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SCHD/TECH

Last updated Oct 3, 2023

50/50

Asset Allocation


SCHD 50%VGT 50%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
VGT
Vanguard Information Technology ETF
Technology Equities50%

Performance

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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
4.08%
4.58%
SCHD/TECH
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the SCHD/TECH returned 13.07% Year-To-Date and 15.41% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.97%11.69%19.60%7.98%9.78%
SCHD/TECH-5.58%3.25%13.07%23.81%13.47%15.41%
SCHD
Schwab US Dividend Equity ETF
-5.17%-2.85%-4.61%9.48%9.33%11.10%
VGT
Vanguard Information Technology ETF
-6.06%9.17%31.85%37.36%16.70%19.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.61%-0.55%2.21%5.78%3.52%-1.84%-5.36%

Sharpe Ratio

The current SCHD/TECH Sharpe ratio is 1.18. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.18

The Sharpe ratio of SCHD/TECH 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-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.18
1.04
SCHD/TECH
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/TECH granted a 2.25% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/TECH2.25%2.20%1.80%2.15%2.27%2.47%2.11%2.50%2.60%2.35%2.26%2.67%
SCHD
Schwab US Dividend Equity ETF
3.73%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
VGT
Vanguard Information Technology ETF
0.76%0.92%0.65%0.84%1.15%1.35%1.04%1.40%1.39%1.23%1.17%1.35%

Expense Ratio

The SCHD/TECH has an expense ratio of 0.08% 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.


0.10%
0.00%2.15%
0.06%
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
0.54
VGT
Vanguard Information Technology ETF
1.41

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
SCHD1.000.70
VGT0.701.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.05%
-10.59%
SCHD/TECH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SCHD/TECH. 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/TECH is 32.28%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.


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 Chart

The current SCHD/TECH volatility is 3.31%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
3.31%
3.15%
SCHD/TECH
Benchmark (^GSPC)
Portfolio components