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SCHD/VYM

Last updated Oct 3, 2023

Asset Allocation


SCHD 50%VYM 50%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities50%

Performance

The chart shows the growth of an initial investment of $10,000 in SCHD/VYM, 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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-2.12%
4.84%
SCHD/VYM
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the SCHD/VYM returned -4.05% Year-To-Date and 10.20% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.97%11.69%19.60%7.98%9.78%
SCHD/VYM-4.99%-2.65%-4.05%10.27%7.88%10.20%
SCHD
Schwab US Dividend Equity ETF
-5.17%-2.85%-4.61%9.48%9.33%11.10%
VYM
Vanguard High Dividend Yield ETF
-4.81%-2.45%-3.49%11.07%6.41%9.28%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.82%0.23%-4.62%5.42%4.10%-1.94%-3.78%

Sharpe Ratio

The current SCHD/VYM Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.60

The Sharpe ratio of SCHD/VYM 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-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
0.60
1.04
SCHD/VYM
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/VYM granted a 3.51% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/VYM3.51%3.28%2.94%3.46%3.40%3.77%3.27%3.60%3.96%3.56%3.57%4.25%
SCHD
Schwab US Dividend Equity ETF
3.73%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
VYM
Vanguard High Dividend Yield ETF
3.28%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%

Expense Ratio

The SCHD/VYM has an expense ratio of 0.06% 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.


0.06%
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
0.54
VYM
Vanguard High Dividend Yield ETF
0.65

Asset Correlations Table

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

SCHDVYM
SCHD1.000.97
VYM0.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-7.65%
-10.59%
SCHD/VYM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SCHD/VYM. 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/VYM is 34.21%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.21%Jan 21, 202044Mar 23, 2020162Nov 10, 2020206
-16.56%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-16.25%Jan 12, 2022181Sep 30, 2022
-13.29%May 22, 201566Aug 25, 2015137Mar 11, 2016203
-11.67%Jan 29, 201839Mar 23, 2018126Sep 21, 2018165

Volatility Chart

The current SCHD/VYM volatility is 2.88%, 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%MayJuneJulyAugustSeptemberOctober
2.88%
3.15%
SCHD/VYM
Benchmark (^GSPC)
Portfolio components