VTSAX,SCHD, SCHG

Asset Allocation

Position	Category/Sector	Target Weight
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	Large Cap Blend Equities	50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	30%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VTSAX,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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.75%	-0.09%	8.02%	7.15%	22.78%	19.45%	11.73%	13.53%
Portfolio VTSAX,SCHD, SCHG	0.74%	-0.07%	11.84%	10.62%	25.12%	19.80%	11.92%	—
Portfolio components:
QQQM Invesco NASDAQ 100 ETF	3.18%	1.33%	16.81%	14.85%	35.30%	26.57%	16.78%	—
SCHD Schwab U.S. Dividend Equity ETF	0.84%	2.42%	19.60%	18.52%	25.79%	14.80%	8.55%	12.82%
SCHG Schwab U.S. Large-Cap Growth ETF	1.55%	-2.03%	2.46%	1.18%	18.77%	22.91%	14.30%	18.46%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	-1.61%	-1.31%	7.10%	5.97%	22.30%	20.33%	11.68%	14.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2020, VTSAX,SCHD, SCHG's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Sep 2022 at -8.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VTSAX,SCHD, SCHG closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 4, 2025 at -5.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.34%	1.20%	-4.08%	9.44%	4.82%	-2.81%							11.84%
2025	2.53%	-0.87%	-4.82%	-2.35%	5.42%	4.55%	1.73%	2.92%	2.35%	1.42%	0.72%	0.00%	13.97%
2024	0.84%	4.48%	3.32%	-4.40%	4.22%	2.93%	2.52%	2.10%	1.79%	-0.45%	5.95%	-3.39%	21.20%
2023	6.13%	-2.30%	2.88%	0.47%	0.43%	6.34%	3.78%	-1.67%	-4.68%	-2.82%	8.79%	5.75%	24.50%
2022	-5.59%	-2.68%	3.42%	-8.41%	0.68%	-8.27%	8.42%	-3.73%	-8.94%	8.30%	5.64%	-5.62%	-17.53%
2021	-0.47%	3.48%	4.78%	4.58%	0.87%	2.26%	1.67%	2.87%	-4.46%	6.37%	-1.11%	4.30%	27.61%

Benchmark Metrics

VTSAX,SCHD, SCHG has an annualized alpha of 1.32%, beta of 0.96, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.

With beta of 0.96 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.32%

Beta: 0.96

R²: 0.98

Upside Capture: 99.75%

Downside Capture: 95.79%

See how alpha, beta & R² have trended over time →

Expense Ratio

VTSAX,SCHD, SCHG 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.

QQQM

Invesco NASDAQ 100 ETF

SCHD

Schwab U.S. Dividend Equity ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VTSAX

Vanguard Total Stock Market Index Fund Admiral Shares

Return for Risk

Risk / Return Rank

VTSAX,SCHD, SCHG ranks 76 for risk / return — better than 76% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for VTSAX,SCHD, SCHG and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.30	1.85	+0.45
Sortino ratioReturn per unit of downside risk	3.12	2.52	+0.60
Omega ratioGain probability vs. loss probability	1.42	1.34	+0.08
Calmar ratioReturn relative to maximum drawdown	3.74	2.52	+1.22
Martin ratioReturn relative to average drawdown	16.30	11.31	+4.99

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQM Invesco NASDAQ 100 ETF	74	2.07	2.70	1.36	2.96	11.06
SCHD Schwab U.S. Dividend Equity ETF	88	2.38	3.67	1.43	5.61	13.71
SCHG Schwab U.S. Large-Cap Growth ETF	35	1.18	1.64	1.21	1.15	3.80
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	52	1.75	2.40	1.32	2.47	11.16

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current VTSAX,SCHD, SCHG Sharpe ratio is 2.30 as of Jun 11, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.42 to 2.26, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of VTSAX,SCHD, SCHG compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

VTSAX,SCHD, SCHG provided a 1.58% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.58%	1.79%	1.82%	1.87%	1.98%	1.52%	1.72%	1.86%	2.06%	1.74%	1.93%	2.00%
Portfolio components:
QQQM Invesco NASDAQ 100 ETF	0.43%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.25%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.04%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

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 VTSAX,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 VTSAX,SCHD, SCHG was 24.00%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.

The current VTSAX,SCHD, SCHG drawdown is 2.97%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-24.00%Oct 2022	9mo 18d	1y 2mo	1y 11moDec 2021 - Dec 2023
2025 selloff2025	-18.11%Apr 2025	1mo 17d	2mo 24d	4mo 11dFeb 2025 - Jul 2025
2024 pullback2024	-7.46%Aug 2024	19d	18d	1mo 7dJul 2024 - Aug 2024
2020 pullback2020	-7.16%Oct 2020	15d	12d	27dOct 2020 - Nov 2020
2026 pullback2026	-6.75%Mar 2026	1mo 16d	15d	2mo 1dFeb 2026 - Apr 2026

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 4 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.17	1.09	1.06	1.07

The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

VTSAX,SCHD, SCHG correlation to the S&P 500 Index

VTSAX,SCHD, SCHG has a 0.95 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. VTSAX has the highest benchmark correlation at 0.99, while SCHD has the lowest at 0.70.

0.70

0.92

0.93

0.99

Portfolio Correlations

Correlation vs. VTSAX,SCHD, SCHG. VTSAX has the highest portfolio correlation at 0.99, while SCHD has the lowest at 0.79.

0.79

0.89

0.89

0.99

Asset Correlations Table

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

	SCHD	SCHG	QQQM	VTSAX
SCHD	1.00	0.47	0.49	0.71
SCHG	0.47	1.00	0.98	0.92
QQQM	0.49	0.98	1.00	0.91
VTSAX	0.71	0.92	0.91	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2020

Diversification Analysis

Find what VTSAX,SCHD, SCHG is missing

See which holdings overlap, where VTSAX,SCHD, SCHG is concentrated, and which low-correlation assets could fill the gaps.

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