SCHD/GROWTH/TSX
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VUG Vanguard Growth ETF | Large Cap Growth Equities | 40% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
XIU.TO iShares S&P/TSX 60 Index ETF | Large Cap Growth Equities | 30% |
Performance
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
Returns
As of Sep 22, 2023, the SCHD/GROWTH/TSX returned 11.35% Year-To-Date and 10.32% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 7.99% | 9.63% |
| SCHD/GROWTH/TSX | -0.62% | 7.92% | 11.35% | 12.30% | 9.90% | 10.32% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -1.22% | 3.50% | -2.91% | 6.64% | 9.32% | 10.87% |
VUG Vanguard Growth ETF | -1.83% | 13.88% | 28.69% | 20.97% | 11.97% | 13.29% |
XIU.TO iShares S&P/TSX 60 Index ETF | 1.60% | 4.25% | 3.65% | 4.75% | 6.40% | 5.01% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| XIU.TO | VUG | SCHD | |
|---|---|---|---|
| XIU.TO | 1.00 | 0.66 | 0.70 |
| VUG | 0.66 | 1.00 | 0.75 |
| SCHD | 0.70 | 0.75 | 1.00 |
Dividend yield
SCHD/GROWTH/TSX granted a 2.40% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/GROWTH/TSX | 2.40% | 2.25% | 1.85% | 2.29% | 2.36% | 2.72% | 2.34% | 2.63% | 2.90% | 2.58% | 2.59% | 2.96% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VUG Vanguard Growth ETF | 0.77% | 0.71% | 0.49% | 0.68% | 0.98% | 1.37% | 1.20% | 1.47% | 1.40% | 1.32% | 1.32% | 1.69% |
XIU.TO iShares S&P/TSX 60 Index ETF | 3.32% | 3.08% | 2.55% | 3.25% | 3.18% | 3.64% | 3.04% | 3.20% | 3.97% | 3.39% | 3.53% | 3.64% |
Expense Ratio
The SCHD/GROWTH/TSX has an expense ratio of 0.09% 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.33 | ||||
VUG Vanguard Growth ETF | 0.83 | ||||
XIU.TO iShares S&P/TSX 60 Index ETF | 0.28 |
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 SCHD/GROWTH/TSX. 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 SCHD/GROWTH/TSX is 34.82%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current SCHD/GROWTH/TSX volatility is 3.88%, 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.