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FXAIX+SCHD+SCHG

Last updated Mar 2, 2024

Asset Allocation


FXAIX 45%SCHG 45%SCHD 10%EquityEquity
PositionCategory/SectorWeight
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

45%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

45%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in FXAIX+SCHD+SCHG, 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


250.00%300.00%350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
508.75%
322.67%
FXAIX+SCHD+SCHG
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the FXAIX+SCHD+SCHG returned 8.83% Year-To-Date and 14.08% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
FXAIX+SCHD+SCHG8.83%3.83%16.29%35.80%16.98%14.08%
FXAIX
Fidelity 500 Index Fund
7.97%3.76%14.63%29.01%14.94%12.76%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.42%11.39%
SCHG
Schwab U.S. Large-Cap Growth ETF
11.08%4.42%20.16%49.85%19.63%15.77%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.95%5.70%
2023-1.29%-4.94%-2.00%9.76%4.64%

Sharpe Ratio

The current FXAIX+SCHD+SCHG Sharpe ratio is 2.92. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.92

The Sharpe ratio of FXAIX+SCHD+SCHG lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.92
2.44
FXAIX+SCHD+SCHG
Benchmark (^GSPC)
Portfolio components

Dividend yield

FXAIX+SCHD+SCHG granted a 1.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FXAIX+SCHD+SCHG1.13%1.21%1.35%1.02%1.27%1.59%2.11%1.61%1.99%2.12%1.94%1.56%
FXAIX
Fidelity 500 Index Fund
1.34%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%

Expense Ratio

The FXAIX+SCHD+SCHG has an expense ratio of 0.03% 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.


0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.02%

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
^GSPC
S&P 500
2.44
FXAIX+SCHD+SCHG
2.92
FXAIX
Fidelity 500 Index Fund
2.59
SCHD
Schwab US Dividend Equity ETF
0.72
SCHG
Schwab U.S. Large-Cap Growth ETF
3.39

Asset Correlations Table

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

SCHDSCHGFXAIX
SCHD1.000.740.88
SCHG0.741.000.94
FXAIX0.880.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FXAIX+SCHD+SCHG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FXAIX+SCHD+SCHG. 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 FXAIX+SCHD+SCHG was 33.05%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.05%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-27.84%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-19.98%Oct 2, 201858Dec 24, 201871Apr 8, 2019129
-14.15%Jul 21, 2015143Feb 11, 201681Jun 8, 2016224
-10.01%Sep 3, 202014Sep 23, 202037Nov 13, 202051

Volatility Chart

The current FXAIX+SCHD+SCHG volatility is 4.00%, 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%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.00%
3.47%
FXAIX+SCHD+SCHG
Benchmark (^GSPC)
Portfolio components
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