SCHD/GROWTH/TSX
Asset Allocation
| Position | Category/Sector | Target 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
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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 May 11, 2025, the SCHD/GROWTH/TSX returned -1.39% Year-To-Date and 11.29% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| SCHD/GROWTH/TSX | -1.39% | 8.01% | -3.42% | 10.79% | 14.89% | 11.29% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.38% | 10.19% |
VUG Vanguard Growth ETF | -5.41% | 9.75% | -4.74% | 13.34% | 16.21% | 14.42% |
XIU.TO iShares S&P/TSX 60 Index ETF | 6.93% | 10.40% | 3.88% | 14.96% | 13.95% | 7.18% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.28% | -0.43% | -4.05% | -0.26% | 1.19% | -1.39% | |||||||
| 2024 | 0.63% | 3.66% | 3.10% | -4.18% | 4.27% | 2.16% | 2.67% | 2.80% | 2.05% | -0.70% | 5.95% | -3.52% | 20.01% |
| 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% | 5.19% | 2.97% | 6.22% | 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% |
Expense Ratio
SCHD/GROWTH/TSX has an expense ratio of 0.09%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SCHD/GROWTH/TSX is 45, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.08 | 0.11 | 1.02 | 0.00 | 0.00 |
VUG Vanguard Growth ETF | 0.53 | 0.78 | 1.11 | 0.48 | 1.62 |
XIU.TO iShares S&P/TSX 60 Index ETF | 0.89 | 1.35 | 1.18 | 1.17 | 4.57 |
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Dividends
Dividend yield
SCHD/GROWTH/TSX provided a 2.28% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 2.15% | 2.23% | 2.21% | 1.76% | 2.12% | 2.13% | 2.40% | 2.02% | 2.22% | 2.37% | 2.07% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VUG Vanguard Growth ETF | 0.50% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.89% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% |
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 34.82%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current SCHD/GROWTH/TSX drawdown is 5.37%.
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 |
| -16.51% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
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
| ^GSPC | XIU.TO | SCHD | VUG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.73 | 0.85 | 0.94 | 0.96 |
| XIU.TO | 0.73 | 1.00 | 0.69 | 0.64 | 0.86 |
| SCHD | 0.85 | 0.69 | 1.00 | 0.70 | 0.85 |
| VUG | 0.94 | 0.64 | 0.70 | 1.00 | 0.91 |
| Portfolio | 0.96 | 0.86 | 0.85 | 0.91 | 1.00 |