.67% | -3.57% | 9.86% | 5.80% | 22.22% |
| 2022 | -3.67% | -2.06% | 3.46% | -7.70% | 1.42% | -8.98% | 6.87% | -4.21% | -9.40% | 8.10% | 7.11% | -5.45% | -15.56% |
| 2021 | -0.65% | 3.89% | 5.01% | 3.85% | 2.61% | 1.78% | 1.16% | 1.91% | -3.94% | 6.44% | -1.32% | 4.58% | 27.89% |
Benchmark Metrics
Portfolio #1 has an annualized alpha of 1.25%, beta of 0.94, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- With beta of 0.94 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.25%
- Beta
- 0.94
- R²
- 0.94
- Upside Capture
- 99.08%
- Downside Capture
- 95.38%
Expense Ratio
Portfolio #1 has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Portfolio #1 ranks 85 for risk / return — in the top 85% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.88 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.24 | 1.37 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 6.40 | 1.39 | +5.01 |
Martin ratioReturn relative to average drawdown | 27.89 | 6.43 | +21.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
VGT Vanguard Information Technology ETF | 58 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 86 | 1.86 | 2.44 | 1.37 | 2.61 | 10.12 |
XIU.TO iShares S&P/TSX 60 Index ETF | 90 | 2.03 | 2.73 | 1.40 | 3.20 | 15.57 |
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Dividends
Dividend yield
Portfolio #1 provided a 2.14% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.14% | 2.29% | 2.47% | 2.51% | 2.50% | 2.06% | 2.31% | 2.38% | 2.57% | 2.13% | 2.34% | 2.51% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.83% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.32% | 2.39% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio #1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Portfolio #1 was 35.04%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Portfolio #1 drawdown is 4.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 5, 2020 | 119 |
| -23.66% | Jan 4, 2022 | 199 | Oct 12, 2022 | 300 | Dec 13, 2023 | 499 |
| -19.21% | Apr 29, 2015 | 188 | Jan 20, 2016 | 124 | Jul 14, 2016 | 312 |
| -18.64% | Sep 24, 2018 | 66 | Dec 24, 2018 | 67 | Apr 1, 2019 | 133 |
| -16.83% | Dec 6, 2024 | 85 | Apr 8, 2025 | 39 | Jun 3, 2025 | 124 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | XIU.TO | SCHD | VGT | VGTSX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.73 | 0.82 | 0.89 | 0.80 | 0.94 |
| XIU.TO | 0.73 | 1.00 | 0.67 | 0.60 | 0.79 | 0.86 |
| SCHD | 0.82 | 0.67 | 1.00 | 0.63 | 0.71 | 0.84 |
| VGT | 0.89 | 0.60 | 0.63 | 1.00 | 0.70 | 0.87 |
| VGTSX | 0.80 | 0.79 | 0.71 | 0.70 | 1.00 | 0.87 |
| Portfolio | 0.94 | 0.86 | 0.84 | 0.87 | 0.87 | 1.00 |