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VIG/SCHD/VGSH

Last updated Feb 22, 2024

Asset Allocation


VGSH 10%SCHD 45%VIG 45%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

10%

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

45%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

45%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in VIG/SCHD/VGSH, 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%SeptemberOctoberNovemberDecember2024February
8.09%
12.30%
VIG/SCHD/VGSH
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 Feb 22, 2024, the VIG/SCHD/VGSH returned 2.13% Year-To-Date and 10.47% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
VIG/SCHD/VGSH2.13%0.99%8.93%11.28%11.16%10.42%
SCHD
Schwab US Dividend Equity ETF
1.51%0.44%7.90%6.69%12.01%11.42%
VIG
Vanguard Dividend Appreciation ETF
3.28%1.80%11.39%17.57%12.18%11.30%
VGSH
Vanguard Short-Term Treasury ETF
-0.19%-0.18%2.62%4.02%1.14%0.95%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.65%
20232.97%-1.48%-3.83%-2.34%6.29%4.81%

Sharpe Ratio

The current VIG/SCHD/VGSH Sharpe ratio is 0.90. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.90

The Sharpe ratio of VIG/SCHD/VGSH 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.90
1.79
VIG/SCHD/VGSH
Benchmark (^GSPC)
Portfolio components

Dividend yield

VIG/SCHD/VGSH granted a 2.71% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
VIG/SCHD/VGSH2.71%2.75%2.52%2.02%2.33%2.34%2.49%2.14%2.35%2.46%2.11%1.97%
SCHD
Schwab US Dividend Equity ETF
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VIG
Vanguard Dividend Appreciation ETF
1.82%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VGSH
Vanguard Short-Term Treasury ETF
3.46%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%

Expense Ratio

The VIG/SCHD/VGSH 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%
0.04%
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
^GSPC
S&P 500
1.79
VIG/SCHD/VGSH
0.90
SCHD
Schwab US Dividend Equity ETF
0.34
VIG
Vanguard Dividend Appreciation ETF
1.42
VGSH
Vanguard Short-Term Treasury ETF
1.44

Asset Correlations Table

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

VGSHVIGSCHD
VGSH1.00-0.12-0.14
VIG-0.121.000.92
SCHD-0.140.921.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.01%
-0.95%
VIG/SCHD/VGSH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VIG/SCHD/VGSH. 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 VIG/SCHD/VGSH was 28.93%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current VIG/SCHD/VGSH drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.93%Feb 18, 202025Mar 23, 202099Aug 12, 2020124
-17.18%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-15.38%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-11.72%Mar 3, 2015123Aug 25, 2015141Mar 17, 2016264
-9.73%Jan 29, 201839Mar 23, 2018110Aug 29, 2018149

Volatility Chart

The current VIG/SCHD/VGSH volatility is 2.60%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.60%
3.37%
VIG/SCHD/VGSH
Benchmark (^GSPC)
Portfolio components
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