SCHD/VYM
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 60% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 40% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 11, 2025, the SCHD/VYM returned -3.29% Year-To-Date and 10.05% 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% |
| SCHD/VYM | -3.29% | 4.05% | -7.44% | 3.86% | 13.16% | 10.05% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
VYM Vanguard High Dividend Yield ETF | -0.80% | 5.51% | -3.74% | 8.03% | 13.88% | 9.50% |
Monthly Returns
The table below presents the monthly returns of SCHD/VYM, 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 | 2.62% | 2.04% | -1.96% | -6.01% | 0.24% | -3.29% | |||||||
| 2024 | 0.39% | 2.15% | 4.96% | -4.20% | 2.45% | -0.12% | 5.65% | 2.39% | 1.07% | -0.02% | 4.94% | -5.80% | 14.02% |
| 2023 | 2.19% | -3.40% | -0.86% | 0.02% | -4.52% | 5.40% | 4.12% | -1.85% | -3.87% | -3.40% | 6.29% | 6.03% | 5.36% |
| 2022 | -1.85% | -1.75% | 2.90% | -4.15% | 3.75% | -7.92% | 4.19% | -2.62% | -7.60% | 11.62% | 6.61% | -3.44% | -2.13% |
| 2021 | -0.77% | 5.46% | 8.15% | 2.35% | 3.14% | -1.07% | 0.61% | 2.09% | -3.50% | 4.61% | -2.16% | 7.09% | 28.40% |
| 2020 | -2.06% | -9.49% | -12.58% | 11.67% | 3.35% | -0.69% | 4.41% | 4.36% | -2.53% | -0.46% | 12.81% | 3.19% | 9.32% |
| 2019 | 6.07% | 3.94% | 1.14% | 3.06% | -7.08% | 7.03% | 1.28% | -1.62% | 3.83% | 1.23% | 2.63% | 2.56% | 25.99% |
| 2018 | 4.38% | -5.27% | -2.29% | -0.62% | 1.72% | 0.30% | 4.36% | 1.82% | 0.91% | -5.30% | 3.44% | -8.35% | -5.70% |
| 2017 | -0.30% | 3.48% | -0.04% | 0.12% | 1.19% | 0.39% | 1.64% | -0.08% | 2.92% | 2.86% | 3.76% | 1.77% | 19.07% |
| 2016 | -2.50% | 0.65% | 6.49% | 0.18% | 1.40% | 2.62% | 2.65% | -0.32% | -0.05% | -1.45% | 3.65% | 2.52% | 16.69% |
| 2015 | -3.02% | 5.10% | -2.14% | 1.14% | 0.45% | -3.05% | 0.84% | -5.45% | -1.05% | 8.62% | 0.26% | -0.99% | -0.06% |
| 2014 | -4.27% | 3.77% | 2.17% | 1.93% | 1.43% | 1.62% | -1.70% | 3.56% | -0.61% | 2.17% | 3.00% | -0.99% | 12.43% |
Expense Ratio
SCHD/VYM has an expense ratio of 0.06%, 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 SCHD/VYM is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.94 | 1.13 | 0.66 | 2.59 |
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Dividends
Dividend yield
SCHD/VYM provided a 3.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.60% | 3.28% | 3.34% | 3.24% | 2.77% | 3.17% | 3.00% | 3.20% | 2.70% | 2.90% | 3.07% | 2.69% |
| Portfolio components: | ||||||||||||
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% |
VYM Vanguard High Dividend Yield ETF | 2.93% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
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 SCHD/VYM. 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/VYM was 34.01%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current SCHD/VYM drawdown is 8.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.01% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -16.67% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -16.37% | Jan 12, 2022 | 181 | Sep 30, 2022 | 303 | Dec 14, 2023 | 484 |
| -15.11% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -13.35% | May 22, 2015 | 66 | Aug 25, 2015 | 137 | Mar 11, 2016 | 203 |
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 2 assets, with an effective number of assets of 1.92, 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 | SCHD | VYM | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.85 | 0.88 | 0.87 |
| SCHD | 0.85 | 1.00 | 0.96 | 0.99 |
| VYM | 0.88 | 0.96 | 1.00 | 0.99 |
| Portfolio | 0.87 | 0.99 | 0.99 | 1.00 |