Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 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 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 SCHD/GROWTH/TSX returned 1.00% Year-To-Date and 14.19% 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 SCHD/GROWTH/TSX | 0.14% | -2.77% | 1.00% | 3.99% | 22.14% | 18.37% | 11.44% | 14.19% |
| 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% |
VUG Vanguard Growth ETF | 0.11% | -3.66% | -9.29% | -8.34% | 17.67% | 21.67% | 11.69% | 16.20% |
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, SCHD/GROWTH/TSX's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SCHD/GROWTH/TSX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.27% | 2.31% | -4.09% | 0.64% | 1.00% | ||||||||
| 2025 | 2.28% | -0.44% | -4.05% | -0.25% | 5.88% | 4.22% | 1.51% | 3.54% | 2.49% | 1.05% | 1.38% | 0.86% | 19.71% |
| 2024 | 0.63% | 3.67% | 3.10% | -4.17% | 4.25% | 2.15% | 2.69% | 2.78% | 2.05% | -0.70% | 5.93% | -3.51% | 20.00% |
| 2023 | 7.58% | -3.07% | 3.05% | 1.17% | -0.81% | 6.20% | 3.38% | -2.01% | -4.68% | -3.41% | 9.65% | 5.55% | 23.63% |
| 2022 | -4.80% | -2.27% | 4.02% | -8.66% | 0.75% | -8.74% | 7.72% | -4.10% | -9.04% | 7.18% | 6.06% | -6.17% | -18.53% |
| 2021 | -0.83% | 3.55% | 5.35% | 4.80% | 2.06% | 2.07% | 1.55% | 2.16% | -4.01% | 7.03% | -1.55% | 4.03% | 28.95% |
Benchmark Metrics
SCHD/GROWTH/TSX has an annualized alpha of 0.98%, beta of 0.94, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- With beta of 0.94 and R² of 0.95, 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
- 0.98%
- Beta
- 0.94
- R²
- 0.95
- Upside Capture
- 98.46%
- Downside Capture
- 96.15%
Expense Ratio
SCHD/GROWTH/TSX has an expense ratio of 0.08%, 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
SCHD/GROWTH/TSX ranks 79 for risk / return — better than 79% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.88 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.37 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 5.76 | 1.39 | +4.37 |
Martin ratioReturn relative to average drawdown | 26.20 | 6.43 | +19.76 |
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 |
VUG Vanguard Growth ETF | 38 | 0.78 | 1.27 | 1.18 | 1.13 | 3.90 |
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
SCHD/GROWTH/TSX provided a 1.91% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.91% | 2.03% | 2.15% | 2.23% | 2.21% | 1.76% | 2.12% | 2.14% | 2.40% | 2.02% | 2.22% | 2.37% |
| 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% |
VUG Vanguard Growth ETF | 0.45% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
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 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 34.85%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current SCHD/GROWTH/TSX drawdown is 3.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 4, 2020 | 118 |
| -24.38% | Jan 4, 2022 | 199 | Oct 12, 2022 | 304 | Dec 19, 2023 | 503 |
| -19.07% | Oct 2, 2018 | 60 | Dec 24, 2018 | 70 | Apr 4, 2019 | 130 |
| -18.1% | Apr 29, 2015 | 188 | Jan 20, 2016 | 121 | Jul 11, 2016 | 309 |
| -16.51% | Feb 20, 2025 | 34 | Apr 8, 2025 | 39 | Jun 3, 2025 | 73 |
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 3 assets, with an effective number of assets of 2.94, 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 | VUG | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.73 | 0.82 | 0.94 | 0.96 |
| XIU.TO | 0.73 | 1.00 | 0.67 | 0.63 | 0.85 |
| SCHD | 0.82 | 0.67 | 1.00 | 0.66 | 0.84 |
| VUG | 0.94 | 0.63 | 0.66 | 1.00 | 0.90 |
| Portfolio | 0.96 | 0.85 | 0.84 | 0.90 | 1.00 |