SCHD/VYM
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 50% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.82% | 0.23% | -4.62% | 5.42% | 4.10% | -1.94% | -3.78% |
Dividend yield
SCHD/VYM granted a 3.51% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/VYM | 3.51% | 3.28% | 2.94% | 3.46% | 3.40% | 3.77% | 3.27% | 3.60% | 3.96% | 3.56% | 3.57% | 4.25% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.54 | ||||
VYM Vanguard High Dividend Yield ETF | 0.65 |
Asset Correlations Table
| SCHD | VYM | |
|---|---|---|
| SCHD | 1.00 | 0.97 |
| VYM | 0.97 | 1.00 |
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 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, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -16.56% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -16.25% | Jan 12, 2022 | 181 | Sep 30, 2022 | — | — | — |
| -13.29% | May 22, 2015 | 66 | Aug 25, 2015 | 137 | Mar 11, 2016 | 203 |
| -11.67% | Jan 29, 2018 | 39 | Mar 23, 2018 | 126 | Sep 21, 2018 | 165 |
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.