SCHD/VIG/VXUS/VTEB/VNQ
Balanced Dividend Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 20% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
VTEB Vanguard Tax-Exempt Bond ETF | Municipal Bonds | 10% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHD/VIG/VXUS/VTEB/VNQ, 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
The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| SCHD/VIG/VXUS/VTEB/VNQ | 15.31% | 1.13% | 10.54% | 27.42% | 10.46% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 18.08% | 2.17% | 11.93% | 31.11% | 13.00% | 11.72% |
VIG Vanguard Dividend Appreciation ETF | 20.60% | 1.52% | 12.65% | 30.03% | 13.00% | 11.97% |
VXUS Vanguard Total International Stock ETF | 8.64% | -3.34% | 1.96% | 18.93% | 5.94% | 5.10% |
VTEB Vanguard Tax-Exempt Bond ETF | 1.52% | -0.11% | 2.15% | 7.23% | 1.24% | N/A |
VNQ Vanguard Real Estate ETF | 11.17% | 0.65% | 16.23% | 32.66% | 4.60% | 6.18% |
Monthly Returns
The table below presents the monthly returns of SCHD/VIG/VXUS/VTEB/VNQ, 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 | -0.38% | 2.08% | 3.43% | -4.24% | 2.54% | 0.51% | 5.08% | 2.66% | 1.44% | -1.20% | 15.31% | ||
| 2023 | 3.79% | -3.47% | 0.18% | 0.25% | -3.40% | 5.03% | 3.17% | -2.01% | -4.27% | -3.02% | 7.25% | 5.71% | 8.63% |
| 2022 | -3.81% | -2.19% | 2.36% | -4.41% | 1.79% | -6.92% | 4.79% | -3.37% | -7.91% | 8.16% | 7.18% | -3.22% | -8.75% |
| 2021 | -0.98% | 3.77% | 6.50% | 3.06% | 2.38% | -0.24% | 1.34% | 1.70% | -3.84% | 4.58% | -1.87% | 6.31% | 24.55% |
| 2020 | -0.81% | -7.58% | -11.71% | 9.81% | 3.58% | 0.42% | 4.58% | 4.24% | -1.92% | -0.84% | 11.00% | 2.99% | 12.06% |
| 2019 | 6.29% | 3.24% | 1.65% | 2.66% | -5.14% | 5.70% | 1.33% | -0.21% | 2.56% | 1.15% | 1.89% | 2.15% | 25.34% |
| 2018 | 3.31% | -4.97% | -1.12% | -0.66% | 1.57% | 0.64% | 3.55% | 1.75% | 0.66% | -5.42% | 3.24% | -6.94% | -5.00% |
| 2017 | 0.52% | 3.11% | 0.14% | 0.75% | 1.57% | 0.27% | 1.52% | 0.03% | 2.03% | 2.34% | 3.31% | 1.56% | 18.48% |
| 2016 | -2.43% | 0.35% | 6.33% | -0.09% | 1.03% | 2.71% | 2.77% | -0.49% | -0.18% | -2.00% | 1.50% | 2.17% | 11.96% |
| 2015 | 4.18% | -0.76% | 6.99% | 0.04% | -0.58% | 10.02% |
Expense Ratio
SCHD/VIG/VXUS/VTEB/VNQ 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 SCHD/VIG/VXUS/VTEB/VNQ is 61, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.85 | 4.10 | 1.51 | 3.16 | 15.75 |
VIG Vanguard Dividend Appreciation ETF | 3.16 | 4.43 | 1.59 | 6.23 | 20.81 |
VXUS Vanguard Total International Stock ETF | 1.54 | 2.19 | 1.27 | 1.40 | 9.02 |
VTEB Vanguard Tax-Exempt Bond ETF | 1.89 | 2.81 | 1.38 | 0.94 | 8.30 |
VNQ Vanguard Real Estate ETF | 1.92 | 2.75 | 1.35 | 1.06 | 7.36 |
Dividends
Dividend yield
SCHD/VIG/VXUS/VTEB/VNQ provided a 3.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.00% | 3.12% | 3.00% | 2.43% | 2.71% | 2.71% | 2.96% | 2.58% | 2.81% | 2.69% | 2.40% | 2.30% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VIG Vanguard Dividend Appreciation ETF | 1.69% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.10% | 2.79% | 2.09% | 1.65% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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 SCHD/VIG/VXUS/VTEB/VNQ. 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/VXUS/VTEB/VNQ was 31.43%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.43% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -19.18% | Jan 5, 2022 | 186 | Sep 30, 2022 | 349 | Feb 22, 2024 | 535 |
| -14.48% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -9.92% | Jan 29, 2018 | 39 | Mar 23, 2018 | 123 | Sep 18, 2018 | 162 |
| -8.62% | Nov 4, 2015 | 52 | Jan 20, 2016 | 36 | Mar 11, 2016 | 88 |
Volatility
Volatility Chart
The current SCHD/VIG/VXUS/VTEB/VNQ volatility is 2.45%, 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
| VTEB | VNQ | VXUS | SCHD | VIG | |
|---|---|---|---|---|---|
| VTEB | 1.00 | 0.19 | 0.02 | -0.04 | 0.00 |
| VNQ | 0.19 | 1.00 | 0.53 | 0.62 | 0.65 |
| VXUS | 0.02 | 0.53 | 1.00 | 0.73 | 0.75 |
| SCHD | -0.04 | 0.62 | 0.73 | 1.00 | 0.90 |
| VIG | 0.00 | 0.65 | 0.75 | 0.90 | 1.00 |