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SCHD/GROWTH/TSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VUG 40%SCHD 30%XIU.TO 30%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


300.00%320.00%340.00%360.00%FebruaryMarchAprilMayJuneJuly
356.60%
352.94%
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Jul 22, 2024, the SCHD/GROWTH/TSX returned 12.02% Year-To-Date and 10.93% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
SCHD/GROWTH/TSX12.02%2.87%10.93%18.42%13.53%10.98%
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.39%12.32%11.80%11.00%
VUG
Vanguard Growth ETF
19.69%-0.48%16.10%30.08%17.44%14.99%
XIU.TO
iShares S&P/TSX 60 Index ETF
5.06%5.23%7.04%9.16%8.68%4.83%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.63%3.66%3.10%-4.18%4.27%2.16%12.02%
20237.59%-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%
20200.76%-7.35%-13.56%12.84%5.19%2.97%6.22%7.14%-3.87%-2.13%12.10%3.48%22.50%
20199.31%3.37%1.63%3.90%-6.02%6.52%1.28%-0.75%2.01%1.32%3.27%2.51%31.37%
20184.28%-4.88%-1.92%0.33%3.02%0.83%3.09%2.22%0.49%-7.69%1.64%-8.17%-7.50%
20172.55%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%
20133.95%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.


Expense ratio chart for XIU.TO: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHD/GROWTH/TSX is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SCHD/GROWTH/TSX is 4545
SCHD/GROWTH/TSX
The Sharpe Ratio Rank of SCHD/GROWTH/TSX is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD/GROWTH/TSX is 4646Sortino Ratio Rank
The Omega Ratio Rank of SCHD/GROWTH/TSX is 4848Omega Ratio Rank
The Calmar Ratio Rank of SCHD/GROWTH/TSX is 4242Calmar Ratio Rank
The Martin Ratio Rank of SCHD/GROWTH/TSX is 4444Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


SCHD/GROWTH/TSX
Sharpe ratio
The chart of Sharpe ratio for SCHD/GROWTH/TSX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.54
Sortino ratio
The chart of Sortino ratio for SCHD/GROWTH/TSX, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for SCHD/GROWTH/TSX, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for SCHD/GROWTH/TSX, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.001.22
Martin ratio
The chart of Martin ratio for SCHD/GROWTH/TSX, currently valued at 5.41, compared to the broader market0.0010.0020.0030.0040.005.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
1.041.571.180.883.20
VUG
Vanguard Growth ETF
1.892.591.341.559.51
XIU.TO
iShares S&P/TSX 60 Index ETF
0.620.971.120.442.08

Sharpe Ratio

The current SCHD/GROWTH/TSX Sharpe ratio is 1.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of SCHD/GROWTH/TSX with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.54
1.82
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SCHD/GROWTH/TSX granted a 2.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
SCHD/GROWTH/TSX2.13%2.23%2.21%1.76%2.12%2.13%2.40%2.02%2.22%2.37%2.07%2.02%
SCHD
Schwab US Dividend Equity ETF
3.49%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
0.51%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
2.94%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.14%
-2.86%
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components

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 2.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.82%Feb 20, 202023Mar 23, 202095Aug 4, 2020118
-24.39%Jan 4, 2022199Oct 12, 2022304Dec 19, 2023503
-19.09%Oct 2, 201860Dec 24, 201870Apr 4, 2019130
-18.08%Apr 27, 2015190Jan 20, 2016121Jul 11, 2016311
-10.18%Jan 29, 201844Apr 2, 2018104Aug 24, 2018148

Volatility

Volatility Chart

The current SCHD/GROWTH/TSX volatility is 2.30%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.30%
2.76%
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

XIU.TOVUGSCHD
XIU.TO1.000.640.70
VUG0.641.000.72
SCHD0.700.721.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011