Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 20% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 30% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | High Yield Bonds | 10% |
SWTSX Schwab Total Stock Market Index Fund | Large Cap Blend Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in +3-2 - real ex fund vs total world fund w/ schx > 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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The earliest data available for this chart is Oct 17, 2013, corresponding to the inception date of SHYG
Returns By Period
As of Apr 2, 2026, the +3-2 - real ex fund vs total world fund w/ schx > schg returned -3.42% Year-To-Date and 13.22% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio +3-2 - real ex fund vs total world fund w/ schx > schg | -0.10% | -2.98% | -3.42% | -1.16% | 18.57% | 18.18% | 10.66% | 13.22% |
| Portfolio components: | ||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -3.86% | -9.70% | -8.38% | 16.03% | 22.25% | 12.77% | 17.00% |
SCHF Schwab International Equity ETF | -0.64% | -2.57% | 3.91% | 9.20% | 29.84% | 16.16% | 8.89% | 9.55% |
SWTSX Schwab Total Stock Market Index Fund | 0.70% | -3.41% | -3.36% | -1.52% | 17.49% | 18.09% | 10.61% | 13.62% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 0.19% | 0.10% | 0.17% | 1.34% | 6.67% | 7.81% | 4.80% | 5.42% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 18, 2013, +3-2 - real ex fund vs total world fund w/ schx > schg's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, +3-2 - real ex fund vs total world fund w/ schx > schg closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.26% | -0.07% | -5.30% | 0.80% | -3.42% | ||||||||
| 2025 | 2.87% | -1.40% | -4.80% | 0.96% | 6.24% | 4.68% | 1.70% | 2.14% | 3.37% | 2.67% | -0.20% | 0.54% | 19.92% |
| 2024 | 1.09% | 4.91% | 2.67% | -3.72% | 4.74% | 3.07% | 1.21% | 2.16% | 1.92% | -1.46% | 5.09% | -1.79% | 21.27% |
| 2023 | 7.84% | -2.08% | 4.21% | 1.40% | 1.30% | 5.87% | 3.21% | -1.83% | -4.34% | -2.23% | 9.18% | 4.80% | 29.74% |
| 2022 | -5.90% | -2.78% | 2.71% | -9.19% | -0.40% | -8.06% | 9.12% | -4.49% | -8.88% | 6.05% | 6.16% | -5.32% | -20.91% |
| 2021 | -0.51% | 1.97% | 2.52% | 5.02% | 0.40% | 2.84% | 1.74% | 2.61% | -4.14% | 6.01% | -1.46% | 2.92% | 21.35% |
Benchmark Metrics
+3-2 - real ex fund vs total world fund w/ schx > schg has an annualized alpha of 1.03%, beta of 0.93, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 18, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.15%) than losses (92.19%) — typical of diversified or defensive assets.
- With beta of 0.93 and R² of 0.97, 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
- 1.03%
- Beta
- 0.93
- R²
- 0.97
- Upside Capture
- 95.15%
- Downside Capture
- 92.19%
Expense Ratio
+3-2 - real ex fund vs total world fund w/ schx > schg has an expense ratio of 0.07%, 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.
Return for Risk
Risk / Return Rank
+3-2 - real ex fund vs total world fund w/ schx > schg ranks 44 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.88 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.37 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.39 | +0.33 |
Martin ratioReturn relative to average drawdown | 7.76 | 6.43 | +1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
SCHF Schwab International Equity ETF | 82 | 1.69 | 2.32 | 1.34 | 2.63 | 10.00 |
SWTSX Schwab Total Stock Market Index Fund | 49 | 0.99 | 1.51 | 1.23 | 1.52 | 7.23 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 73 | 1.29 | 1.93 | 1.33 | 1.82 | 10.28 |
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Dividends
Dividend yield
+3-2 - real ex fund vs total world fund w/ schx > schg provided a 1.95% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 1.93% | 1.96% | 1.95% | 1.93% | 1.83% | 1.73% | 2.14% | 2.62% | 2.05% | 2.31% | 2.45% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SCHF Schwab International Equity ETF | 3.29% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
SWTSX Schwab Total Stock Market Index Fund | 1.14% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.07% | 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 - real ex fund vs total world fund w/ schx > 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 +3-2 - real ex fund vs total world fund w/ schx > schg was 32.38%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current +3-2 - real ex fund vs total world fund w/ schx > schg drawdown is 5.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.38% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -26.89% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -18.2% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -17.34% | Feb 19, 2025 | 35 | Apr 8, 2025 | 41 | Jun 6, 2025 | 76 |
| -16.35% | May 22, 2015 | 183 | Feb 11, 2016 | 122 | Aug 5, 2016 | 305 |
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 3.33, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SHYG | SCHF | SCHG | SWTSX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.69 | 0.80 | 0.94 | 0.99 | 0.98 |
| SHYG | 0.69 | 1.00 | 0.66 | 0.65 | 0.69 | 0.71 |
| SCHF | 0.80 | 0.66 | 1.00 | 0.72 | 0.80 | 0.85 |
| SCHG | 0.94 | 0.65 | 0.72 | 1.00 | 0.93 | 0.96 |
| SWTSX | 0.99 | 0.69 | 0.80 | 0.93 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.71 | 0.85 | 0.96 | 0.98 | 1.00 |