VTIP/VNQ/SCHD/VIG
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VTIP | VNQ | SCHD | VIG | |
|---|---|---|---|---|
| VTIP | 1.00 | 0.18 | 0.06 | 0.07 |
| VNQ | 0.18 | 1.00 | 0.60 | 0.64 |
| SCHD | 0.06 | 0.60 | 1.00 | 0.92 |
| VIG | 0.07 | 0.64 | 0.92 | 1.00 |
Dividend yield
VTIP/VNQ/SCHD/VIG granted a 2.88% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VTIP/VNQ/SCHD/VIG | 2.88% | 3.13% | 2.48% | 2.78% | 2.78% | 3.32% | 2.98% | 3.38% | 3.40% | 3.12% | 3.18% | 3.58% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 25 | Mar 23, 2020 | 140 | Oct 9, 2020 | 165 |
| -19.52% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -15.42% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -12.22% | Mar 3, 2015 | 123 | Aug 25, 2015 | 140 | Mar 16, 2016 | 263 |
| -9.85% | Jan 29, 2018 | 39 | Mar 23, 2018 | 102 | Aug 17, 2018 | 141 |
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.