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SCHD/VIG/VXUS/VTEB/VNQ

Last updated Sep 30, 2023

Balanced Dividend Portfolio

Asset Allocation


VTEB 10%SCHD 50%VIG 20%VXUS 10%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds10%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend20%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities10%
VNQ
Vanguard Real Estate ETF
REIT10%

Performance

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


0.00%5.00%10.00%MayJuneJulyAugustSeptember
-1.98%
3.97%
SCHD/VIG/VXUS/VTEB/VNQ
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the SCHD/VIG/VXUS/VTEB/VNQ returned -1.21% Year-To-Date and 10.16% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.35%11.68%19.59%7.99%10.82%
SCHD/VIG/VXUS/VTEB/VNQ-4.46%-1.58%-1.21%10.84%7.45%10.16%
SCHD
Schwab US Dividend Equity ETF
-4.38%-1.51%-3.82%10.38%9.50%12.85%
VIG
Vanguard Dividend Appreciation ETF
-4.50%1.88%3.85%17.35%9.05%12.16%
VXUS
Vanguard Total International Stock ETF
-3.80%-1.46%5.43%20.59%2.90%5.30%
VTEB
Vanguard Tax-Exempt Bond ETF
-2.49%-3.72%-0.99%2.64%1.17%1.54%
VNQ
Vanguard Real Estate ETF
-7.42%-6.96%-5.39%-1.29%2.68%4.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.18%0.25%-3.40%5.03%3.17%-2.01%

Sharpe Ratio

The current SCHD/VIG/VXUS/VTEB/VNQ Sharpe ratio is 0.61. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.61

The Sharpe ratio of SCHD/VIG/VXUS/VTEB/VNQ 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-0.500.000.501.00MayJuneJulyAugustSeptember
0.61
0.89
SCHD/VIG/VXUS/VTEB/VNQ
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/VIG/VXUS/VTEB/VNQ granted a 3.32% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/VIG/VXUS/VTEB/VNQ3.32%3.07%2.57%2.95%3.04%3.43%3.08%3.45%3.40%3.15%3.11%3.53%
SCHD
Schwab US Dividend Equity ETF
3.70%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
2.03%1.99%1.60%1.71%1.84%2.27%2.10%2.44%2.72%2.32%2.24%2.93%
VXUS
Vanguard Total International Stock ETF
3.11%3.15%3.25%2.32%3.40%3.64%3.23%3.56%3.54%4.37%3.58%4.04%
VTEB
Vanguard Tax-Exempt Bond ETF
2.78%2.13%1.71%2.10%2.48%2.48%2.21%1.91%0.68%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.74%4.03%2.73%4.32%3.89%5.63%5.26%6.25%5.33%5.10%6.36%5.46%

Expense Ratio

The SCHD/VIG/VXUS/VTEB/VNQ 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%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
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
SCHD
Schwab US Dividend Equity ETF
0.49
VIG
Vanguard Dividend Appreciation ETF
0.94
VXUS
Vanguard Total International Stock ETF
1.14
VTEB
Vanguard Tax-Exempt Bond ETF
0.57
VNQ
Vanguard Real Estate ETF
-0.14

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VTEBVNQVXUSSCHDVIG
VTEB1.000.15-0.02-0.07-0.03
VNQ0.151.000.530.610.65
VXUS-0.020.531.000.740.76
SCHD-0.070.610.741.000.91
VIG-0.030.650.760.911.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-10.42%
-10.60%
SCHD/VIG/VXUS/VTEB/VNQ
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SCHD/VIG/VXUS/VTEB/VNQ. 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 SCHD/VIG/VXUS/VTEB/VNQ is 31.43%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.43%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-19.18%Jan 5, 2022186Sep 30, 2022
-14.48%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-9.92%Jan 29, 201839Mar 23, 2018123Sep 18, 2018162
-8.62%Nov 4, 201552Jan 20, 201636Mar 11, 201688

Volatility Chart

The current SCHD/VIG/VXUS/VTEB/VNQ volatility is 2.62%, 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%MayJuneJulyAugustSeptember
2.62%
3.17%
SCHD/VIG/VXUS/VTEB/VNQ
Benchmark (^GSPC)
Portfolio components