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
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 every 3 months.
The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of Dec 31, 2024, the VTIP/VNQ/SCHD/VIG returned 12.91% Year-To-Date and 10.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
| VTIP/VNQ/SCHD/VIG | 0.00% | -4.85% | 7.64% | 13.53% | 10.24% | 10.37% |
| Portfolio components: | ||||||
VNQ Vanguard Real Estate ETF | 0.00% | -7.35% | 7.97% | 5.54% | 2.94% | 4.77% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.00% | -0.20% | 2.30% | 4.72% | 3.36% | 2.58% |
SCHD Schwab US Dividend Equity ETF | 0.00% | -5.81% | 7.79% | 11.17% | 11.10% | 11.19% |
VIG Vanguard Dividend Appreciation ETF | 0.00% | -3.53% | 7.65% | 18.18% | 11.56% | 11.62% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.12% | 2.50% | 3.52% | -4.58% | 2.81% | 0.81% | 5.27% | 3.01% | 1.36% | -1.10% | 4.85% | 12.91% | |
| 2023 | 3.18% | -3.28% | 0.10% | 0.63% | -3.44% | 5.75% | 3.11% | -1.81% | -4.44% | -2.70% | 7.22% | 5.56% | 9.37% |
| 2022 | -4.44% | -2.41% | 3.30% | -4.45% | 1.23% | -7.08% | 5.55% | -3.37% | -8.23% | 9.70% | 6.61% | -3.64% | -8.68% |
| 2021 | -1.64% | 3.73% | 7.13% | 3.53% | 2.30% | -0.22% | 2.13% | 1.88% | -4.39% | 5.69% | -1.73% | 7.12% | 27.84% |
| 2020 | -0.35% | -8.40% | -11.62% | 10.67% | 3.35% | 0.06% | 4.85% | 4.93% | -1.82% | -1.18% | 11.11% | 2.74% | 12.50% |
| 2019 | 6.73% | 3.72% | 1.70% | 2.92% | -5.18% | 6.07% | 1.87% | 0.19% | 2.45% | 0.74% | 2.06% | 2.03% | 27.82% |
| 2018 | 3.49% | -5.06% | -1.15% | -0.78% | 1.97% | 0.96% | 3.97% | 2.49% | 0.90% | -5.60% | 3.76% | -8.15% | -4.04% |
| 2017 | 0.47% | 3.68% | -0.31% | 0.83% | 1.28% | 0.36% | 1.18% | -0.18% | 2.16% | 2.26% | 3.99% | 1.42% | 18.46% |
| 2016 | -2.37% | 0.71% | 6.76% | -0.57% | 1.30% | 3.24% | 2.75% | -0.74% | -0.56% | -2.29% | 2.30% | 2.11% | 12.99% |
| 2015 | -1.63% | 3.77% | -1.65% | -0.63% | 0.55% | -3.08% | 1.98% | -5.51% | -0.60% | 7.18% | 0.13% | -0.48% | -0.55% |
| 2014 | -3.40% | 4.31% | 1.18% | 1.64% | 1.57% | 1.34% | -2.07% | 3.33% | -1.40% | 3.25% | 2.82% | -0.11% | 12.85% |
Expense Ratio
VTIP/VNQ/SCHD/VIG has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VTIP/VNQ/SCHD/VIG is 28, 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 | 0.17 | 0.33 | 1.04 | 0.10 | 0.57 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.62 | 4.00 | 1.54 | 6.26 | 16.24 |
SCHD Schwab US Dividend Equity ETF | 0.98 | 1.46 | 1.17 | 1.38 | 4.48 |
VIG Vanguard Dividend Appreciation ETF | 1.63 | 2.30 | 1.30 | 3.31 | 10.01 |
Dividends
Dividend yield
VTIP/VNQ/SCHD/VIG provided a 2.87% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.87% | 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 | 3.89% | 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 | 2.70% | 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 | 3.65% | 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 | 1.73% | 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.
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 32.93%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current VTIP/VNQ/SCHD/VIG drawdown is 5.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.93% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -19.4% | Jan 5, 2022 | 186 | Sep 30, 2022 | 327 | Jan 22, 2024 | 513 |
| -16.02% | Sep 24, 2018 | 64 | Dec 24, 2018 | 65 | Mar 29, 2019 | 129 |
| -12.49% | Mar 3, 2015 | 123 | Aug 25, 2015 | 141 | Mar 17, 2016 | 264 |
| -10.2% | Jan 29, 2018 | 39 | Mar 23, 2018 | 104 | Aug 21, 2018 | 143 |
Volatility
Volatility Chart
The current VTIP/VNQ/SCHD/VIG volatility is 3.46%, 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.
Diversification
Asset Correlations Table
| VTIP | VNQ | SCHD | VIG | |
|---|---|---|---|---|
| VTIP | 1.00 | 0.20 | 0.07 | 0.08 |
| VNQ | 0.20 | 1.00 | 0.62 | 0.64 |
| SCHD | 0.07 | 0.62 | 1.00 | 0.91 |
| VIG | 0.08 | 0.64 | 0.91 | 1.00 |