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SCHD/VIG/VTEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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 every 3 months.


140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
164.54%
204.49%
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.31%0.28%-0.74%12.29%15.01%10.56%
SCHD/VIG/VTEB-2.56%-4.05%-3.32%6.07%11.20%N/A
SCHD
Schwab US Dividend Equity ETF
-3.75%-6.49%-5.55%5.07%13.58%10.58%
VIG
Vanguard Dividend Appreciation ETF
-0.96%-0.91%-0.11%12.20%13.82%11.33%
VTEB
Vanguard Tax-Exempt Bond ETF
-1.35%-0.98%-1.04%1.31%1.06%N/A
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.83%1.80%-1.97%-4.78%0.70%-2.56%
20240.33%1.82%3.30%-3.77%1.94%0.57%4.68%2.21%1.07%-0.61%4.21%-4.94%10.84%
20232.40%-2.97%0.37%0.05%-3.07%4.66%2.93%-1.51%-3.90%-2.72%6.47%5.02%7.26%
2022-3.32%-1.82%1.78%-4.08%2.50%-6.28%4.32%-2.86%-6.73%8.43%6.49%-2.91%-5.68%
2021-1.14%3.46%6.66%2.37%2.30%-0.52%1.23%1.50%-3.42%4.12%-1.34%5.67%22.43%
2020-0.50%-7.00%-9.51%9.18%3.60%-0.23%4.48%4.26%-1.67%-0.42%10.14%2.51%13.80%
20195.00%3.52%1.43%2.79%-5.11%5.69%1.64%-0.28%2.31%0.79%2.21%1.88%23.69%
20183.53%-4.28%-1.57%-0.93%1.66%0.48%3.72%2.00%0.97%-4.94%3.05%-6.30%-3.21%
20170.20%3.07%0.11%0.66%1.67%-0.04%1.27%0.06%2.07%2.56%3.39%1.63%17.89%
2016-1.72%0.74%5.13%0.00%1.06%2.54%2.16%-0.18%-0.26%-1.49%1.78%1.83%12.02%
20154.09%-0.75%6.65%0.29%-0.52%9.92%

Expense Ratio

SCHD/VIG/VTEB has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for VIG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIG: 0.06%
Expense ratio chart for VTEB: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTEB: 0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHD/VIG/VTEB is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SCHD/VIG/VTEB is 2626
Overall Rank
The Sharpe Ratio Rank of SCHD/VIG/VTEB is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD/VIG/VTEB is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SCHD/VIG/VTEB is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SCHD/VIG/VTEB is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SCHD/VIG/VTEB is 2626
Martin 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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.00
Portfolio: 0.51
^GSPC: 0.67
The chart of Sortino ratio for Portfolio, currently valued at 0.78, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.78
^GSPC: 1.05
The chart of Omega ratio for Portfolio, currently valued at 1.11, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.11
^GSPC: 1.16
The chart of Calmar ratio for Portfolio, currently valued at 0.48, compared to the broader market0.002.004.006.00
Portfolio: 0.48
^GSPC: 0.68
The chart of Martin ratio for Portfolio, currently valued at 1.77, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 1.77
^GSPC: 2.70

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.340.581.080.341.16
VIG
Vanguard Dividend Appreciation ETF
0.781.191.170.823.49
VTEB
Vanguard Tax-Exempt Bond ETF
0.340.461.070.341.09

The current SCHD/VIG/VTEB Sharpe ratio is 0.51. 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 0.55 to 1.08, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of SCHD/VIG/VTEB 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.51
0.67
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SCHD/VIG/VTEB provided a 3.33% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.33%3.08%2.97%2.79%2.26%2.56%2.54%2.67%2.32%2.46%2.34%1.94%
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VIG
Vanguard Dividend Appreciation ETF
1.84%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
VTEB
Vanguard Tax-Exempt Bond ETF
3.27%3.14%2.79%2.09%1.65%1.99%2.30%2.25%1.96%1.66%0.58%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.37%
-7.45%
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SCHD/VIG/VTEB. 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/VIG/VTEB was 28.10%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current SCHD/VIG/VTEB drawdown is 7.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.1%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-16.46%Jan 5, 2022186Sep 30, 2022306Dec 19, 2023492
-13.44%Sep 24, 201864Dec 24, 201865Mar 29, 2019129
-13.37%Dec 2, 202487Apr 8, 2025
-9.38%Jan 29, 201839Mar 23, 2018120Sep 13, 2018159

Volatility

Volatility Chart

The current SCHD/VIG/VTEB volatility is 9.11%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.11%
14.17%
SCHD/VIG/VTEB
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
0.501.001.502.002.503.00
Effective Assets: 2.43

The portfolio contains 3 assets, with an effective number of assets of 2.43, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCVTEBSCHDVIGPortfolio
^GSPC1.000.000.820.920.86
VTEB0.001.00-0.020.020.04
SCHD0.82-0.021.000.890.99
VIG0.920.020.891.000.94
Portfolio0.860.040.990.941.00
The correlation results are calculated based on daily price changes starting from Aug 26, 2015