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SCHD/VIG/VTEB

Last updated Sep 21, 2023

Asset Allocation


VTEB 20%SCHD 56%VIG 24%BondBondEquityEquity
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds20%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend56%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend24%

Performance

The chart shows the growth of an initial investment of $10,000 in SCHD/VIG/VTEB, 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
3.96%
10.86%
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the SCHD/VIG/VTEB returned 0.98% Year-To-Date and 10.92% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%11.23%
SCHD/VIG/VTEB-0.35%4.63%0.98%7.65%8.33%10.92%
SCHD
Schwab US Dividend Equity ETF
-0.53%4.93%-1.48%6.73%9.83%13.24%
VIG
Vanguard Dividend Appreciation ETF
-0.02%8.89%6.67%12.97%9.44%12.58%
VTEB
Vanguard Tax-Exempt Bond ETF
-0.29%-1.18%0.90%3.31%1.55%1.78%

Asset Correlations Table

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

VTEBVIGSCHD
VTEB1.00-0.03-0.07
VIG-0.031.000.91
SCHD-0.070.911.00

Sharpe Ratio

The current SCHD/VIG/VTEB Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.53

The Sharpe ratio of SCHD/VIG/VTEB is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.53
0.74
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/VIG/VTEB granted a 3.42% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/VIG/VTEB3.42%2.85%2.38%2.77%2.83%3.06%2.72%2.98%2.92%2.50%2.41%2.93%
SCHD
Schwab US Dividend Equity ETF
4.49%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
VIG
Vanguard Dividend Appreciation ETF
1.49%1.98%1.60%1.70%1.83%2.26%2.09%2.43%2.71%2.31%2.23%2.92%
VTEB
Vanguard Tax-Exempt Bond ETF
2.72%2.13%1.71%2.10%2.48%2.48%2.21%1.91%0.68%0.00%0.00%0.00%

Expense Ratio

The SCHD/VIG/VTEB has an expense ratio of 0.06% 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.


0.06%
0.00%2.15%
0.05%
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
0.36
VIG
Vanguard Dividend Appreciation ETF
0.77
VTEB
Vanguard Tax-Exempt Bond ETF
0.62

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-5.43%
-8.22%
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SCHD/VIG/VTEB. 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/VIG/VTEB is 28.10%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.1%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-16.46%Jan 5, 2022186Sep 30, 2022
-13.44%Sep 24, 201864Dec 24, 201865Mar 29, 2019129
-9.38%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159
-7.11%Dec 30, 201514Jan 20, 201632Mar 7, 201646

Volatility Chart

The current SCHD/VIG/VTEB volatility is 2.24%, 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%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.24%
3.47%
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components