SCHD/GROWTH/TSX
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 40% |
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 SCHD/GROWTH/TSX, 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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 21, 2024, the SCHD/GROWTH/TSX returned 17.15% Year-To-Date and 11.52% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| SCHD/GROWTH/TSX | 17.15% | 2.89% | 9.60% | 29.99% | 14.51% | 11.46% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.61% | 11.30% |
VUG Vanguard Growth ETF | 22.83% | 1.98% | 10.13% | 40.34% | 18.26% | 15.06% |
XIU.TO iShares S&P/TSX 60 Index ETF | 12.92% | 4.31% | 10.14% | 23.81% | 9.97% | 5.95% |
Monthly Returns
The table below presents the monthly returns of SCHD/GROWTH/TSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.63% | 3.66% | 3.10% | -4.18% | 4.27% | 2.16% | 2.67% | 2.80% | 17.15% | ||||
| 2023 | 7.59% | -3.08% | 3.05% | 1.16% | -0.80% | 6.23% | 3.36% | -2.00% | -4.68% | -3.42% | 9.66% | 5.55% | 23.63% |
| 2022 | -4.81% | -2.28% | 4.05% | -8.68% | 0.76% | -8.74% | 7.73% | -4.10% | -9.04% | 7.16% | 6.09% | -6.19% | -18.55% |
| 2021 | -0.84% | 3.56% | 5.34% | 4.80% | 2.05% | 2.08% | 1.54% | 2.15% | -3.99% | 7.02% | -1.53% | 4.05% | 28.96% |
| 2020 | 0.76% | -7.35% | -13.56% | 12.84% | 5.18% | 2.97% | 6.23% | 7.14% | -3.87% | -2.13% | 12.10% | 3.48% | 22.50% |
| 2019 | 9.31% | 3.37% | 1.63% | 3.90% | -6.02% | 6.52% | 1.28% | -0.75% | 2.01% | 1.32% | 3.27% | 2.51% | 31.37% |
| 2018 | 4.28% | -4.88% | -1.92% | 0.33% | 3.02% | 0.83% | 3.09% | 2.22% | 0.49% | -7.69% | 1.64% | -8.17% | -7.50% |
| 2017 | 2.55% | 2.17% | 0.87% | 0.42% | 1.62% | 0.62% | 2.71% | 0.53% | 2.38% | 2.18% | 2.43% | 2.03% | 22.48% |
| 2016 | -3.83% | 1.18% | 7.74% | 1.75% | 0.35% | 0.99% | 3.65% | -0.20% | 0.62% | -1.76% | 2.13% | 1.67% | 14.80% |
| 2015 | -3.90% | 5.78% | -3.25% | 3.53% | -0.55% | -2.64% | 0.42% | -5.61% | -2.64% | 7.20% | -0.52% | -3.11% | -5.99% |
| 2014 | -3.79% | 4.77% | 0.33% | 1.46% | 2.16% | 2.97% | -1.07% | 3.42% | -2.65% | 1.23% | 2.10% | -1.29% | 9.68% |
| 2013 | 3.95% | 0.50% | 3.22% | 1.02% | 0.90% | -2.52% | 5.18% | -1.97% | 3.78% | 4.31% | 1.46% | 2.42% | 24.28% |
Expense Ratio
SCHD/GROWTH/TSX has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SCHD/GROWTH/TSX is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.98 | 2.87 | 1.35 | 1.74 | 10.17 |
VUG Vanguard Growth ETF | 2.44 | 3.15 | 1.44 | 2.23 | 12.31 |
XIU.TO iShares S&P/TSX 60 Index ETF | 1.79 | 2.57 | 1.32 | 1.28 | 12.10 |
Dividends
Dividend yield
SCHD/GROWTH/TSX granted a 1.79% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/GROWTH/TSX | 1.79% | 2.23% | 2.21% | 1.76% | 2.12% | 2.13% | 2.40% | 2.02% | 2.22% | 2.37% | 2.07% | 2.02% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VUG Vanguard Growth ETF | 0.40% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.85% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHD/GROWTH/TSX. 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 SCHD/GROWTH/TSX was 34.82%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current SCHD/GROWTH/TSX drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 4, 2020 | 118 |
| -24.39% | Jan 4, 2022 | 199 | Oct 12, 2022 | 304 | Dec 19, 2023 | 503 |
| -19.09% | Oct 2, 2018 | 60 | Dec 24, 2018 | 70 | Apr 4, 2019 | 130 |
| -18.08% | Apr 27, 2015 | 190 | Jan 20, 2016 | 121 | Jul 11, 2016 | 311 |
| -10.18% | Jan 29, 2018 | 44 | Apr 2, 2018 | 104 | Aug 24, 2018 | 148 |
Volatility
Volatility Chart
The current SCHD/GROWTH/TSX volatility is 3.98%, 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.
Diversification
Asset Correlations Table
| XIU.TO | VUG | SCHD | |
|---|---|---|---|
| XIU.TO | 1.00 | 0.65 | 0.69 |
| VUG | 0.65 | 1.00 | 0.72 |
| SCHD | 0.69 | 0.72 | 1.00 |