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SCHD/TECH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 50%VGT 50%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

50%

VGT
Vanguard Information Technology ETF
Technology Equities

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SCHD/TECH, 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%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
645.96%
352.94%
SCHD/TECH
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/TECH returned 13.80% Year-To-Date and 16.10% 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/TECH13.80%2.10%11.65%20.71%17.65%16.10%
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.86%12.32%12.25%11.16%
VGT
Vanguard Information Technology ETF
18.79%-0.72%15.06%28.85%22.11%20.53%

Monthly Returns

The table below presents the monthly returns of SCHD/TECH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.09%3.35%3.05%-5.08%5.03%4.11%13.80%
20235.89%-1.34%4.61%-0.55%2.21%5.78%3.52%-1.84%-5.36%-2.76%9.85%5.59%27.47%
2022-5.28%-3.10%3.13%-7.97%1.24%-8.67%8.61%-4.24%-9.65%9.33%6.12%-5.62%-17.13%
2021-0.80%3.77%5.01%3.69%0.94%3.17%2.00%2.81%-4.73%6.31%0.59%4.81%30.70%
20201.03%-8.29%-10.76%13.40%5.79%3.28%5.62%8.14%-3.72%-1.97%12.86%4.35%30.06%
20197.02%5.71%2.83%4.80%-8.25%8.04%2.60%-1.75%2.56%2.56%4.23%3.15%37.75%
20186.05%-2.73%-2.92%-0.57%4.45%0.02%3.58%5.58%0.71%-7.19%0.98%-8.23%-1.45%
20171.91%4.19%1.23%1.29%3.09%-1.34%2.89%1.56%1.79%5.51%2.62%1.02%28.82%
2016-4.08%-0.10%7.63%-2.43%3.33%0.30%5.20%1.03%1.36%-1.05%1.89%1.77%15.29%
2015-3.31%6.78%-2.41%1.02%1.50%-3.63%1.49%-5.56%-1.03%9.61%0.74%-1.87%2.35%
2014-3.39%4.38%0.87%0.47%2.37%2.25%-0.60%3.85%-0.79%1.94%3.99%-1.11%14.83%
20133.87%1.33%3.73%1.76%2.81%-2.00%5.02%-1.98%3.30%4.32%3.05%3.18%32.04%

Expense Ratio

SCHD/TECH has an expense ratio of 0.08%, 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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHD/TECH is 50, 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/TECH is 5050
SCHD/TECH
The Sharpe Ratio Rank of SCHD/TECH is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD/TECH is 4747Sortino Ratio Rank
The Omega Ratio Rank of SCHD/TECH is 4545Omega Ratio Rank
The Calmar Ratio Rank of SCHD/TECH is 6161Calmar Ratio Rank
The Martin Ratio Rank of SCHD/TECH is 4747Martin 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/TECH
Sharpe ratio
The chart of Sharpe ratio for SCHD/TECH, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for SCHD/TECH, currently valued at 2.25, compared to the broader market-2.000.002.004.006.002.25
Omega ratio
The chart of Omega ratio for SCHD/TECH, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for SCHD/TECH, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for SCHD/TECH, currently valued at 5.58, compared to the broader market0.0010.0020.0030.0040.005.58
^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
1.171.741.200.993.63
VGT
Vanguard Information Technology ETF
1.411.941.241.996.16

Sharpe Ratio

The current SCHD/TECH Sharpe ratio is 1.58. 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/TECH 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.58
1.82
SCHD/TECH
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SCHD/TECH granted a 2.07% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
SCHD/TECH2.07%2.07%2.15%1.71%1.99%2.04%2.18%1.81%2.10%2.13%1.87%1.76%
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%
VGT
Vanguard Information Technology ETF
0.65%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.71%
-2.86%
SCHD/TECH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SCHD/TECH. 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/TECH was 32.28%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current SCHD/TECH drawdown is 2.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.28%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-25.2%Dec 28, 2021200Oct 12, 2022199Jul 31, 2023399
-19.99%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-13.68%May 22, 201566Aug 25, 201545Oct 28, 2015111
-11.87%Dec 2, 201549Feb 11, 201631Mar 29, 201680

Volatility

Volatility Chart

The current SCHD/TECH volatility is 2.74%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.74%
2.76%
SCHD/TECH
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.

SCHDVGT
SCHD1.000.68
VGT0.681.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011