Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MO Altria Group, Inc. | Consumer Defensive | 10% |
RIO Rio Tinto Group | Basic Materials | 15% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 50% |
VICI VICI Properties Inc. | Real Estate | 10% |
VOO Vanguard S&P 500 ETF | S&P 500 | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHD /VOO , 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, 2017, corresponding to the inception date of VICI
Returns By Period
| 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 SCHD /VOO | 0.15% | -2.29% | 10.52% | 12.49% | 20.56% | 14.33% | 10.34% | — |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
VICI VICI Properties Inc. | 0.73% | -6.92% | -0.03% | -12.78% | -8.80% | 0.24% | 4.56% | — |
MO Altria Group, Inc. | 0.43% | -2.94% | 15.96% | 3.55% | 23.23% | 22.72% | 13.73% | 7.41% |
RIO Rio Tinto Group | -0.38% | 1.87% | 21.32% | 46.53% | 66.02% | 18.61% | 11.87% | 21.01% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 18, 2017, SCHD /VOO 's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, your investment would double in approximately 5.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SCHD /VOO closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.37% | 6.49% | -3.57% | 0.23% | 10.52% | ||||||||
| 2025 | 1.92% | 2.72% | 0.17% | -4.46% | 1.80% | 1.90% | 1.27% | 5.33% | 0.48% | -1.62% | 1.69% | 1.95% | 13.62% |
| 2024 | -1.34% | 0.91% | 4.31% | -2.27% | 2.91% | -0.23% | 4.78% | 3.27% | 2.20% | -1.17% | 3.69% | -6.28% | 10.68% |
| 2023 | 4.11% | -3.86% | -0.05% | -0.12% | -4.66% | 5.50% | 3.27% | -1.96% | -3.27% | -2.93% | 6.82% | 5.67% | 7.84% |
| 2022 | -0.91% | 0.12% | 4.20% | -4.00% | 2.51% | -10.10% | 5.34% | -2.59% | -7.20% | 8.52% | 8.93% | -2.34% | 0.55% |
| 2021 | -0.44% | 7.49% | 5.74% | 3.89% | 2.20% | -0.82% | 1.25% | 0.50% | -5.46% | 2.48% | -2.33% | 7.79% | 23.67% |
Benchmark Metrics
SCHD /VOO has an annualized alpha of 3.06%, beta of 0.82, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 18, 2017.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.32%) than losses (80.78%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.06%
- Beta
- 0.82
- R²
- 0.78
- Upside Capture
- 86.32%
- Downside Capture
- 80.78%
Expense Ratio
SCHD /VOO has an expense ratio of 0.03%, 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
SCHD /VOO ranks 56 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 | 1.46 | 0.88 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.37 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.39 | +0.41 |
Martin ratioReturn relative to average drawdown | 7.98 | 6.43 | +1.55 |
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 | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VICI VICI Properties Inc. | 19 | -0.49 | -0.59 | 0.93 | -0.53 | -1.04 |
MO Altria Group, Inc. | 68 | 1.12 | 1.53 | 1.22 | 1.20 | 3.11 |
RIO Rio Tinto Group | 91 | 2.36 | 2.93 | 1.39 | 4.29 | 14.31 |
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Dividends
Dividend yield
SCHD /VOO provided a 3.83% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.83% | 4.13% | 4.46% | 4.23% | 4.79% | 4.31% | 3.90% | 4.04% | 3.93% | 2.61% | 2.68% | 3.31% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VICI VICI Properties Inc. | 6.44% | 6.28% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% |
MO Altria Group, Inc. | 6.39% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
RIO Rio Tinto Group | 4.26% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
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 SCHD /VOO . 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 SCHD /VOO was 36.53%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current SCHD /VOO drawdown is 3.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.53% | Jan 23, 2020 | 42 | Mar 23, 2020 | 111 | Aug 28, 2020 | 153 |
| -16.98% | Apr 21, 2022 | 113 | Sep 30, 2022 | 84 | Feb 1, 2023 | 197 |
| -16.46% | Sep 24, 2018 | 64 | Dec 24, 2018 | 55 | Mar 15, 2019 | 119 |
| -13.34% | Dec 2, 2024 | 87 | Apr 8, 2025 | 63 | Jul 10, 2025 | 150 |
| -11.54% | Jan 23, 2018 | 43 | Mar 23, 2018 | 126 | Sep 21, 2018 | 169 |
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 5 assets, with an effective number of assets of 3.17, 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 | MO | VICI | RIO | VOO | SCHD | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.26 | 0.43 | 0.47 | 1.00 | 0.77 | 0.79 |
| MO | 0.26 | 1.00 | 0.32 | 0.21 | 0.27 | 0.48 | 0.54 |
| VICI | 0.43 | 0.32 | 1.00 | 0.26 | 0.43 | 0.50 | 0.59 |
| RIO | 0.47 | 0.21 | 0.26 | 1.00 | 0.47 | 0.48 | 0.69 |
| VOO | 1.00 | 0.27 | 0.43 | 0.47 | 1.00 | 0.77 | 0.79 |
| SCHD | 0.77 | 0.48 | 0.50 | 0.48 | 0.77 | 1.00 | 0.92 |
| Portfolio | 0.79 | 0.54 | 0.59 | 0.69 | 0.79 | 0.92 | 1.00 |