Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 50% |
VOO Vanguard S&P 500 ETF | S&P 500 | 15% |
RIO Rio Tinto Group | Basic Materials | 15% |
VICI VICI Properties Inc. | Real Estate | 10% |
MO Altria Group, Inc. | Consumer Defensive | 10% |
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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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Returns By Period
| 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 SCHD /VOO | 1.00% | 2.04% | 20.11% | 20.76% | 32.22% | 17.61% | 10.77% | — |
| Portfolio components: | ||||||||
MO Altria Group, Inc. | 0.74% | -1.57% | 26.86% | 26.78% | 28.74% | 25.73% | 16.36% | 7.93% |
RIO Rio Tinto Group | 1.65% | 1.60% | 35.32% | 43.14% | 91.24% | 24.54% | 11.74% | 22.54% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.47% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
VICI VICI Properties Inc. | 1.53% | 2.22% | 3.07% | 2.76% | -5.76% | 1.53% | 2.53% | — |
VOO Vanguard S&P 500 ETF | 0.55% | 0.37% | 9.08% | 9.44% | 25.76% | 20.95% | 13.43% | 15.50% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 17, 2017, SCHD /VOO 's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.
Historically, 62% of months were positive and 38% 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% | 6.71% | 1.65% | 0.42% | 20.11% | ||||||
| 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 2.82%, beta of 0.81, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 17, 2017.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.05%) than losses (79.61%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.82% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.82%
- Beta
- 0.81
- R²
- 0.78
- Upside Capture
- 84.05%
- Downside Capture
- 79.61%
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 91 for risk / return — in the top 91% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for SCHD /VOO 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 | 3.03 | 1.86 | +1.17 |
| Sortino ratioReturn per unit of downside risk | 4.43 | 2.53 | +1.90 |
| Omega ratioGain probability vs. loss probability | 1.55 | 1.34 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 2.53 | +1.99 |
| Martin ratioReturn relative to average drawdown | 17.99 | 11.37 | +6.62 |
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 |
|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 74 | 1.27 | 1.77 | 1.24 | 1.75 | 4.39 |
RIO Rio Tinto Group | 94 | 3.05 | 3.57 | 1.46 | 5.89 | 21.91 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
VICI VICI Properties Inc. | 25 | -0.42 | -0.49 | 0.94 | -0.40 | -0.67 |
VOO Vanguard S&P 500 ETF | 67 | 1.99 | 2.70 | 1.36 | 2.75 | 12.42 |
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Dividends
Dividend yield
SCHD /VOO provided a 3.55% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.55% | 4.13% | 4.46% | 4.23% | 4.79% | 4.31% | 3.90% | 4.04% | 3.93% | 2.61% | 2.68% | 3.31% |
| Portfolio components: | ||||||||||||
MO Altria Group, Inc. | 5.84% | 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 | 3.82% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VICI VICI Properties Inc. | 6.25% | 6.28% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 0.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.53%Mar 2020 | 2mo | 5mo 8d | 7mo 8dJan 2020 - Aug 2020 |
Bear market2022 | -16.98%Sep 2022 | 5mo 12d | 4mo 4d | 9mo 16dApr 2022 - Feb 2023 |
Rate-hike selloffLate 2018 | -16.46%Dec 2018 | 3mo 1d | 2mo 21d | 5mo 22dSep 2018 - Mar 2019 |
2025 selloff2025 | -13.34%Apr 2025 | 4mo 7d | 3mo 3d | 7mo 10dDec 2024 - Jul 2025 |
2018 correction2018 | -11.54%Mar 2018 | 1mo 29d | 6mo 2d | 8mo 1dJan 2018 - Sep 2018 |
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. 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 | 1.52 | 1.35 | 1.29 | 1.22 |
The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
SCHD /VOO correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.79 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while MO has the lowest at 0.25.
Asset Correlations Table
Find what SCHD /VOO is missing
See which holdings overlap, where SCHD /VOO is concentrated, and which low-correlation assets could fill the gaps.
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