3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O

Asset Allocation

Position	Category/Sector	Target Weight
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	40%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	High Yield Bonds	20%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	20%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Blend Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O, 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

As of Jun 13, 2026, the 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O returned 11.52% Year-To-Date and 11.88% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O	0.51%	2.60%	11.52%	11.61%	26.33%	17.68%	9.68%	11.88%
Portfolio components:
SCHA Schwab U.S. Small-Cap ETF	1.16%	6.94%	22.49%	19.84%	43.96%	18.37%	7.19%	11.55%
SCHF Schwab International Equity ETF	0.29%	3.90%	15.39%	17.24%	31.75%	19.18%	9.76%	10.82%
SCHX Schwab U.S. Large-Cap ETF	0.48%	0.59%	8.86%	9.10%	25.11%	20.84%	12.76%	15.35%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	0.05%	0.85%	1.72%	2.29%	6.70%	8.09%	4.82%	5.22%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 17, 2013, 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +11.7%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -10.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.85%	1.31%	-4.77%	8.21%	4.15%	-0.29%							11.52%
2025	3.00%	-1.03%	-3.89%	0.02%	4.95%	4.06%	1.13%	3.09%	2.48%	1.51%	0.76%	0.72%	17.79%
2024	-0.25%	3.82%	2.88%	-3.78%	3.90%	0.98%	3.19%	1.67%	1.51%	-1.60%	5.11%	-3.46%	14.38%
2023	7.06%	-2.21%	1.26%	0.76%	-0.97%	5.61%	3.27%	-2.24%	-3.98%	-3.01%	8.05%	5.89%	20.16%
2022	-5.03%	-1.58%	1.57%	-7.26%	0.47%	-7.92%	7.71%	-3.68%	-8.04%	7.01%	6.00%	-4.23%	-15.57%
2021	0.29%	3.05%	2.60%	3.45%	1.06%	1.30%	0.43%	1.95%	-3.19%	4.31%	-2.46%	3.38%	17.07%

Benchmark Metrics

3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O has an annualized alpha of -0.03%, beta of 0.84, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since October 17, 2013.

This portfolio participated in 87.77% of S&P 500 Index downside but only 82.28% of its upside - more exposed to losses than it benefited from rallies.

Alpha: -0.03%

Beta: 0.84

R²: 0.94

Upside Capture: 82.28%

Downside Capture: 87.77%

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

Expense Ratio

3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O has an expense ratio of 0.09%, 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.

SHYG

iShares 0-5 Year High Yield Corporate Bond ETF

SCHF

Schwab International Equity ETF

SCHA

Schwab U.S. Small-Cap ETF

SCHX

Schwab U.S. Large-Cap ETF

Return for Risk

Risk / Return Rank

3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O ranks 65 for risk / return — better than 65% 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 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O 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	2.10	1.86	+0.24
Sortino ratioReturn per unit of downside risk	2.94	2.53	+0.41
Omega ratioGain probability vs. loss probability	1.38	1.34	+0.04
Calmar ratioReturn relative to maximum drawdown	3.20	2.53	+0.67
Martin ratioReturn relative to average drawdown	14.01	11.37	+2.64

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
SCHA Schwab U.S. Small-Cap ETF	80	2.24	3.10	1.37	4.38	16.08
SCHF Schwab International Equity ETF	60	1.82	2.52	1.33	2.64	10.14
SCHX Schwab U.S. Large-Cap ETF	64	1.91	2.58	1.34	2.63	11.65
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	78	2.02	3.11	1.40	3.70	16.02

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. Learn how to interpret the Sharpe ratio.

The current 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O Sharpe ratio is 2.10 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O 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

3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O provided a 2.60% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.60%	2.77%	2.83%	2.74%	2.60%	2.33%	2.30%	2.66%	2.92%	2.50%	2.69%	2.60%
Portfolio components:
SCHA Schwab U.S. Small-Cap ETF	0.98%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%
SCHF Schwab International Equity ETF	2.96%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
SCHX Schwab U.S. Large-Cap ETF	1.02%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	7.00%	7.03%	6.93%	6.54%	5.57%	4.83%	5.07%	5.33%	5.90%	5.49%	5.53%	5.17%

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 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O. 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 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O was 32.74%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O drawdown is 0.82%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.74%Mar 2020	1mo 2d	5mo 8d	6mo 10dFeb 2020 - Aug 2020
Bear market2022	-23.44%Sep 2022	10mo 25d	1y 2mo	2y 1moNov 2021 - Dec 2023
Rate-hike selloffLate 2018	-17.15%Dec 2018	3mo 4d	4mo 6d	7mo 10dSep 2018 - Apr 2019
2016 correction2016	-16.90%Feb 2016	7mo 22d	6mo	1y 1moJun 2015 - Aug 2016
2025 selloff2025	-15.55%Apr 2025	1mo 18d	2mo 2d	3mo 20dFeb 2025 - Jun 2025

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 3.57, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.07	1.08	1.07	1.06	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O correlation to the S&P 500 Index

3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O has a 0.94 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 17, 2013	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHX has the highest benchmark correlation at 1.00, while SHYG has the lowest at 0.69.

0.69

0.80

0.84

1.00

Portfolio Correlations

Correlation vs. 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O. SCHX has the highest portfolio correlation at 0.96, while SHYG has the lowest at 0.74.

0.74

0.88

0.93

0.96

Asset Correlations Table

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

	SHYG	SCHF	SCHA	SCHX
SHYG	1.00	0.66	0.66	0.69
SCHF	0.66	1.00	0.74	0.80
SCHA	0.66	0.74	1.00	0.85
SCHX	0.69	0.80	0.85	1.00

The correlation results are calculated based on daily price changes starting from Oct 17, 2013

Diversification Analysis

Find what 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O is missing

See which holdings overlap, where 3-2 - SCHX 40% schg 20, SCHF 2O, SHYG 2O is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification