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VTIP/VNQ/SCHD/VIG

Last updated Sep 23, 2023

Asset Allocation


VTIP 5%SCHD 40%VIG 40%VNQ 15%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds5%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend40%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend40%
VNQ
Vanguard Real Estate ETF
REIT15%

Performance

The chart shows the growth of an initial investment of $10,000 in VTIP/VNQ/SCHD/VIG, 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
3.18%
8.61%
VTIP/VNQ/SCHD/VIG
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the VTIP/VNQ/SCHD/VIG returned 0.31% Year-To-Date and 9.72% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.81%
VTIP/VNQ/SCHD/VIG-2.08%3.51%0.31%9.13%8.37%9.73%
VNQ
Vanguard Real Estate ETF
-4.32%-0.60%-4.10%-3.86%2.85%5.50%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.32%0.02%2.18%2.63%2.83%1.66%
SCHD
Schwab US Dividend Equity ETF
-1.92%2.48%-3.10%8.53%9.79%11.11%
VIG
Vanguard Dividend Appreciation ETF
-1.72%6.48%5.17%15.51%9.34%10.60%

Asset Correlations Table

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

VTIPVNQSCHDVIG
VTIP1.000.180.060.07
VNQ0.181.000.600.64
SCHD0.060.601.000.92
VIG0.070.640.921.00

Sharpe Ratio

The current VTIP/VNQ/SCHD/VIG Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.47

The Sharpe ratio of VTIP/VNQ/SCHD/VIG 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
0.47
0.81
VTIP/VNQ/SCHD/VIG
Benchmark (^GSPC)
Portfolio components

Dividend yield

VTIP/VNQ/SCHD/VIG granted a 2.88% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VTIP/VNQ/SCHD/VIG2.88%3.13%2.48%2.78%2.78%3.32%2.98%3.38%3.40%3.12%3.18%3.58%
VNQ
Vanguard Real Estate ETF
3.69%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
5.07%6.89%5.04%1.35%2.23%2.85%1.81%0.92%0.00%1.00%0.06%0.13%
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%
VIG
Vanguard Dividend Appreciation ETF
1.51%1.98%1.60%1.70%1.83%2.26%2.09%2.43%2.71%2.31%2.23%2.92%

Expense Ratio

The VTIP/VNQ/SCHD/VIG has an expense ratio of 0.07% 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.


0.12%
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
VNQ
Vanguard Real Estate ETF
-0.29
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.48
SCHD
Schwab US Dividend Equity ETF
0.42
VIG
Vanguard Dividend Appreciation ETF
0.87

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-9.63%
-9.93%
VTIP/VNQ/SCHD/VIG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VTIP/VNQ/SCHD/VIG. 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 VTIP/VNQ/SCHD/VIG is 32.42%, recorded on Mar 23, 2020. It took 140 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.42%Feb 18, 202025Mar 23, 2020140Oct 9, 2020165
-19.52%Jan 5, 2022194Oct 12, 2022
-15.42%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-12.22%Mar 3, 2015123Aug 25, 2015140Mar 16, 2016263
-9.85%Jan 29, 201839Mar 23, 2018102Aug 17, 2018141

Volatility Chart

The current VTIP/VNQ/SCHD/VIG volatility is 2.85%, 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
2.85%
3.41%
VTIP/VNQ/SCHD/VIG
Benchmark (^GSPC)
Portfolio components