VTIP/VNQ/SCHD/VIG
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 40% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 40% |
VNQ Vanguard Real Estate ETF | REIT | 15% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | Inflation-Protected Bonds | 5% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of May 10, 2025, the VTIP/VNQ/SCHD/VIG returned -2.15% Year-To-Date and 9.72% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| VTIP/VNQ/SCHD/VIG | -2.15% | 4.80% | -6.30% | 5.92% | 11.89% | 9.73% |
| Portfolio components: | ||||||
VNQ Vanguard Real Estate ETF | 1.12% | 7.92% | -5.15% | 12.02% | 7.89% | 5.42% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.51% | 0.85% | 3.64% | 7.07% | 4.01% | 2.85% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
VIG Vanguard Dividend Appreciation ETF | -1.37% | 5.87% | -4.46% | 8.09% | 13.23% | 11.20% |
Monthly Returns
The table below presents the monthly returns of VTIP/VNQ/SCHD/VIG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.35% | 1.81% | -2.42% | -4.00% | 0.25% | -2.15% | |||||||
| 2024 | -0.18% | 2.39% | 3.32% | -4.66% | 2.87% | 0.89% | 5.31% | 3.09% | 1.48% | -1.23% | 4.66% | -5.47% | 12.50% |
| 2023 | 3.59% | -3.35% | 0.09% | 0.65% | -3.36% | 5.57% | 2.95% | -1.85% | -4.47% | -2.64% | 7.36% | 5.70% | 9.74% |
| 2022 | -4.51% | -2.35% | 3.27% | -4.31% | 0.86% | -6.87% | 5.67% | -3.47% | -8.30% | 9.03% | 6.41% | -3.64% | -9.51% |
| 2021 | -1.50% | 3.59% | 6.83% | 3.72% | 2.14% | -0.04% | 2.26% | 1.83% | -4.34% | 5.64% | -1.68% | 7.01% | 27.78% |
| 2020 | -0.27% | -8.10% | -11.59% | 10.40% | 3.24% | 0.15% | 4.69% | 4.65% | -1.83% | -1.22% | 10.78% | 2.70% | 11.81% |
| 2019 | 6.76% | 3.55% | 1.76% | 2.78% | -4.88% | 5.80% | 1.81% | 0.30% | 2.37% | 0.73% | 1.92% | 1.98% | 27.34% |
| 2018 | 3.17% | -4.99% | -0.96% | -0.70% | 1.99% | 1.05% | 3.77% | 2.45% | 0.79% | -5.36% | 3.70% | -7.92% | -3.79% |
| 2017 | 0.50% | 3.63% | -0.33% | 0.82% | 1.22% | 0.38% | 1.16% | -0.18% | 2.07% | 2.13% | 3.88% | 1.37% | 17.87% |
| 2016 | -2.33% | 0.70% | 6.68% | -0.57% | 1.27% | 3.21% | 2.69% | -0.72% | -0.56% | -2.25% | 2.25% | 2.08% | 12.80% |
| 2015 | -1.52% | 3.65% | -1.60% | -0.62% | 0.54% | -3.03% | 2.00% | -5.45% | -0.54% | 7.08% | 0.12% | -0.46% | -0.39% |
| 2014 | -3.14% | 4.28% | 1.14% | 1.65% | 1.57% | 1.32% | -2.02% | 3.28% | -1.47% | 3.34% | 2.76% | -0.06% | 13.10% |
Expense Ratio
VTIP/VNQ/SCHD/VIG has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VTIP/VNQ/SCHD/VIG is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 0.66 | 1.09 | 1.14 | 0.54 | 2.35 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.63 | 5.96 | 1.84 | 7.36 | 24.70 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
VIG Vanguard Dividend Appreciation ETF | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
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Dividends
Dividend yield
VTIP/VNQ/SCHD/VIG provided a 3.10% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.10% | 2.86% | 2.91% | 3.07% | 2.35% | 2.56% | 2.48% | 2.89% | 2.52% | 2.77% | 2.71% | 2.41% |
| Portfolio components: | ||||||||||||
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 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 | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VTIP/VNQ/SCHD/VIG. 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 VTIP/VNQ/SCHD/VIG was 32.42%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.
The current VTIP/VNQ/SCHD/VIG drawdown is 7.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.42% | Feb 18, 2020 | 25 | Mar 23, 2020 | 140 | Oct 9, 2020 | 165 |
| -19.52% | Jan 5, 2022 | 194 | Oct 12, 2022 | 334 | Feb 12, 2024 | 528 |
| -15.42% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -14.62% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -12.22% | Mar 3, 2015 | 123 | Aug 25, 2015 | 140 | Mar 16, 2016 | 263 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.90, 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
| ^GSPC | VTIP | VNQ | SCHD | VIG | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.60 | 0.84 | 0.93 | 0.89 |
| VTIP | 0.07 | 1.00 | 0.20 | 0.07 | 0.08 | 0.11 |
| VNQ | 0.60 | 0.20 | 1.00 | 0.62 | 0.64 | 0.76 |
| SCHD | 0.84 | 0.07 | 0.62 | 1.00 | 0.90 | 0.96 |
| VIG | 0.93 | 0.08 | 0.64 | 0.90 | 1.00 | 0.96 |
| Portfolio | 0.89 | 0.11 | 0.76 | 0.96 | 0.96 | 1.00 |