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SCHD/GROWTH/TSX

Last updated Sep 22, 2023

Asset Allocation


VUG 40%SCHD 30%XIU.TO 30%EquityEquity
PositionCategory/SectorWeight
VUG
Vanguard Growth ETF
Large Cap Growth Equities40%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend30%
XIU.TO
iShares S&P/TSX 60 Index ETF
Large Cap Growth Equities30%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.53%
9.04%
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

XIU.TOVUGSCHD
XIU.TO1.000.660.70
VUG0.661.000.75
SCHD0.700.751.00

Sharpe Ratio

The current SCHD/GROWTH/TSX Sharpe ratio is 0.99. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.99

The Sharpe ratio of SCHD/GROWTH/TSX lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.99
1.09
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/GROWTH/TSX granted a 2.40% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/GROWTH/TSX2.40%2.25%1.85%2.29%2.36%2.72%2.34%2.63%2.90%2.58%2.59%2.96%
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.


0.18%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-9.54%
-9.73%
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202095Aug 4, 2020118
-24.39%Jan 4, 2022199Oct 12, 2022
-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 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.88%
3.66%
SCHD/GROWTH/TSX
Benchmark (^GSPC)
Portfolio components